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Beacon Planned Return Strategy Fund (BPRLX) Sharpe Ratio: 2.56

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

The fund seeks to capture most of the returns generated by U.S. equity markets in rising markets, and to protect against the market losses in declining markets. Its investment strategy aims to provide a cushion against certain losses in the U.S. equity markets. The fund seeks to accomplish its goal of mitigating downside risk in the equity markets by hedging the portfolio through the purchase of put options. Each put option helps to protect against losses in the U.S. equity indices.

BPRLX's Sharpe Ratio of 2.56 indicates that for each unit of volatility, it generates 2.56 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BPRLX Sharpe Ratio Rank

BPRLX Sharpe Ratio Rank: 78.579
Above Average

BPRLX ranks above 78.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

BPRLX Sharpe Ratio Market Positioning

The chart shows BPRLX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.37 or lower
  • Yellow zone (middle 50%): 1.37 to 2.46
  • Green zone (top 25%): 2.46 or higher
  • Top 1%: 4.59+
  • Median: 2.01 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Beacon Planned Return Strategy Fund's Sharpe Ratio with other mutual funds in the Options Trading category across multiple time periods, showing how BPRLX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PPFIXPrinceton Premium Fund7.64
MAIPXMAI Managed Volatility Fund2.94
JDIEXEasterly Hedged Equity Fund2.88
EIVPXParametric Volatility Risk Premium - Defensive Fund2.86
GTSOXGlenmede Secured Options Portfolio2.75
GCPYXGateway Equity Call Premium Fund2.72
SHIIXCatalyst Buffered Shield Fund2.63
BPRLXBeacon Planned Return Strategy Fund2.56
CIHEXCalamos Hedged Equity Fund2.51
GTEYXGateway Fund Class Y Shares2.48

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BPRLX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BPRLX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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