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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Beacon Selective Risk ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Beacon Selective Risk ETF (BSR) has returned 0.97% so far this year and 6.09% over the past 12 months.
Beacon Selective Risk ETF
- 1D
- 0.87%
- 1M
- -5.04%
- YTD
- 0.97%
- 6M
- 2.16%
- 1Y
- 6.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 18, 2023, BSR's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2024 with a return of +5.8%, while the worst month was Dec 2024 at -5.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, BSR closed higher 54% of trading days. The best single day was May 14, 2025 with a return of +17.9%, while the worst single day was May 15, 2025 at -14.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.34% | 2.89% | -5.04% | 0.97% | |||||||||
| 2025 | 2.69% | -0.36% | -3.06% | -2.59% | -0.42% | 2.46% | 0.94% | 1.94% | 1.54% | 0.12% | 1.34% | -0.28% | 4.21% |
| 2024 | -0.80% | 3.78% | 3.57% | -4.14% | 3.53% | 0.63% | 3.40% | 2.15% | 1.66% | -1.30% | 5.76% | -5.79% | 12.44% |
| 2023 | 0.53% | -0.73% | 4.44% | 1.74% | -1.90% | -3.60% | -2.84% | 2.96% | 4.26% | 4.57% |
Benchmark Metrics
Beacon Selective Risk ETF has an annualized alpha of 0.30%, beta of 0.50, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since April 19, 2023.
- This ETF participated in 93.35% of S&P 500 Index downside but only 61.14% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R² of 0.21 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.21 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.30%
- Beta
- 0.50
- R²
- 0.21
- Upside Capture
- 61.14%
- Downside Capture
- 93.35%
Expense Ratio
BSR has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BSR ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) and compare them to a chosen benchmark (S&P 500 Index).
| BSR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.90 | -0.65 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.39 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.40 | -0.98 |
Martin ratioReturn relative to average drawdown | 0.75 | 6.61 | -5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BSR risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Beacon Selective Risk ETF provided a 2.87% dividend yield over the last twelve months, with an annual payout of $0.85 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.85 | $0.85 | $0.26 | $0.28 |
Dividend yield | 2.87% | 2.89% | 0.89% | 1.08% |
Monthly Dividends
The table displays the monthly dividend distributions for Beacon Selective Risk ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.85 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2023 | $0.28 | $0.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Beacon Selective Risk ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Beacon Selective Risk ETF was 15.68%, occurring on May 23, 2025. The portfolio has not yet recovered.
The current Beacon Selective Risk ETF drawdown is 6.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.68% | May 15, 2025 | 7 | May 23, 2025 | — | — | — |
| -11.04% | Dec 2, 2024 | 87 | Apr 8, 2025 | 25 | May 14, 2025 | 112 |
| -8.64% | Aug 1, 2023 | 63 | Oct 27, 2023 | 75 | Feb 15, 2024 | 138 |
| -6.04% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -4.95% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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