- ISIN
- US66538F1993
- Issuer
- American Beacon
- Inception Date
- Apr 17, 2023
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- NONE
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $38M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $47.57K
Share Price Chart
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Performance
BSR Performance Chart
Beacon Selective Risk ETF (BSR) is up 2.3% since the beginning of the year. BSR is currently trading at $30 per share.
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Returns By Period
Beacon Selective Risk ETF (BSR) has returned 2.28% so far this year and 7.86% over the past 12 months.
Beacon Selective Risk ETF
- 1D
- 0.46%
- 1M
- -0.59%
- 6M
- -1.03%
- YTD
- 2.28%
- 1Y
- 7.86%
- 3Y*
- 5.83%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.14%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BSR Monthly Returns History
Based on dividend-adjusted daily data since Apr 18, 2023, BSR's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 60% of months were positive and 40% 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% | 1.98% | 0.00% | 0.75% | -1.41% | 2.28% | |||||
| 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 | 0.62% | -0.73% | 4.44% | 1.74% | -1.90% | -3.60% | -2.84% | 2.96% | 4.26% | 4.67% |
Benchmark Metrics
Beacon Selective Risk ETF has an annualized alpha of -1.35%, beta of 0.50, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since April 18, 2023.
- This ETF participated in 92.05% of S&P 500 Index downside but only 51.79% 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
- -1.35%
- Beta
- 0.50
- R²
- 0.21
- Upside Capture
- 51.79%
- Downside Capture
- 92.05%
Expense Ratio
BSR has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BSR ranks 31 for risk / return — above 31% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.00 | -0.84 |
| Martin ratioReturn relative to average drawdown | 2.78 | 8.49 | -5.71 |
Dividends
Dividend History
Beacon Selective Risk ETF provided a 2.83% 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 | 2.83% | 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 | $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 5.45%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-15.68%May 2025 | 8d | — | 1y 2moMay 2025 - now | 2025 selloff2025 |
-11.04%Apr 2025 | 4mo 7d | 1mo 6d | 5mo 13dDec 2024 - May 2025 | 2025 selloff2025 |
-8.64%Oct 2023 | 2mo 27d | 3mo 21d | 6mo 18dAug 2023 - Feb 2024 | — |
-6.04%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 | — |
-4.95%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 | — |
Drawdown Indicators
| BSR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.68% | -56.78% | +41.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -9.10% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.68% | -18.90% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.45% | -1.58% | -3.87% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -10.70% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.14% | +0.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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