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ISIN
US56166Y5033
Inception Date
Jun 28, 2012
Min. Investment
$50,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

LKBLX Performance Chart

LK Balanced Fund (LKBLX) is up 3.6% since the beginning of the year. LKBLX is currently trading at $51 per share. Investors who bought $1,000 worth of LKBLX shares 5 years ago would now be looking at an investment worth $1,215.


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S&P 500 Index

Returns By Period

LK Balanced Fund (LKBLX) has returned 3.60% so far this year and 9.86% over the past 12 months. Over the last ten years, LKBLX has returned 7.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


LK Balanced Fund

1D
0.10%
1M
-0.37%
YTD
3.60%
6M
3.00%
1Y
9.86%
3Y*
8.47%
5Y*
3.98%
10Y*
7.47%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LKBLX Monthly Returns History

Based on dividend-adjusted daily data since Jun 29, 2012, LKBLX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LKBLX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +6.2%, while the worst single day was Dec 15, 2021 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.86%3.46%-3.22%2.01%-0.67%-0.73%3.60%
20253.83%0.54%-2.53%-3.35%2.25%1.42%-0.19%3.42%0.37%-0.46%1.76%0.09%7.12%
20240.80%3.61%3.54%-4.53%2.07%0.37%5.02%0.40%0.10%-1.13%5.85%-6.02%9.78%
20232.70%-2.27%0.63%1.02%-2.69%4.35%2.09%-0.32%-2.60%-2.99%5.68%2.86%8.29%
2022-2.83%-1.79%2.78%-4.68%1.53%-6.93%6.90%-2.26%-6.55%7.86%4.84%-3.20%-5.58%
20210.32%5.03%6.23%2.79%2.22%-0.20%-0.37%1.30%-3.06%4.44%-1.50%-4.94%12.30%

Benchmark Metrics

LK Balanced Fund has an annualized alpha of -0.58%, beta of 0.60, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 29, 2012.

  • This fund participated in 76.62% of S&P 500 Index downside but only 60.45% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.58%
Beta
0.60
0.75
Upside Capture
60.45%
Downside Capture
76.62%

Expense Ratio

LKBLX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LKBLX ranks 27 for risk / return — below 27% of mutual funds 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.


LKBLX Risk / Return Rank: 2727
Overall Rank
LKBLX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LKBLX Sortino Ratio Rank: 2323
Sortino Ratio Rank
LKBLX Omega Ratio Rank: 2020
Omega Ratio Rank
LKBLX Calmar Ratio Rank: 4343
Calmar Ratio Rank
LKBLX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for LK Balanced Fund (LKBLX) 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.


LKBLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

2.38

2.78

-0.41

Martin ratioReturn relative to average drawdown

5.96

12.44

-6.48

Dividends

Dividend History

LK Balanced Fund provided a 11.77% dividend yield over the last twelve months, with an annual payout of $6.06 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.06$6.06$4.64$3.44$1.98$1.09$3.04$1.60$3.12$1.03$0.69$1.43

Dividend yield

11.77%12.20%8.93%6.68%3.90%1.96%6.01%3.14%7.14%2.13%1.58%3.57%

Monthly Dividends

The table displays the monthly dividend distributions for LK Balanced Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$6.06$6.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.64$4.64
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.44$3.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.98$1.98
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$1.09

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 LK Balanced Fund. 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 LK Balanced Fund was 28.77%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current LK Balanced Fund drawdown is 2.65%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-28.77%Mar 2020
1mo 9d8mo 15d
9mo 24dFeb 2020 - Dec 2020
Bear market2022
-21.46%Sep 2022
10mo 22d1y 5mo
2y 4moNov 2021 - Mar 2024
2016 correction2016
-16.32%Feb 2016
1y 5mo10mo 6d
2y 3moSep 2014 - Dec 2016
Rate-hike selloffLate 2018
-15.20%Dec 2018
3mo 1d5mo 26d
8mo 27dSep 2018 - Jun 2019
2025 selloff2025
-12.30%Apr 2025
4mo 7d5mo 26d
10mo 3dDec 2024 - Oct 2025

Drawdown Indicators


LKBLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.77%

-56.78%

+28.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-9.10%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.30%

-18.90%

+6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-25.43%

+3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-28.77%

-33.92%

+5.15%

Current Drawdown

Current decline from peak

-2.65%

-1.80%

-0.85%

Average Drawdown

Average peak-to-trough decline

-4.77%

-10.71%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.03%

-0.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with LKBLX

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