Beacon Selective Risk ETF (BSR) Performance
BSR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.7% since Dec 31, 2025
- 1 year
- +4.3% total return
- 3 years
- +9.0% a year
- Since first price
- +7.1% a year since 2023
BSR trailing returns vs AGG, TLT, SPY
| Period | BSR total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | −1.2% | −1.2% | +0.9% | +1.5% | −1.0% |
| 3 months | +2.1% | +2.1% | −0.4% | −1.0% | +3.2% |
| 6 months | +1.3% | +1.3% | −1.5% | −3.8% | +7.8% |
| YTD | +3.7% | +3.7% | −1.0% | −3.4% | +12.3% |
| 1 year | +4.3% | +1.4% | −1.1% | −6.9% | +14.4% |
| 3 years | +29.4%+9.0%/yr | +23.3% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| Since inceptionApr 18, 2023 | +27.1%+7.1%/yr | +21.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: BSR vs AGG
From Apr 18, 2023: BSR grew to $12,714, AGG to $11,046.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
BSR returns by calendar year
2 of 2 full years positive. Best 2024 (+12.5%), worst 2025 (+4.2%). 2026 is year to date.
BSR annual returns table
| Year | BSR | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +3.7% | −6.2% | −1.0% | −3.4% | +12.3% |
| 2025 | +4.2% | −15.3% | +7.2% | +4.3% | +17.7% |
| 2024 | +12.5% | −5.8% | +1.3% | −8.1% | +24.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
BSR largest drawdowns
Now 4.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| May 14, 2025 | −15.3% | May 21, 2025 | not yet | 7 days | 1.4 years so far |
| Nov 29, 2024 | −11.0% | Apr 8, 2025 | May 14, 2025 | 4 months | 5 months |
| Jul 31, 2023 | −8.1% | Oct 31, 2023 | Feb 16, 2024 | 3 months | 7 months |
| Jul 31, 2024 | −5.4% | Aug 5, 2024 | Aug 19, 2024 | 5 days | 19 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
BSR risk statistics
| Statistic | 3 years | Since 2023 |
|---|---|---|
| Annualized return | +8.6% | +7.3% |
| Volatility (annualized) | 9.3% | 9.5% |
| Sharpe ratio | 0.46 | 0.32 |
| Sortino ratio | 0.67 | 0.46 |
| Best month | +5.8% | +5.8% |
| Worst month | −5.8% | −5.8% |
| Best 12 months | +24.4% | +24.4% |
| Worst 12 months | −1.5% | −1.5% |
| Positive months | 61% | 59% |
| Beta vs S&P 500 | 0.52 | — |
| Correlation with S&P 500 | 0.69 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
BSR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 31 | −1.5% | +6.8% | +24.4% | 97% |
| 3-year (a year) | 7 | +5.7% | +7.9% | +9.3% | 100% |
Every holding period starting at a month-end since 2023. Returns for 3 years and longer are annualized.
BSR performance overview
Beacon Selective Risk ETF (BSR) returned +4.3% over the past year, with distributions reinvested. Since its first recorded price in 2023 it has returned +7.1% a year, turning $10,000 into about $12,714. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −15.3%, from May 14, 2025 to May 21, 2025; the fund has not yet regained that high. Volatility has been 9.5% a year.
Related: BSR chart, BSR holdings, BSR dividends, BSR bond profile. See the BSR overview for the latest quote and fund facts.
BSR performance FAQ
What is the BSR return over the past year?
BSR returned +4.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 1.4%.
How much would $10,000 invested in BSR be worth?
$10,000 invested in BSR at its first recorded close on April 18, 2023 would be worth about $12,714 on October 23, 2026 with distributions reinvested.
What was the worst year for BSR?
The worst calendar year was 2025, with a total return of +4.2%. The best was 2024 at +12.5%.
What is the biggest drawdown of BSR?
The largest peak-to-trough decline was −15.3% between May 14, 2025 and May 21, 2025. It has not yet recovered to that high; it is 4.1% below its peak.
How volatile is BSR?
Over the past 3 years BSR had an annualized volatility of 9.3% and a Sharpe ratio of 0.46 (excess return over 1–3 month T-bills per unit of risk).