Performance Scorecard
Click any column header to sort. All returns are price-return only, growth risk profile. Jan 2022 – Apr 2026.
| Portfolio ▼ | YTD ▼ | 1 Yr ▼ | 3 Yr ▼ | Std Dev ▼ | Sharpe ▼ | Max DD ▼ | Rating ▼ | Notes |
|---|
Growth of $100 — Performance Chart
Track how each portfolio has performed since January 2022, normalized to $100 starting value.
What Makes Each Portfolio Different
Key differentiators for advisor conversations.
Best Risk-Adjusted Returns
Estate Core Growth
Sharpe 0.39 · Ann. Return +7.8% · Max DD −18.8%
Diversified blend of US large/small cap + international + hedged equity. Lower alts exposure means less illiquidity drag. Best ratio of return-to-risk in the entire lineup.
Best for Income-Oriented Clients
Concentrated / OVLs Strategic
Vol 11.6%–14.3% · Sharpe −0.07 to 0.12
Lower equity exposure means less volatility, but significant return sacrifice vs benchmarks. Suited for clients who prioritize capital preservation over growth. The 60/40 benchmark returned +20.4% with 11.1% vol.
Highest Absolute Return (Most Volatile)
Global Growth / Balanced Accumulation
Total Ret +33.8% / +36.3% · Vol 17.2% / 16.5%
Closest to QQQ-style performance (+59.1%) but with better drawdown control. For clients with long time horizons who can tolerate equity-like volatility. Balanced Accumulation adds alts for diversification.
Overlay (OVL) ETF Advantage
OVLs Strategic / Estate / Endowment
Max DD −24.1% to −25.8% vs SPY −23.1%
The OVL wrapper provides downside hedging via options overlay — targets reduced max drawdown vs pure equity by ~4–5%. Trade-off: options premium drag reduces upside capture. Best for clients who need equity exposure with a risk collar.
Drawdown Analysis
Maximum peak-to-trough loss during the analysis period. Sorted from shallowest to deepest.
Risk Grades Explained
Letter grades based on realized Sharpe ratio during the analysis period.
A
Sharpe > 0.35
Excellent risk-adjusted return — reward exceeds risk meaningfully.
B
Sharpe 0.25 – 0.35
Good — above average efficiency. Consistent risk/return profile.
C
Sharpe 0.15 – 0.25
Average — acceptable for certain client profiles and objectives.
D
Sharpe 0.05 – 0.15
Below average — consider only if return objective specifically requires it.
F
Sharpe < 0.05
Poor risk-adjusted — outright loss or near-zero return for risk taken.
Note: These grades are based on realized performance (Jan 2022 – Apr 2026), which includes a significant rate-hike cycle and equity bear market in 2022. Results in different market regimes may vary significantly.
Advisor Quick-Pick Guide
Match client profiles to recommended portfolios.
| Client Profile | Recommended Portfolio | Why |
|---|---|---|
| Conservative / Income-focused | OVLs Strategic or Concentrated | Lower vol, bond-heavy, simple structure |
| Moderate Growth / Risk-aware | Strategic Core or Estate Core | Best Sharpe ratios, diversified, proven track record |
| Growth / Higher risk tolerance | Estate Core or Balanced Accumulation | Strong return, manageable drawdowns vs pure equity |
| Growth + Alts exposure | Estate w/Alts or Endowment | Adds DNLIX/NAGRX private credit overlay |
| Tax-sensitive client | Any "Tax Sensitive" variant | Muni bond swaps, same risk profiles |
| All-equity / High conviction | Global Growth | 100% equity, high vol, high return potential |
| Inflation hedge | Bison Inflation Resilient | Commodities + crypto basket for real-asset exposure |