Real
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CVX Chevron Corporation | Energy | 37.20% |
EPR EPR Properties | Real Estate | 40.30% |
EURN Euronav NV | Energy | 12.40% |
MNTK Montauk Renewables, Inc. | Utilities | 2.50% |
RIVN Rivian Automotive, Inc. | Consumer Cyclical | 7.60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Real, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Nov 10, 2021, corresponding to the inception date of RIVN
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Real | 2.41% | -7.41% | -1.62% | 13.11% | N/A | N/A |
| Portfolio components: | ||||||
CVX Chevron Corporation | -3.76% | -14.27% | -6.86% | -8.03% | 14.61% | 6.74% |
EPR EPR Properties | 13.21% | -4.43% | 4.76% | 32.62% | 21.81% | 4.32% |
EURN Euronav NV | 0.00% | 0.00% | 0.00% | 32.67% | N/A | N/A |
MNTK Montauk Renewables, Inc. | -48.49% | -0.97% | -62.86% | -41.60% | N/A | N/A |
RIVN Rivian Automotive, Inc. | -12.78% | 3.57% | 14.62% | 32.72% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Real, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.78% | 8.18% | 1.92% | -9.62% | 2.41% | ||||||||
| 2024 | -4.05% | -0.78% | 1.30% | -0.32% | 7.85% | -1.07% | 7.90% | -4.27% | 1.06% | -2.00% | 4.18% | -5.11% | 3.73% |
| 2023 | 0.73% | -2.00% | -3.24% | 4.85% | -6.45% | 8.47% | 2.89% | 0.66% | 0.07% | -4.08% | 1.55% | 5.27% | 8.01% |
| 2022 | -1.44% | 13.76% | 7.72% | -2.99% | 6.42% | -12.70% | 14.46% | -4.21% | -10.38% | 17.08% | 4.33% | -6.82% | 21.73% |
| 2021 | -3.89% | 1.02% | -2.91% |
Expense Ratio
Real has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, Real is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CVX Chevron Corporation | -0.32 | -0.26 | 0.96 | -0.37 | -1.04 |
EPR EPR Properties | 1.53 | 2.13 | 1.28 | 1.80 | 6.42 |
EURN Euronav NV | 1.76 | 2.77 | 1.58 | 2.59 | 3.44 |
MNTK Montauk Renewables, Inc. | -0.58 | -0.50 | 0.93 | -0.47 | -1.45 |
RIVN Rivian Automotive, Inc. | 0.45 | 1.22 | 1.14 | 0.35 | 1.18 |
Dividends
Dividend yield
Real provided a 8.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 8.74% | 8.92% | 6.50% | 4.74% | 3.12% | 7.17% | 4.16% | 4.46% | 4.17% | 5.64% | 5.09% | 3.79% |
| Portfolio components: | ||||||||||||
CVX Chevron Corporation | 4.79% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
EPR EPR Properties | 6.96% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 6.75% | 6.23% | 5.35% | 6.22% | 5.93% |
EURN Euronav NV | 33.48% | 33.48% | 18.12% | 0.70% | 1.35% | 24.31% | 0.96% | 1.73% | 3.02% | 17.16% | 6.59% | 0.00% |
MNTK Montauk Renewables, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RIVN Rivian Automotive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Real. 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 Real was 17.24%, occurring on Sep 29, 2022. Recovery took 28 trading sessions.
The current Real drawdown is 10.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.24% | Aug 15, 2022 | 33 | Sep 29, 2022 | 28 | Nov 8, 2022 | 61 |
| -16.71% | Jun 8, 2022 | 19 | Jul 6, 2022 | 26 | Aug 11, 2022 | 45 |
| -16.52% | Nov 23, 2022 | 78 | Mar 17, 2023 | 188 | Dec 14, 2023 | 266 |
| -13.93% | Apr 2, 2025 | 5 | Apr 8, 2025 | — | — | — |
| -13.01% | Nov 17, 2021 | 23 | Dec 20, 2021 | 46 | Feb 25, 2022 | 69 |
Volatility
Volatility Chart
The current Real volatility is 10.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| EURN | RIVN | CVX | MNTK | EPR | |
|---|---|---|---|---|---|
| EURN | 1.00 | 0.12 | 0.26 | 0.17 | 0.17 |
| RIVN | 0.12 | 1.00 | 0.12 | 0.31 | 0.36 |
| CVX | 0.26 | 0.12 | 1.00 | 0.30 | 0.31 |
| MNTK | 0.17 | 0.31 | 0.30 | 1.00 | 0.24 |
| EPR | 0.17 | 0.36 | 0.31 | 0.24 | 1.00 |