Rollover IRA New Optimized (Proposed) 17 Aug 2024

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Rollover IRA New Optimized (Proposed) 17 Aug 2024

Currency in USD · Last updated May 21, 2025

New rollover IRA as of 17 Aug 2024 optimized to Max Sharpe ratio the same day. Doing optimization, kept most of position with negative balance as-is. This is a proposed (theoretical) portfolio, not the real one.

Asset Allocation

Position	Category/Sector	Target Weight
ABT Abbott Laboratories	Healthcare	0.71%
ADM Archer-Daniels-Midland Company	Consumer Defensive	3.08%
ADP Automatic Data Processing, Inc.	Industrials	1.25%
AJG Arthur J. Gallagher & Co.	Financial Services	5.05%
ARCC Ares Capital Corporation	Financial Services	4.05%
AXP American Express Company	Financial Services	6%
BAESY BAE Systems PLC	Industrials	5.50%
BRO Brown & Brown, Inc.	Financial Services	6%
CSWC Capital Southwest Corporation	Financial Services	4.16%
CVS CVS Health Corporation	Healthcare	2.42%
FANG Diamondback Energy, Inc.	Energy	5.73%
GD General Dynamics Corporation		4.34%
GIS General Mills, Inc.	Consumer Defensive	5.05%
INGR Ingredion Incorporated	Consumer Defensive	6%
ITOCY Itochu Corp ADR	Industrials	4.04%
LMT Lockheed Martin Corporation	Industrials	9.56%
MCK McKesson Corporation	Healthcare	3.31%
NEE NextEra Energy, Inc.	Utilities	4%
NTR Nutrien Ltd.	Basic Materials	2.56%
STRL Sterling Construction Company, Inc.	Industrials	5%
T AT&T Inc.	Communication Services	6%
TMO Thermo Fisher Scientific Inc.	Healthcare	2%
TROW T. Rowe Price Group, Inc.	Financial Services	4.19%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
Rollover IRA New Optimized (Proposed) 17 Aug 2024	10.29%	6.96%	5.07%	14.43%	23.33%	N/A
Portfolio components:
ABT Abbott Laboratories	20.71%	3.22%	16.57%	33.63%	10.06%	12.80%
ADM Archer-Daniels-Midland Company	0.40%	4.89%	-3.38%	-15.17%	10.00%	2.38%
ADP Automatic Data Processing, Inc.	10.86%	10.07%	9.63%	30.96%	21.60%	16.53%
AJG Arthur J. Gallagher & Co.	20.13%	3.37%	16.81%	33.85%	31.71%	23.66%
ARCC Ares Capital Corporation	2.76%	7.79%	5.33%	12.91%	19.16%	13.16%
AXP American Express Company	0.36%	17.85%	4.31%	23.62%	28.76%	15.48%
BAESY BAE Systems PLC	69.84%	7.61%	46.96%	41.50%	37.10%	16.14%
BRO Brown & Brown, Inc.	10.53%	-3.94%	3.12%	25.83%	24.80%	22.55%
CSWC Capital Southwest Corporation	1.33%	9.04%	-1.07%	-9.78%	22.82%	10.80%
CVS CVS Health Corporation	45.28%	-4.30%	16.94%	16.18%	3.37%	-2.01%
FANG Diamondback Energy, Inc.	-14.37%	1.21%	-22.11%	-27.87%	31.98%	8.04%
GD General Dynamics Corporation	8.03%	1.99%	1.31%	-4.26%	17.97%	9.71%
GIS General Mills, Inc.	-12.29%	-4.73%	-10.90%	-20.27%	1.51%	3.17%
INGR Ingredion Incorporated	3.68%	8.65%	0.45%	22.16%	15.38%	8.22%
ITOCY Itochu Corp ADR	5.88%	12.28%	4.42%	11.14%	20.24%	17.14%
LMT Lockheed Martin Corporation	-1.36%	2.53%	-9.55%	4.54%	8.09%	12.43%
MCK McKesson Corporation	26.33%	3.17%	17.08%	28.10%	37.87%	12.45%
NEE NextEra Energy, Inc.	4.65%	12.22%	-2.02%	0.84%	7.50%	14.17%
NTR Nutrien Ltd.	32.57%	11.77%	31.82%	2.34%	16.26%	N/A
STRL Sterling Construction Company, Inc.	11.12%	33.45%	-3.00%	42.68%	84.91%	48.13%
T AT&T Inc.	24.89%	2.32%	25.11%	66.86%	12.08%	8.17%
TMO Thermo Fisher Scientific Inc.	-20.40%	-3.22%	-18.60%	-30.14%	4.24%	12.42%
TROW T. Rowe Price Group, Inc.	-12.95%	12.75%	-15.67%	-13.14%	0.64%	5.32%

*Annualized

Monthly Returns

The table below presents the monthly returns of Rollover IRA New Optimized (Proposed) 17 Aug 2024, 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	2.06%	1.82%	0.67%	0.39%	5.03%								10.29%
2024	0.55%	5.02%	5.46%	-1.44%	5.15%	-1.62%	5.52%	2.28%	1.74%	-1.96%	5.14%	-6.74%	19.86%
2023	3.39%	-2.32%	1.30%	1.34%	-3.26%	6.35%	2.67%	0.76%	-3.50%	0.85%	3.50%	4.53%	16.18%
2022	0.91%	4.83%	2.34%	-4.81%	2.87%	-5.42%	4.78%	-0.18%	-8.26%	12.66%	5.19%	-2.92%	10.70%
2021	-0.08%	6.75%	5.72%	4.74%	2.20%	-0.05%	0.33%	1.52%	-0.33%	5.59%	-2.17%	6.26%	34.46%
2020	1.47%	-8.23%	-15.20%	10.81%	4.46%	-0.24%	3.38%	5.15%	-3.49%	-4.13%	14.74%	3.99%	9.44%
2019	8.70%	2.94%	-0.48%	4.63%	-4.39%	7.58%	0.97%	0.55%	2.39%	1.21%	1.41%	2.88%	31.54%
2018	3.50%	-3.58%	-1.26%	0.58%	-0.44%	0.22%	2.85%	1.07%	2.50%	-7.26%	2.54%	-9.46%	-9.28%

Expense Ratio

Rollover IRA New Optimized (Proposed) 17 Aug 2024 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Rollover IRA New Optimized (Proposed) 17 Aug 2024 is 73, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABT Abbott Laboratories	1.63	2.25	1.29	1.27	7.63
ADM Archer-Daniels-Midland Company	-0.59	-0.70	0.91	-0.30	-0.89
ADP Automatic Data Processing, Inc.	1.63	2.19	1.31	2.42	8.29
AJG Arthur J. Gallagher & Co.	1.51	1.98	1.27	2.70	7.43
ARCC Ares Capital Corporation	0.60	1.02	1.16	0.70	2.75
AXP American Express Company	0.73	1.20	1.17	0.81	2.56
BAESY BAE Systems PLC	1.17	1.99	1.26	2.08	4.69
BRO Brown & Brown, Inc.	1.21	1.63	1.24	1.96	5.15
CSWC Capital Southwest Corporation	-0.39	-0.32	0.95	-0.32	-0.77
CVS CVS Health Corporation	0.43	0.89	1.11	0.28	1.24
FANG Diamondback Energy, Inc.	-0.70	-0.81	0.89	-0.66	-1.43
GD General Dynamics Corporation	-0.15	-0.09	0.99	-0.17	-0.36
GIS General Mills, Inc.	-0.90	-1.20	0.86	-0.55	-1.41
INGR Ingredion Incorporated	0.85	1.52	1.20	1.06	2.26
ITOCY Itochu Corp ADR	0.35	0.79	1.10	0.45	1.05
LMT Lockheed Martin Corporation	0.18	0.42	1.06	0.15	0.29
MCK McKesson Corporation	1.12	1.41	1.24	1.17	2.88
NEE NextEra Energy, Inc.	-0.02	0.22	1.03	0.02	0.04
NTR Nutrien Ltd.	0.11	0.52	1.06	0.11	0.39
STRL Sterling Construction Company, Inc.	0.70	1.30	1.18	0.95	2.22
T AT&T Inc.	2.96	3.49	1.50	3.61	23.28
TMO Thermo Fisher Scientific Inc.	-1.11	-1.68	0.80	-0.78	-1.98
TROW T. Rowe Price Group, Inc.	-0.47	-0.49	0.94	-0.22	-0.94

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Rollover IRA New Optimized (Proposed) 17 Aug 2024 Sharpe ratios as of May 21, 2025 (values are recalculated daily):

1-Year: 0.97
5-Year: 1.51
All Time: 0.88

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.04, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Rollover IRA New Optimized (Proposed) 17 Aug 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Rollover IRA New Optimized (Proposed) 17 Aug 2024 provided a 2.93% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.93%	3.08%	3.11%	3.21%	3.15%	3.58%	3.12%	3.33%	2.64%	2.53%	2.81%	2.52%
Portfolio components:
ABT Abbott Laboratories	1.69%	1.95%	1.85%	1.71%	1.28%	1.32%	1.47%	1.55%	1.86%	2.71%	2.14%	1.95%
ADM Archer-Daniels-Midland Company	4.03%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%	1.85%
ADP Automatic Data Processing, Inc.	1.82%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%	2.10%
AJG Arthur J. Gallagher & Co.	0.72%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
ARCC Ares Capital Corporation	8.73%	8.77%	9.59%	10.12%	7.65%	9.47%	9.01%	9.88%	9.67%	9.22%	11.02%	10.06%
AXP American Express Company	0.99%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%	1.05%
BAESY BAE Systems PLC	1.77%	2.77%	2.45%	3.16%	4.45%	7.23%	3.75%	5.11%	3.49%	3.94%	4.36%	4.62%
BRO Brown & Brown, Inc.	0.52%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%
CSWC Capital Southwest Corporation	11.84%	11.59%	10.21%	12.75%	10.13%	11.49%	13.07%	5.88%	7.01%	2.35%	0.01%	0.03%
CVS CVS Health Corporation	4.17%	5.93%	3.06%	2.36%	1.94%	2.93%	2.69%	3.05%	2.76%	2.15%	1.43%	1.14%
FANG Diamondback Energy, Inc.	3.79%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%	0.00%
GD General Dynamics Corporation	2.05%	2.12%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%
GIS General Mills, Inc.	4.38%	3.73%	3.47%	2.50%	3.03%	3.37%	3.66%	5.03%	3.27%	3.01%	3.00%	3.02%
INGR Ingredion Incorporated	2.26%	1.72%	2.75%	2.78%	2.67%	3.23%	2.70%	2.68%	1.57%	1.52%	1.82%	1.98%
ITOCY Itochu Corp ADR	0.00%	0.00%	0.00%	0.00%	2.65%	2.83%	3.53%	3.93%	2.83%	3.68%	3.30%	4.09%
LMT Lockheed Martin Corporation	2.71%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
MCK McKesson Corporation	0.38%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%
NEE NextEra Energy, Inc.	2.84%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%
NTR Nutrien Ltd.	3.69%	4.83%	3.76%	2.63%	2.45%	3.74%	3.67%	3.47%	0.00%	0.00%	0.00%	0.00%
STRL Sterling Construction Company, 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%
T AT&T Inc.	4.00%	4.87%	6.62%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%
TMO Thermo Fisher Scientific Inc.	0.39%	0.30%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%
TROW T. Rowe Price Group, Inc.	5.14%	4.39%	4.53%	4.40%	3.72%	2.38%	2.50%	3.03%	2.17%	2.87%	5.71%	2.05%

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 Rollover IRA New Optimized (Proposed) 17 Aug 2024. 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 Rollover IRA New Optimized (Proposed) 17 Aug 2024 was 37.82%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.82%	Feb 21, 2020	22	Mar 23, 2020	171	Nov 23, 2020	193
-18.74%	Oct 3, 2018	57	Dec 24, 2018	117	Jun 13, 2019	174
-14.47%	Apr 21, 2022	41	Jun 17, 2022	101	Nov 10, 2022	142
-11.18%	Nov 12, 2024	100	Apr 8, 2025	23	May 12, 2025	123
-8.84%	Jan 29, 2018	9	Feb 8, 2018	152	Sep 17, 2018	161

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 23 assets, with an effective number of assets of 19.39, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	BAESY	GIS	ITOCY	NEE	CSWC	FANG	STRL	MCK	NTR	T	TMO	ABT	LMT	CVS	ARCC	INGR	ADM	AJG	BRO	AXP	ADP	GD	TROW	Portfolio
^GSPC	1.00	0.20	0.16	0.42	0.37	0.40	0.39	0.48	0.37	0.42	0.38	0.59	0.54	0.35	0.40	0.52	0.44	0.44	0.54	0.58	0.68	0.66	0.51	0.75	0.75
BAESY	0.20	1.00	0.05	0.18	0.11	0.16	0.18	0.16	0.17	0.22	0.16	0.08	0.08	0.25	0.15	0.19	0.20	0.18	0.18	0.17	0.21	0.17	0.28	0.17	0.36
GIS	0.16	0.05	1.00	0.07	0.32	0.09	0.03	0.01	0.28	0.08	0.28	0.21	0.27	0.30	0.27	0.10	0.33	0.30	0.25	0.27	0.09	0.26	0.25	0.15	0.33
ITOCY	0.42	0.18	0.07	1.00	0.15	0.22	0.20	0.24	0.18	0.26	0.22	0.24	0.25	0.17	0.19	0.26	0.24	0.24	0.23	0.23	0.32	0.26	0.27	0.35	0.42
NEE	0.37	0.11	0.32	0.15	1.00	0.19	0.07	0.13	0.19	0.14	0.30	0.30	0.35	0.27	0.20	0.25	0.25	0.27	0.35	0.37	0.22	0.37	0.28	0.28	0.40
CSWC	0.40	0.16	0.09	0.22	0.19	1.00	0.28	0.28	0.20	0.26	0.24	0.22	0.16	0.18	0.22	0.51	0.26	0.26	0.26	0.26	0.38	0.29	0.28	0.37	0.47
FANG	0.39	0.18	0.03	0.20	0.07	0.28	1.00	0.35	0.22	0.45	0.21	0.13	0.11	0.25	0.26	0.33	0.31	0.40	0.21	0.20	0.40	0.25	0.35	0.35	0.56
STRL	0.48	0.16	0.01	0.24	0.13	0.28	0.35	1.00	0.24	0.30	0.22	0.20	0.16	0.22	0.25	0.33	0.33	0.30	0.25	0.30	0.43	0.31	0.36	0.40	0.57
MCK	0.37	0.17	0.28	0.18	0.19	0.20	0.22	0.24	1.00	0.21	0.31	0.24	0.30	0.31	0.51	0.25	0.33	0.33	0.34	0.35	0.28	0.35	0.37	0.28	0.49
NTR	0.42	0.22	0.08	0.26	0.14	0.26	0.45	0.30	0.21	1.00	0.25	0.24	0.19	0.26	0.29	0.35	0.33	0.50	0.24	0.25	0.40	0.32	0.36	0.37	0.54
T	0.38	0.16	0.28	0.22	0.30	0.24	0.21	0.22	0.31	0.25	1.00	0.24	0.30	0.31	0.38	0.32	0.40	0.36	0.32	0.34	0.37	0.33	0.38	0.36	0.53
TMO	0.59	0.08	0.21	0.24	0.30	0.22	0.13	0.20	0.24	0.24	0.24	1.00	0.61	0.25	0.29	0.28	0.27	0.27	0.40	0.44	0.37	0.47	0.31	0.46	0.46
ABT	0.54	0.08	0.27	0.25	0.35	0.16	0.11	0.16	0.30	0.19	0.30	0.61	1.00	0.28	0.32	0.28	0.29	0.28	0.44	0.46	0.35	0.49	0.32	0.43	0.45
LMT	0.35	0.25	0.30	0.17	0.27	0.18	0.25	0.22	0.31	0.26	0.31	0.25	0.28	1.00	0.32	0.25	0.35	0.37	0.37	0.38	0.33	0.40	0.66	0.30	0.60
CVS	0.40	0.15	0.27	0.19	0.20	0.22	0.26	0.25	0.51	0.29	0.38	0.29	0.32	0.32	1.00	0.30	0.32	0.39	0.32	0.34	0.37	0.36	0.39	0.35	0.53
ARCC	0.52	0.19	0.10	0.26	0.25	0.51	0.33	0.33	0.25	0.35	0.32	0.28	0.28	0.25	0.30	1.00	0.33	0.36	0.36	0.37	0.48	0.39	0.38	0.48	0.57
INGR	0.44	0.20	0.33	0.24	0.25	0.26	0.31	0.33	0.33	0.33	0.40	0.27	0.29	0.35	0.32	0.33	1.00	0.54	0.35	0.37	0.41	0.36	0.44	0.39	0.62
ADM	0.44	0.18	0.30	0.24	0.27	0.26	0.40	0.30	0.33	0.50	0.36	0.27	0.28	0.37	0.39	0.36	0.54	1.00	0.33	0.34	0.43	0.38	0.45	0.42	0.62
AJG	0.54	0.18	0.25	0.23	0.35	0.26	0.21	0.25	0.34	0.24	0.32	0.40	0.44	0.37	0.32	0.36	0.35	0.33	1.00	0.78	0.45	0.56	0.46	0.45	0.60
BRO	0.58	0.17	0.27	0.23	0.37	0.26	0.20	0.30	0.35	0.25	0.34	0.44	0.46	0.38	0.34	0.37	0.37	0.34	0.78	1.00	0.47	0.59	0.49	0.51	0.64
AXP	0.68	0.21	0.09	0.32	0.22	0.38	0.40	0.43	0.28	0.40	0.37	0.37	0.35	0.33	0.37	0.48	0.41	0.43	0.45	0.47	1.00	0.49	0.51	0.61	0.70
ADP	0.66	0.17	0.26	0.26	0.37	0.29	0.25	0.31	0.35	0.32	0.33	0.47	0.49	0.40	0.36	0.39	0.36	0.38	0.56	0.59	0.49	1.00	0.49	0.56	0.62
GD	0.51	0.28	0.25	0.27	0.28	0.28	0.35	0.36	0.37	0.36	0.38	0.31	0.32	0.66	0.39	0.38	0.44	0.45	0.46	0.49	0.51	0.49	1.00	0.47	0.73
TROW	0.75	0.17	0.15	0.35	0.28	0.37	0.35	0.40	0.28	0.37	0.36	0.46	0.43	0.30	0.35	0.48	0.39	0.42	0.45	0.51	0.61	0.56	0.47	1.00	0.68
Portfolio	0.75	0.36	0.33	0.42	0.40	0.47	0.56	0.57	0.49	0.54	0.53	0.46	0.45	0.60	0.53	0.57	0.62	0.62	0.60	0.64	0.70	0.62	0.73	0.68	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

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