Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CVX Chevron Corporation | Energy | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VAN R-STRAT, 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.
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The earliest data available for this chart is Oct 19, 2001, corresponding to the inception date of CVX
Returns By Period
As of Apr 3, 2026, the VAN R-STRAT returned 31.83% Year-To-Date and 12.53% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio VAN R-STRAT | 0.79% | 5.40% | 31.83% | 32.46% | 24.90% | 9.95% | 18.30% | 12.53% |
| Portfolio components: | ||||||||
CVX Chevron Corporation | 0.79% | 5.40% | 31.83% | 32.46% | 24.90% | 9.95% | 18.30% | 12.53% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 22, 2001, VAN R-STRAT's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, your investment would double in approximately 5.5 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +27.3%, while the worst month was Mar 2020 at -22.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VAN R-STRAT closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +22.7%, while the worst single day was Mar 18, 2020 at -22.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 16.07% | 6.61% | 10.78% | -3.83% | 31.83% | ||||||||
| 2025 | 3.00% | 7.50% | 5.47% | -18.67% | 1.69% | 4.75% | 5.90% | 7.09% | -3.31% | 1.56% | -3.11% | 0.85% | 10.10% |
| 2024 | -1.16% | 4.23% | 3.77% | 2.24% | 1.65% | -3.62% | 2.59% | -6.77% | -0.46% | 1.05% | 9.92% | -10.55% | 1.29% |
| 2023 | -3.05% | -6.80% | 1.49% | 3.32% | -9.78% | 4.47% | 4.01% | -0.62% | 4.67% | -13.57% | -0.43% | 3.87% | -13.63% |
| 2022 | 11.91% | 10.80% | 13.08% | -3.78% | 12.40% | -17.11% | 13.12% | -2.62% | -9.10% | 25.91% | 2.12% | -2.08% | 58.46% |
| 2021 | 0.89% | 19.03% | 4.79% | -1.64% | 1.93% | 0.92% | -2.80% | -3.67% | 4.84% | 12.85% | -0.28% | 3.97% | 46.24% |
Benchmark Metrics
VAN R-STRAT has an annualized alpha of 5.05%, beta of 0.96, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since October 22, 2001.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.48%) than losses (86.44%) — typical of diversified or defensive assets.
- R² of 0.45 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.05%
- Beta
- 0.96
- R²
- 0.45
- Upside Capture
- 99.48%
- Downside Capture
- 86.44%
Expense Ratio
VAN R-STRAT 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.
Return for Risk
Risk / Return Rank
VAN R-STRAT ranks 20 for risk / return — in the bottom 20% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.88 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.37 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.39 | -0.20 |
Martin ratioReturn relative to average drawdown | 2.67 | 6.43 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
CVX Chevron Corporation | 66 | 0.98 | 1.37 | 1.20 | 1.19 | 2.67 |
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Dividends
Dividend yield
VAN R-STRAT provided a 3.47% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.47% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
| Portfolio components: | ||||||||||||
CVX Chevron Corporation | 3.47% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $1.78 | $0.00 | $0.00 | $1.78 | ||||||||
| 2025 | $0.00 | $1.71 | $0.00 | $0.00 | $1.71 | $0.00 | $0.00 | $1.71 | $0.00 | $0.00 | $1.71 | $0.00 | $6.84 |
| 2024 | $0.00 | $1.63 | $0.00 | $0.00 | $1.63 | $0.00 | $0.00 | $1.63 | $0.00 | $0.00 | $1.63 | $0.00 | $6.52 |
| 2023 | $0.00 | $1.51 | $0.00 | $0.00 | $1.51 | $0.00 | $0.00 | $1.51 | $0.00 | $0.00 | $1.51 | $0.00 | $6.04 |
| 2022 | $0.00 | $1.42 | $0.00 | $0.00 | $1.42 | $0.00 | $0.00 | $1.42 | $0.00 | $0.00 | $1.42 | $0.00 | $5.68 |
| 2021 | $0.00 | $1.29 | $0.00 | $0.00 | $1.34 | $0.00 | $0.00 | $1.34 | $0.00 | $0.00 | $1.34 | $0.00 | $5.31 |
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 VAN R-STRAT. 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 VAN R-STRAT was 55.77%, occurring on Mar 23, 2020. Recovery took 399 trading sessions.
The current VAN R-STRAT drawdown is 5.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.77% | Jul 25, 2019 | 167 | Mar 23, 2020 | 399 | Oct 20, 2021 | 566 |
| -45.42% | Jul 25, 2014 | 274 | Aug 25, 2015 | 525 | Sep 25, 2017 | 799 |
| -43.83% | May 21, 2008 | 199 | Mar 5, 2009 | 478 | Jan 26, 2011 | 677 |
| -30.03% | Apr 3, 2002 | 207 | Jan 27, 2003 | 233 | Dec 29, 2003 | 440 |
| -24.95% | Jun 9, 2022 | 24 | Jul 14, 2022 | 75 | Oct 28, 2022 | 99 |
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 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | CVX | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | 0.56 | 0.56 |
| CVX | 0.56 | 1.00 | 1.00 |
| Portfolio | 0.56 | 1.00 | 1.00 |