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Alternatives

Last updated Mar 21, 2023

Expense Ratio

1.29%

Dividend Yield

26.72%

Asset Allocation


MFTNX 40%ASFYX 20%FFGCX 20%BTC-USD 5%VMNIX 15%AlternativesAlternativesCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity

Performance

The chart shows the growth of $10,000 invested in Alternatives in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $39,140 for a total return of roughly 291.40%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
-7.31%
10.20%
Alternatives
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the Alternatives returned -7.00% Year-To-Date and 8.43% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%5.31%6.69%
Alternatives-8.12%-7.00%-5.43%3.48%7.43%8.43%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
-0.49%-0.89%5.71%6.90%1.29%1.65%
FFGCX
Fidelity Global Commodity Stock Fund
-8.41%-9.51%-3.97%-12.02%6.02%3.04%
BTC-USD
Bitcoin
13.03%67.80%42.99%-34.08%16.98%51.99%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
-10.14%-9.44%-11.81%7.82%5.14%4.34%
MFTNX
Arrow Managed Futures Strategy Fund Institutional Class
-12.50%-14.81%-13.95%5.77%4.45%2.56%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Alternatives Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00NovemberDecember2023FebruaryMarch
-0.03
0.14
Alternatives
Benchmark (^GSPC)
Portfolio components

Dividends

Alternatives granted a 26.73% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

26.73%23.19%3.77%1.43%14.43%6.87%2.22%7.59%3.48%5.13%0.68%0.88%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-11.68%
-17.62%
Alternatives
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Alternatives. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Alternatives is 26.28%, recorded on Dec 13, 2018. It took 748 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.28%Jan 29, 2018319Dec 13, 2018748Dec 30, 20201067
-16.13%Dec 5, 201314Dec 18, 2013911Jun 16, 2016925
-12.76%Mar 7, 20239Mar 15, 2023
-11.48%May 9, 202172Jul 19, 202192Oct 19, 2021164
-10.06%Apr 11, 201384Jul 3, 2013126Nov 6, 2013210
-9.62%Jul 9, 2016128Nov 13, 201694Feb 15, 2017222
-9.46%Oct 21, 202161Dec 20, 202143Feb 1, 2022104
-8.93%Jun 15, 202251Aug 4, 202254Sep 27, 2022105
-7.55%Nov 4, 202234Dec 7, 202285Mar 2, 2023119
-6%Mar 2, 201749Apr 19, 201722May 11, 201771

Volatility Chart

Current Alternatives volatility is 50.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
40.32%
15.52%
Alternatives
Benchmark (^GSPC)
Portfolio components