Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 3.80% |
CCRV iShares Commodity Curve Carry Strategy ETF | Commodities | 5.60% |
FCNVX Fidelity Conservative Income Bond Institutional Class | Total Bond Market | 3.50% |
FFRHX Fidelity Floating Rate High Income Fund | High Yield Bonds | 4.20% |
FSAHX Fidelity Short Duration High Income Fund | High Yield Bonds | 21.50% |
FSPSX Fidelity International Index Fund | Foreign Large Cap Equities | 9.90% |
FSRNX Fidelity Real Estate Index Fund | REIT | 2.80% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 40.80% |
WCPNX Weitz Core Plus Income Fund | Intermediate Core-Plus Bond | 7.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX, 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 Sep 3, 2020, corresponding to the inception date of CCRV
Returns By Period
| 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 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX | 0.55% | -1.73% | -0.75% | 1.08% | 11.89% | 12.18% | 8.27% | — |
| Portfolio components: | ||||||||
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 0.00% | 1.23% | 6.72% | 10.64% | 3.03% | -2.85% | 2.28% | 1.88% |
FXAIX Fidelity 500 Index Fund | 0.72% | -3.44% | -3.65% | -1.50% | 17.37% | 18.58% | 11.95% | 14.16% |
FSPSX Fidelity International Index Fund | 1.61% | -1.87% | 2.58% | 6.46% | 24.69% | 15.22% | 8.71% | 9.14% |
FFRHX Fidelity Floating Rate High Income Fund | 0.00% | 0.45% | -0.50% | 0.88% | 4.89% | 7.08% | 5.20% | 4.99% |
FSRNX Fidelity Real Estate Index Fund | 0.37% | -5.81% | 1.30% | -0.79% | 1.17% | 6.39% | 2.77% | 3.32% |
CCRV iShares Commodity Curve Carry Strategy ETF | — | — | — | — | — | — | — | — |
FCNVX Fidelity Conservative Income Bond Institutional Class | 0.00% | 0.23% | 0.85% | 1.87% | 4.23% | 5.13% | 3.48% | 2.54% |
FSAHX Fidelity Short Duration High Income Fund | 0.34% | 0.05% | 0.72% | 2.15% | 7.73% | 8.03% | 4.25% | 4.75% |
WCPNX Weitz Core Plus Income Fund | 0.10% | -1.53% | -0.37% | 0.53% | 3.90% | 5.06% | 1.95% | 3.42% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 4, 2020, 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +7.2%, while the worst month was Sep 2022 at -6.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -3.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.51% | 0.60% | -3.34% | 0.55% | -0.75% | ||||||||
| 2025 | 2.14% | -0.11% | -2.55% | -0.83% | 3.43% | 3.09% | 1.03% | 1.75% | 2.18% | 1.18% | 0.45% | 0.50% | 12.80% |
| 2024 | 0.87% | 2.72% | 2.46% | -2.18% | 2.87% | 1.45% | 1.31% | 1.54% | 1.56% | -1.26% | 2.93% | -1.52% | 13.34% |
| 2023 | 4.67% | -1.74% | 1.65% | 1.25% | -0.87% | 4.06% | 2.56% | -1.00% | -2.35% | -1.64% | 5.56% | 3.49% | 16.32% |
| 2022 | -2.65% | -1.26% | 2.46% | -4.29% | 0.18% | -5.90% | 5.19% | -2.71% | -6.16% | 4.65% | 4.45% | -2.94% | -9.46% |
| 2021 | -0.44% | 2.02% | 2.20% | 3.45% | 0.97% | 1.16% | 1.31% | 1.55% | -2.24% | 3.80% | -1.60% | 3.35% | 16.45% |
Benchmark Metrics
0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX has an annualized alpha of 2.54%, beta of 0.55, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 04, 2020.
- This portfolio participated in 61.02% of S&P 500 Index downside but only 60.16% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.54% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.54%
- Beta
- 0.55
- R²
- 0.95
- Upside Capture
- 60.16%
- Downside Capture
- 61.02%
Expense Ratio
0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX has an expense ratio of 0.36%, placing it in the medium range. 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
0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.88 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.37 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.39 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.73 | 6.43 | +1.29 |
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 | |
|---|---|---|---|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 7 | 0.25 | 0.40 | 1.06 | 0.26 | 0.43 |
FXAIX Fidelity 500 Index Fund | 50 | 1.00 | 1.52 | 1.23 | 1.53 | 7.30 |
FSPSX Fidelity International Index Fund | 74 | 1.47 | 2.01 | 1.29 | 2.23 | 8.47 |
FFRHX Fidelity Floating Rate High Income Fund | 74 | 1.46 | 2.06 | 1.49 | 1.70 | 8.23 |
FSRNX Fidelity Real Estate Index Fund | 5 | 0.11 | 0.26 | 1.03 | 0.15 | 0.57 |
CCRV iShares Commodity Curve Carry Strategy ETF | — | — | — | — | — | — |
FCNVX Fidelity Conservative Income Bond Institutional Class | 100 | 3.35 | 15.77 | 6.80 | 21.28 | 84.05 |
FSAHX Fidelity Short Duration High Income Fund | 95 | 2.27 | 3.53 | 1.57 | 3.04 | 14.05 |
WCPNX Weitz Core Plus Income Fund | 34 | 0.92 | 1.28 | 1.16 | 1.50 | 4.19 |
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Dividends
Dividend yield
0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX provided a 3.28% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.28% | 3.37% | 3.58% | 3.58% | 5.27% | 3.47% | 2.34% | 2.93% | 2.99% | 2.41% | 2.96% | 2.97% |
| Portfolio components: | ||||||||||||
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.42% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FSPSX Fidelity International Index Fund | 3.07% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
FFRHX Fidelity Floating Rate High Income Fund | 6.75% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
FSRNX Fidelity Real Estate Index Fund | 2.74% | 2.77% | 2.86% | 2.84% | 2.66% | 1.25% | 3.33% | 4.52% | 3.62% | 2.27% | 3.40% | 2.57% |
CCRV iShares Commodity Curve Carry Strategy ETF | 0.00% | 0.00% | 4.43% | 7.26% | 33.27% | 26.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCNVX Fidelity Conservative Income Bond Institutional Class | 4.23% | 4.41% | 5.17% | 4.97% | 1.24% | 0.24% | 0.99% | 2.45% | 2.21% | 1.30% | 1.01% | 0.48% |
FSAHX Fidelity Short Duration High Income Fund | 7.39% | 7.36% | 6.53% | 5.97% | 3.26% | 2.85% | 3.19% | 4.22% | 4.52% | 4.11% | 4.73% | 4.40% |
WCPNX Weitz Core Plus Income Fund | 4.47% | 5.26% | 6.15% | 4.92% | 3.04% | 2.51% | 5.07% | 2.95% | 2.55% | 2.41% | 3.72% | 1.96% |
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 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX. 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 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX was 15.04%, occurring on Sep 30, 2022. Recovery took 198 trading sessions.
The current 0-2024.06 Actual IRA Holdings with WCPNX & Exaggerated FSAHX drawdown is 3.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.04% | Jan 5, 2022 | 186 | Sep 30, 2022 | 198 | Jul 18, 2023 | 384 |
| -11.11% | Feb 20, 2025 | 34 | Apr 8, 2025 | 45 | Jun 12, 2025 | 79 |
| -5.92% | Aug 1, 2023 | 63 | Oct 27, 2023 | 22 | Nov 29, 2023 | 85 |
| -5.29% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -4.82% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
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 9 assets, with an effective number of assets of 4.22, 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 | FCNVX | ASFYX | CCRV | WCPNX | FFRHX | FSRNX | FSAHX | FSPSX | FXAIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.22 | 0.19 | 0.14 | 0.33 | 0.62 | 0.51 | 0.74 | 1.00 | 0.97 |
| FCNVX | 0.01 | 1.00 | -0.11 | -0.06 | 0.32 | 0.25 | 0.06 | 0.32 | 0.00 | 0.02 | 0.06 |
| ASFYX | 0.22 | -0.11 | 1.00 | 0.20 | -0.28 | 0.04 | 0.02 | -0.04 | 0.21 | 0.22 | 0.26 |
| CCRV | 0.19 | -0.06 | 0.20 | 1.00 | -0.08 | 0.19 | 0.10 | 0.12 | 0.25 | 0.19 | 0.30 |
| WCPNX | 0.14 | 0.32 | -0.28 | -0.08 | 1.00 | 0.14 | 0.29 | 0.43 | 0.21 | 0.14 | 0.21 |
| FFRHX | 0.33 | 0.25 | 0.04 | 0.19 | 0.14 | 1.00 | 0.26 | 0.54 | 0.34 | 0.33 | 0.40 |
| FSRNX | 0.62 | 0.06 | 0.02 | 0.10 | 0.29 | 0.26 | 1.00 | 0.42 | 0.56 | 0.62 | 0.66 |
| FSAHX | 0.51 | 0.32 | -0.04 | 0.12 | 0.43 | 0.54 | 0.42 | 1.00 | 0.52 | 0.51 | 0.60 |
| FSPSX | 0.74 | 0.00 | 0.21 | 0.25 | 0.21 | 0.34 | 0.56 | 0.52 | 1.00 | 0.74 | 0.83 |
| FXAIX | 1.00 | 0.02 | 0.22 | 0.19 | 0.14 | 0.33 | 0.62 | 0.51 | 0.74 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.06 | 0.26 | 0.30 | 0.21 | 0.40 | 0.66 | 0.60 | 0.83 | 0.97 | 1.00 |