Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alex 3 with BLDG and NDIV, 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.
Loading graphics...
The earliest data available for this chart is Aug 24, 2022, corresponding to the inception date of NDIV
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 Alex 3 with BLDG and NDIV | 0.28% | -0.45% | 8.77% | 12.80% | 28.64% | 15.53% | — | — |
| Portfolio components: | ||||||||
FYLD Cambria Foreign Shareholder Yield ETF | 0.21% | 0.59% | 15.11% | 20.82% | 44.60% | 19.63% | 12.21% | 11.42% |
EYLD Cambria Emerging Shareholder Yield ETF | 0.24% | -1.14% | 9.31% | 15.69% | 38.39% | 19.83% | 8.09% | — |
PIMIX PIMCO Income Fund Institutional Class | 0.19% | -1.73% | -0.81% | 1.44% | 6.56% | 7.40% | 3.46% | 4.72% |
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | 0.98% | -2.99% | -2.30% | 1.82% | 14.48% | 9.12% | 4.66% | 4.13% |
BLDG Cambria Global Real Estate ETF | 1.02% | -5.57% | 0.30% | -2.22% | 6.85% | 6.35% | 2.51% | — |
NDIV Amplify Natural Resources Dividend Income ETF | 1.92% | 8.48% | 34.61% | 29.54% | 29.22% | 18.67% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Aug 25, 2022, Alex 3 with BLDG and NDIV's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +11.0%, while the worst month was Sep 2022 at -7.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Alex 3 with BLDG and NDIV closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.8%, while the worst single day was Apr 4, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.56% | 5.51% | -3.51% | 0.27% | 8.77% | ||||||||
| 2025 | 1.31% | 1.22% | 1.17% | -0.28% | 4.47% | 4.26% | 0.47% | 3.46% | 1.16% | 0.59% | 1.98% | 1.32% | 23.17% |
| 2024 | -0.25% | 2.13% | 2.67% | -0.36% | 3.21% | -1.14% | 1.38% | 1.38% | 1.60% | -3.58% | 0.24% | -2.59% | 4.54% |
| 2023 | 5.94% | -2.97% | -0.14% | 0.98% | -3.89% | 3.73% | 4.95% | -2.75% | -0.41% | -2.60% | 6.00% | 4.73% | 13.56% |
| 2022 | -1.73% | -7.55% | 2.52% | 10.95% | -0.69% | 2.63% |
Benchmark Metrics
Alex 3 with BLDG and NDIV has an annualized alpha of 7.67%, beta of 0.48, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since August 25, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (64.66%) than losses (42.82%) — typical of diversified or defensive assets.
- Beta of 0.48 may look defensive, but with R² of 0.50 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.50 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
- 7.67%
- Beta
- 0.48
- R²
- 0.50
- Upside Capture
- 64.66%
- Downside Capture
- 42.82%
Expense Ratio
Alex 3 with BLDG and NDIV has an expense ratio of 0.65%, 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
Alex 3 with BLDG and NDIV ranks 90 for risk / return — in the top 90% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 0.88 | +1.61 |
Sortino ratioReturn per unit of downside risk | 3.15 | 1.37 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.21 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.39 | +1.48 |
Martin ratioReturn relative to average drawdown | 14.99 | 6.43 | +8.55 |
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 | |
|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 95 | 2.73 | 3.41 | 1.60 | 3.38 | 19.67 |
EYLD Cambria Emerging Shareholder Yield ETF | 88 | 2.08 | 2.61 | 1.40 | 2.82 | 12.20 |
PIMIX PIMCO Income Fund Institutional Class | 72 | 1.53 | 2.20 | 1.29 | 1.95 | 7.60 |
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | 87 | 2.20 | 3.03 | 1.44 | 2.10 | 9.20 |
BLDG Cambria Global Real Estate ETF | 25 | 0.52 | 0.79 | 1.10 | 0.68 | 2.44 |
NDIV Amplify Natural Resources Dividend Income ETF | 57 | 1.19 | 1.66 | 1.23 | 1.69 | 5.19 |
Loading graphics...
Dividends
Dividend yield
Alex 3 with BLDG and NDIV provided a 5.06% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.06% | 5.33% | 5.79% | 5.89% | 5.62% | 5.37% | 3.58% | 4.15% | 5.67% | 3.32% | 2.71% | 3.44% |
| Portfolio components: | ||||||||||||
FYLD Cambria Foreign Shareholder Yield ETF | 3.75% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
EYLD Cambria Emerging Shareholder Yield ETF | 5.54% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% | 0.00% |
PIMIX PIMCO Income Fund Institutional Class | 5.54% | 6.01% | 6.27% | 6.21% | 4.98% | 4.02% | 4.88% | 5.83% | 5.66% | 5.37% | 5.52% | 7.88% |
PELBX PIMCO Emerging Markets Local Currency and Bond Fund | 6.51% | 6.71% | 7.08% | 4.81% | 3.24% | 4.87% | 4.87% | 6.14% | 6.88% | 5.84% | 5.69% | 5.51% |
BLDG Cambria Global Real Estate ETF | 6.05% | 7.46% | 7.97% | 4.99% | 3.99% | 10.40% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NDIV Amplify Natural Resources Dividend Income ETF | 5.13% | 5.64% | 5.88% | 7.37% | 1.69% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Alex 3 with BLDG and NDIV. 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 Alex 3 with BLDG and NDIV was 12.29%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.
The current Alex 3 with BLDG and NDIV drawdown is 3.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.29% | Sep 30, 2024 | 131 | Apr 8, 2025 | 26 | May 15, 2025 | 157 |
| -10.05% | Aug 26, 2022 | 25 | Sep 30, 2022 | 38 | Nov 23, 2022 | 63 |
| -6.59% | Jan 30, 2023 | 34 | Mar 17, 2023 | 87 | Jul 24, 2023 | 121 |
| -6.02% | Aug 1, 2023 | 63 | Oct 27, 2023 | 21 | Nov 28, 2023 | 84 |
| -5.8% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.00, 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 | PIMIX | NDIV | PELBX | BLDG | EYLD | FYLD | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.31 | 0.46 | 0.37 | 0.57 | 0.56 | 0.60 | 0.65 |
| PIMIX | 0.31 | 1.00 | 0.17 | 0.57 | 0.39 | 0.28 | 0.31 | 0.43 |
| NDIV | 0.46 | 0.17 | 1.00 | 0.31 | 0.46 | 0.46 | 0.66 | 0.65 |
| PELBX | 0.37 | 0.57 | 0.31 | 1.00 | 0.45 | 0.52 | 0.51 | 0.62 |
| BLDG | 0.57 | 0.39 | 0.46 | 0.45 | 1.00 | 0.48 | 0.59 | 0.65 |
| EYLD | 0.56 | 0.28 | 0.46 | 0.52 | 0.48 | 1.00 | 0.71 | 0.89 |
| FYLD | 0.60 | 0.31 | 0.66 | 0.51 | 0.59 | 0.71 | 1.00 | 0.92 |
| Portfolio | 0.65 | 0.43 | 0.65 | 0.62 | 0.65 | 0.89 | 0.92 | 1.00 |