Chris Roth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABR Arbor Realty Trust, Inc. | Real Estate | 4.62% |
AM Antero Midstream Corporation | Energy | 4.42% |
AMLP Alerian MLP ETF | MLPs | 3.48% |
ARCC Ares Capital Corporation | Financial Services | 3.93% |
BMEZ BlackRock Health Sciences Trust II | Financial Services | 2.78% |
DSL DoubleLine Income Solutions Fund | High Yield Bonds | 6.32% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | Emerging Markets Bonds | 4.28% |
PDI PIMCO Dynamic Income Fund | Financial Services | 1.74% |
PDO Pimco Dynamic Income Opportunities Fund | Financial Services | 1.24% |
SPAXX Fidelity Government Money Market Fund | Money Market | 56.78% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 6.52% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 3.89% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Chris Roth, 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.
The earliest data available for this chart is Jan 27, 2021, corresponding to the inception date of PDO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Chris Roth | -0.28% | -3.06% | -0.14% | 8.58% | N/A | N/A |
| Portfolio components: | ||||||
ABR Arbor Realty Trust, Inc. | -17.47% | -10.40% | -23.60% | 0.23% | 22.84% | 15.65% |
AM Antero Midstream Corporation | 15.49% | -3.05% | 16.77% | 32.07% | 52.72% | N/A |
AMLP Alerian MLP ETF | 2.91% | -7.14% | 7.34% | 13.56% | 28.97% | 3.02% |
ARCC Ares Capital Corporation | -4.67% | -6.21% | -1.47% | 9.41% | 22.01% | 12.05% |
BMEZ BlackRock Health Sciences Trust II | -0.58% | -8.84% | -6.69% | 7.46% | 2.30% | N/A |
DSL DoubleLine Income Solutions Fund | -3.72% | -6.13% | -3.34% | 8.93% | 9.19% | 4.91% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 1.09% | -2.45% | -0.92% | 7.51% | 2.35% | 2.36% |
PDI PIMCO Dynamic Income Fund | 2.08% | -8.72% | -3.71% | 10.38% | 8.03% | 7.37% |
PDO Pimco Dynamic Income Opportunities Fund | 0.51% | -3.18% | 0.33% | 16.83% | N/A | N/A |
SPLG SPDR Portfolio S&P 500 ETF | -9.89% | -6.86% | -9.34% | 6.79% | 14.72% | 11.61% |
XLRE Real Estate Select Sector SPDR Fund | 0.09% | -3.01% | -8.03% | 17.11% | 6.74% | N/A |
SPAXX Fidelity Government Money Market Fund | 0.65% | 0.00% | 1.76% | 4.32% | 2.31% | 1.28% |
Monthly Returns
The table below presents the monthly returns of Chris Roth, 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 | 2.60% | 0.52% | -0.37% | -2.95% | -0.28% | ||||||||
| 2024 | 0.39% | 1.99% | 1.56% | -0.93% | 2.39% | 0.96% | 0.74% | 1.37% | 1.90% | -0.96% | 3.07% | -1.69% | 11.20% |
| 2023 | 3.90% | -0.88% | -1.37% | 0.85% | 0.33% | 3.54% | 2.46% | -0.30% | -1.10% | -1.18% | 3.74% | 1.61% | 12.00% |
| 2022 | -0.85% | -0.85% | 0.90% | -2.16% | 0.13% | -4.97% | 4.75% | -0.80% | -5.16% | 4.50% | 2.58% | -2.44% | -4.82% |
| 2021 | -0.12% | 2.37% | 1.19% | 1.92% | 1.53% | 1.16% | -0.21% | 0.52% | -0.22% | 2.05% | -2.65% | 1.79% | 9.64% |
Expense Ratio
Chris Roth has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 89, Chris Roth is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | -0.02 | 0.22 | 1.03 | -0.03 | -0.08 |
AM Antero Midstream Corporation | 1.26 | 1.72 | 1.24 | 2.23 | 7.90 |
AMLP Alerian MLP ETF | 0.67 | 0.98 | 1.14 | 0.85 | 3.50 |
ARCC Ares Capital Corporation | 0.43 | 0.73 | 1.11 | 0.45 | 2.24 |
BMEZ BlackRock Health Sciences Trust II | 0.43 | 0.76 | 1.09 | 0.21 | 1.84 |
DSL DoubleLine Income Solutions Fund | 0.59 | 0.82 | 1.14 | 0.64 | 3.39 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 0.95 | 1.39 | 1.18 | 0.55 | 4.67 |
PDI PIMCO Dynamic Income Fund | 0.60 | 0.81 | 1.20 | 0.71 | 2.65 |
PDO Pimco Dynamic Income Opportunities Fund | 1.11 | 1.52 | 1.28 | 0.83 | 6.17 |
SPLG SPDR Portfolio S&P 500 ETF | 0.41 | 0.70 | 1.10 | 0.41 | 1.85 |
XLRE Real Estate Select Sector SPDR Fund | 0.93 | 1.34 | 1.18 | 0.68 | 3.33 |
SPAXX Fidelity Government Money Market Fund | 3.22 | — | — | — | — |
Dividends
Dividend yield
Chris Roth provided a 6.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.24% | 6.07% | 5.95% | 4.51% | 2.90% | 3.38% | 3.41% | 2.73% | 2.23% | 2.39% | 2.53% | 2.12% |
| Portfolio components: | ||||||||||||
ABR Arbor Realty Trust, Inc. | 15.59% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% |
AM Antero Midstream Corporation | 5.24% | 5.96% | 7.18% | 8.34% | 10.15% | 15.98% | 14.27% | 4.04% | 0.44% | 0.00% | 0.00% | 0.00% |
AMLP Alerian MLP ETF | 7.81% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.30% | 7.97% | 8.09% | 9.84% | 6.45% |
ARCC Ares Capital Corporation | 9.41% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% |
BMEZ BlackRock Health Sciences Trust II | 14.90% | 11.74% | 10.80% | 11.28% | 6.75% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DSL DoubleLine Income Solutions Fund | 12.24% | 11.38% | 10.78% | 13.67% | 10.74% | 10.69% | 9.33% | 10.39% | 9.11% | 9.53% | 11.63% | 9.56% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.60% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
PDI PIMCO Dynamic Income Fund | 14.81% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 15.08% | 13.43% |
PDO Pimco Dynamic Income Opportunities Fund | 11.68% | 11.30% | 12.55% | 19.08% | 8.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.45% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
XLRE Real Estate Select Sector SPDR Fund | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
SPAXX Fidelity Government Money Market Fund | 4.56% | 4.81% | 4.68% | 1.30% | 0.01% | 0.26% | 0.98% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Chris Roth. 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 Chris Roth was 10.31%, occurring on Sep 27, 2022. Recovery took 194 trading sessions.
The current Chris Roth drawdown is 3.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.31% | Oct 26, 2021 | 235 | Sep 27, 2022 | 194 | Jul 3, 2023 | 429 |
| -6.81% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -3.39% | Aug 1, 2023 | 64 | Oct 27, 2023 | 13 | Nov 15, 2023 | 77 |
| -2.85% | Dec 2, 2024 | 13 | Dec 18, 2024 | 18 | Jan 16, 2025 | 31 |
| -2.54% | Jul 12, 2024 | 17 | Aug 5, 2024 | 10 | Aug 19, 2024 | 27 |
Volatility
Volatility Chart
The current Chris Roth volatility is 5.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPAXX | PDI | PDO | EMB | AM | DSL | ABR | BMEZ | AMLP | ARCC | XLRE | SPLG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPAXX | 1.00 | 0.09 | 0.06 | -0.03 | -0.03 | 0.09 | -0.02 | 0.03 | -0.05 | -0.05 | 0.00 | -0.03 |
| PDI | 0.09 | 1.00 | 0.55 | 0.35 | 0.27 | 0.41 | 0.27 | 0.39 | 0.32 | 0.29 | 0.32 | 0.40 |
| PDO | 0.06 | 0.55 | 1.00 | 0.36 | 0.31 | 0.43 | 0.29 | 0.37 | 0.30 | 0.31 | 0.34 | 0.40 |
| EMB | -0.03 | 0.35 | 0.36 | 1.00 | 0.24 | 0.43 | 0.37 | 0.37 | 0.24 | 0.33 | 0.51 | 0.50 |
| AM | -0.03 | 0.27 | 0.31 | 0.24 | 1.00 | 0.31 | 0.37 | 0.32 | 0.73 | 0.42 | 0.35 | 0.46 |
| DSL | 0.09 | 0.41 | 0.43 | 0.43 | 0.31 | 1.00 | 0.31 | 0.38 | 0.31 | 0.35 | 0.35 | 0.44 |
| ABR | -0.02 | 0.27 | 0.29 | 0.37 | 0.37 | 0.31 | 1.00 | 0.38 | 0.44 | 0.47 | 0.47 | 0.51 |
| BMEZ | 0.03 | 0.39 | 0.37 | 0.37 | 0.32 | 0.38 | 0.38 | 1.00 | 0.32 | 0.38 | 0.47 | 0.59 |
| AMLP | -0.05 | 0.32 | 0.30 | 0.24 | 0.73 | 0.31 | 0.44 | 0.32 | 1.00 | 0.48 | 0.37 | 0.46 |
| ARCC | -0.05 | 0.29 | 0.31 | 0.33 | 0.42 | 0.35 | 0.47 | 0.38 | 0.48 | 1.00 | 0.44 | 0.54 |
| XLRE | 0.00 | 0.32 | 0.34 | 0.51 | 0.35 | 0.35 | 0.47 | 0.47 | 0.37 | 0.44 | 1.00 | 0.62 |
| SPLG | -0.03 | 0.40 | 0.40 | 0.50 | 0.46 | 0.44 | 0.51 | 0.59 | 0.46 | 0.54 | 0.62 | 1.00 |