Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in claude inc factory conservtive, 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 Nov 14, 2022, corresponding to the inception date of FSCO
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 claude inc factory conservtive | 0.30% | -2.34% | -4.27% | -3.96% | -0.55% | 12.93% | — | — |
| Portfolio components: | ||||||||
JAAA Janus Henderson AAA CLO ETF | 0.10% | 0.36% | 0.83% | 2.14% | 5.03% | 6.79% | 4.59% | — |
BGH Barings Global Short Duration High Yield Fund | -0.15% | -3.22% | -6.75% | -6.08% | 0.79% | 12.75% | 6.80% | 8.31% |
ARDC Ares Dynamic Credit Allocation Fund, Inc. | -1.32% | -3.33% | -7.53% | -9.77% | -5.83% | 9.92% | 4.99% | 8.31% |
PDO Pimco Dynamic Income Opportunities Fund | 0.23% | -3.70% | -1.72% | -1.20% | 7.03% | 14.43% | 3.90% | — |
FSCO FS Credit Opportunities Corp. | -1.55% | 0.14% | -16.79% | -18.96% | -18.69% | 17.96% | — | — |
DSL DoubleLine Income Solutions Fund | -1.11% | -4.45% | -2.25% | -7.97% | -4.40% | 9.53% | 0.62% | 5.93% |
ARCC Ares Capital Corporation | 2.03% | -1.93% | -8.14% | -6.71% | -11.34% | 9.44% | 8.83% | 12.06% |
MAIN Main Street Capital Corporation | 1.39% | -7.08% | -11.22% | -14.68% | -1.57% | 19.10% | 14.06% | 13.84% |
BBDC Barings BDC, Inc. | 2.57% | 0.72% | -5.97% | 2.18% | 0.28% | 14.56% | 7.04% | — |
BIZD VanEck Vectors BDC Income ETF | 2.15% | -0.82% | -9.35% | -9.08% | -15.03% | 6.54% | 5.67% | 7.92% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 15, 2022, claude inc factory conservtive's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Jan 2023 with a return of +7.7%, while the worst month was Dec 2022 at -4.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, claude inc factory conservtive closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Apr 4, 2025 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.64% | -3.75% | -2.28% | 0.14% | -4.27% | ||||||||
| 2025 | 3.70% | 0.33% | -2.17% | -3.44% | 3.95% | 2.26% | 2.40% | 2.50% | -3.16% | -1.54% | 0.87% | 0.54% | 6.02% |
| 2024 | 2.87% | 2.39% | 2.78% | -0.43% | 3.52% | 1.23% | 2.38% | 1.06% | 1.50% | 0.08% | 4.28% | -0.60% | 23.05% |
| 2023 | 7.73% | -0.40% | -3.62% | 1.26% | -0.26% | 4.12% | 3.77% | 0.46% | -0.52% | -2.83% | 6.46% | 2.79% | 19.92% |
| 2022 | 3.86% | -4.66% | -0.98% |
Benchmark Metrics
claude inc factory conservtive has an annualized alpha of 4.06%, beta of 0.51, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since November 15, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.09%) than losses (54.59%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.51 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
- 4.06%
- Beta
- 0.51
- R²
- 0.58
- Upside Capture
- 61.09%
- Downside Capture
- 54.59%
Expense Ratio
claude inc factory conservtive has a high expense ratio of 1.19%, indicating above-average management fees. 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
claude inc factory conservtive ranks 4 for risk / return — in the bottom 4% 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 | -0.04 | 0.88 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.37 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.39 | -1.44 |
Martin ratioReturn relative to average drawdown | -0.13 | 6.43 | -6.57 |
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 | |
|---|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 96 | 2.79 | 3.59 | 1.91 | 3.45 | 24.03 |
BGH Barings Global Short Duration High Yield Fund | 4 | 0.05 | 0.16 | 1.03 | 0.08 | 0.19 |
ARDC Ares Dynamic Credit Allocation Fund, Inc. | 22 | -0.40 | -0.43 | 0.93 | -0.39 | -0.94 |
PDO Pimco Dynamic Income Opportunities Fund | 55 | 0.47 | 0.71 | 1.15 | 0.58 | 2.40 |
FSCO FS Credit Opportunities Corp. | 15 | -0.60 | -0.65 | 0.90 | -0.55 | -1.46 |
DSL DoubleLine Income Solutions Fund | 2 | -0.32 | -0.32 | 0.95 | -0.43 | -0.90 |
ARCC Ares Capital Corporation | 19 | -0.48 | -0.55 | 0.93 | -0.56 | -1.15 |
MAIN Main Street Capital Corporation | 34 | -0.06 | 0.09 | 1.01 | -0.10 | -0.23 |
BBDC Barings BDC, Inc. | 36 | 0.01 | 0.17 | 1.02 | -0.01 | -0.02 |
BIZD VanEck Vectors BDC Income ETF | 2 | -0.71 | -0.88 | 0.89 | -0.70 | -1.40 |
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Dividends
Dividend yield
claude inc factory conservtive provided a 10.82% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 10.82% | 9.99% | 9.44% | 10.03% | 9.34% | 6.04% | 5.99% | 5.57% | 7.52% | 5.10% | 5.33% | 6.38% |
| Portfolio components: | ||||||||||||
JAAA Janus Henderson AAA CLO ETF | 5.14% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BGH Barings Global Short Duration High Yield Fund | 12.52% | 11.38% | 9.72% | 10.66% | 9.99% | 7.31% | 9.10% | 10.14% | 12.11% | 9.50% | 9.61% | 13.31% |
ARDC Ares Dynamic Credit Allocation Fund, Inc. | 11.27% | 10.19% | 9.33% | 9.85% | 10.31% | 7.16% | 8.40% | 8.40% | 9.35% | 7.58% | 8.45% | 10.51% |
PDO Pimco Dynamic Income Opportunities Fund | 11.60% | 11.09% | 11.29% | 12.54% | 19.09% | 8.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSCO FS Credit Opportunities Corp. | 15.73% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DSL DoubleLine Income Solutions Fund | 12.34% | 11.71% | 11.38% | 10.78% | 13.67% | 10.74% | 10.69% | 9.33% | 10.39% | 9.11% | 9.53% | 11.63% |
ARCC Ares Capital Corporation | 10.61% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
MAIN Main Street Capital Corporation | 8.09% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
BBDC Barings BDC, Inc. | 13.62% | 12.96% | 10.87% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 21.24% | 0.00% | 0.00% | 0.00% |
BIZD VanEck Vectors BDC Income ETF | 13.93% | 11.78% | 10.94% | 10.96% | 11.21% | 8.14% | 10.39% | 9.13% | 10.88% | 9.13% | 8.51% | 9.12% |
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 claude inc factory conservtive. 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 claude inc factory conservtive was 13.80%, occurring on Apr 7, 2025. Recovery took 59 trading sessions.
The current claude inc factory conservtive drawdown is 7.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.8% | Feb 20, 2025 | 33 | Apr 7, 2025 | 59 | Jul 2, 2025 | 92 |
| -9.86% | Sep 12, 2025 | 136 | Mar 27, 2026 | — | — | — |
| -8.34% | Feb 3, 2023 | 28 | Mar 15, 2023 | 75 | Jul 3, 2023 | 103 |
| -5.55% | Sep 5, 2023 | 39 | Oct 27, 2023 | 5 | Nov 3, 2023 | 44 |
| -5.18% | Dec 1, 2022 | 19 | Dec 28, 2022 | 10 | Jan 12, 2023 | 29 |
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 13 assets, with an effective number of assets of 11.99, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | JAAA | FSCO | AMLP | PDO | UTF | ARDC | DSL | BGH | BBDC | MAIN | SPYI | ARCC | BIZD | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.15 | 0.29 | 0.39 | 0.38 | 0.40 | 0.37 | 0.40 | 0.44 | 0.41 | 0.49 | 0.96 | 0.52 | 0.56 | 0.67 |
| JAAA | 0.15 | 1.00 | 0.08 | 0.11 | 0.13 | 0.11 | 0.24 | 0.15 | 0.18 | 0.08 | 0.08 | 0.16 | 0.08 | 0.09 | 0.17 |
| FSCO | 0.29 | 0.08 | 1.00 | 0.15 | 0.21 | 0.23 | 0.26 | 0.22 | 0.19 | 0.27 | 0.26 | 0.27 | 0.25 | 0.31 | 0.48 |
| AMLP | 0.39 | 0.11 | 0.15 | 1.00 | 0.22 | 0.40 | 0.23 | 0.25 | 0.28 | 0.32 | 0.37 | 0.38 | 0.39 | 0.42 | 0.53 |
| PDO | 0.38 | 0.13 | 0.21 | 0.22 | 1.00 | 0.34 | 0.33 | 0.46 | 0.41 | 0.27 | 0.29 | 0.36 | 0.27 | 0.31 | 0.54 |
| UTF | 0.40 | 0.11 | 0.23 | 0.40 | 0.34 | 1.00 | 0.28 | 0.36 | 0.28 | 0.26 | 0.30 | 0.38 | 0.34 | 0.36 | 0.53 |
| ARDC | 0.37 | 0.24 | 0.26 | 0.23 | 0.33 | 0.28 | 1.00 | 0.39 | 0.44 | 0.26 | 0.30 | 0.36 | 0.30 | 0.33 | 0.58 |
| DSL | 0.40 | 0.15 | 0.22 | 0.25 | 0.46 | 0.36 | 0.39 | 1.00 | 0.46 | 0.29 | 0.25 | 0.38 | 0.30 | 0.31 | 0.55 |
| BGH | 0.44 | 0.18 | 0.19 | 0.28 | 0.41 | 0.28 | 0.44 | 0.46 | 1.00 | 0.34 | 0.31 | 0.41 | 0.32 | 0.36 | 0.60 |
| BBDC | 0.41 | 0.08 | 0.27 | 0.32 | 0.27 | 0.26 | 0.26 | 0.29 | 0.34 | 1.00 | 0.61 | 0.39 | 0.63 | 0.73 | 0.71 |
| MAIN | 0.49 | 0.08 | 0.26 | 0.37 | 0.29 | 0.30 | 0.30 | 0.25 | 0.31 | 0.61 | 1.00 | 0.48 | 0.71 | 0.79 | 0.75 |
| SPYI | 0.96 | 0.16 | 0.27 | 0.38 | 0.36 | 0.38 | 0.36 | 0.38 | 0.41 | 0.39 | 0.48 | 1.00 | 0.49 | 0.53 | 0.64 |
| ARCC | 0.52 | 0.08 | 0.25 | 0.39 | 0.27 | 0.34 | 0.30 | 0.30 | 0.32 | 0.63 | 0.71 | 0.49 | 1.00 | 0.87 | 0.76 |
| BIZD | 0.56 | 0.09 | 0.31 | 0.42 | 0.31 | 0.36 | 0.33 | 0.31 | 0.36 | 0.73 | 0.79 | 0.53 | 0.87 | 1.00 | 0.82 |
| Portfolio | 0.67 | 0.17 | 0.48 | 0.53 | 0.54 | 0.53 | 0.58 | 0.55 | 0.60 | 0.71 | 0.75 | 0.64 | 0.76 | 0.82 | 1.00 |