Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alex 3 with CCRV, 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 Alex 3 with CCRV | 0.14% | -0.80% | 6.92% | 11.30% | 26.31% | 14.67% | 8.29% | — |
| 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% |
CCRV iShares Commodity Curve Carry Strategy ETF | — | — | — | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 4, 2020, Alex 3 with CCRV's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +10.7%, while the worst month was Jun 2022 at -7.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Alex 3 with CCRV closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Apr 4, 2025 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.72% | 4.97% | -3.90% | 0.26% | 6.92% | ||||||||
| 2025 | 1.23% | 1.19% | 1.35% | -0.32% | 4.30% | 4.21% | 0.68% | 2.88% | 1.27% | 1.00% | 1.85% | 1.47% | 23.14% |
| 2024 | 0.33% | 1.97% | 2.45% | -0.09% | 2.95% | -1.01% | 0.79% | 1.12% | 1.52% | -3.33% | -0.27% | -1.94% | 4.38% |
| 2023 | 5.47% | -2.57% | 0.09% | 0.98% | -3.89% | 3.45% | 5.22% | -2.58% | 0.07% | -2.50% | 5.48% | 4.19% | 13.49% |
| 2022 | 0.47% | -2.76% | -0.59% | -3.99% | 1.86% | -7.82% | 2.10% | -0.96% | -7.23% | 1.96% | 10.69% | -0.47% | -7.74% |
| 2021 | 0.34% | 4.85% | 1.51% | 3.30% | 0.92% | 0.12% | -0.11% | 0.18% | -1.87% | 1.11% | -3.03% | 3.93% | 11.53% |
Benchmark Metrics
Alex 3 with CCRV has an annualized alpha of 6.12%, beta of 0.43, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since September 04, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.99%) than losses (46.89%) — typical of diversified or defensive assets.
- Beta of 0.43 may look defensive, but with R² of 0.45 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 0.45 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
- 6.12%
- Beta
- 0.43
- R²
- 0.45
- Upside Capture
- 57.99%
- Downside Capture
- 46.89%
Expense Ratio
Alex 3 with CCRV has an expense ratio of 0.64%, 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 CCRV 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 | 2.46 | 0.88 | +1.58 |
Sortino ratioReturn per unit of downside risk | 3.12 | 1.37 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.21 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.80 | 1.39 | +1.41 |
Martin ratioReturn relative to average drawdown | 13.96 | 6.43 | +7.52 |
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 |
CCRV iShares Commodity Curve Carry Strategy ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
Alex 3 with CCRV provided a 4.68% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.68% | 4.87% | 5.60% | 5.97% | 7.73% | 6.74% | 3.71% | 4.34% | 5.86% | 3.50% | 2.89% | 3.70% |
| 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% |
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% |
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 Alex 3 with CCRV. 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 CCRV was 20.04%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.
The current Alex 3 with CCRV drawdown is 3.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.04% | Feb 10, 2022 | 161 | Sep 30, 2022 | 303 | Dec 14, 2023 | 464 |
| -11.29% | Sep 30, 2024 | 131 | Apr 8, 2025 | 24 | May 13, 2025 | 155 |
| -5.99% | Jul 15, 2024 | 17 | Aug 6, 2024 | 13 | Aug 23, 2024 | 30 |
| -5.66% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -5.46% | Jun 14, 2021 | 117 | Nov 26, 2021 | 32 | Jan 12, 2022 | 149 |
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 5 assets, with an effective number of assets of 3.74, 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 | CCRV | PIMIX | PELBX | EYLD | FYLD | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.19 | 0.34 | 0.39 | 0.54 | 0.62 | 0.62 |
| CCRV | 0.19 | 1.00 | 0.04 | 0.22 | 0.27 | 0.39 | 0.43 |
| PIMIX | 0.34 | 0.04 | 1.00 | 0.59 | 0.32 | 0.34 | 0.45 |
| PELBX | 0.39 | 0.22 | 0.59 | 1.00 | 0.51 | 0.53 | 0.63 |
| EYLD | 0.54 | 0.27 | 0.32 | 0.51 | 1.00 | 0.67 | 0.89 |
| FYLD | 0.62 | 0.39 | 0.34 | 0.53 | 0.67 | 1.00 | 0.90 |
| Portfolio | 0.62 | 0.43 | 0.45 | 0.63 | 0.89 | 0.90 | 1.00 |