Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 0-2024.10 Rollover IRA Actual, 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 0-2024.10 Rollover IRA Actual | 0.01% | -1.76% | -0.78% | 1.00% | 11.53% | 11.64% | 7.96% | — |
| 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% |
FTHRX Fidelity Intermediate Bond Fund | 0.00% | -1.25% | -0.39% | 0.46% | 3.89% | 4.26% | 1.11% | 2.08% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 4, 2020, 0-2024.10 Rollover IRA Actual's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +6.9%, while the worst month was Sep 2022 at -5.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 0-2024.10 Rollover IRA Actual closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.7%, while the worst single day was Apr 4, 2025 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.44% | 0.63% | -3.28% | 0.50% | -0.78% | ||||||||
| 2025 | 2.02% | -0.04% | -2.43% | -0.45% | 3.28% | 2.86% | 0.92% | 1.65% | 2.11% | 1.18% | 0.44% | 0.43% | 12.51% |
| 2024 | 0.81% | 2.77% | 2.24% | -2.18% | 2.92% | 1.46% | 1.28% | 1.56% | 1.44% | -1.22% | 2.91% | -1.52% | 13.00% |
| 2023 | 4.35% | -1.59% | 1.72% | 1.24% | -0.46% | 3.80% | 2.18% | -1.05% | -2.45% | -1.39% | 5.34% | 3.24% | 15.56% |
| 2022 | -2.64% | -1.46% | 2.15% | -4.21% | 0.09% | -4.79% | 4.74% | -2.56% | -5.62% | 4.25% | 4.30% | -2.84% | -8.95% |
| 2021 | -0.47% | 1.80% | 2.18% | 3.21% | 0.87% | 1.03% | 1.34% | 1.51% | -2.46% | 3.72% | -1.20% | 2.96% | 15.29% |
Benchmark Metrics
0-2024.10 Rollover IRA Actual has an annualized alpha of 2.31%, beta of 0.53, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since September 04, 2020.
- This portfolio participated in 57.92% of S&P 500 Index downside but only 56.66% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.53 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
- 2.31%
- Beta
- 0.53
- R²
- 0.97
- Upside Capture
- 56.66%
- Downside Capture
- 57.92%
Expense Ratio
0-2024.10 Rollover IRA Actual has an expense ratio of 0.23%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
0-2024.10 Rollover IRA Actual 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 | 1.19 | 0.88 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.37 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.39 | +0.21 |
Martin ratioReturn relative to average drawdown | 7.84 | 6.43 | +1.41 |
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 |
FTHRX Fidelity Intermediate Bond Fund | 59 | 1.25 | 1.87 | 1.23 | 1.90 | 6.58 |
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Dividends
Dividend yield
0-2024.10 Rollover IRA Actual provided a 2.69% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.69% | 2.82% | 3.26% | 3.28% | 3.89% | 2.19% | 1.89% | 2.57% | 2.52% | 1.88% | 2.19% | 2.16% |
| 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% |
FTHRX Fidelity Intermediate Bond Fund | 3.34% | 3.59% | 3.49% | 2.94% | 1.55% | 1.53% | 4.16% | 2.49% | 2.48% | 2.20% | 2.63% | 2.13% |
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 0-2024.10 Rollover IRA Actual. 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 0-2024.10 Rollover IRA Actual was 14.19%, occurring on Oct 12, 2022. Recovery took 187 trading sessions.
The current 0-2024.10 Rollover IRA Actual drawdown is 3.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.19% | Jan 5, 2022 | 194 | Oct 12, 2022 | 187 | Jul 13, 2023 | 381 |
| -10.32% | Feb 20, 2025 | 34 | Apr 8, 2025 | 42 | Jun 9, 2025 | 76 |
| -5.78% | Aug 1, 2023 | 63 | Oct 27, 2023 | 22 | Nov 29, 2023 | 85 |
| -5.08% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -4.61% | 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 11 assets, with an effective number of assets of 4.31, 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 | USFR | FCNVX | CCRV | ASFYX | FFRHX | FTHRX | WCPNX | FSRNX | FSAHX | FSPSX | FXAIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | 0.01 | 0.19 | 0.22 | 0.33 | 0.08 | 0.14 | 0.62 | 0.51 | 0.74 | 1.00 | 0.98 |
| USFR | -0.01 | 1.00 | 0.03 | -0.05 | -0.02 | 0.04 | 0.04 | 0.03 | 0.02 | -0.01 | -0.03 | -0.01 | -0.01 |
| FCNVX | 0.01 | 0.03 | 1.00 | -0.06 | -0.11 | 0.25 | 0.38 | 0.32 | 0.06 | 0.32 | 0.00 | 0.02 | 0.04 |
| CCRV | 0.19 | -0.05 | -0.06 | 1.00 | 0.20 | 0.19 | -0.08 | -0.08 | 0.10 | 0.12 | 0.25 | 0.19 | 0.25 |
| ASFYX | 0.22 | -0.02 | -0.11 | 0.20 | 1.00 | 0.04 | -0.32 | -0.28 | 0.02 | -0.04 | 0.21 | 0.22 | 0.25 |
| FFRHX | 0.33 | 0.04 | 0.25 | 0.19 | 0.04 | 1.00 | 0.11 | 0.14 | 0.26 | 0.54 | 0.34 | 0.33 | 0.37 |
| FTHRX | 0.08 | 0.04 | 0.38 | -0.08 | -0.32 | 0.11 | 1.00 | 0.91 | 0.25 | 0.41 | 0.17 | 0.09 | 0.14 |
| WCPNX | 0.14 | 0.03 | 0.32 | -0.08 | -0.28 | 0.14 | 0.91 | 1.00 | 0.29 | 0.43 | 0.21 | 0.14 | 0.20 |
| FSRNX | 0.62 | 0.02 | 0.06 | 0.10 | 0.02 | 0.26 | 0.25 | 0.29 | 1.00 | 0.42 | 0.56 | 0.62 | 0.67 |
| FSAHX | 0.51 | -0.01 | 0.32 | 0.12 | -0.04 | 0.54 | 0.41 | 0.43 | 0.42 | 1.00 | 0.52 | 0.51 | 0.56 |
| FSPSX | 0.74 | -0.03 | 0.00 | 0.25 | 0.21 | 0.34 | 0.17 | 0.21 | 0.56 | 0.52 | 1.00 | 0.74 | 0.83 |
| FXAIX | 1.00 | -0.01 | 0.02 | 0.19 | 0.22 | 0.33 | 0.09 | 0.14 | 0.62 | 0.51 | 0.74 | 1.00 | 0.98 |
| Portfolio | 0.98 | -0.01 | 0.04 | 0.25 | 0.25 | 0.37 | 0.14 | 0.20 | 0.67 | 0.56 | 0.83 | 0.98 | 1.00 |