Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AIRR First Trust RBA American Industrial Renaissance ETF | Building & Construction | 13.70% |
COPX Global X Copper Miners ETF | Materials | 17.90% |
MLPX Global X MLP & Energy Infrastructure ETF | MLPs | 23.40% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | Alternative Energy Equities | 23.60% |
XAR SPDR S&P Aerospace & Defense ETF | Industrials Equities, Aerospace & Defense | 21.40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Inflation v2, 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 Mar 11, 2014, corresponding to the inception date of AIRR
Returns By Period
As of Apr 4, 2026, the Inflation v2 returned 12.33% Year-To-Date and 18.75% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Inflation v2 | -0.33% | -6.40% | 12.33% | 13.38% | 72.63% | 33.46% | 22.62% | 18.75% |
| Portfolio components: | ||||||||
NLR VanEck Vectors Uranium+Nuclear Energy ETF | -0.51% | -8.41% | 7.62% | -3.10% | 88.84% | 37.36% | 23.42% | 13.89% |
MLPX Global X MLP & Energy Infrastructure ETF | 0.77% | 0.78% | 22.30% | 20.31% | 23.17% | 28.16% | 24.37% | 14.56% |
XAR SPDR S&P Aerospace & Defense ETF | -0.14% | -9.57% | 7.65% | 7.96% | 66.04% | 30.77% | 16.06% | 18.38% |
COPX Global X Copper Miners ETF | -1.65% | -12.82% | 7.06% | 26.94% | 117.30% | 27.96% | 18.88% | 21.18% |
AIRR First Trust RBA American Industrial Renaissance ETF | -0.26% | -4.26% | 14.87% | 16.39% | 73.19% | 33.36% | 22.66% | 20.74% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 12, 2014, Inflation v2's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +18.9%, while the worst month was Mar 2020 at -24.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Inflation v2 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.24% | 6.30% | -8.16% | 0.73% | 12.33% | ||||||||
| 2025 | 4.77% | -4.51% | -2.60% | 1.56% | 11.71% | 9.42% | 1.32% | 4.37% | 10.16% | 4.09% | -4.07% | 3.19% | 45.19% |
| 2024 | -0.63% | 2.97% | 6.97% | 0.04% | 8.03% | -3.84% | 3.00% | 0.16% | 4.43% | 1.24% | 9.44% | -8.84% | 23.77% |
| 2023 | 8.38% | -3.27% | -0.46% | 0.36% | -4.29% | 9.68% | 4.45% | -1.06% | -0.73% | -2.47% | 7.36% | 5.01% | 23.99% |
| 2022 | -0.78% | 6.71% | 4.87% | -6.79% | 1.94% | -11.23% | 8.14% | -1.28% | -9.19% | 9.92% | 8.22% | -2.79% | 5.00% |
| 2021 | 0.05% | 8.29% | 5.24% | 4.42% | 3.13% | -1.47% | -1.69% | -0.09% | -1.40% | 5.18% | -4.61% | 3.43% | 21.57% |
Benchmark Metrics
Inflation v2 has an annualized alpha of 3.35%, beta of 0.98, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since March 12, 2014.
- This portfolio captured 110.08% of S&P 500 Index gains but only 98.38% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.98 and R² of 0.66, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.35%
- Beta
- 0.98
- R²
- 0.66
- Upside Capture
- 110.08%
- Downside Capture
- 98.38%
Expense Ratio
Inflation v2 has an expense ratio of 0.53%, 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
Inflation v2 ranks 93 for risk / return — in the top 93% 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 | 2.50 | 0.88 | +1.62 |
Sortino ratioReturn per unit of downside risk | 3.12 | 1.37 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 4.92 | 1.39 | +3.53 |
Martin ratioReturn relative to average drawdown | 16.20 | 6.43 | +9.76 |
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 | |
|---|---|---|---|---|---|---|
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 81 | 1.99 | 2.57 | 1.32 | 3.30 | 7.88 |
MLPX Global X MLP & Energy Infrastructure ETF | 42 | 0.97 | 1.29 | 1.20 | 1.29 | 4.00 |
XAR SPDR S&P Aerospace & Defense ETF | 88 | 2.07 | 2.75 | 1.35 | 3.54 | 12.22 |
COPX Global X Copper Miners ETF | 91 | 2.44 | 2.77 | 1.38 | 3.63 | 13.75 |
AIRR First Trust RBA American Industrial Renaissance ETF | 92 | 2.15 | 2.84 | 1.37 | 4.91 | 17.07 |
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Dividends
Dividend yield
Inflation v2 provided a 2.06% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.06% | 2.33% | 1.67% | 2.87% | 2.39% | 2.32% | 2.85% | 2.31% | 3.05% | 2.65% | 2.50% | 2.68% |
| Portfolio components: | ||||||||||||
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 2.37% | 2.55% | 0.76% | 4.54% | 2.02% | 1.99% | 2.23% | 2.21% | 3.91% | 4.86% | 3.62% | 3.30% |
MLPX Global X MLP & Energy Infrastructure ETF | 4.10% | 4.88% | 4.30% | 5.22% | 5.23% | 5.98% | 8.32% | 5.78% | 5.77% | 4.36% | 5.50% | 4.81% |
XAR SPDR S&P Aerospace & Defense ETF | 0.34% | 0.40% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.09% | 2.31% |
COPX Global X Copper Miners ETF | 2.50% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.15% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
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 Inflation v2. 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 Inflation v2 was 45.73%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current Inflation v2 drawdown is 8.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.73% | Jan 21, 2020 | 44 | Mar 23, 2020 | 171 | Nov 23, 2020 | 215 |
| -36.1% | Sep 8, 2014 | 345 | Jan 20, 2016 | 222 | Dec 5, 2016 | 567 |
| -21.89% | Jan 24, 2025 | 52 | Apr 8, 2025 | 33 | May 27, 2025 | 85 |
| -20.53% | Apr 21, 2022 | 109 | Sep 26, 2022 | 85 | Jan 27, 2023 | 194 |
| -19% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
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 4.83, 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 | NLR | COPX | MLPX | XAR | AIRR | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.54 | 0.54 | 0.52 | 0.70 | 0.72 | 0.75 |
| NLR | 0.54 | 1.00 | 0.41 | 0.41 | 0.49 | 0.47 | 0.70 |
| COPX | 0.54 | 0.41 | 1.00 | 0.49 | 0.46 | 0.52 | 0.77 |
| MLPX | 0.52 | 0.41 | 0.49 | 1.00 | 0.49 | 0.54 | 0.75 |
| XAR | 0.70 | 0.49 | 0.46 | 0.49 | 1.00 | 0.75 | 0.78 |
| AIRR | 0.72 | 0.47 | 0.52 | 0.54 | 0.75 | 1.00 | 0.80 |
| Portfolio | 0.75 | 0.70 | 0.77 | 0.75 | 0.78 | 0.80 | 1.00 |