Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alex 3 with REET, 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 Jul 14, 2016, corresponding to the inception date of EYLD
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 REET | 0.18% | -0.98% | 7.39% | 11.84% | 27.99% | 15.18% | 7.88% | — |
| 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% |
REET iShares Global REIT ETF | 0.67% | -4.44% | 2.99% | 2.19% | 8.45% | 7.48% | 2.98% | 3.63% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 15, 2016, Alex 3 with REET's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +11.0%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Alex 3 with REET closed higher 55% of trading days. The best single day was Jul 22, 2016 with a return of +8.0%, while the worst single day was Jul 25, 2016 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.04% | 5.41% | -4.25% | 0.34% | 7.39% | ||||||||
| 2025 | 1.22% | 1.48% | 1.14% | 0.22% | 4.44% | 4.08% | 0.37% | 3.36% | 1.35% | 0.91% | 2.01% | 1.45% | 24.27% |
| 2024 | -0.09% | 2.09% | 2.31% | -0.55% | 3.35% | -1.14% | 1.32% | 1.55% | 1.69% | -3.71% | -0.07% | -2.42% | 4.18% |
| 2023 | 5.97% | -2.71% | 0.03% | 1.09% | -3.81% | 3.45% | 4.71% | -2.91% | -0.51% | -2.63% | 6.18% | 4.90% | 13.79% |
| 2022 | -0.28% | -3.31% | -1.03% | -4.67% | 1.40% | -7.97% | 2.74% | -1.15% | -7.53% | 1.89% | 11.00% | -0.66% | -10.42% |
| 2021 | 0.22% | 4.76% | 1.84% | 3.20% | 0.89% | 0.02% | 0.01% | 0.32% | -2.56% | 1.13% | -2.81% | 4.00% | 11.27% |
Benchmark Metrics
Alex 3 with REET has an annualized alpha of 3.15%, beta of 0.47, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since July 15, 2016.
- This portfolio participated in 61.97% of S&P 500 Index downside but only 59.16% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.47 may look defensive, but with R² of 0.48 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 0.48 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
- 3.15%
- Beta
- 0.47
- R²
- 0.48
- Upside Capture
- 59.16%
- Downside Capture
- 61.97%
Expense Ratio
Alex 3 with REET has an expense ratio of 0.63%, 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 REET ranks 91 for risk / return — in the top 91% 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 | 2.49 | 0.88 | +1.61 |
Sortino ratioReturn per unit of downside risk | 3.15 | 1.37 | +1.79 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.21 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.39 | +1.57 |
Martin ratioReturn relative to average drawdown | 14.29 | 6.43 | +7.86 |
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 |
REET iShares Global REIT ETF | 27 | 0.56 | 0.86 | 1.12 | 0.78 | 3.22 |
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Dividends
Dividend yield
Alex 3 with REET provided a 4.92% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.92% | 5.12% | 5.57% | 5.75% | 5.73% | 5.23% | 3.91% | 4.66% | 6.23% | 3.73% | 3.19% | 3.93% |
| 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% |
REET iShares Global REIT ETF | 3.59% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
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 REET. 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 REET was 32.60%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Alex 3 with REET drawdown is 3.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.6% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -21.8% | Jun 14, 2021 | 339 | Oct 14, 2022 | 301 | Dec 27, 2023 | 640 |
| -14.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
| -11.89% | Sep 30, 2024 | 131 | Apr 8, 2025 | 26 | May 15, 2025 | 157 |
| -8.11% | Jul 25, 2016 | 80 | Nov 14, 2016 | 60 | Feb 10, 2017 | 140 |
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 3.63, 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 | PIMIX | REET | PELBX | EYLD | FYLD | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.28 | 0.61 | 0.37 | 0.50 | 0.62 | 0.64 |
| PIMIX | 0.28 | 1.00 | 0.38 | 0.54 | 0.30 | 0.29 | 0.43 |
| REET | 0.61 | 0.38 | 1.00 | 0.39 | 0.39 | 0.52 | 0.57 |
| PELBX | 0.37 | 0.54 | 0.39 | 1.00 | 0.50 | 0.49 | 0.61 |
| EYLD | 0.50 | 0.30 | 0.39 | 0.50 | 1.00 | 0.61 | 0.89 |
| FYLD | 0.62 | 0.29 | 0.52 | 0.49 | 0.61 | 1.00 | 0.87 |
| Portfolio | 0.64 | 0.43 | 0.57 | 0.61 | 0.89 | 0.87 | 1.00 |