Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPV 1, 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 Jun 25, 2025, corresponding to the inception date of CAIE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio SPV 1 | 0.38% | -0.71% | 3.51% | 6.41% | — | — | — | — |
| Portfolio components: | ||||||||
BOXX Alpha Architect 1-3 Month Box ETF | -0.07% | 0.32% | 0.96% | 2.05% | 4.22% | 4.80% | — | — |
PRF Invesco RAFI US 1000 ETF | 0.48% | -3.47% | 2.19% | 6.13% | 20.12% | 17.14% | 11.37% | 12.67% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.70% | -5.17% | 0.88% | 1.81% | 23.02% | 13.40% | 6.53% | 10.76% |
FNDF Schwab Fundamental International Large Company Index ETF | 1.12% | -4.59% | 9.44% | 17.74% | 41.49% | 20.83% | 12.69% | 11.21% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | -0.31% | -4.39% | 5.77% | 8.85% | 28.73% | 18.86% | 9.45% | 10.20% |
HGER Harbor Commodity All-Weather Strategy ETF | 0.23% | 6.26% | 25.22% | 29.21% | 37.94% | 18.53% | — | — |
DBMF iM DBi Managed Futures Strategy ETF | 0.20% | -3.07% | 8.09% | 15.25% | 26.29% | 9.97% | 8.67% | — |
FTLS First Trust Long/Short Equity ETF | 0.36% | -0.62% | -0.44% | 1.04% | 11.40% | 13.12% | 10.02% | 9.14% |
JPIB JPMorgan International Bond Opportunities ETF | 0.30% | -2.15% | -0.74% | 0.18% | 5.05% | 5.26% | 2.65% | — |
BSTZ BlackRock Science and Technology Trust II | 2.03% | -1.29% | 2.17% | 6.38% | 41.49% | 19.15% | 0.33% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 26, 2025, SPV 1's average daily return is +0.07%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.
Historically, 91% of months were positive and 9% were negative. The best month was Jan 2026 with a return of +3.2%, while the worst month was Mar 2026 at -2.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.
On a daily basis, SPV 1 closed higher 64% of trading days. The best single day was Mar 31, 2026 with a return of +1.5%, while the worst single day was Mar 3, 2026 at -1.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.16% | 3.00% | -2.94% | 0.38% | 3.51% | ||||||||
| 2025 | 1.00% | 0.51% | 2.32% | 2.31% | 1.46% | 1.00% | 0.76% | 9.72% |
Benchmark Metrics
SPV 1 has an annualized alpha of 12.01%, beta of 0.52, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 26, 2025.
- This portfolio captured 85.98% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -13.39%) — a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 12.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.52 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
- 12.01%
- Beta
- 0.52
- R²
- 0.75
- Upside Capture
- 85.98%
- Downside Capture
- -13.39%
Expense Ratio
SPV 1 has an expense ratio of 0.50%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 100 | 12.86 | 36.75 | 9.21 | 61.54 | 571.35 |
PRF Invesco RAFI US 1000 ETF | 69 | 1.25 | 1.79 | 1.28 | 1.68 | 7.89 |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 57 | 1.03 | 1.57 | 1.20 | 1.67 | 6.28 |
FNDF Schwab Fundamental International Large Company Index ETF | 94 | 2.38 | 3.10 | 1.48 | 3.77 | 14.62 |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 81 | 1.62 | 2.19 | 1.33 | 2.12 | 9.45 |
HGER Harbor Commodity All-Weather Strategy ETF | 93 | 2.11 | 2.78 | 1.39 | 4.35 | 15.38 |
DBMF iM DBi Managed Futures Strategy ETF | 95 | 2.19 | 2.98 | 1.46 | 4.35 | 18.69 |
FTLS First Trust Long/Short Equity ETF | 63 | 1.09 | 1.62 | 1.22 | 1.83 | 7.62 |
JPIB JPMorgan International Bond Opportunities ETF | 66 | 1.40 | 1.90 | 1.28 | 1.37 | 6.20 |
BSTZ BlackRock Science and Technology Trust II | 88 | 1.75 | 2.40 | 1.33 | 3.83 | 13.52 |
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Dividends
Dividend yield
SPV 1 provided a 3.42% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.42% | 3.38% | 3.25% | 2.62% | 2.82% | 2.46% | 1.19% | 2.22% | 1.57% | 0.91% | 0.88% | 0.80% |
| Portfolio components: | ||||||||||||
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRF Invesco RAFI US 1000 ETF | 1.55% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.94% | 0.82% | 1.45% | 1.42% | 1.33% | 0.93% | 0.91% | 1.29% | 1.37% | 0.97% | 1.31% | 1.39% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.14% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 3.96% | 4.19% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 2.98% | 2.05% | 1.65% | 2.02% |
HGER Harbor Commodity All-Weather Strategy ETF | 5.66% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iM DBi Managed Futures Strategy ETF | 5.29% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
FTLS First Trust Long/Short Equity ETF | 0.95% | 1.07% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% |
JPIB JPMorgan International Bond Opportunities ETF | 4.94% | 4.85% | 4.57% | 4.35% | 3.10% | 2.59% | 3.14% | 4.66% | 5.83% | 1.81% | 0.00% | 0.00% |
BSTZ BlackRock Science and Technology Trust II | 11.68% | 12.46% | 9.75% | 10.90% | 14.73% | 5.14% | 3.42% | 2.44% | 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 SPV 1. 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 SPV 1 was 4.70%, occurring on Mar 20, 2026. The portfolio has not yet recovered.
The current SPV 1 drawdown is 2.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.7% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -2.59% | Nov 13, 2025 | 6 | Nov 20, 2025 | 10 | Dec 5, 2025 | 16 |
| -2.08% | Oct 9, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -1.64% | Jul 24, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -1.38% | Jan 30, 2026 | 5 | Feb 5, 2026 | 1 | Feb 6, 2026 | 6 |
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 15 assets, with an effective number of assets of 8.42, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | BOXX | HGER | IGLD | BLDG | BSTZ | BIGZ | JPIB | NFRA | DBMF | FTLS | FNDE | PRFZ | CAIE | FNDF | PRF | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.07 | -0.03 | 0.19 | 0.35 | 0.64 | 0.65 | 0.49 | 0.50 | 0.49 | 0.82 | 0.65 | 0.77 | 0.91 | 0.69 | 0.83 | 0.86 |
| BOXX | 0.07 | 1.00 | 0.05 | 0.12 | -0.02 | 0.02 | 0.00 | -0.03 | 0.02 | 0.02 | 0.06 | 0.04 | -0.00 | 0.05 | -0.00 | 0.04 | 0.04 |
| HGER | -0.03 | 0.05 | 1.00 | 0.54 | -0.04 | -0.01 | 0.01 | -0.10 | -0.03 | 0.38 | -0.02 | 0.18 | -0.00 | -0.08 | 0.09 | 0.00 | 0.17 |
| IGLD | 0.19 | 0.12 | 0.54 | 1.00 | 0.15 | 0.14 | 0.14 | 0.24 | 0.22 | 0.60 | 0.12 | 0.36 | 0.17 | 0.15 | 0.30 | 0.20 | 0.40 |
| BLDG | 0.35 | -0.02 | -0.04 | 0.15 | 1.00 | 0.06 | 0.17 | 0.55 | 0.59 | 0.24 | 0.28 | 0.42 | 0.52 | 0.34 | 0.56 | 0.55 | 0.52 |
| BSTZ | 0.64 | 0.02 | -0.01 | 0.14 | 0.06 | 1.00 | 0.74 | 0.32 | 0.20 | 0.32 | 0.50 | 0.44 | 0.48 | 0.59 | 0.41 | 0.46 | 0.56 |
| BIGZ | 0.65 | 0.00 | 0.01 | 0.14 | 0.17 | 0.74 | 1.00 | 0.37 | 0.23 | 0.33 | 0.52 | 0.49 | 0.56 | 0.58 | 0.41 | 0.51 | 0.60 |
| JPIB | 0.49 | -0.03 | -0.10 | 0.24 | 0.55 | 0.32 | 0.37 | 1.00 | 0.59 | 0.37 | 0.36 | 0.51 | 0.47 | 0.46 | 0.59 | 0.52 | 0.61 |
| NFRA | 0.50 | 0.02 | -0.03 | 0.22 | 0.59 | 0.20 | 0.23 | 0.59 | 1.00 | 0.39 | 0.38 | 0.54 | 0.52 | 0.48 | 0.75 | 0.64 | 0.69 |
| DBMF | 0.49 | 0.02 | 0.38 | 0.60 | 0.24 | 0.32 | 0.33 | 0.37 | 0.39 | 1.00 | 0.36 | 0.60 | 0.47 | 0.43 | 0.61 | 0.50 | 0.72 |
| FTLS | 0.82 | 0.06 | -0.02 | 0.12 | 0.28 | 0.50 | 0.52 | 0.36 | 0.38 | 0.36 | 1.00 | 0.46 | 0.56 | 0.74 | 0.52 | 0.69 | 0.69 |
| FNDE | 0.65 | 0.04 | 0.18 | 0.36 | 0.42 | 0.44 | 0.49 | 0.51 | 0.54 | 0.60 | 0.46 | 1.00 | 0.57 | 0.60 | 0.76 | 0.62 | 0.82 |
| PRFZ | 0.77 | -0.00 | -0.00 | 0.17 | 0.52 | 0.48 | 0.56 | 0.47 | 0.52 | 0.47 | 0.56 | 0.57 | 1.00 | 0.71 | 0.68 | 0.87 | 0.80 |
| CAIE | 0.91 | 0.05 | -0.08 | 0.15 | 0.34 | 0.59 | 0.58 | 0.46 | 0.48 | 0.43 | 0.74 | 0.60 | 0.71 | 1.00 | 0.62 | 0.77 | 0.78 |
| FNDF | 0.69 | -0.00 | 0.09 | 0.30 | 0.56 | 0.41 | 0.41 | 0.59 | 0.75 | 0.61 | 0.52 | 0.76 | 0.68 | 0.62 | 1.00 | 0.76 | 0.90 |
| PRF | 0.83 | 0.04 | 0.00 | 0.20 | 0.55 | 0.46 | 0.51 | 0.52 | 0.64 | 0.50 | 0.69 | 0.62 | 0.87 | 0.77 | 0.76 | 1.00 | 0.87 |
| Portfolio | 0.86 | 0.04 | 0.17 | 0.40 | 0.52 | 0.56 | 0.60 | 0.61 | 0.69 | 0.72 | 0.69 | 0.82 | 0.80 | 0.78 | 0.90 | 0.87 | 1.00 |