4cornertest
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4cornertest, 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 Quarterly
The earliest data available for this chart is Sep 1, 2020, corresponding to the inception date of CCRV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| 4cornertest | 17.29% | -0.32% | 1.52% | 21.77% | N/A | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 26.77% | 2.15% | 13.38% | 34.82% | 15.86% | 13.33% |
CSAIX Credit Suisse Managed Futures Strategy Fund | -6.14% | -0.23% | -8.80% | -4.10% | 0.57% | -0.50% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.57% | 0.40% | 2.57% | 5.29% | 2.27% | 1.55% |
CCRV iShares Commodity Curve Carry Strategy ETF | 3.85% | -3.98% | -4.38% | 0.66% | N/A | N/A |
AGG iShares Core U.S. Aggregate Bond ETF | 1.81% | -1.42% | 2.72% | 6.82% | -0.18% | 1.45% |
REMIX Standpoint Multi-Asset Fund Investor Class | 13.29% | -0.26% | -1.57% | 14.81% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 4cornertest, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.24% | 5.83% | 5.26% | -2.71% | 3.31% | 2.06% | -0.33% | -0.67% | 1.98% | -3.74% | 17.29% | ||
| 2023 | 5.13% | -2.91% | 0.63% | 1.41% | -1.45% | 5.51% | 4.54% | -1.87% | -0.84% | -2.32% | 3.83% | 2.81% | 14.87% |
| 2022 | -1.54% | 2.04% | 9.78% | -1.33% | 1.65% | -7.98% | 3.91% | -2.76% | -6.60% | 6.97% | 3.48% | -8.03% | -2.21% |
| 2021 | -0.10% | 7.95% | 3.74% | 7.97% | 2.15% | 1.41% | 1.87% | 1.73% | -1.03% | 8.25% | -5.35% | 5.75% | 39.07% |
| 2020 | -5.52% | -2.49% | 11.62% | 6.76% | 9.78% |
Expense Ratio
4cornertest has a high expense ratio of 1.10%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 4cornertest is 15, indicating that it is in the bottom 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 3.07 | 4.09 | 1.58 | 4.45 | 20.18 |
CSAIX Credit Suisse Managed Futures Strategy Fund | -0.62 | -0.76 | 0.91 | -0.20 | -1.11 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.42 | 273.58 | 158.96 | 483.90 | 4,456.44 |
CCRV iShares Commodity Curve Carry Strategy ETF | 0.03 | 0.15 | 1.02 | 0.04 | 0.11 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.37 | 2.02 | 1.24 | 0.56 | 4.85 |
REMIX Standpoint Multi-Asset Fund Investor Class | 1.19 | 1.66 | 1.22 | 1.43 | 4.87 |
Dividends
Dividend yield
4cornertest provided a 0.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.09% | 0.46% | 11.65% | 13.09% | 1.17% | 0.34% | 0.23% | 0.67% | 1.18% | 2.69% | 1.22% | 1.09% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 0.55% | 0.52% | 4.51% | 8.84% | 0.00% | 1.75% | 0.00% | 0.00% | 0.00% | 4.83% | 0.34% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
CCRV iShares Commodity Curve Carry Strategy ETF | 6.99% | 7.26% | 33.27% | 26.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.96% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
REMIX Standpoint Multi-Asset Fund Investor Class | 0.54% | 0.62% | 0.34% | 4.63% | 1.09% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 4cornertest. 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 4cornertest was 17.75%, occurring on Mar 15, 2023. Recovery took 217 trading sessions.
The current 4cornertest drawdown is 3.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.75% | Apr 20, 2022 | 227 | Mar 15, 2023 | 217 | Jan 25, 2024 | 444 |
| -12.96% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -9.86% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -8.39% | Nov 26, 2021 | 4 | Dec 1, 2021 | 48 | Feb 9, 2022 | 52 |
| -5.87% | Jul 6, 2021 | 10 | Jul 19, 2021 | 5 | Jul 26, 2021 | 15 |
Volatility
Volatility Chart
The current 4cornertest volatility is 3.86%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BIL | AGG | CCRV | CSAIX | SPY | REMIX | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.07 | -0.05 | -0.03 | 0.02 | -0.02 |
| AGG | 0.07 | 1.00 | -0.05 | -0.27 | 0.17 | -0.11 |
| CCRV | -0.05 | -0.05 | 1.00 | 0.15 | 0.20 | 0.35 |
| CSAIX | -0.03 | -0.27 | 0.15 | 1.00 | -0.00 | 0.43 |
| SPY | 0.02 | 0.17 | 0.20 | -0.00 | 1.00 | 0.69 |
| REMIX | -0.02 | -0.11 | 0.35 | 0.43 | 0.69 | 1.00 |