Asset Allocation
Find the right asset allocation for AVK Rollover IRA new Aug 2024
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in AVK Rollover IRA new Aug 2024, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio AVK Rollover IRA new Aug 2024 | -0.07% | 1.80% | 5.49% | 7.07% | 7.54% | 13.35% | 12.31% | — |
| Portfolio components: | ||||||||
ABT Abbott Laboratories | -0.63% | 7.33% | -26.95% | -25.03% | -30.87% | -1.86% | -1.83% | 11.01% |
ADM Archer-Daniels-Midland Company | -2.94% | 4.88% | 42.75% | 39.07% | 76.02% | 7.28% | 6.26% | 9.55% |
ADP Automatic Data Processing, Inc. | -1.24% | 7.55% | -10.21% | -10.14% | -28.14% | 4.26% | 5.16% | 12.50% |
AJG Arthur J. Gallagher & Co. | 2.78% | 9.05% | -15.95% | -9.26% | -33.52% | 2.70% | 9.47% | 18.15% |
ARCC Ares Capital Corporation | -0.11% | -1.26% | -4.69% | -6.11% | -7.10% | 9.21% | 8.47% | 12.83% |
AXP American Express Company | 0.53% | -1.18% | -15.13% | -13.33% | 4.33% | 23.52% | 15.12% | 18.65% |
BAESY BAE Systems PLC | -0.63% | -3.02% | 11.99% | 16.29% | -0.74% | 32.12% | 31.09% | 18.01% |
BRO Brown & Brown, Inc. | 2.58% | 4.57% | -25.76% | -24.50% | -46.29% | -1.96% | 3.08% | 13.47% |
CNI Canadian National Railway Company | 0.74% | 7.83% | 22.55% | 24.22% | 17.72% | 3.84% | 3.39% | 9.16% |
CSWC Capital Southwest Corporation | -1.44% | -2.02% | 9.58% | 12.21% | 25.93% | 20.07% | 8.67% | 17.23% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2018, AVK Rollover IRA new Aug 2024's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AVK Rollover IRA new Aug 2024 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.99% | 3.12% | -3.85% | 0.07% | -0.09% | 0.41% | 5.49% | ||||||
| 2025 | 3.66% | 2.46% | 0.36% | -0.89% | 3.41% | 1.56% | -2.59% | 3.86% | 1.42% | -2.86% | 0.35% | 1.07% | 12.16% |
| 2024 | 0.54% | 4.20% | 4.75% | -2.83% | 3.53% | -1.51% | 5.73% | 1.65% | 1.22% | -2.08% | 4.16% | -7.41% | 11.73% |
| 2023 | 3.20% | -2.56% | 1.35% | 1.10% | -4.85% | 6.02% | 3.33% | -0.81% | -3.12% | 0.06% | 4.05% | 3.96% | 11.72% |
| 2022 | -0.70% | 4.04% | 2.83% | -4.09% | 2.44% | -4.92% | 4.69% | -1.08% | -7.87% | 12.10% | 5.04% | -3.05% | 8.09% |
| 2021 | 0.02% | 5.94% | 6.35% | 4.21% | 2.28% | -0.71% | 1.39% | 2.00% | -1.09% | 6.70% | -2.06% | 6.06% | 35.20% |
Benchmark Metrics
AVK Rollover IRA new Aug 2024 has an annualized alpha of 3.76%, beta of 0.75, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 03, 2018.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.47%) than losses (67.83%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.76%
- Beta
- 0.75
- R²
- 0.73
- Upside Capture
- 75.47%
- Downside Capture
- 67.83%
Expense Ratio
AVK Rollover IRA new Aug 2024 has an expense ratio of 0.00%, meaning no management fees are charged. 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
AVK Rollover IRA new Aug 2024 ranks 10 for risk / return — in the bottom 10% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for AVK Rollover IRA new Aug 2024 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.75 | 1.94 | -1.18 |
| Sortino ratioReturn per unit of downside risk | 1.17 | 2.63 | -1.46 |
| Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.59 | -1.45 |
| Martin ratioReturn relative to average drawdown | 2.42 | 11.84 | -9.43 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ABT Abbott Laboratories | 5 | -1.27 | -1.71 | 0.77 | -0.79 | -1.79 |
ADM Archer-Daniels-Midland Company | 94 | 2.88 | 3.73 | 1.45 | 6.11 | 17.02 |
ADP Automatic Data Processing, Inc. | 8 | -1.16 | -1.68 | 0.80 | -0.72 | -1.33 |
AJG Arthur J. Gallagher & Co. | 6 | -1.20 | -1.63 | 0.79 | -0.81 | -1.39 |
ARCC Ares Capital Corporation | 26 | -0.39 | -0.42 | 0.95 | -0.37 | -0.67 |
AXP American Express Company | 44 | 0.17 | 0.40 | 1.05 | 0.18 | 0.40 |
BAESY BAE Systems PLC | 35 | -0.12 | 0.05 | 1.01 | -0.16 | -0.38 |
BRO Brown & Brown, Inc. | 3 | -1.62 | -2.40 | 0.69 | -0.91 | -1.57 |
CNI Canadian National Railway Company | 63 | 0.78 | 1.15 | 1.15 | 1.21 | 2.22 |
CSWC Capital Southwest Corporation | 78 | 1.46 | 2.14 | 1.26 | 1.77 | 5.70 |
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Dividends
Dividend yield
AVK Rollover IRA new Aug 2024 provided a 3.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.29% | 3.12% | 3.21% | 3.15% | 3.19% | 2.94% | 3.36% | 2.98% | 3.38% | 2.68% | 2.58% | 11.74% |
| Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 2.70% | 1.88% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% |
ADM Archer-Daniels-Midland Company | 2.55% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
ADP Automatic Data Processing, Inc. | 2.83% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
AJG Arthur J. Gallagher & Co. | 1.25% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
ARCC Ares Capital Corporation | 10.23% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
AXP American Express Company | 1.09% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
BAESY BAE Systems PLC | 1.88% | 1.90% | 2.79% | 2.40% | 3.09% | 4.46% | 7.05% | 3.66% | 4.93% | 5.71% | 6.26% | 4.38% |
BRO Brown & Brown, Inc. | 1.10% | 0.77% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% |
CNI Canadian National Railway Company | 2.16% | 2.58% | 2.43% | 1.85% | 1.41% | 1.61% | 1.59% | 1.79% | 2.01% | 2.00% | 2.23% | 2.24% |
CSWC Capital Southwest Corporation | 12.70% | 11.56% | 11.59% | 10.21% | 12.46% | 10.13% | 11.49% | 13.07% | 10.77% | 7.01% | 2.35% | 216.86% |
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 AVK Rollover IRA new Aug 2024. 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 AVK Rollover IRA new Aug 2024 was 35.74%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current AVK Rollover IRA new Aug 2024 drawdown is 4.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.74%Mar 2020 | 1mo 1d | 7mo 25d | 8mo 26dFeb 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -19.53%Dec 2018 | 2mo 23d | 5mo 26d | 8mo 19dOct 2018 - Jun 2019 |
Bear market2022 | -14.21%Jun 2022 | 1mo 27d | 4mo 26d | 6mo 23dApr 2022 - Nov 2022 |
2025 selloff2025 | -10.57%Apr 2025 | 4mo 27d | 1mo 8d | 6mo 5dNov 2024 - May 2025 |
2018 pullback2018 | -8.88%Feb 2018 | 10d | 7mo 7d | 7mo 17dJan 2018 - Sep 2018 |
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 26 assets, with an effective number of assets of 21.42, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 2.67 | 2.19 | 1.94 | 1.68 |
The portfolio has a diversification ratio of 1.68, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
AVK Rollover IRA new Aug 2024 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2018 | 0.74 |
Benchmark Correlations
Correlation vs. S&P 500 Index. TROW has the highest benchmark correlation at 0.73, while GIS has the lowest at 0.14.
Portfolio Correlations
Correlation vs. AVK Rollover IRA new Aug 2024. GD has the highest portfolio correlation at 0.72, while GIS has the lowest at 0.36.
Asset Correlations Table
Find what AVK Rollover IRA new Aug 2024 is missing
See which holdings overlap, where AVK Rollover IRA new Aug 2024 is concentrated, and which low-correlation assets could fill the gaps.
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