AVK Rollover IRA new Aug 2024

Asset Allocation

Position	Category/Sector	Target Weight
ABT Abbott Laboratories	Healthcare	5.82%
ADM Archer-Daniels-Midland Company	Consumer Defensive	3.10%
ADP Automatic Data Processing, Inc.	Industrials	3.04%
AJG Arthur J. Gallagher & Co.	Financial Services	2.10%
ARCC Ares Capital Corporation	Financial Services	4.06%
AXP American Express Company	Financial Services	1.84%
BAESY BAE Systems PLC	Industrials	5.76%
BRO Brown & Brown, Inc.	Financial Services	5.01%
CNI Canadian National Railway Company	Industrials	2.91%
CSWC Capital Southwest Corporation	Financial Services	4.18%
CVS CVS Health Corporation	Healthcare	2.37%
FANG Diamondback Energy, Inc.	Energy	4.80%
GD General Dynamics Corporation		4.21%
GIS General Mills, Inc.	Consumer Defensive	5.14%
INGR Ingredion Incorporated	Consumer Defensive	5.10%
ITOCY Itochu Corp ADR	Industrials	2.40%
LMT Lockheed Martin Corporation	Industrials	9.48%
MCK McKesson Corporation	Healthcare	3.20%
NEE NextEra Energy, Inc.	Utilities	2.23%
NTR Nutrien Ltd.	Basic Materials	2.61%
ODFL Old Dominion Freight Line, Inc.	Industrials	4.45%
STLD Steel Dynamics, Inc.	Basic Materials	1.46%
STRL Sterling Construction Company, Inc.	Industrials	1.35%
T AT&T Inc.	Communication Services	6.32%
TMO Thermo Fisher Scientific Inc.	Healthcare	2.93%
TROW T. Rowe Price Group, Inc.	Financial Services	4.14%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

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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The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR

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 AVK Rollover IRA new Aug 2024	0.31%	-3.96%	5.41%	3.96%	10.19%	13.13%	13.63%	—
Portfolio components:
ABT Abbott Laboratories	-0.28%	-10.29%	-17.87%	-22.56%	-20.80%	2.36%	-1.16%	11.33%
ADM Archer-Daniels-Midland Company	-0.44%	3.96%	26.83%	24.10%	55.41%	0.09%	7.62%	10.32%
ADP Automatic Data Processing, Inc.	-0.94%	-5.59%	-21.10%	-29.96%	-32.69%	-1.06%	3.41%	10.73%
AJG Arthur J. Gallagher & Co.	-0.11%	-5.35%	-16.15%	-28.86%	-36.46%	5.16%	12.48%	19.05%
ARCC Ares Capital Corporation	-1.61%	-4.04%	-9.97%	-7.39%	-12.64%	8.76%	8.39%	11.74%
AXP American Express Company	-0.34%	-1.95%	-18.34%	-7.81%	12.64%	23.74%	17.17%	18.98%
BAESY BAE Systems PLC	5.30%	2.35%	32.07%	11.81%	50.59%	38.58%	37.75%	20.61%
BRO Brown & Brown, Inc.	-1.24%	-11.00%	-19.01%	-30.27%	-47.73%	4.59%	7.45%	14.72%
CNI Canadian National Railway Company	0.47%	-8.06%	5.11%	10.71%	7.42%	-2.16%	-0.65%	7.27%
CSWC Capital Southwest Corporation	-0.86%	-1.51%	1.86%	7.23%	9.86%	19.93%	11.24%	16.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +1.16%. At this rate, your investment would double in approximately 5.0 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%	0.31%									5.41%
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 4.91%, beta of 0.75, and R² of 0.74 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 (81.20%) than losses (69.06%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.91% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.91%

Beta: 0.75

R²: 0.74

Upside Capture: 81.20%

Downside Capture: 69.06%

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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

AVK Rollover IRA new Aug 2024 ranks 17 for risk / return — in the bottom 17% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.75	0.92	-0.16
Sortino ratio Return per unit of downside risk	1.16	1.41	-0.25
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	1.17	1.41	-0.24
Martin ratio Return relative to average drawdown	4.31	6.61	-2.30
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
ABT Abbott Laboratories	7	-0.90	-1.10	0.84	-0.85	-2.13
ADM Archer-Daniels-Midland Company	89	1.97	2.63	1.34	4.21	12.06
ADP Automatic Data Processing, Inc.	3	-1.46	-2.04	0.74	-0.88	-1.83
AJG Arthur J. Gallagher & Co.	4	-1.28	-1.76	0.77	-0.90	-1.66
ARCC Ares Capital Corporation	17	-0.54	-0.63	0.92	-0.63	-1.29
AXP American Express Company	53	0.39	0.75	1.11	0.55	1.58
BAESY BAE Systems PLC	79	1.53	2.12	1.26	2.20	5.56
BRO Brown & Brown, Inc.	2	-1.70	-2.49	0.66	-0.98	-1.63
CNI Canadian National Railway Company	49	0.32	0.63	1.08	0.59	1.06
CSWC Capital Southwest Corporation	52	0.40	0.72	1.10	0.53	1.61

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AVK Rollover IRA new Aug 2024 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.75
5-Year: 1.02
All Time: 0.81

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of AVK Rollover IRA new Aug 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

AVK Rollover IRA new Aug 2024 provided a 3.13% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.13%	3.12%	3.21%	3.15%	3.19%	2.94%	3.36%	2.98%	3.38%	2.68%	2.58%	2.69%
Portfolio components:
ABT Abbott Laboratories	2.34%	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	2.83%	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.	3.22%	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.	1.22%	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	10.83%	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	1.44%	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.	0.98%	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	2.52%	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	11.68%	11.56%	11.59%	10.21%	12.46%	10.13%	11.49%	13.07%	10.77%	7.01%	2.35%	0.72%

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 4.64%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.74%	Feb 21, 2020	22	Mar 23, 2020	165	Nov 13, 2020	187
-19.53%	Oct 2, 2018	58	Dec 24, 2018	120	Jun 18, 2019	178
-14.21%	Apr 21, 2022	41	Jun 17, 2022	101	Nov 10, 2022	142
-10.57%	Nov 12, 2024	100	Apr 8, 2025	27	May 16, 2025	127
-8.88%	Jan 29, 2018	9	Feb 8, 2018	150	Sep 13, 2018	159

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	GIS	BAESY	NEE	ITOCY	FANG	CSWC	MCK	STRL	T	NTR	LMT	CVS	ABT	TMO	ODFL	STLD	ARCC	INGR	ADM	AJG	CNI	BRO	ADP	AXP	GD	TROW	Portfolio
Benchmark	1.00	0.14	0.32	0.35	0.42	0.36	0.41	0.35	0.49	0.33	0.39	0.32	0.38	0.50	0.57	0.56	0.50	0.52	0.42	0.41	0.49	0.57	0.53	0.62	0.67	0.50	0.74	0.75
GIS	0.14	1.00	0.08	0.30	0.07	0.04	0.10	0.26	-0.01	0.27	0.09	0.27	0.26	0.27	0.21	0.12	0.04	0.11	0.35	0.29	0.26	0.19	0.28	0.26	0.09	0.24	0.14	0.36
BAESY	0.32	0.08	1.00	0.16	0.22	0.22	0.19	0.21	0.23	0.17	0.24	0.31	0.17	0.15	0.13	0.21	0.25	0.24	0.25	0.23	0.23	0.29	0.23	0.25	0.25	0.37	0.24	0.45
NEE	0.35	0.30	0.16	1.00	0.15	0.08	0.18	0.19	0.14	0.28	0.14	0.25	0.20	0.33	0.27	0.19	0.11	0.23	0.24	0.26	0.33	0.29	0.34	0.34	0.20	0.28	0.26	0.39
ITOCY	0.42	0.07	0.22	0.15	1.00	0.18	0.22	0.17	0.25	0.20	0.24	0.17	0.19	0.25	0.24	0.27	0.26	0.26	0.23	0.23	0.22	0.32	0.22	0.24	0.32	0.27	0.34	0.41
FANG	0.36	0.04	0.22	0.08	0.18	1.00	0.27	0.19	0.31	0.19	0.44	0.23	0.24	0.09	0.13	0.25	0.42	0.31	0.30	0.39	0.19	0.31	0.18	0.22	0.37	0.34	0.33	0.51
CSWC	0.41	0.10	0.19	0.18	0.22	0.27	1.00	0.17	0.28	0.22	0.24	0.17	0.21	0.15	0.23	0.28	0.30	0.53	0.26	0.26	0.25	0.27	0.24	0.28	0.39	0.28	0.38	0.46
MCK	0.35	0.26	0.21	0.19	0.17	0.19	0.17	1.00	0.23	0.29	0.20	0.29	0.48	0.30	0.21	0.21	0.25	0.22	0.30	0.31	0.32	0.25	0.33	0.33	0.26	0.35	0.25	0.47
STRL	0.49	-0.01	0.23	0.14	0.25	0.31	0.28	0.23	1.00	0.18	0.27	0.22	0.24	0.14	0.19	0.34	0.41	0.32	0.30	0.27	0.21	0.31	0.24	0.25	0.41	0.34	0.38	0.46
T	0.33	0.27	0.17	0.28	0.20	0.19	0.22	0.29	0.18	1.00	0.22	0.27	0.37	0.29	0.21	0.21	0.26	0.29	0.38	0.33	0.30	0.27	0.32	0.31	0.33	0.34	0.33	0.51
NTR	0.39	0.09	0.24	0.14	0.24	0.44	0.24	0.20	0.27	0.22	1.00	0.24	0.26	0.17	0.22	0.26	0.43	0.32	0.32	0.48	0.21	0.40	0.22	0.29	0.36	0.34	0.34	0.52
LMT	0.32	0.27	0.31	0.25	0.17	0.23	0.17	0.29	0.22	0.27	0.24	1.00	0.30	0.26	0.22	0.21	0.25	0.21	0.34	0.35	0.35	0.29	0.34	0.36	0.29	0.64	0.28	0.59
CVS	0.38	0.26	0.17	0.20	0.19	0.24	0.21	0.48	0.24	0.37	0.26	0.30	1.00	0.31	0.27	0.23	0.32	0.28	0.30	0.37	0.30	0.30	0.32	0.33	0.35	0.36	0.33	0.52
ABT	0.50	0.27	0.15	0.33	0.25	0.09	0.15	0.30	0.14	0.29	0.17	0.26	0.31	1.00	0.57	0.32	0.18	0.26	0.29	0.27	0.42	0.36	0.44	0.47	0.33	0.31	0.41	0.53
TMO	0.57	0.21	0.13	0.27	0.24	0.13	0.23	0.21	0.19	0.21	0.22	0.22	0.27	0.57	1.00	0.40	0.26	0.28	0.27	0.26	0.38	0.38	0.41	0.45	0.37	0.31	0.46	0.51
ODFL	0.56	0.12	0.21	0.19	0.27	0.25	0.28	0.21	0.34	0.21	0.26	0.21	0.23	0.32	0.40	1.00	0.40	0.34	0.31	0.28	0.33	0.46	0.38	0.43	0.41	0.39	0.52	0.58
STLD	0.50	0.04	0.25	0.11	0.26	0.42	0.30	0.25	0.41	0.26	0.43	0.25	0.32	0.18	0.26	0.40	1.00	0.36	0.36	0.42	0.28	0.41	0.32	0.32	0.49	0.40	0.44	0.57
ARCC	0.52	0.11	0.24	0.23	0.26	0.31	0.53	0.22	0.32	0.29	0.32	0.21	0.28	0.26	0.28	0.34	0.36	1.00	0.32	0.33	0.33	0.36	0.34	0.38	0.48	0.36	0.49	0.56
INGR	0.42	0.35	0.25	0.24	0.23	0.30	0.26	0.30	0.30	0.38	0.32	0.34	0.30	0.29	0.27	0.31	0.36	0.32	1.00	0.53	0.34	0.36	0.37	0.36	0.39	0.44	0.38	0.61
ADM	0.41	0.29	0.23	0.26	0.23	0.39	0.26	0.31	0.27	0.33	0.48	0.35	0.37	0.27	0.26	0.28	0.42	0.33	0.53	1.00	0.30	0.39	0.31	0.34	0.39	0.43	0.40	0.61
AJG	0.49	0.26	0.23	0.33	0.22	0.19	0.25	0.32	0.21	0.30	0.21	0.35	0.30	0.42	0.38	0.33	0.28	0.33	0.34	0.30	1.00	0.37	0.77	0.56	0.42	0.43	0.42	0.58
CNI	0.57	0.19	0.29	0.29	0.32	0.31	0.27	0.25	0.31	0.27	0.40	0.29	0.30	0.36	0.38	0.46	0.41	0.36	0.36	0.39	0.37	1.00	0.40	0.43	0.46	0.42	0.49	0.61
BRO	0.53	0.28	0.23	0.34	0.22	0.18	0.24	0.33	0.24	0.32	0.22	0.34	0.32	0.44	0.41	0.38	0.32	0.34	0.37	0.31	0.77	0.40	1.00	0.58	0.44	0.46	0.47	0.62
ADP	0.62	0.26	0.25	0.34	0.24	0.22	0.28	0.33	0.25	0.31	0.29	0.36	0.33	0.47	0.45	0.43	0.32	0.38	0.36	0.34	0.56	0.43	0.58	1.00	0.48	0.47	0.54	0.64
AXP	0.67	0.09	0.25	0.20	0.32	0.37	0.39	0.26	0.41	0.33	0.36	0.29	0.35	0.33	0.37	0.41	0.49	0.48	0.39	0.39	0.42	0.46	0.44	0.48	1.00	0.48	0.61	0.64
GD	0.50	0.24	0.37	0.28	0.27	0.34	0.28	0.35	0.34	0.34	0.34	0.64	0.36	0.31	0.31	0.39	0.40	0.36	0.44	0.43	0.43	0.42	0.46	0.47	0.48	1.00	0.46	0.72
TROW	0.74	0.14	0.24	0.26	0.34	0.33	0.38	0.25	0.38	0.33	0.34	0.28	0.33	0.41	0.46	0.52	0.44	0.49	0.38	0.40	0.42	0.49	0.47	0.54	0.61	0.46	1.00	0.68
Portfolio	0.75	0.36	0.45	0.39	0.41	0.51	0.46	0.47	0.46	0.51	0.52	0.59	0.52	0.53	0.51	0.58	0.57	0.56	0.61	0.61	0.58	0.61	0.62	0.64	0.64	0.72	0.68	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

AVK Rollover IRA new Aug 2024

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table