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ISIN
US02110B8019
Issuer
ALPS
Inception Date
Oct 23, 2014
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

AVPEX Performance Chart

ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) is down 8.6% since the beginning of the year. AVPEX is currently trading at $11 per share. Investors who bought $1,000 worth of AVPEX shares 5 years ago would now be looking at an investment worth $1,128.


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S&P 500 Index

Returns By Period

ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) has returned -8.56% so far this year and -5.74% over the past 12 months. Over the last ten years, AVPEX has returned 8.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ALPS/Red Rocks Global Opportunity Portfolio

1D
-0.09%
1M
0.89%
YTD
-8.56%
6M
-9.37%
1Y
-5.74%
3Y*
7.99%
5Y*
2.44%
10Y*
8.47%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVPEX Monthly Returns History

Based on dividend-adjusted daily data since Oct 27, 2014, AVPEX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Mar 2020 at -24.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, AVPEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -14.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.29%-9.00%-6.03%7.18%2.32%-1.22%-8.56%
20255.57%-3.21%-5.75%1.56%2.31%3.16%0.44%0.87%-1.87%-3.52%-0.46%2.93%1.46%
20240.90%3.17%2.28%-2.00%5.02%-1.27%6.06%0.50%2.13%-2.23%7.11%-4.28%18.06%
20238.97%-2.13%-2.27%2.63%0.20%4.23%3.87%-1.27%-1.29%-4.85%11.96%6.92%28.80%
2022-7.13%-4.08%0.06%-10.57%-0.14%-11.34%10.34%-6.72%-11.87%7.45%8.86%-5.13%-28.96%
2021-2.46%3.71%2.16%6.87%1.11%1.34%4.04%2.20%-4.25%6.99%-3.38%4.12%24.03%

Benchmark Metrics

ALPS/Red Rocks Global Opportunity Portfolio has an annualized alpha of -2.01%, beta of 0.85, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 27, 2014.

  • This fund participated in 109.70% of S&P 500 Index downside but only 90.18% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.01% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.85 and R2 of 0.68, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.01%
Beta
0.85
0.68
Upside Capture
90.18%
Downside Capture
109.70%

Expense Ratio

AVPEX has a high expense ratio of 1.45%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AVPEX ranks 1 for risk / return — in the bottom 1% of mutual funds 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.


AVPEX Risk / Return Rank: 11
Overall Rank
AVPEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AVPEX Sortino Ratio Rank: 11
Sortino Ratio Rank
AVPEX Omega Ratio Rank: 22
Omega Ratio Rank
AVPEX Calmar Ratio Rank: 22
Calmar Ratio Rank
AVPEX Martin Ratio Rank: 11
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

The table below present risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVPEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

0.96

1.37

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.28

2.78

-3.06

Martin ratioReturn relative to average drawdown

-0.62

12.44

-13.05

Dividends

Dividend History

ALPS/Red Rocks Global Opportunity Portfolio provided a 9.30% dividend yield over the last twelve months, with an annual payout of $1.05 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.05$1.05$1.17$0.00$2.94$0.74$1.98$0.46$0.75$0.32$0.08$0.01

Dividend yield

9.30%8.50%8.83%0.00%31.03%4.24%13.52%3.02%6.79%2.33%0.75%0.11%

Monthly Dividends

The table displays the monthly dividend distributions for ALPS/Red Rocks Global Opportunity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.05$1.05
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.17$1.17
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.94$2.94
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74

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 ALPS/Red Rocks Global Opportunity Portfolio. 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 ALPS/Red Rocks Global Opportunity Portfolio was 46.42%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current ALPS/Red Rocks Global Opportunity Portfolio drawdown is 13.12%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-46.42%Mar 2020
1mo 4d8mo 16d
9mo 20dFeb 2020 - Dec 2020
Bear market2022
-37.50%Oct 2022
11mo 6d1y 9mo
2y 8moNov 2021 - Jul 2024
2026 bear market2026
-22.41%Mar 2026
8mo 2d
11mo 5hJul 2025 - now
Rate-hike selloffLate 2018
-21.73%Dec 2018
10mo 29d6mo 6d
1y 5moJan 2018 - Jun 2019
2016 bear market2016
-21.13%Feb 2016
8mo 25d11mo 18d
1y 8moMay 2015 - Jan 2017

Drawdown Indicators


AVPEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-56.78%

+10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-9.10%

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-22.41%

-18.90%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-25.43%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-33.92%

-12.50%

Current Drawdown

Current decline from peak

-13.12%

-1.80%

-11.32%

Average Drawdown

Average peak-to-trough decline

-8.63%

-10.71%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.04%

2.03%

+8.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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