KAY P4
Portfolio Build Proposition
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ARCC Ares Capital Corporation | Financial Services | 35% |
BTC-USD Bitcoin | 10% | |
CGDV Capital Group Dividend Value ETF | Large Cap Value Equities, Dividend | 25% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KAY P4, 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 Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| KAY P4 | 20.00% | 2.26% | 8.75% | 38.31% | N/A | N/A |
| Portfolio components: | ||||||
ARCC Ares Capital Corporation | 10.32% | 0.91% | 7.99% | 17.77% | 12.08% | 12.58% |
CGDV Capital Group Dividend Value ETF | 22.20% | 3.37% | 12.78% | 38.24% | N/A | N/A |
QQQM Invesco NASDAQ 100 ETF | 18.25% | 1.62% | 8.35% | 35.66% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.87% | 11.51% |
BTC-USD Bitcoin | 49.99% | 4.99% | -1.04% | 138.51% | 45.48% | 65.03% |
Monthly Returns
The table below presents the monthly returns of KAY P4, 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 | 0.85% | 6.67% | 5.71% | -3.80% | 5.07% | 0.40% | 2.29% | 0.35% | 20.00% | ||||
| 2023 | 9.26% | -0.76% | 4.38% | 1.41% | 0.70% | 5.67% | 3.40% | -2.27% | -1.20% | 0.72% | 7.28% | 6.14% | 39.85% |
| 2022 | 3.41% | 1.92% | -7.81% | -2.18% | -9.75% | 8.69% | -3.00% | -9.88% | 10.55% | 2.35% | -4.24% | -11.68% |
Expense Ratio
KAY P4 has an expense ratio of 0.12%, which is considered low compared to other funds. 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 KAY P4 is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 1.02 | 1.46 | 1.19 | 0.39 | 6.65 |
CGDV Capital Group Dividend Value ETF | 2.87 | 3.87 | 1.52 | 2.23 | 24.75 |
QQQM Invesco NASDAQ 100 ETF | 1.47 | 2.02 | 1.26 | 0.63 | 6.48 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.42 | 1.29 | 0.85 | 8.10 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 1.32 | 6.16 |
Dividends
Dividend yield
KAY P4 granted a 3.98% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KAY P4 | 3.98% | 4.25% | 4.38% | 3.02% | 3.64% | 3.43% | 3.73% | 3.61% | 3.48% | 4.11% | 3.74% | 3.28% |
| Portfolio components: | ||||||||||||
ARCC Ares Capital Corporation | 9.32% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
CGDV Capital Group Dividend Value ETF | 1.41% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 KAY P4. 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 KAY P4 was 24.00%, occurring on Oct 2, 2022. Recovery took 270 trading sessions.
The current KAY P4 drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24% | Mar 30, 2022 | 187 | Oct 2, 2022 | 270 | Jun 29, 2023 | 457 |
| -7.47% | Jul 17, 2024 | 20 | Aug 5, 2024 | 45 | Sep 19, 2024 | 65 |
| -6.68% | Mar 3, 2022 | 12 | Mar 14, 2022 | 11 | Mar 25, 2022 | 23 |
| -5.29% | Aug 1, 2023 | 64 | Oct 3, 2023 | 30 | Nov 2, 2023 | 94 |
| -4.6% | Apr 1, 2024 | 17 | Apr 17, 2024 | 28 | May 15, 2024 | 45 |
Volatility
Volatility Chart
The current KAY P4 volatility is 4.03%, 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
| BTC-USD | ARCC | QQQM | SCHD | CGDV | |
|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.21 | 0.29 | 0.27 | 0.28 |
| ARCC | 0.21 | 1.00 | 0.45 | 0.56 | 0.58 |
| QQQM | 0.29 | 0.45 | 1.00 | 0.57 | 0.75 |
| SCHD | 0.27 | 0.56 | 0.57 | 1.00 | 0.84 |
| CGDV | 0.28 | 0.58 | 0.75 | 0.84 | 1.00 |