Defensive
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in Defensive, 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
Returns
As of Sep 21, 2023, the Defensive returned 3.45% Year-To-Date and 10.76% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 10.11% |
| Defensive | -0.56% | 7.14% | 3.45% | 11.24% | 8.50% | 10.76% |
| Portfolio components: | ||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -0.56% | 7.14% | 3.45% | 11.24% | 8.50% | 10.76% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Defensive granted a 2.11% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Defensive | 2.11% | 1.97% | 1.96% | 2.26% | 2.05% | 2.62% | 1.97% | 2.46% | 2.38% | 1.92% | 0.37% |
| Portfolio components: | |||||||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.11% | 1.97% | 1.96% | 2.26% | 2.05% | 2.62% | 1.97% | 2.46% | 2.38% | 1.92% | 0.37% |
Expense Ratio
The Defensive has a high expense ratio of 0.35%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 0.51 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Defensive. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Defensive is 35.44%, recorded on Mar 23, 2020. It took 139 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.44% | Jan 21, 2020 | 44 | Mar 23, 2020 | 139 | Oct 8, 2020 | 183 |
| -17.92% | Jan 5, 2022 | 186 | Sep 30, 2022 | 200 | Jul 20, 2023 | 386 |
| -15.27% | Sep 24, 2018 | 64 | Dec 24, 2018 | 64 | Mar 28, 2019 | 128 |
| -10.39% | Jan 29, 2018 | 67 | May 3, 2018 | 91 | Sep 12, 2018 | 158 |
| -9.84% | Aug 18, 2015 | 6 | Aug 25, 2015 | 131 | Mar 3, 2016 | 137 |
Volatility Chart
The current Defensive volatility is 3.12%, 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.