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SP500 DIV 6.1%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


NOBL 100%EquityEquity
PositionCategory/SectorWeight
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Large Cap Growth Equities, Dividend
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SP500 DIV 6.1%, 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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
8.30%
12.24%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2013, corresponding to the inception date of NOBL

Returns By Period

As of Oct 10, 2024, the SP500 DIV 6.1% returned 12.61% Year-To-Date and 11.05% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.43%5.87%12.23%32.90%14.34%11.78%
SP500 DIV 6.1%12.61%2.05%8.30%22.19%10.64%11.05%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
12.61%2.05%8.30%22.19%10.64%11.05%

Monthly Returns

The table below presents the monthly returns of SP500 DIV 6.1%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.47%2.72%4.60%-4.69%1.45%-1.40%5.15%3.69%2.36%12.61%
20233.23%-2.36%0.99%2.12%-5.90%8.08%2.59%-2.34%-5.73%-3.49%6.60%5.22%8.09%
2022-4.08%-2.59%3.85%-3.42%0.31%-6.73%6.56%-2.78%-9.15%10.31%7.12%-4.12%-6.52%
2021-2.05%2.89%7.63%4.37%2.45%-1.27%2.14%1.87%-5.68%5.95%-1.76%7.25%25.46%
2020-2.61%-8.63%-13.72%10.27%5.24%1.26%5.06%4.07%-1.46%-1.93%11.96%1.52%8.35%
20195.40%4.67%1.85%1.68%-5.50%7.10%0.88%-0.60%3.43%1.22%3.08%1.81%27.39%
20183.59%-4.91%-0.94%-1.00%0.96%0.87%4.88%1.80%0.90%-5.46%4.84%-7.91%-3.26%
20170.69%3.67%0.24%1.48%0.75%0.89%1.09%-0.63%3.02%1.43%4.61%2.11%21.02%
2016-2.21%1.89%6.87%0.80%0.76%2.86%2.28%-0.54%-1.34%-4.60%3.45%1.32%11.65%
2015-2.75%4.68%-1.14%-1.03%1.29%-1.80%2.46%-4.98%-2.41%7.33%0.24%-0.81%0.44%
2014-4.58%4.70%1.05%1.13%1.67%1.44%-2.73%3.93%-0.06%4.29%4.01%0.14%15.55%
20134.66%1.66%2.07%8.60%

Expense Ratio

SP500 DIV 6.1% features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for NOBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SP500 DIV 6.1% is 30, 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.


The Risk-Adjusted Performance Rank of SP500 DIV 6.1% is 3030
SP500 DIV 6.1%
The Sharpe Ratio Rank of SP500 DIV 6.1% is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of SP500 DIV 6.1% is 3333Sortino Ratio Rank
The Omega Ratio Rank of SP500 DIV 6.1% is 3030Omega Ratio Rank
The Calmar Ratio Rank of SP500 DIV 6.1% is 3232Calmar Ratio Rank
The Martin Ratio Rank of SP500 DIV 6.1% is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


SP500 DIV 6.1%
Sharpe ratio
The chart of Sharpe ratio for SP500 DIV 6.1%, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for SP500 DIV 6.1%, currently valued at 3.03, compared to the broader market-2.000.002.004.006.003.03
Omega ratio
The chart of Omega ratio for SP500 DIV 6.1%, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for SP500 DIV 6.1%, currently valued at 1.79, compared to the broader market0.002.004.006.008.0010.0012.001.79
Martin ratio
The chart of Martin ratio for SP500 DIV 6.1%, currently valued at 10.09, compared to the broader market0.0010.0020.0030.0040.0050.0010.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0010.0020.0030.0040.0050.0016.37

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.153.031.381.7910.09

Sharpe Ratio

The current SP500 DIV 6.1% Sharpe ratio is 2.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.16 to 2.86, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of SP500 DIV 6.1% with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.15
2.68
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SP500 DIV 6.1% granted a 2.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
SP500 DIV 6.1%2.00%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%0.30%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.00%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%0.30%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.03%
0
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SP500 DIV 6.1%. 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 SP500 DIV 6.1% was 35.43%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.

The current SP500 DIV 6.1% drawdown is 1.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.43%Jan 21, 202044Mar 23, 2020139Oct 8, 2020183
-17.92%Jan 5, 2022186Sep 30, 2022200Jul 20, 2023386
-15.27%Sep 24, 201864Dec 24, 201864Mar 28, 2019128
-12.92%Jul 27, 202366Oct 27, 202379Feb 22, 2024145
-10.39%Jan 29, 201867May 3, 201891Sep 12, 2018158

Volatility

Volatility Chart

The current SP500 DIV 6.1% volatility is 2.43%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.43%
2.94%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components