SP500 DIV 6.1%
SP500
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 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
Returns
As of Oct 3, 2023, the SP500 DIV 6.1% returned -1.20% Year-To-Date and 10.22% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.16% | 9.78% |
| SP500 DIV 6.1% | -6.82% | -2.13% | -1.20% | 8.83% | 8.02% | 10.22% |
| Portfolio components: | ||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -6.82% | -2.13% | -1.20% | 8.83% | 8.02% | 10.22% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.99% | 2.12% | -5.90% | 8.08% | 2.59% | -2.34% | -5.73% |
Dividend yield
SP500 DIV 6.1% granted a 2.21% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SP500 DIV 6.1% | 2.21% | 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 | 2.21% | 1.97% | 1.96% | 2.26% | 2.05% | 2.62% | 1.97% | 2.46% | 2.38% | 1.92% | 0.37% |
Expense Ratio
The SP500 DIV 6.1% 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 | 0.67 |
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 SP500 DIV 6.1%. 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 SP500 DIV 6.1% 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 SP500 DIV 6.1% volatility is 3.32%, 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.