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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


190.00%200.00%210.00%220.00%230.00%240.00%250.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
209.55%
250.41%
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 Dec 19, 2024, the SP500 DIV 6.1% returned 7.14% Year-To-Date and 9.39% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
SP500 DIV 6.1%7.38%-5.25%4.12%8.00%8.12%9.35%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
7.38%-5.25%4.12%8.00%8.12%9.35%
*Annualized

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%-3.10%4.85%7.38%
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 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SP500 DIV 6.1% is 1212
Overall Rank
The Sharpe Ratio Rank of SP500 DIV 6.1% is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SP500 DIV 6.1% is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SP500 DIV 6.1% is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SP500 DIV 6.1% is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SP500 DIV 6.1% is 1111
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for SP500 DIV 6.1%, currently valued at 0.95, compared to the broader market-6.00-4.00-2.000.002.004.000.952.10
The chart of Sortino ratio for SP500 DIV 6.1%, currently valued at 1.37, compared to the broader market-6.00-4.00-2.000.002.004.006.001.372.80
The chart of Omega ratio for SP500 DIV 6.1%, currently valued at 1.17, compared to the broader market0.400.600.801.001.201.401.601.801.171.39
The chart of Calmar ratio for SP500 DIV 6.1%, currently valued at 1.25, compared to the broader market0.002.004.006.008.0010.0012.001.253.09
The chart of Martin ratio for SP500 DIV 6.1%, currently valued at 3.89, compared to the broader market0.0010.0020.0030.0040.0050.003.8913.49
SP500 DIV 6.1%
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
0.951.371.171.253.89

The current SP500 DIV 6.1% Sharpe ratio is 0.82. 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 1.27 to 2.07, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.95
2.10
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SP500 DIV 6.1% provided a 1.45% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.45%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.60%0.30%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
1.45%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.60%0.30%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.39$0.00$0.00$0.55$0.00$0.00$0.52$0.00$0.00$0.00$1.46
2023$0.00$0.00$0.35$0.00$0.00$0.46$0.00$0.00$0.52$0.00$0.00$0.66$1.99
2022$0.00$0.00$0.35$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.60$1.74
2021$0.00$0.00$0.38$0.00$0.00$0.44$0.00$0.00$0.41$0.00$0.00$0.63$1.86
2020$0.00$0.00$0.34$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.54$1.71
2019$0.00$0.00$0.24$0.00$0.00$0.39$0.00$0.00$0.36$0.00$0.00$0.44$1.43
2018$0.00$0.00$0.24$0.00$0.00$0.43$0.00$0.00$0.35$0.00$0.00$0.42$1.44
2017$0.00$0.00$0.19$0.00$0.00$0.22$0.00$0.00$0.33$0.00$0.00$0.37$1.11
2016$0.00$0.00$0.21$0.00$0.00$0.25$0.00$0.00$0.27$0.00$0.00$0.42$1.15
2015$0.00$0.00$0.20$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.29$1.00
2014$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.22$0.00$0.00$0.24$0.80
2013$0.13$0.13

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%JulyAugustSeptemberOctoberNovemberDecember
-7.11%
-2.62%
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 7.32%.


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 3.48%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.48%
3.79%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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