PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

SP500 DIV 6.1%

Last updated Oct 3, 2023

SP500

Asset Allocation


NOBL 100%EquityEquity
PositionCategory/SectorWeight
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Large Cap Growth Equities, Dividend100%

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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-2.15%
4.84%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
-6.82%-2.13%-1.20%8.83%8.02%10.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.99%2.12%-5.90%8.08%2.59%-2.34%-5.73%

Sharpe Ratio

The current SP500 DIV 6.1% Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.67

The Sharpe ratio of SP500 DIV 6.1% is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.67
1.04
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

Dividend yield

SP500 DIV 6.1% granted a 2.21% dividend yield in the last twelve months.


TTM2022202120202019201820172016201520142013
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%
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.


0.35%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-9.30%
-10.59%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

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, 202044Mar 23, 2020139Oct 8, 2020183
-17.92%Jan 5, 2022186Sep 30, 2022200Jul 20, 2023386
-15.27%Sep 24, 201864Dec 24, 201864Mar 28, 2019128
-10.39%Jan 29, 201867May 3, 201891Sep 12, 2018158
-9.84%Aug 18, 20156Aug 25, 2015131Mar 3, 2016137

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptemberOctober
3.32%
3.15%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components