$50K Dividend Portfolio
From Seeking Alpha
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in $50K Dividend Portfolio , 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
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Sep 4, 2024, the $50K Dividend Portfolio returned 12.96% Year-To-Date and 11.69% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
$50K Dividend Portfolio | 12.96% | 3.20% | 9.59% | 18.06% | 12.71% | 11.69% |
Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 12.08% | 3.69% | 9.23% | 16.48% | 12.99% | 11.47% |
DGRO iShares Core Dividend Growth ETF | 15.50% | 3.87% | 10.35% | 20.97% | 12.35% | 11.84% |
VOO Vanguard S&P 500 ETF | 16.99% | 3.60% | 9.62% | 24.20% | 15.06% | 12.72% |
ARCC Ares Capital Corporation | 9.80% | 3.50% | 8.71% | 18.41% | 12.41% | 12.34% |
TCPC BlackRock TCP Capital Corp. | -16.39% | -12.29% | -8.54% | -20.06% | 2.72% | 3.38% |
O Realty Income Corporation | 12.65% | 5.44% | 22.62% | 17.41% | 1.63% | 8.38% |
Monthly Returns
The table below presents the monthly returns of $50K Dividend Portfolio , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.56% | 2.26% | 4.03% | -3.82% | 3.19% | 0.87% | 4.33% | 2.18% | 12.96% | ||||
2023 | 3.41% | -3.31% | 0.14% | 0.43% | -2.55% | 5.48% | 3.97% | -1.82% | -4.19% | -3.40% | 7.63% | 5.22% | 10.56% |
2022 | -2.97% | -2.22% | 2.98% | -5.16% | 1.75% | -7.12% | 5.95% | -2.97% | -8.90% | 10.20% | 6.33% | -3.66% | -7.41% |
2021 | -1.05% | 4.62% | 7.30% | 3.61% | 1.99% | -0.23% | 1.91% | 2.17% | -4.03% | 5.64% | -1.92% | 6.35% | 28.96% |
2020 | -0.77% | -8.86% | -15.66% | 13.58% | 4.94% | 0.15% | 4.76% | 5.13% | -2.56% | -1.38% | 12.90% | 3.10% | 12.19% |
2019 | 6.71% | 3.64% | 1.65% | 3.26% | -6.09% | 6.48% | 1.47% | -1.06% | 3.13% | 1.82% | 2.83% | 2.14% | 28.50% |
2018 | 4.04% | -4.61% | -1.82% | -0.37% | 2.17% | 0.53% | 4.34% | 2.63% | 0.73% | -5.05% | 3.13% | -7.85% | -2.95% |
2017 | 0.62% | 3.99% | 0.12% | 0.48% | 0.81% | 0.60% | 1.49% | 0.11% | 2.53% | 2.10% | 3.61% | 1.44% | 19.33% |
2016 | -2.75% | 0.81% | 6.78% | 0.20% | 1.29% | 2.34% | 3.26% | -0.03% | -0.11% | -1.98% | 3.62% | 2.27% | 16.49% |
2015 | -2.27% | 4.68% | -1.53% | 0.13% | 0.72% | -2.62% | 1.52% | -5.25% | -1.66% | 8.11% | 0.59% | -1.51% | 0.23% |
2014 | 1.86% | -2.24% | 3.68% | -1.38% | 2.78% | 2.77% | -0.24% | 7.30% |
Expense Ratio
$50K Dividend Portfolio has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of $50K Dividend Portfolio is 45, 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.42 | 2.09 | 1.25 | 1.26 | 5.36 |
DGRO iShares Core Dividend Growth ETF | 2.10 | 2.94 | 1.38 | 1.80 | 8.84 |
VOO Vanguard S&P 500 ETF | 1.95 | 2.66 | 1.35 | 2.11 | 9.29 |
ARCC Ares Capital Corporation | 1.50 | 2.13 | 1.28 | 2.66 | 10.40 |
TCPC BlackRock TCP Capital Corp. | -0.87 | -1.10 | 0.85 | -0.74 | -1.90 |
O Realty Income Corporation | 0.90 | 1.36 | 1.17 | 0.51 | 2.26 |
Dividends
Dividend yield
$50K Dividend Portfolio granted a 3.29% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
$50K Dividend Portfolio | 3.29% | 3.34% | 3.32% | 2.70% | 3.24% | 3.10% | 3.32% | 2.91% | 3.07% | 3.34% | 2.64% | 2.30% |
Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.21% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.30% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
ARCC Ares Capital Corporation | 9.14% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
TCPC BlackRock TCP Capital Corp. | 12.36% | 9.37% | 9.58% | 8.60% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% | 9.18% | 9.12% |
O Realty Income Corporation | 4.98% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the $50K Dividend Portfolio . 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 $50K Dividend Portfolio was 36.43%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current $50K Dividend Portfolio drawdown is 1.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.43% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
-18.73% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
-15.97% | Sep 24, 2018 | 64 | Dec 24, 2018 | 56 | Mar 18, 2019 | 120 |
-11.87% | Mar 3, 2015 | 123 | Aug 25, 2015 | 140 | Mar 16, 2016 | 263 |
-10.54% | Jan 29, 2018 | 39 | Mar 23, 2018 | 103 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current $50K Dividend Portfolio volatility is 4.10%, 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.
Diversification
Asset Correlations Table
O | TCPC | ARCC | VOO | SCHD | DGRO | |
---|---|---|---|---|---|---|
O | 1.00 | 0.24 | 0.29 | 0.37 | 0.42 | 0.41 |
TCPC | 0.24 | 1.00 | 0.53 | 0.41 | 0.42 | 0.42 |
ARCC | 0.29 | 0.53 | 1.00 | 0.50 | 0.50 | 0.51 |
VOO | 0.37 | 0.41 | 0.50 | 1.00 | 0.85 | 0.92 |
SCHD | 0.42 | 0.42 | 0.50 | 0.85 | 1.00 | 0.95 |
DGRO | 0.41 | 0.42 | 0.51 | 0.92 | 0.95 | 1.00 |