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HighDiv
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DKL 11.11%MED 11.11%BIZD 11.11%SAR 11.11%ABR 11.11%NHTC 11.11%MAIN 11.11%GLAD 11.11%SBR 11.11%EquityEquity
PositionCategory/SectorWeight
ABR
Arbor Realty Trust, Inc.
Real Estate
11.11%
BIZD
VanEck Vectors BDC Income ETF
Financials Equities
11.11%
DKL
Delek Logistics Partners, LP
Energy
11.11%
GLAD
Gladstone Capital Corporation
Financial Services
11.11%
MAIN
Main Street Capital Corporation
Financial Services
11.11%
MED
Medifast, Inc.
Consumer Cyclical
11.11%
NHTC
Natural Health Trends Corp.
Consumer Cyclical
11.11%
SAR
Saratoga Investment Corp.
Financial Services
11.11%
SBR
Sabine Royalty Trust
Energy
11.11%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HighDiv, 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%15.00%MayJuneJulyAugustSeptemberOctober
3.55%
15.83%
HighDiv
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 12, 2013, corresponding to the inception date of BIZD

Returns By Period

As of Oct 30, 2024, the HighDiv returned -2.86% Year-To-Date and 14.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
HighDiv-2.86%-0.75%3.55%8.30%11.98%14.06%
DKL
Delek Logistics Partners, LP
-4.19%-11.59%1.84%-8.42%14.24%8.67%
MED
Medifast, Inc.
-72.46%-3.84%-32.76%-73.27%-27.66%-2.58%
BIZD
VanEck Vectors BDC Income ETF
11.04%1.76%3.96%23.69%11.34%8.53%
SAR
Saratoga Investment Corp.
0.54%2.29%6.83%14.04%7.97%14.89%
ABR
Arbor Realty Trust, Inc.
9.41%-3.45%25.30%37.68%13.15%19.32%
NHTC
Natural Health Trends Corp.
9.41%5.18%-7.33%20.31%10.95%3.83%
MAIN
Main Street Capital Corporation
27.23%2.70%7.86%47.38%11.94%13.45%
GLAD
Gladstone Capital Corporation
21.75%0.91%17.87%40.24%13.77%12.78%
SBR
Sabine Royalty Trust
-3.53%-0.74%3.45%20.23%20.39%10.18%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.94%-2.91%2.77%-3.15%3.47%0.77%0.61%-2.30%2.51%-2.86%
20239.74%1.85%-6.75%2.43%1.33%4.59%5.17%-5.79%-1.59%-4.49%6.35%4.09%16.65%
20222.38%0.84%0.56%1.33%2.53%-10.03%9.10%-1.57%-16.91%10.98%6.52%-5.85%-3.63%
20217.08%11.44%-0.75%9.59%7.62%-0.99%0.84%-0.83%1.16%4.84%-3.04%1.01%43.67%
2020-3.83%-13.77%-37.69%35.68%21.68%2.63%7.14%5.09%-1.83%-2.91%17.30%0.68%10.96%
20199.27%2.53%0.80%5.04%-5.68%1.33%-1.09%-1.86%2.00%0.17%-0.04%1.02%13.52%
2018-0.84%-1.07%6.35%2.57%12.91%5.51%1.72%8.92%-3.28%-4.24%-3.50%-9.82%13.84%
20174.28%1.86%3.32%2.30%-2.65%1.51%0.97%0.22%3.75%-0.52%1.66%-0.17%17.60%
2016-8.39%8.11%3.65%4.88%-3.09%1.42%6.09%4.03%-1.16%-2.79%4.61%4.39%22.54%
20150.84%8.19%3.51%3.84%9.43%2.74%-6.40%-2.54%-4.44%10.78%5.21%-9.67%21.00%
20143.57%4.94%0.85%2.44%4.28%2.24%0.65%14.24%-5.33%-1.49%1.40%-6.65%21.50%
20131.39%1.21%0.60%-0.54%-2.85%5.93%2.72%5.40%3.44%9.31%-1.24%27.75%

Expense Ratio

HighDiv has a high expense ratio of 1.21%, 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.


Expense ratio chart for BIZD: current value at 10.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%10.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HighDiv is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HighDiv is 44
Combined Rank
The Sharpe Ratio Rank of HighDiv is 44Sharpe Ratio Rank
The Sortino Ratio Rank of HighDiv is 33Sortino Ratio Rank
The Omega Ratio Rank of HighDiv is 33Omega Ratio Rank
The Calmar Ratio Rank of HighDiv is 55Calmar Ratio Rank
The Martin Ratio Rank of HighDiv is 33Martin 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.


HighDiv
Sharpe ratio
The chart of Sharpe ratio for HighDiv, currently valued at 0.71, compared to the broader market0.002.004.006.000.71
Sortino ratio
The chart of Sortino ratio for HighDiv, currently valued at 1.01, compared to the broader market-2.000.002.004.006.001.01
Omega ratio
The chart of Omega ratio for HighDiv, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.802.001.13
Calmar ratio
The chart of Calmar ratio for HighDiv, currently valued at 0.69, compared to the broader market0.005.0010.000.69
Martin ratio
The chart of Martin ratio for HighDiv, currently valued at 1.82, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DKL
Delek Logistics Partners, LP
-0.23-0.110.98-0.20-0.37
MED
Medifast, Inc.
-1.37-2.600.68-0.78-1.28
BIZD
VanEck Vectors BDC Income ETF
2.273.031.412.8510.85
SAR
Saratoga Investment Corp.
0.871.191.191.152.04
ABR
Arbor Realty Trust, Inc.
0.871.351.191.302.91
NHTC
Natural Health Trends Corp.
0.781.191.170.293.14
MAIN
Main Street Capital Corporation
3.404.331.674.9919.55
GLAD
Gladstone Capital Corporation
2.462.981.453.009.87
SBR
Sabine Royalty Trust
0.631.051.130.462.27

Sharpe Ratio

The current HighDiv Sharpe ratio is 0.71. 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 2.49 to 3.44, 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 HighDiv 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 Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.71
3.43
HighDiv
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HighDiv provided a 9.69% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
HighDiv9.69%10.07%10.90%7.25%8.86%7.99%9.68%7.79%6.81%7.87%5.91%6.55%
DKL
Delek Logistics Partners, LP
11.84%9.56%8.69%8.71%11.19%10.51%10.38%8.80%8.70%6.05%5.09%4.45%
MED
Medifast, Inc.
0.00%7.36%5.69%2.71%2.30%3.08%1.75%2.06%2.57%0.82%0.00%0.00%
BIZD
VanEck Vectors BDC Income ETF
11.25%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%8.51%5.45%
SAR
Saratoga Investment Corp.
12.37%10.90%11.02%6.16%6.57%6.61%10.35%10.51%9.05%14.09%1.21%16.93%
ABR
Arbor Realty Trust, Inc.
11.38%11.07%11.68%7.53%8.67%7.94%9.89%8.21%8.19%7.99%7.57%7.40%
NHTC
Natural Health Trends Corp.
13.58%13.65%23.32%11.83%16.06%11.90%14.98%10.01%2.42%0.34%0.47%0.00%
MAIN
Main Street Capital Corporation
7.99%8.61%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%
GLAD
Gladstone Capital Corporation
8.18%9.15%8.40%6.71%8.95%8.44%11.48%9.10%8.93%11.47%10.14%8.76%
SBR
Sabine Royalty Trust
10.66%9.41%10.13%7.72%8.59%7.49%8.98%5.31%5.49%11.82%11.45%7.75%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.39%
-0.54%
HighDiv
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HighDiv. 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 HighDiv was 60.97%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.

The current HighDiv drawdown is 5.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.97%Sep 13, 2018380Mar 18, 2020175Nov 24, 2020555
-26.36%Jun 25, 2015144Jan 20, 2016138Aug 5, 2016282
-22.74%Apr 21, 2022112Sep 29, 202294Feb 14, 2023206
-20.31%Sep 9, 201470Dec 16, 201499May 11, 2015169
-15.36%Feb 16, 202325Mar 23, 202385Jul 26, 2023110

Volatility

Volatility Chart

The current HighDiv volatility is 2.38%, 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
2.38%
2.71%
HighDiv
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NHTCDKLSBRMEDSARABRGLADMAINBIZD
NHTC1.000.070.100.120.110.120.140.180.18
DKL0.071.000.230.160.160.170.200.220.25
SBR0.100.231.000.130.170.180.230.220.29
MED0.120.160.131.000.140.250.210.260.31
SAR0.110.160.170.141.000.250.300.330.39
ABR0.120.170.180.250.251.000.320.380.46
GLAD0.140.200.230.210.300.321.000.490.58
MAIN0.180.220.220.260.330.380.491.000.73
BIZD0.180.250.290.310.390.460.580.731.00
The correlation results are calculated based on daily price changes starting from Feb 13, 2013