Brian's Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brian's 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 Mar 11, 2010, corresponding to the inception date of SOXL
Returns By Period
As of Sep 7, 2024, the Brian's Portfolio returned 12.61% Year-To-Date and 17.30% 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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| Brian's Portfolio | 12.61% | 1.31% | 8.23% | 26.59% | 21.54% | 17.30% |
| Portfolio components: | ||||||
ABR Arbor Realty Trust, Inc. | -3.03% | 2.37% | 10.79% | -4.52% | 12.48% | 17.81% |
O Realty Income Corporation | 12.87% | 4.06% | 21.32% | 19.51% | 1.60% | 8.72% |
OHI Omega Healthcare Investors, Inc. | 37.61% | 6.47% | 34.14% | 34.13% | 7.81% | 9.09% |
MO Altria Group, Inc. | 39.04% | 6.42% | 33.96% | 33.17% | 12.88% | 8.63% |
CNQ Canadian Natural Resources Limited | 3.68% | -3.40% | -5.25% | 6.94% | 28.89% | 9.79% |
ARLP Alliance Resource Partners, L.P. | 19.14% | 0.75% | 22.59% | 32.11% | 16.67% | 1.91% |
ENB Enbridge Inc. | 18.47% | 6.08% | 16.70% | 29.72% | 10.60% | 3.52% |
GAIN Gladstone Investment Corporation | -7.46% | -1.14% | -7.89% | 13.66% | 10.92% | 15.44% |
NRIM Northrim BanCorp, Inc. | 18.06% | 7.03% | 35.71% | 70.58% | 16.27% | 14.13% |
GLAD Gladstone Capital Corporation | 11.92% | 0.63% | 14.53% | 24.36% | 13.04% | 11.50% |
IWY iShares Russell Top 200 Growth ETF | 15.93% | 0.94% | 6.04% | 26.51% | 19.14% | 16.56% |
XLK Technology Select Sector SPDR Fund | 6.30% | -0.39% | -1.32% | 18.93% | 21.54% | 19.20% |
USA Liberty All-Star Equity Fund | 14.48% | 1.50% | 4.51% | 23.47% | 12.36% | 11.94% |
TQQQ ProShares UltraPro QQQ | 13.24% | -1.84% | -4.41% | 42.89% | 29.78% | 31.84% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | -17.02% | -17.48% | -46.77% | 21.66% | 17.71% | 30.54% |
QQQX Nuveen Nasdaq 100 Dynamic Overwrite Fund | 6.64% | 1.06% | 2.95% | 10.94% | 8.62% | 9.44% |
MVO MV Oil Trust | -14.36% | 1.32% | 4.60% | -17.45% | 19.27% | 2.01% |
EPD Enterprise Products Partners L.P. | 15.73% | -1.57% | 6.87% | 16.36% | 8.26% | 3.41% |
ARCC Ares Capital Corporation | 7.29% | 0.44% | 4.78% | 15.29% | 11.82% | 12.08% |
Monthly Returns
The table below presents the monthly returns of Brian's 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 | -0.89% | 3.38% | 4.65% | -3.03% | 6.54% | 3.39% | 1.03% | 1.72% | 12.61% | ||||
| 2023 | 10.32% | -2.44% | 2.22% | -0.60% | 2.72% | 7.23% | 6.41% | -3.52% | -2.86% | -3.73% | 10.02% | 7.33% | 36.56% |
| 2022 | -1.72% | -0.88% | 6.34% | -7.33% | 2.44% | -11.28% | 14.10% | -4.22% | -13.21% | 10.55% | 6.96% | -7.26% | -9.25% |
| 2021 | 2.35% | 8.65% | 4.34% | 6.28% | 3.59% | 6.96% | 0.23% | 2.56% | -1.08% | 7.77% | -0.47% | 5.62% | 57.40% |
| 2020 | -1.77% | -11.38% | -30.01% | 20.92% | 6.80% | 4.87% | 3.29% | 7.99% | -7.43% | -0.28% | 20.87% | 5.77% | 8.61% |
| 2019 | 12.65% | 5.53% | 2.99% | 5.33% | -9.50% | 5.70% | 2.59% | -2.27% | 4.06% | 1.24% | 4.82% | 3.65% | 41.58% |
| 2018 | 2.68% | -4.46% | -0.61% | 1.34% | 8.81% | 0.82% | 3.55% | 4.29% | -1.15% | -7.15% | -1.24% | -9.25% | -3.71% |
| 2017 | 4.11% | 2.34% | 2.30% | 2.65% | -0.06% | -1.50% | 2.25% | -0.41% | 4.56% | 2.68% | 2.11% | 3.71% | 27.53% |
| 2016 | -5.84% | 0.16% | 8.60% | 2.65% | 2.33% | 3.37% | 6.81% | 3.34% | 1.67% | -2.52% | 2.48% | 4.23% | 29.93% |
| 2015 | -1.74% | 5.70% | -2.01% | -0.38% | -0.09% | -4.95% | -1.00% | -3.54% | -4.24% | 10.55% | 0.09% | -4.93% | -7.37% |
| 2014 | -0.51% | 5.17% | 1.78% | 1.71% | 2.94% | 4.20% | -1.95% | 4.92% | -3.64% | 2.56% | 1.90% | -2.84% | 16.95% |
| 2013 | 8.27% | 2.65% | 3.55% | 2.82% | -0.44% | -1.08% | 5.52% | -4.48% | 4.39% | 4.73% | 1.96% | 2.56% | 34.29% |
Expense Ratio
Brian's Portfolio has an expense ratio of 0.12%, 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 Brian's Portfolio is 63, 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.
Dividends
Dividend yield
Brian's Portfolio granted a 7.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Brian's Portfolio | 7.25% | 7.29% | 6.95% | 5.30% | 6.52% | 6.49% | 7.32% | 5.45% | 5.52% | 7.21% | 5.79% | 5.02% |
| Portfolio components: | ||||||||||||
ABR Arbor Realty Trust, Inc. | 12.84% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 9.89% | 8.21% | 8.19% | 7.99% | 7.57% | 7.40% |
O Realty Income Corporation | 4.97% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
OHI Omega Healthcare Investors, Inc. | 6.76% | 8.74% | 9.59% | 9.06% | 7.38% | 6.26% | 7.51% | 9.22% | 7.55% | 6.23% | 5.17% | 6.24% |
MO Altria Group, Inc. | 7.30% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
CNQ Canadian Natural Resources Limited | 4.43% | 4.17% | 6.29% | 3.69% | 5.14% | 3.42% | 5.90% | 2.34% | 2.19% | 3.20% | 2.58% | 1.60% |
ARLP Alliance Resource Partners, L.P. | 12.19% | 13.22% | 7.38% | 3.16% | 8.93% | 19.82% | 11.94% | 9.54% | 8.85% | 19.74% | 5.74% | 5.93% |
ENB Enbridge Inc. | 6.60% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
GAIN Gladstone Investment Corporation | 15.48% | 16.57% | 9.08% | 5.34% | 9.22% | 7.42% | 9.68% | 7.77% | 8.87% | 9.68% | 11.00% | 7.30% |
NRIM Northrim BanCorp, Inc. | 3.73% | 4.20% | 3.34% | 3.45% | 4.06% | 3.29% | 3.10% | 2.54% | 2.47% | 2.78% | 2.67% | 2.44% |
GLAD Gladstone Capital Corporation | 8.78% | 9.15% | 8.40% | 6.71% | 8.95% | 8.44% | 11.48% | 9.10% | 8.93% | 11.47% | 10.14% | 8.76% |
IWY iShares Russell Top 200 Growth ETF | 0.56% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
XLK Technology Select Sector SPDR Fund | 0.75% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
USA Liberty All-Star Equity Fund | 10.07% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.90% |
TQQQ ProShares UltraPro QQQ | 1.51% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 1.08% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
QQQX Nuveen Nasdaq 100 Dynamic Overwrite Fund | 7.04% | 7.26% | 9.66% | 5.85% | 6.00% | 6.49% | 8.40% | 5.95% | 7.54% | 7.23% | 7.07% | 6.79% |
MVO MV Oil Trust | 17.25% | 12.15% | 13.59% | 11.16% | 15.71% | 16.75% | 20.29% | 8.57% | 6.42% | 26.18% | 23.30% | 13.55% |
EPD Enterprise Products Partners L.P. | 7.12% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
ARCC Ares Capital Corporation | 9.36% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
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 Brian's 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 Brian's Portfolio was 51.83%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.
The current Brian's Portfolio drawdown is 6.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.83% | Jan 21, 2020 | 44 | Mar 23, 2020 | 174 | Nov 27, 2020 | 218 |
| -25.27% | Mar 3, 2015 | 224 | Jan 20, 2016 | 118 | Jul 8, 2016 | 342 |
| -23.61% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -22.96% | Mar 4, 2011 | 148 | Oct 3, 2011 | 83 | Feb 1, 2012 | 231 |
| -21.4% | Mar 30, 2022 | 128 | Sep 30, 2022 | 170 | Jun 6, 2023 | 298 |
Volatility
Volatility Chart
The current Brian's Portfolio volatility is 5.14%, 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
| MVO | NRIM | ARLP | MO | O | OHI | ABR | GLAD | EPD | GAIN | CNQ | ENB | ARCC | SOXL | QQQX | USA | XLK | TQQQ | IWY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MVO | 1.00 | 0.15 | 0.28 | 0.12 | 0.10 | 0.12 | 0.17 | 0.20 | 0.36 | 0.18 | 0.41 | 0.31 | 0.23 | 0.18 | 0.18 | 0.24 | 0.18 | 0.18 | 0.19 |
| NRIM | 0.15 | 1.00 | 0.20 | 0.18 | 0.15 | 0.20 | 0.26 | 0.27 | 0.22 | 0.26 | 0.23 | 0.21 | 0.28 | 0.27 | 0.25 | 0.31 | 0.25 | 0.26 | 0.26 |
| ARLP | 0.28 | 0.20 | 1.00 | 0.18 | 0.15 | 0.16 | 0.20 | 0.23 | 0.40 | 0.23 | 0.37 | 0.32 | 0.28 | 0.24 | 0.23 | 0.31 | 0.24 | 0.24 | 0.25 |
| MO | 0.12 | 0.18 | 0.18 | 1.00 | 0.34 | 0.31 | 0.22 | 0.22 | 0.24 | 0.24 | 0.23 | 0.31 | 0.28 | 0.22 | 0.26 | 0.33 | 0.29 | 0.29 | 0.34 |
| O | 0.10 | 0.15 | 0.15 | 0.34 | 1.00 | 0.63 | 0.32 | 0.29 | 0.23 | 0.29 | 0.18 | 0.30 | 0.35 | 0.25 | 0.30 | 0.35 | 0.33 | 0.33 | 0.37 |
| OHI | 0.12 | 0.20 | 0.16 | 0.31 | 0.63 | 1.00 | 0.32 | 0.29 | 0.24 | 0.29 | 0.22 | 0.31 | 0.34 | 0.26 | 0.30 | 0.35 | 0.32 | 0.32 | 0.35 |
| ABR | 0.17 | 0.26 | 0.20 | 0.22 | 0.32 | 0.32 | 1.00 | 0.31 | 0.29 | 0.31 | 0.27 | 0.29 | 0.36 | 0.31 | 0.32 | 0.36 | 0.33 | 0.34 | 0.33 |
| GLAD | 0.20 | 0.27 | 0.23 | 0.22 | 0.29 | 0.29 | 0.31 | 1.00 | 0.29 | 0.51 | 0.30 | 0.30 | 0.47 | 0.34 | 0.35 | 0.41 | 0.36 | 0.36 | 0.37 |
| EPD | 0.36 | 0.22 | 0.40 | 0.24 | 0.23 | 0.24 | 0.29 | 0.29 | 1.00 | 0.27 | 0.49 | 0.51 | 0.36 | 0.33 | 0.33 | 0.41 | 0.34 | 0.34 | 0.36 |
| GAIN | 0.18 | 0.26 | 0.23 | 0.24 | 0.29 | 0.29 | 0.31 | 0.51 | 0.27 | 1.00 | 0.31 | 0.31 | 0.48 | 0.36 | 0.38 | 0.42 | 0.39 | 0.39 | 0.41 |
| CNQ | 0.41 | 0.23 | 0.37 | 0.23 | 0.18 | 0.22 | 0.27 | 0.30 | 0.49 | 0.31 | 1.00 | 0.55 | 0.38 | 0.39 | 0.34 | 0.45 | 0.38 | 0.37 | 0.40 |
| ENB | 0.31 | 0.21 | 0.32 | 0.31 | 0.30 | 0.31 | 0.29 | 0.30 | 0.51 | 0.31 | 0.55 | 1.00 | 0.39 | 0.34 | 0.38 | 0.44 | 0.39 | 0.39 | 0.41 |
| ARCC | 0.23 | 0.28 | 0.28 | 0.28 | 0.35 | 0.34 | 0.36 | 0.47 | 0.36 | 0.48 | 0.38 | 0.39 | 1.00 | 0.42 | 0.43 | 0.48 | 0.45 | 0.45 | 0.47 |
| SOXL | 0.18 | 0.27 | 0.24 | 0.22 | 0.25 | 0.26 | 0.31 | 0.34 | 0.33 | 0.36 | 0.39 | 0.34 | 0.42 | 1.00 | 0.67 | 0.63 | 0.84 | 0.83 | 0.78 |
| QQQX | 0.18 | 0.25 | 0.23 | 0.26 | 0.30 | 0.30 | 0.32 | 0.35 | 0.33 | 0.38 | 0.34 | 0.38 | 0.43 | 0.67 | 1.00 | 0.65 | 0.75 | 0.77 | 0.76 |
| USA | 0.24 | 0.31 | 0.31 | 0.33 | 0.35 | 0.35 | 0.36 | 0.41 | 0.41 | 0.42 | 0.45 | 0.44 | 0.48 | 0.63 | 0.65 | 1.00 | 0.69 | 0.70 | 0.72 |
| XLK | 0.18 | 0.25 | 0.24 | 0.29 | 0.33 | 0.32 | 0.33 | 0.36 | 0.34 | 0.39 | 0.38 | 0.39 | 0.45 | 0.84 | 0.75 | 0.69 | 1.00 | 0.96 | 0.94 |
| TQQQ | 0.18 | 0.26 | 0.24 | 0.29 | 0.33 | 0.32 | 0.34 | 0.36 | 0.34 | 0.39 | 0.37 | 0.39 | 0.45 | 0.83 | 0.77 | 0.70 | 0.96 | 1.00 | 0.96 |
| IWY | 0.19 | 0.26 | 0.25 | 0.34 | 0.37 | 0.35 | 0.33 | 0.37 | 0.36 | 0.41 | 0.40 | 0.41 | 0.47 | 0.78 | 0.76 | 0.72 | 0.94 | 0.96 | 1.00 |