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AGGRESSIVE DIVIDEND FUND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AGGRESSIVE DIVIDEND FUND

Last updated Sep 19, 2024

THIS FUND IS 100% EQUITY. THIS IS A BASE OF EQUITIES. FILLED IN WITH EQUITIES WITH A HIGH DIVIDEND GROWTH RATE.

Asset Allocation

NVDY 2%HYGW 10%SPYI 20%CION 8%BCAT 8%BANX 7%MSD 7%PGZ 7%JEPQ 7%JEPI 4%CTO 4%IIPR 4%FANG 4%NVDA 4%SVOL 4%AlternativesAlternativesBondBondEquityEquityVolatilityVolatility
PositionCategory/SectorWeight
BANX
StoneCastle Financial Corp.		Financial Services
7%
BCAT
BlackRock Capital Allocation Trust		Financial Services
8%
CION
CION Investment Corporation		Financial Services
8%
CTO
CTO Realty Growth, Inc.		Real Estate
4%
FANG
Diamondback Energy, Inc.		Energy
4%
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		High Yield Bonds
10%
IIPR
Innovative Industrial Properties, Inc.		Real Estate
4%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
4%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
7%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.		Financial Services
7%
NVDA
NVIDIA Corporation		Technology
4%
NVDY
YieldMax NVDA Option Income Strategy ETF		Options Trading
2%
PGZ
Principal Real Estate Income Fund		Financial Services
7%
SPYI
NEOS S&P 500 High Income ETF		Large Cap Blend Equities, Dividend
20%
SVOL
Simplify Volatility Premium ETF		Volatility, Actively Managed
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AGGRESSIVE DIVIDEND FUND, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
11.94%
7.53%
AGGRESSIVE DIVIDEND FUND
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 11, 2023, corresponding to the inception date of NVDY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
AGGRESSIVE DIVIDEND FUND23.45%1.50%11.94%31.02%N/AN/A
Portfolio components:
BANX
StoneCastle Financial Corp.		19.24%4.19%11.70%27.67%7.73%6.64%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.		24.29%7.38%18.34%37.01%4.83%5.15%
PGZ
Principal Real Estate Income Fund		30.01%5.41%15.74%35.48%-1.77%4.13%
CION
CION Investment Corporation		16.85%0.95%21.35%26.33%N/AN/A
BCAT
BlackRock Capital Allocation Trust		21.58%2.31%10.75%28.41%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF		12.16%2.49%6.01%15.01%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		14.46%0.44%4.52%22.63%N/AN/A
SPYI
NEOS S&P 500 High Income ETF		14.31%0.61%6.69%16.95%N/AN/A
SVOL
Simplify Volatility Premium ETF		8.54%-0.18%5.35%12.94%N/AN/A
CTO
CTO Realty Growth, Inc.		18.85%2.80%19.44%27.28%9.17%7.44%
IIPR
Innovative Industrial Properties, Inc.		38.49%12.76%40.39%71.63%13.30%N/A
FANG
Diamondback Energy, Inc.		19.38%-9.05%-5.62%21.72%18.02%11.45%
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		6.45%0.84%3.57%7.16%N/AN/A
NVDA
NVIDIA Corporation		128.98%-12.78%25.47%160.58%92.83%73.79%
NVDY
YieldMax NVDA Option Income Strategy ETF		85.36%-5.05%20.93%106.94%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.29%4.58%4.48%-2.18%4.72%2.78%2.45%1.72%23.45%
20232.61%4.65%3.43%0.68%-2.56%-2.32%5.88%5.03%18.35%

Expense Ratio

AGGRESSIVE DIVIDEND FUND features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
Expense ratio chart for HYGW: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
SPYI
NEOS S&P 500 High Income ETF
Expense ratio chart for SPYI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
SVOL
Simplify Volatility Premium ETF
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: 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%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: 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 risk-adjusted rank of AGGRESSIVE DIVIDEND FUND is 95, placing it in the top 5% 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 AGGRESSIVE DIVIDEND FUND is 9595
AGGRESSIVE DIVIDEND FUND
The Sharpe Ratio Rank of AGGRESSIVE DIVIDEND FUND is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of AGGRESSIVE DIVIDEND FUND is 9595Sortino Ratio Rank
The Omega Ratio Rank of AGGRESSIVE DIVIDEND FUND is 9696Omega Ratio Rank
The Calmar Ratio Rank of AGGRESSIVE DIVIDEND FUND is 9595Calmar Ratio Rank
The Martin Ratio Rank of AGGRESSIVE DIVIDEND FUND is 9393Martin 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.

AGGRESSIVE DIVIDEND FUND
Sharpe ratio
The chart of Sharpe ratio for AGGRESSIVE DIVIDEND FUND, currently valued at 3.22, compared to the broader market-1.000.001.002.003.004.003.22
Sortino ratio
The chart of Sortino ratio for AGGRESSIVE DIVIDEND FUND, currently valued at 4.31, compared to the broader market-2.000.002.004.006.004.31
Omega ratio
The chart of Omega ratio for AGGRESSIVE DIVIDEND FUND, currently valued at 1.62, compared to the broader market0.801.001.201.401.601.801.62
Calmar ratio
The chart of Calmar ratio for AGGRESSIVE DIVIDEND FUND, currently valued at 4.95, compared to the broader market0.002.004.006.008.004.95
Martin ratio
The chart of Martin ratio for AGGRESSIVE DIVIDEND FUND, currently valued at 18.64, compared to the broader market0.0010.0020.0030.0018.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BANX
StoneCastle Financial Corp.		2.013.101.374.8210.60
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.		2.843.851.535.7120.06
PGZ
Principal Real Estate Income Fund		2.794.031.513.7713.66
CION
CION Investment Corporation		1.402.051.251.846.75
BCAT
BlackRock Capital Allocation Trust		1.942.771.343.2411.37
JEPI
JPMorgan Equity Premium Income ETF		1.852.551.352.209.73
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		1.732.281.342.108.52
SPYI
NEOS S&P 500 High Income ETF		1.722.311.352.219.14
SVOL
Simplify Volatility Premium ETF		1.071.441.261.167.79
CTO
CTO Realty Growth, Inc.		1.201.681.262.457.90
IIPR
Innovative Industrial Properties, Inc.		2.273.071.373.5210.97
FANG
Diamondback Energy, Inc.		0.831.351.161.103.32
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		2.273.071.501.939.31
NVDA
NVIDIA Corporation		3.053.361.435.8418.49
NVDY
YieldMax NVDA Option Income Strategy ETF		2.482.991.424.9516.37

Sharpe Ratio

The current AGGRESSIVE DIVIDEND FUND Sharpe ratio is 3.22. 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 1.71 to 2.36, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of AGGRESSIVE DIVIDEND FUND 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 Ratio1.502.002.503.003.504.00May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
3.22
2.06
AGGRESSIVE DIVIDEND FUND
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AGGRESSIVE DIVIDEND FUND granted a 12.08% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
AGGRESSIVE DIVIDEND FUND12.08%11.45%8.35%2.97%3.42%1.51%1.78%1.69%1.82%1.92%2.04%1.15%
Portfolio components:
BANX
StoneCastle Financial Corp.		11.24%12.11%9.74%7.37%8.16%6.82%8.60%7.45%7.81%9.26%12.84%1.14%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.		10.34%10.90%7.34%4.99%4.67%5.37%6.56%5.81%6.87%7.03%6.27%10.17%
PGZ
Principal Real Estate Income Fund		11.24%13.33%11.86%6.32%10.34%6.25%7.98%9.51%10.90%10.40%8.98%3.96%
CION
CION Investment Corporation		14.05%13.91%14.80%3.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCAT
BlackRock Capital Allocation Trust		13.31%10.08%9.01%6.42%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		7.12%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.49%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF		11.74%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF		16.23%16.36%18.21%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CTO
CTO Realty Growth, Inc.		7.87%8.77%8.17%6.51%32.57%0.73%0.51%0.28%0.22%0.15%0.13%0.17%
IIPR
Innovative Industrial Properties, Inc.		5.45%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%0.00%
FANG
Diamondback Energy, Inc.		6.04%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		13.25%15.98%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
NVDY
YieldMax NVDA Option Income Strategy ETF		77.50%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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%AprilMayJuneJulyAugustSeptember0
-0.86%
AGGRESSIVE DIVIDEND FUND
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AGGRESSIVE DIVIDEND FUND. 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 AGGRESSIVE DIVIDEND FUND was 6.21%, occurring on Oct 27, 2023. Recovery took 12 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.21%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-5.7%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-4.27%Apr 1, 202415Apr 19, 202412May 7, 202427
-2.82%Aug 1, 202314Aug 18, 20238Aug 30, 202322
-2.63%Sep 3, 20244Sep 6, 20246Sep 16, 202410

Volatility

Volatility Chart

The current AGGRESSIVE DIVIDEND FUND volatility is 2.79%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.79%
3.99%
AGGRESSIVE DIVIDEND FUND
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.
BANXFANGMSDCTOPGZNVDACIONNVDYHYGWIIPRBCATSVOLJEPIJEPQSPYI
BANX1.000.120.080.120.090.060.170.070.030.200.120.130.090.070.12
FANG0.121.000.090.200.16-0.010.210.020.100.270.200.100.290.090.22
MSD0.080.091.000.190.310.120.250.130.300.310.240.290.230.250.27
CTO0.120.200.191.000.390.020.390.050.370.560.290.280.440.180.30
PGZ0.090.160.310.391.000.070.300.080.380.460.300.360.460.280.38
NVDA0.06-0.010.120.020.071.000.200.950.280.110.370.390.250.740.63
CION0.170.210.250.390.300.201.000.190.360.470.320.280.380.300.40
NVDY0.070.020.130.050.080.950.191.000.290.110.380.380.260.710.61
HYGW0.030.100.300.370.380.280.360.291.000.400.400.520.510.450.53
IIPR0.200.270.310.560.460.110.470.110.401.000.360.360.520.340.47
BCAT0.120.200.240.290.300.370.320.380.400.361.000.470.500.540.59
SVOL0.130.100.290.280.360.390.280.380.520.360.471.000.580.620.67
JEPI0.090.290.230.440.460.250.380.260.510.520.500.581.000.640.77
JEPQ0.070.090.250.180.280.740.300.710.450.340.540.620.641.000.91
SPYI0.120.220.270.300.380.630.400.610.530.470.590.670.770.911.00
The correlation results are calculated based on daily price changes starting from May 12, 2023