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Div

Last updated Feb 24, 2024

Asset Allocation


TLT 6.67%ARCC 6.67%FDUS 6.67%AGNC 6.67%BTI 6.67%MO 6.67%DVN 6.67%ENB 6.67%GLAD 6.67%GOGL 6.67%HTGC 6.67%KEY 6.67%OXLC 6.67%PDI 6.67%VZ 6.67%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

6.67%

ARCC
Ares Capital Corporation
Financial Services

6.67%

FDUS
Fidus Investment Corporation
Financial Services

6.67%

AGNC
AGNC Investment Corp.
Real Estate

6.67%

BTI
British American Tobacco p.l.c.
Consumer Defensive

6.67%

MO
Altria Group, Inc.
Consumer Defensive

6.67%

DVN
Devon Energy Corporation
Energy

6.67%

ENB
Enbridge Inc.
Energy

6.67%

GLAD
Gladstone Capital Corporation
Financial Services

6.67%

GOGL
Golden Ocean Group Limited
Industrials

6.67%

HTGC
Hercules Capital, Inc.
Financial Services

6.67%

KEY
KeyCorp
Financial Services

6.67%

OXLC
Oxford Lane Capital Corp.
Financial Services

6.67%

PDI
PIMCO Dynamic Income Fund
Financial Services

6.67%

VZ
Verizon Communications Inc.
Communication Services

6.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Div, 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


150.00%200.00%250.00%300.00%SeptemberOctoberNovemberDecember2024February
193.97%
286.15%
Div
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 25, 2012, corresponding to the inception date of PDI

Returns

As of Feb 24, 2024, the Div returned 3.25% Year-To-Date and 8.02% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Div3.25%0.59%12.87%5.58%10.82%7.94%
ARCC
Ares Capital Corporation
0.40%-2.19%9.73%15.21%13.40%11.21%
FDUS
Fidus Investment Corporation
0.38%-0.18%10.46%9.96%17.17%10.42%
AGNC
AGNC Investment Corp.
-1.87%-1.87%5.54%-0.28%-0.61%3.40%
BTI
British American Tobacco p.l.c.
4.13%2.83%-2.16%-13.95%3.54%0.44%
MO
Altria Group, Inc.
1.96%2.31%-1.43%-4.85%3.17%7.71%
DVN
Devon Energy Corporation
-3.13%2.96%-10.58%-15.31%13.23%-0.93%
ENB
Enbridge Inc.
-3.39%-3.09%3.14%-2.85%5.15%3.36%
GLAD
Gladstone Capital Corporation
-3.94%-5.54%5.99%9.89%10.89%9.87%
GOGL
Golden Ocean Group Limited
21.93%10.80%75.66%21.79%30.14%-6.96%
HTGC
Hercules Capital, Inc.
11.76%6.09%16.89%33.13%18.30%12.30%
KEY
KeyCorp
-0.97%-2.79%35.90%-16.69%0.73%4.54%
OXLC
Oxford Lane Capital Corp.
6.30%-0.61%11.06%8.90%3.23%5.52%
PDI
PIMCO Dynamic Income Fund
10.63%4.05%14.35%14.71%2.35%7.53%
VZ
Verizon Communications Inc.
9.67%-4.10%26.62%12.79%-1.44%3.39%
TLT
iShares 20+ Year Treasury Bond ETF
-4.76%0.42%0.49%-3.74%-2.94%0.97%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.89%
20236.57%-3.65%-2.12%-4.43%9.92%4.45%

Sharpe Ratio

The current Div Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.43

The Sharpe ratio of Div 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.43
2.23
Div
Benchmark (^GSPC)
Portfolio components

Dividend yield

Div granted a 9.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Div9.61%9.79%10.99%7.55%7.95%7.39%8.35%6.52%7.19%8.18%7.93%7.16%
ARCC
Ares Capital Corporation
9.55%9.59%10.10%7.60%9.41%8.94%9.78%9.57%9.12%10.90%9.93%8.67%
FDUS
Fidus Investment Corporation
14.57%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%8.92%
AGNC
AGNC Investment Corp.
15.14%14.68%13.91%9.56%10.00%11.31%12.31%10.70%12.69%14.30%11.96%19.44%
BTI
British American Tobacco p.l.c.
9.19%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.77%4.21%4.55%4.04%
MO
Altria Group, Inc.
9.34%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
DVN
Devon Energy Corporation
6.54%6.34%8.41%1.00%4.30%1.35%1.29%0.49%0.86%3.00%1.54%1.39%
ENB
Enbridge Inc.
7.60%7.29%6.78%6.86%7.54%5.57%5.22%4.73%3.78%4.51%2.47%2.83%
GLAD
Gladstone Capital Corporation
9.82%9.15%8.41%6.72%8.96%8.45%11.49%9.11%8.93%11.47%10.14%8.76%
GOGL
Golden Ocean Group Limited
4.20%5.12%27.04%17.20%1.08%5.60%7.32%0.00%0.00%0.00%15.34%8.47%
HTGC
Hercules Capital, Inc.
10.20%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%6.77%
KEY
KeyCorp
5.75%5.69%4.54%3.24%4.51%3.51%3.82%1.88%1.81%2.20%1.80%1.60%
OXLC
Oxford Lane Capital Corp.
18.47%18.83%17.75%10.81%22.46%19.85%16.70%17.91%22.84%24.10%16.72%12.61%
PDI
PIMCO Dynamic Income Fund
13.64%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%15.08%13.43%11.59%
VZ
Verizon Communications Inc.
6.48%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
TLT
iShares 20+ Year Treasury Bond ETF
3.60%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%

Expense Ratio

The Div has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
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
^GSPC
S&P 500
2.23
Div
0.43
ARCC
Ares Capital Corporation
0.92
FDUS
Fidus Investment Corporation
0.66
AGNC
AGNC Investment Corp.
-0.06
BTI
British American Tobacco p.l.c.
-0.63
MO
Altria Group, Inc.
-0.29
DVN
Devon Energy Corporation
-0.42
ENB
Enbridge Inc.
-0.15
GLAD
Gladstone Capital Corporation
0.52
GOGL
Golden Ocean Group Limited
0.74
HTGC
Hercules Capital, Inc.
1.25
KEY
KeyCorp
-0.29
OXLC
Oxford Lane Capital Corp.
0.42
PDI
PIMCO Dynamic Income Fund
1.00
VZ
Verizon Communications Inc.
0.47
TLT
iShares 20+ Year Treasury Bond ETF
-0.23

Asset Correlations Table

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

TLTOXLCGOGLPDIVZMOBTIAGNCFDUSGLADDVNENBHTGCKEYARCC
TLT1.00-0.12-0.170.01-0.05-0.09-0.100.10-0.10-0.13-0.24-0.11-0.13-0.35-0.14
OXLC-0.121.000.170.240.140.130.150.210.200.250.240.240.290.260.28
GOGL-0.170.171.000.170.130.140.210.170.210.220.350.300.210.270.27
PDI0.010.240.171.000.190.210.210.290.220.220.220.270.260.220.30
VZ-0.050.140.130.191.000.390.310.240.210.180.190.280.200.280.25
MO-0.090.130.140.210.391.000.510.240.210.190.220.290.210.280.26
BTI-0.100.150.210.210.310.511.000.210.220.220.260.350.220.290.28
AGNC0.100.210.170.290.240.240.211.000.280.270.230.280.330.300.38
FDUS-0.100.200.210.220.210.210.220.281.000.390.270.270.390.350.41
GLAD-0.130.250.220.220.180.190.220.270.391.000.290.300.440.370.44
DVN-0.240.240.350.220.190.220.260.230.270.291.000.510.320.440.36
ENB-0.110.240.300.270.280.290.350.280.270.300.511.000.320.340.38
HTGC-0.130.290.210.260.200.210.220.330.390.440.320.321.000.400.54
KEY-0.350.260.270.220.280.280.290.300.350.370.440.340.401.000.43
ARCC-0.140.280.270.300.250.260.280.380.410.440.360.380.540.431.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.74%
0
Div
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Div. 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 Div was 45.45%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Div drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.45%Jan 17, 202045Mar 23, 2020200Jan 6, 2021245
-30.77%Jul 1, 2014392Jan 20, 2016235Dec 22, 2016627
-21.63%Apr 21, 2022112Sep 29, 2022
-20.81%Aug 22, 201886Dec 24, 2018218Nov 5, 2019304
-10.31%Jan 25, 201841Mar 23, 201884Jul 24, 2018125

Volatility Chart

The current Div volatility is 3.28%, 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%SeptemberOctoberNovemberDecember2024February
3.28%
3.90%
Div
Benchmark (^GSPC)
Portfolio components
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