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SP500 DIV 6.1%

Last updated Dec 9, 2023

SP500

Asset Allocation


NOBL 100%EquityEquity
PositionCategory/SectorWeight
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Large Cap Growth Equities, Dividend100%

Performance

The chart shows the growth of an initial investment of $10,000 in SP500 DIV 6.1%, 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


140.00%150.00%160.00%170.00%180.00%190.00%JulyAugustSeptemberOctoberNovemberDecember
176.45%
172.04%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2013, corresponding to the inception date of NOBL

Returns

As of Dec 9, 2023, the SP500 DIV 6.1% returned 3.66% Year-To-Date and 10.04% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
SP500 DIV 6.1%3.66%5.24%1.43%1.68%10.04%10.21%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
3.66%5.35%1.43%0.91%10.04%10.04%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-5.90%8.08%2.59%-2.34%-5.73%-3.49%6.60%

Sharpe Ratio

The current SP500 DIV 6.1% Sharpe ratio is 0.11. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.11

The Sharpe ratio of SP500 DIV 6.1% 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.11
1.25
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

Dividend yield

SP500 DIV 6.1% granted a 2.11% dividend yield in the last twelve months.


TTM2022202120202019201820172016201520142013
SP500 DIV 6.1%2.11%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%0.30%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.11%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%0.30%

Expense Ratio

The SP500 DIV 6.1% has a high expense ratio of 0.35%, 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.


0.35%
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
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
0.11

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
-4.01%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SP500 DIV 6.1%. 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 SP500 DIV 6.1% was 35.44%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.44%Jan 21, 202044Mar 23, 2020139Oct 8, 2020183
-17.92%Jan 5, 2022186Sep 30, 2022200Jul 20, 2023386
-15.27%Sep 24, 201864Dec 24, 201864Mar 28, 2019128
-12.92%Jul 27, 202366Oct 27, 2023
-10.39%Jan 29, 201867May 3, 201891Sep 12, 2018158

Volatility Chart

The current SP500 DIV 6.1% volatility is 3.05%, 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%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.05%
2.77%
SP500 DIV 6.1%
Benchmark (^GSPC)
Portfolio components
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