SP500 DIV 6.1%
SP500
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 100% |
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| SP500 DIV 6.1% | 3.66% | 5.24% | 1.43% | 1.68% | 10.04% | 10.21% |
| Portfolio components: | ||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 3.66% | 5.35% | 1.43% | 0.91% | 10.04% | 10.04% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -5.90% | 8.08% | 2.59% | -2.34% | -5.73% | -3.49% | 6.60% |
Dividend yield
SP500 DIV 6.1% granted a 2.11% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | |||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 44 | Mar 23, 2020 | 139 | Oct 8, 2020 | 183 |
| -17.92% | Jan 5, 2022 | 186 | Sep 30, 2022 | 200 | Jul 20, 2023 | 386 |
| -15.27% | Sep 24, 2018 | 64 | Dec 24, 2018 | 64 | Mar 28, 2019 | 128 |
| -12.92% | Jul 27, 2023 | 66 | Oct 27, 2023 | — | — | — |
| -10.39% | Jan 29, 2018 | 67 | May 3, 2018 | 91 | Sep 12, 2018 | 158 |
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.