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Equity income

Last updated Mar 2, 2024

Equity income

Asset Allocation


USD=X 1.76%PBR 49.7%QYLD 15.46%ETV 11.56%ET 5.78%SLRC 2.71%LNC 2.04%OBDC 1.93%BXMT 1.93%GPMT 1.56%STLA 1.14%SPYD 1.02%CurrencyCurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
USD=X
USD Cash

1.76%

PBR
Petróleo Brasileiro S.A. - Petrobras
Energy

49.70%

QYLD
Global X NASDAQ 100 Covered Call ETF
Large Cap Growth Equities

15.46%

ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
Financial Services

11.56%

ET
Energy Transfer LP
Energy

5.78%

SLRC
SLR Investment Corp.
Financial Services

2.71%

LNC
Lincoln National Corporation
Financial Services

2.04%

OBDC
Blue Owl Capital Corporation
Financial Services

1.93%

BXMT
Blackstone Mortgage Trust, Inc.
Real Estate

1.93%

GPMT
Granite Point Mortgage Trust Inc.
Real Estate

1.56%

STLA
Stellantis N.V.
Consumer Cyclical

1.14%

SPYD
SPDR Portfolio S&P 500 High Dividend ETF
All Cap Equities, Dividend

1.02%

DX
Dynex Capital, Inc.
Real Estate

0.91%

IWN
iShares Russell 2000 Value ETF
Small Cap Blend Equities

0.84%

RC
Ready Capital Corporation
Real Estate

0.80%

MORT
VanEck Vectors Mortgage REIT Income ETF
REIT

0.86%

S&P 500

Performance

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


40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
127.20%
71.52%
Equity income
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 18, 2019, corresponding to the inception date of OBDC

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Equity income4.40%-0.88%13.72%50.36%N/AN/A
QYLD
Global X NASDAQ 100 Covered Call ETF
5.44%2.15%8.76%21.31%7.44%7.30%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
7.61%5.59%7.10%8.79%6.40%8.50%
ET
Energy Transfer LP
10.99%6.59%15.11%26.13%9.76%3.76%
SLRC
SLR Investment Corp.
0.00%-0.73%2.77%5.45%2.73%5.28%
LNC
Lincoln National Corporation
4.35%4.37%9.51%-4.95%-11.51%-3.08%
GPMT
Granite Point Mortgage Trust Inc.
-19.53%-14.18%-4.45%-6.95%-15.90%N/A
OBDC
Blue Owl Capital Corporation
2.51%2.30%13.86%25.02%N/AN/A
BXMT
Blackstone Mortgage Trust, Inc.
-3.86%4.55%-2.38%9.65%-0.99%5.17%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-0.61%0.31%6.85%0.91%5.45%N/A
STLA
Stellantis N.V.
13.59%15.98%45.31%53.51%23.43%15.07%
PBR
Petróleo Brasileiro S.A. - Petrobras
4.45%-4.63%19.24%88.76%23.07%15.24%
DX
Dynex Capital, Inc.
0.97%0.58%1.39%7.88%3.04%4.13%
MORT
VanEck Vectors Mortgage REIT Income ETF
-4.74%-1.31%-0.81%3.37%-4.23%1.45%
RC
Ready Capital Corporation
-12.49%-5.58%-13.15%-7.63%0.92%4.92%
IWN
iShares Russell 2000 Value ETF
-0.79%3.07%6.91%4.76%6.44%6.27%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.89%-0.35%
2023-1.57%2.27%-2.05%6.77%3.64%

Sharpe Ratio

The current Equity income Sharpe ratio is 3.40. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.40

The Sharpe ratio of Equity income 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.


Chart placeholderNot enough data

Dividend yield

Equity income granted a 13.62% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Equity income13.62%14.13%35.42%13.77%6.06%4.94%5.00%3.33%3.54%3.69%6.85%2.92%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.51%11.78%13.26%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%0.00%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
8.71%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%9.46%9.49%
ET
Energy Transfer LP
8.31%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%
SLRC
SLR Investment Corp.
9.09%10.91%11.81%8.90%9.37%7.95%8.55%7.92%7.68%9.74%8.88%8.87%
LNC
Lincoln National Corporation
6.50%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%0.93%
GPMT
Granite Point Mortgage Trust Inc.
16.74%13.47%17.72%8.54%6.46%9.14%8.88%3.85%0.00%0.00%0.00%0.00%
OBDC
Blue Owl Capital Corporation
10.70%10.64%10.89%8.53%12.24%3.80%0.00%0.00%0.00%0.00%0.00%0.00%
BXMT
Blackstone Mortgage Trust, Inc.
12.13%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%2.65%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.69%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%0.00%
STLA
Stellantis N.V.
5.58%6.34%7.90%14.55%0.00%14.02%0.00%0.00%0.09%0.00%0.00%0.00%
PBR
Petróleo Brasileiro S.A. - Petrobras
17.69%18.47%60.50%18.59%2.42%1.53%0.98%0.00%0.00%0.00%6.57%1.91%
DX
Dynex Capital, Inc.
12.60%12.46%12.26%8.89%9.33%11.87%12.59%10.27%12.32%15.12%12.12%14.00%
MORT
VanEck Vectors Mortgage REIT Income ETF
12.78%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.01%15.30%
RC
Ready Capital Corporation
16.28%14.24%14.90%10.62%10.44%10.38%11.35%9.77%13.75%10.61%9.28%13.18%
IWN
iShares Russell 2000 Value ETF
2.05%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%1.88%1.77%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Equity income features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.24%

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
2.44
Equity income
QYLD
Global X NASDAQ 100 Covered Call ETF
2.79
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
0.80
ET
Energy Transfer LP
1.70
SLRC
SLR Investment Corp.
0.45
LNC
Lincoln National Corporation
-0.09
GPMT
Granite Point Mortgage Trust Inc.
-0.10
OBDC
Blue Owl Capital Corporation
1.53
BXMT
Blackstone Mortgage Trust, Inc.
0.33
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.15
STLA
Stellantis N.V.
2.38
PBR
Petróleo Brasileiro S.A. - Petrobras
2.67
DX
Dynex Capital, Inc.
0.34
MORT
VanEck Vectors Mortgage REIT Income ETF
0.17
RC
Ready Capital Corporation
-0.21
IWN
iShares Russell 2000 Value ETF
0.29
USD=X
USD Cash

Asset Correlations Table

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

USD=XPBRETQYLDOBDCSLRCETVSTLADXGPMTRCLNCBXMTSPYDMORTIWN
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
PBR0.001.000.440.240.270.250.280.370.260.290.290.390.300.450.340.43
ET0.000.441.000.320.310.370.370.390.350.370.390.500.410.560.450.55
QYLD0.000.240.321.000.420.390.630.470.380.340.350.450.430.480.470.58
OBDC0.000.270.310.421.000.500.430.400.430.440.450.450.500.500.530.53
SLRC0.000.250.370.390.501.000.390.400.450.460.480.460.490.530.540.55
ETV0.000.280.370.630.430.391.000.470.430.390.430.490.470.520.510.59
STLA0.000.370.390.470.400.400.471.000.420.450.450.560.490.600.540.63
DX0.000.260.350.380.430.450.430.421.000.610.640.510.640.580.810.61
GPMT0.000.290.370.340.440.460.390.450.611.000.680.570.690.610.770.66
RC0.000.290.390.350.450.480.430.450.640.681.000.570.710.640.810.68
LNC0.000.390.500.450.450.460.490.560.510.570.571.000.600.810.670.79
BXMT0.000.300.410.430.500.490.470.490.640.690.710.601.000.700.830.73
SPYD0.000.450.560.480.500.530.520.600.580.610.640.810.701.000.740.88
MORT0.000.340.450.470.530.540.510.540.810.770.810.670.830.741.000.79
IWN0.000.430.550.580.530.550.590.630.610.660.680.790.730.880.791.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.41%
0
Equity income
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity income. 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 Equity income was 57.36%, occurring on Mar 23, 2020. Recovery took 309 trading sessions.

The current Equity income drawdown is 2.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.36%Jan 3, 202057Mar 23, 2020309May 28, 2021366
-20.72%Aug 30, 202279Dec 16, 2022122Jun 6, 2023201
-16.69%May 27, 202220Jun 23, 202232Aug 8, 202252
-12.3%Jul 24, 201924Aug 26, 201947Oct 30, 201971
-10.79%Apr 21, 202213May 9, 202213May 26, 202226

Volatility Chart

The current Equity income volatility is 4.82%, 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%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.82%
3.47%
Equity income
Benchmark (^GSPC)
Portfolio components
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