BALANCED PORTFOLIO
Income and Growth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADC Agree Realty Corporation | Real Estate | 30% |
CME CME Group Inc. | Financial Services | 20% |
CSCO Cisco Systems, Inc. | Technology | 20% |
MAIN Main Street Capital Corporation | Financial Services | 20% |
MCO Moody's Corporation | Financial Services | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 5, 2007, corresponding to the inception date of MAIN
Returns By Period
As of May 23, 2025, the BALANCED PORTFOLIO returned 7.57% Year-To-Date and 15.90% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| BALANCED PORTFOLIO | 7.95% | 5.22% | 8.86% | 33.60% | 14.27% | 16.04% |
| Portfolio components: | ||||||
CSCO Cisco Systems, Inc. | 8.05% | 13.45% | 9.25% | 39.50% | 10.36% | 11.53% |
MAIN Main Street Capital Corporation | -2.53% | 4.01% | 6.84% | 25.57% | 21.75% | 14.63% |
MCO Moody's Corporation | -0.41% | 9.24% | -1.92% | 16.25% | 13.78% | 16.95% |
ADC Agree Realty Corporation | 7.97% | -2.50% | 0.18% | 32.69% | 8.38% | 14.21% |
CME CME Group Inc. | 22.93% | 8.64% | 28.35% | 40.15% | 14.26% | 16.35% |
Monthly Returns
The table below presents the monthly returns of BALANCED PORTFOLIO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.79% | 2.99% | -0.22% | -1.24% | 2.48% | 7.95% | |||||||
| 2024 | -0.81% | -1.45% | 2.82% | -0.85% | 1.76% | 2.14% | 5.02% | 5.11% | 2.89% | 0.98% | 6.62% | -1.32% | 24.97% |
| 2023 | 6.37% | 0.01% | 0.78% | -1.67% | -1.43% | 3.65% | 2.97% | -0.06% | -4.50% | -0.01% | 4.53% | 4.68% | 15.81% |
| 2022 | -6.04% | -0.50% | 1.45% | -4.65% | -3.72% | 0.56% | 9.08% | -4.50% | -12.23% | 6.06% | 5.14% | -1.96% | -12.47% |
| 2021 | -2.24% | 6.43% | 7.25% | 3.87% | 2.07% | 0.70% | 3.56% | 0.70% | -6.49% | 8.62% | -1.72% | 6.09% | 31.55% |
| 2020 | 4.31% | -9.18% | -16.48% | 11.01% | 7.62% | -0.62% | 1.22% | -0.34% | -3.85% | -6.60% | 12.57% | 3.63% | -0.72% |
| 2019 | 8.10% | 4.04% | 0.91% | 3.16% | 0.23% | 2.03% | 3.57% | 3.70% | -0.85% | 1.96% | -2.35% | 0.31% | 27.33% |
| 2018 | 1.10% | 2.08% | -0.34% | 1.47% | 3.35% | 0.62% | 0.36% | 7.63% | -3.23% | 1.09% | 4.34% | -4.69% | 14.05% |
| 2017 | 2.39% | 5.84% | -0.46% | 1.81% | -3.97% | 2.60% | 3.09% | 2.11% | 2.93% | 0.16% | 5.91% | 1.74% | 26.54% |
| 2016 | -1.02% | 2.76% | 6.69% | -1.20% | 6.44% | 4.57% | 5.82% | 1.13% | 0.71% | -3.06% | 1.67% | 2.44% | 29.84% |
| 2015 | 1.23% | 4.96% | -0.05% | -1.09% | 0.52% | -1.16% | 2.74% | -6.69% | 0.77% | 7.49% | 2.73% | -1.86% | 9.26% |
| 2014 | -1.37% | 3.39% | -0.41% | -1.58% | 3.60% | 1.58% | -1.17% | 3.05% | -1.29% | 5.30% | 3.56% | 0.24% | 15.58% |
Expense Ratio
BALANCED PORTFOLIO has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 97, BALANCED PORTFOLIO is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 1.73 | 2.37 | 1.35 | 1.62 | 8.30 |
MAIN Main Street Capital Corporation | 1.19 | 1.50 | 1.22 | 1.08 | 3.57 |
MCO Moody's Corporation | 0.62 | 0.91 | 1.13 | 0.59 | 1.94 |
ADC Agree Realty Corporation | 1.84 | 2.25 | 1.28 | 1.40 | 7.37 |
CME CME Group Inc. | 2.24 | 2.90 | 1.40 | 2.81 | 10.78 |
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Dividends
Dividend yield
BALANCED PORTFOLIO provided a 4.03% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.03% | 4.19% | 4.71% | 4.53% | 3.37% | 3.85% | 3.53% | 3.98% | 4.12% | 4.53% | 5.28% | 4.95% |
| Portfolio components: | ||||||||||||
CSCO Cisco Systems, Inc. | 2.55% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
MAIN Main Street Capital Corporation | 7.49% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
MCO Moody's Corporation | 0.76% | 0.72% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% |
ADC Agree Realty Corporation | 4.03% | 4.26% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% |
CME CME Group Inc. | 3.70% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BALANCED PORTFOLIO. 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 BALANCED PORTFOLIO was 58.56%, occurring on Nov 20, 2008. Recovery took 804 trading sessions.
The current BALANCED PORTFOLIO drawdown is 1.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.56% | Oct 8, 2007 | 285 | Nov 20, 2008 | 804 | Feb 1, 2012 | 1089 |
| -38.56% | Feb 21, 2020 | 22 | Mar 23, 2020 | 243 | Mar 10, 2021 | 265 |
| -22.26% | Dec 30, 2021 | 196 | Oct 10, 2022 | 300 | Dec 19, 2023 | 496 |
| -12.71% | Apr 3, 2012 | 43 | Jun 4, 2012 | 52 | Aug 16, 2012 | 95 |
| -12.2% | Jul 17, 2015 | 28 | Aug 25, 2015 | 45 | Oct 28, 2015 | 73 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | MAIN | ADC | CME | CSCO | MCO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.46 | 0.43 | 0.49 | 0.70 | 0.69 | 0.75 |
| MAIN | 0.46 | 1.00 | 0.27 | 0.25 | 0.31 | 0.33 | 0.58 |
| ADC | 0.43 | 0.27 | 1.00 | 0.29 | 0.32 | 0.35 | 0.72 |
| CME | 0.49 | 0.25 | 0.29 | 1.00 | 0.37 | 0.42 | 0.63 |
| CSCO | 0.70 | 0.31 | 0.32 | 0.37 | 1.00 | 0.50 | 0.67 |
| MCO | 0.69 | 0.33 | 0.35 | 0.42 | 0.50 | 1.00 | 0.65 |
| Portfolio | 0.75 | 0.58 | 0.72 | 0.63 | 0.67 | 0.65 | 1.00 |