#1 Portfolio 1: High yield low nav depreciation
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARCC Ares Capital Corporation | Financial Services | 6% |
O Realty Income Corporation | Real Estate | 7% |
QQQI NEOS Nasdaq 100 High Income ETF | Derivative Income | 35% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 19% |
SCHY Schwab International Dividend Equity ETF | Dividend, Foreign Large Cap Equities | 13% |
SPYI NEOS S&P 500 High Income ETF | Derivative Income | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in #1 Portfolio 1: High yield low nav depreciation, 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 never rebalanced.
The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of QQQI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| #1 Portfolio 1: High yield low nav depreciation | -4.88% | -5.07% | -6.10% | 8.46% | N/A | N/A |
| Portfolio components: | ||||||
O Realty Income Corporation | 11.30% | 3.77% | -7.30% | 16.27% | 9.37% | 7.15% |
SCHY Schwab International Dividend Equity ETF | 11.34% | 0.59% | 2.14% | 14.06% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.20% | 10.23% |
QQQI NEOS Nasdaq 100 High Income ETF | -10.38% | -6.38% | -6.64% | 8.65% | N/A | N/A |
SPYI NEOS S&P 500 High Income ETF | -7.84% | -5.97% | -7.21% | 6.85% | N/A | N/A |
ARCC Ares Capital Corporation | -4.67% | -6.12% | -1.47% | 8.51% | 22.98% | 12.00% |
Monthly Returns
The table below presents the monthly returns of #1 Portfolio 1: High yield low nav depreciation, 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 | 2.69% | 0.14% | -2.99% | -4.65% | -4.88% | ||||||||
| 2024 | -1.12% | 2.34% | 2.62% | -3.20% | 3.58% | 1.37% | 2.38% | 2.72% | 1.84% | -1.16% | 3.45% | -2.19% | 13.04% |
Expense Ratio
#1 Portfolio 1: High yield low nav depreciation has an expense ratio of 0.40%, placing it in the medium range. 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
The current rank of #1 Portfolio 1: High yield low nav depreciation is 58, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 1.15 | 1.64 | 1.21 | 1.11 | 2.38 |
SCHY Schwab International Dividend Equity ETF | 1.10 | 1.57 | 1.22 | 1.23 | 2.73 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
QQQI NEOS Nasdaq 100 High Income ETF | 0.23 | 0.47 | 1.07 | 0.24 | 1.00 |
SPYI NEOS S&P 500 High Income ETF | 0.31 | 0.54 | 1.09 | 0.31 | 1.51 |
ARCC Ares Capital Corporation | 0.53 | 0.86 | 1.13 | 0.55 | 2.73 |
Dividends
Dividend yield
#1 Portfolio 1: High yield low nav depreciation provided a 10.65% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 10.65% | 9.10% | 4.53% | 2.88% | 1.70% | 1.49% | 1.36% | 1.47% | 1.39% | 1.39% | 1.54% | 1.42% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.42% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
SCHY Schwab International Dividend Equity ETF | 4.11% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
QQQI NEOS Nasdaq 100 High Income ETF | 16.24% | 12.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 13.57% | 12.04% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARCC Ares Capital Corporation | 9.41% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the #1 Portfolio 1: High yield low nav depreciation. 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 #1 Portfolio 1: High yield low nav depreciation was 15.21%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current #1 Portfolio 1: High yield low nav depreciation drawdown is 9.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.21% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -5.68% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
| -4.54% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -3.43% | Dec 9, 2024 | 9 | Dec 19, 2024 | 19 | Jan 21, 2025 | 28 |
| -3.21% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current #1 Portfolio 1: High yield low nav depreciation volatility is 11.70%, 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.
Diversification
Asset Correlations Table
| O | ARCC | SCHY | QQQI | SCHD | SPYI | |
|---|---|---|---|---|---|---|
| O | 1.00 | 0.24 | 0.38 | 0.02 | 0.50 | 0.16 |
| ARCC | 0.24 | 1.00 | 0.32 | 0.40 | 0.47 | 0.45 |
| SCHY | 0.38 | 0.32 | 1.00 | 0.35 | 0.55 | 0.45 |
| QQQI | 0.02 | 0.40 | 0.35 | 1.00 | 0.36 | 0.93 |
| SCHD | 0.50 | 0.47 | 0.55 | 0.36 | 1.00 | 0.54 |
| SPYI | 0.16 | 0.45 | 0.45 | 0.93 | 0.54 | 1.00 |