DIV 1
DIV 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DIV 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 every 3 months.
The earliest data available for this chart is Jan 29, 2021, corresponding to the inception date of TRIN
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
DIV 1 | -1.41% | -2.72% | 4.31% | 11.54% | N/A | N/A |
Portfolio components: | ||||||
Arbor Realty Trust, Inc. | -4.98% | -8.93% | 1.97% | 1.15% | 8.97% | 17.54% |
W. P. Carey Inc. | -1.80% | -4.64% | -5.33% | -15.53% | -2.45% | 3.28% |
Realty Income Corporation | -1.27% | -4.72% | -4.37% | -5.78% | -1.93% | 4.96% |
VICI Properties Inc. | -1.64% | -6.40% | -2.49% | -2.27% | 7.60% | N/A |
Simon Property Group, Inc. | 0.34% | -3.79% | 16.83% | 23.90% | 9.38% | 3.49% |
Vanguard Real Estate ETF | -2.78% | -6.83% | -1.07% | 3.40% | 2.19% | 3.99% |
Sixth Street Specialty Lending, Inc. | -0.99% | 0.86% | 2.51% | 9.46% | 12.32% | 13.89% |
Capital Southwest Corporation | -0.46% | -0.05% | -14.76% | -4.94% | 13.09% | 13.19% |
Hercules Capital, Inc. | -1.14% | 2.32% | -3.33% | 22.87% | 18.98% | 14.72% |
Main Street Capital Corporation | -0.56% | 5.27% | 18.73% | 43.95% | 14.06% | 16.32% |
Trinity Capital Inc. | -1.04% | 1.58% | 9.88% | 13.49% | N/A | N/A |
Gladstone Investment Corporation | -4.53% | -6.07% | -3.35% | -3.53% | 10.01% | 16.79% |
Ares Management Corporation | -0.87% | -3.33% | 19.93% | 52.42% | 42.17% | 31.46% |
Blue Owl Capital Corporation | -1.85% | -0.57% | 1.24% | 10.03% | 8.75% | N/A |
Ares Capital Corporation | 0.96% | 1.89% | 10.03% | 18.73% | 13.70% | 13.82% |
Monthly Returns
The table below presents the monthly returns of DIV 1, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.94% | 1.40% | 3.43% | -1.25% | 3.23% | 0.47% | 3.59% | 1.11% | 4.02% | -1.16% | 3.44% | -2.16% | 14.80% |
2023 | 10.16% | -1.10% | -4.94% | 1.18% | -1.50% | 6.01% | 5.54% | -2.33% | -2.69% | -4.18% | 9.48% | 8.42% | 24.82% |
2022 | -2.98% | -1.43% | 1.94% | -4.19% | -1.69% | -8.02% | 12.20% | -4.12% | -14.47% | 12.20% | 4.61% | -3.89% | -12.34% |
2021 | 10.74% | 2.90% | 7.64% | 1.59% | 0.59% | 3.09% | 2.42% | -3.10% | 8.26% | -2.28% | 5.08% | 42.57% |
Expense Ratio
DIV 1 has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DIV 1 is 19, meaning it’s performing worse than 81% of other 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 | |
---|---|---|---|---|---|
Arbor Realty Trust, Inc. | -0.05 | 0.18 | 1.02 | -0.06 | -0.18 |
W. P. Carey Inc. | -0.71 | -0.88 | 0.89 | -0.46 | -1.15 |
Realty Income Corporation | -0.35 | -0.37 | 0.95 | -0.24 | -0.69 |
VICI Properties Inc. | -0.19 | -0.14 | 0.98 | -0.22 | -0.61 |
Simon Property Group, Inc. | 1.21 | 1.74 | 1.22 | 2.45 | 6.65 |
Vanguard Real Estate ETF | 0.19 | 0.36 | 1.04 | 0.12 | 0.73 |
Sixth Street Specialty Lending, Inc. | 0.69 | 1.03 | 1.13 | 1.09 | 3.16 |
Capital Southwest Corporation | -0.26 | -0.20 | 0.97 | -0.26 | -0.64 |
Hercules Capital, Inc. | 1.09 | 1.40 | 1.23 | 1.30 | 3.89 |
Main Street Capital Corporation | 3.09 | 3.91 | 1.59 | 4.58 | 17.43 |
Trinity Capital Inc. | 0.78 | 1.18 | 1.15 | 1.46 | 3.97 |
Gladstone Investment Corporation | -0.20 | -0.14 | 0.98 | -0.29 | -0.77 |
Ares Management Corporation | 1.89 | 2.49 | 1.31 | 4.07 | 11.52 |
Blue Owl Capital Corporation | 0.77 | 1.14 | 1.14 | 0.79 | 1.83 |
Ares Capital Corporation | 1.62 | 2.26 | 1.29 | 2.69 | 11.12 |
Dividends
Dividend yield
DIV 1 provided a 8.25% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 8.25% | 8.04% | 8.20% | 8.53% | 6.23% | 6.76% | 5.94% | 6.43% | 5.40% | 4.99% | 5.23% | 4.69% |
Portfolio components: | ||||||||||||
Arbor Realty Trust, Inc. | 13.07% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% |
W. P. Carey Inc. | 6.52% | 6.41% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% |
Realty Income Corporation | 5.98% | 5.38% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
VICI Properties Inc. | 5.90% | 5.81% | 5.05% | 4.63% | 4.58% | 4.93% | 4.59% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Simon Property Group, Inc. | 4.69% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% |
Vanguard Real Estate ETF | 3.96% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
Sixth Street Specialty Lending, Inc. | 12.09% | 11.97% | 9.72% | 10.34% | 15.35% | 11.08% | 8.43% | 9.84% | 10.81% | 8.35% | 9.62% | 9.10% |
Capital Southwest Corporation | 11.65% | 11.59% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% |
Hercules Capital, Inc. | 8.06% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% |
Main Street Capital Corporation | 7.16% | 7.07% | 8.70% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
Trinity Capital Inc. | 14.25% | 14.10% | 14.04% | 21.32% | 7.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Gladstone Investment Corporation | 13.12% | 12.53% | 17.24% | 9.88% | 6.06% | 9.22% | 7.74% | 9.88% | 7.94% | 8.87% | 9.68% | 11.00% |
Ares Management Corporation | 2.12% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% |
Blue Owl Capital Corporation | 11.59% | 11.38% | 10.77% | 11.17% | 8.76% | 7.98% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Ares Capital Corporation | 8.69% | 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 DIV 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 DIV 1 was 23.59%, occurring on Sep 29, 2022. Recovery took 199 trading sessions.
The current DIV 1 drawdown is 3.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-23.59% | Apr 21, 2022 | 112 | Sep 29, 2022 | 199 | Jul 18, 2023 | 311 |
-11.38% | Jul 27, 2023 | 66 | Oct 27, 2023 | 25 | Dec 4, 2023 | 91 |
-8.43% | Jan 5, 2022 | 42 | Mar 7, 2022 | 31 | Apr 20, 2022 | 73 |
-6.76% | Nov 8, 2021 | 30 | Dec 20, 2021 | 10 | Jan 4, 2022 | 40 |
-6.42% | Jul 31, 2024 | 4 | Aug 5, 2024 | 19 | Aug 30, 2024 | 23 |
Volatility
Volatility Chart
The current DIV 1 volatility is 4.65%, 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
TRIN | ARES | WPC | O | ABR | CSWC | GAIN | VICI | OBDC | SPG | HTGC | TSLX | ARCC | MAIN | VNQ | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIN | 1.00 | 0.32 | 0.26 | 0.22 | 0.32 | 0.37 | 0.37 | 0.28 | 0.38 | 0.31 | 0.40 | 0.39 | 0.39 | 0.39 | 0.33 |
ARES | 0.32 | 1.00 | 0.28 | 0.29 | 0.39 | 0.40 | 0.43 | 0.42 | 0.45 | 0.48 | 0.46 | 0.45 | 0.50 | 0.48 | 0.50 |
WPC | 0.26 | 0.28 | 1.00 | 0.75 | 0.42 | 0.30 | 0.32 | 0.63 | 0.32 | 0.52 | 0.32 | 0.34 | 0.35 | 0.37 | 0.75 |
O | 0.22 | 0.29 | 0.75 | 1.00 | 0.40 | 0.31 | 0.35 | 0.65 | 0.33 | 0.57 | 0.30 | 0.35 | 0.34 | 0.37 | 0.77 |
ABR | 0.32 | 0.39 | 0.42 | 0.40 | 1.00 | 0.46 | 0.45 | 0.48 | 0.48 | 0.52 | 0.52 | 0.48 | 0.48 | 0.49 | 0.53 |
CSWC | 0.37 | 0.40 | 0.30 | 0.31 | 0.46 | 1.00 | 0.50 | 0.40 | 0.54 | 0.44 | 0.56 | 0.60 | 0.57 | 0.61 | 0.42 |
GAIN | 0.37 | 0.43 | 0.32 | 0.35 | 0.45 | 0.50 | 1.00 | 0.40 | 0.54 | 0.48 | 0.56 | 0.56 | 0.55 | 0.59 | 0.47 |
VICI | 0.28 | 0.42 | 0.63 | 0.65 | 0.48 | 0.40 | 0.40 | 1.00 | 0.43 | 0.61 | 0.40 | 0.43 | 0.47 | 0.48 | 0.74 |
OBDC | 0.38 | 0.45 | 0.32 | 0.33 | 0.48 | 0.54 | 0.54 | 0.43 | 1.00 | 0.46 | 0.63 | 0.67 | 0.71 | 0.64 | 0.44 |
SPG | 0.31 | 0.48 | 0.52 | 0.57 | 0.52 | 0.44 | 0.48 | 0.61 | 0.46 | 1.00 | 0.48 | 0.46 | 0.47 | 0.51 | 0.73 |
HTGC | 0.40 | 0.46 | 0.32 | 0.30 | 0.52 | 0.56 | 0.56 | 0.40 | 0.63 | 0.48 | 1.00 | 0.64 | 0.66 | 0.69 | 0.44 |
TSLX | 0.39 | 0.45 | 0.34 | 0.35 | 0.48 | 0.60 | 0.56 | 0.43 | 0.67 | 0.46 | 0.64 | 1.00 | 0.72 | 0.67 | 0.47 |
ARCC | 0.39 | 0.50 | 0.35 | 0.34 | 0.48 | 0.57 | 0.55 | 0.47 | 0.71 | 0.47 | 0.66 | 0.72 | 1.00 | 0.69 | 0.48 |
MAIN | 0.39 | 0.48 | 0.37 | 0.37 | 0.49 | 0.61 | 0.59 | 0.48 | 0.64 | 0.51 | 0.69 | 0.67 | 0.69 | 1.00 | 0.50 |
VNQ | 0.33 | 0.50 | 0.75 | 0.77 | 0.53 | 0.42 | 0.47 | 0.74 | 0.44 | 0.73 | 0.44 | 0.47 | 0.48 | 0.50 | 1.00 |