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DIV 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ABR 10%WPC 10%O 10%VICI 10%SPG 10%TSLX 5%CSWC 5%HTGC 5%MAIN 5%TRIN 5%GAIN 5%ARES 5%OBDC 5%ARCC 5%VNQ 5%EquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
ABR
Arbor Realty Trust, Inc.
Real Estate
10%
ARCC
Ares Capital Corporation
Financial Services
5%
ARES
Ares Management Corporation
Financial Services
5%
CSWC
Capital Southwest Corporation
Financial Services
5%
GAIN
Gladstone Investment Corporation
Financial Services
5%
HTGC
Hercules Capital, Inc.
Financial Services
5%
MAIN
Main Street Capital Corporation
Financial Services
5%
O
Realty Income Corporation
Real Estate
10%
OBDC
Blue Owl Capital Corporation
Financial Services
5%
SPG
Simon Property Group, Inc.
Real Estate
10%
TRIN
Trinity Capital Inc.
Financial Services
5%
TSLX
Sixth Street Specialty Lending, Inc.
Financial Services
5%
VICI
VICI Properties Inc.
Real Estate
10%
VNQ
Vanguard Real Estate ETF
REIT
5%
WPC
W. P. Carey Inc.
Real Estate
10%

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.


-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.31%
2.98%
DIV 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 29, 2021, corresponding to the inception date of TRIN

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
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/AN/A
ABR
Arbor Realty Trust, Inc.
-4.98%-8.93%1.97%1.15%8.97%17.54%
WPC
W. P. Carey Inc.
-1.80%-4.64%-5.33%-15.53%-2.45%3.28%
O
Realty Income Corporation
-1.27%-4.72%-4.37%-5.78%-1.93%4.96%
VICI
VICI Properties Inc.
-1.64%-6.40%-2.49%-2.27%7.60%N/A
SPG
Simon Property Group, Inc.
0.34%-3.79%16.83%23.90%9.38%3.49%
VNQ
Vanguard Real Estate ETF
-2.78%-6.83%-1.07%3.40%2.19%3.99%
TSLX
Sixth Street Specialty Lending, Inc.
-0.99%0.86%2.51%9.46%12.32%13.89%
CSWC
Capital Southwest Corporation
-0.46%-0.05%-14.76%-4.94%13.09%13.19%
HTGC
Hercules Capital, Inc.
-1.14%2.32%-3.33%22.87%18.98%14.72%
MAIN
Main Street Capital Corporation
-0.56%5.27%18.73%43.95%14.06%16.32%
TRIN
Trinity Capital Inc.
-1.04%1.58%9.88%13.49%N/AN/A
GAIN
Gladstone Investment Corporation
-4.53%-6.07%-3.35%-3.53%10.01%16.79%
ARES
Ares Management Corporation
-0.87%-3.33%19.93%52.42%42.17%31.46%
OBDC
Blue Owl Capital Corporation
-1.85%-0.57%1.24%10.03%8.75%N/A
ARCC
Ares Capital Corporation
0.96%1.89%10.03%18.73%13.70%13.82%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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%
202310.16%-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%
202110.74%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.


Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


The Risk-Adjusted Performance Rank of DIV 1 is 1919
Overall Rank
The Sharpe Ratio Rank of DIV 1 is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DIV 1 is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DIV 1 is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DIV 1 is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DIV 1 is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for DIV 1, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.000.901.73
The chart of Sortino ratio for DIV 1, currently valued at 1.27, compared to the broader market-2.000.002.004.001.272.33
The chart of Omega ratio for DIV 1, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.161.32
The chart of Calmar ratio for DIV 1, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.001.762.59
The chart of Martin ratio for DIV 1, currently valued at 5.07, compared to the broader market0.0010.0020.0030.0040.005.0710.80
DIV 1
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABR
Arbor Realty Trust, Inc.
-0.050.181.02-0.06-0.18
WPC
W. P. Carey Inc.
-0.71-0.880.89-0.46-1.15
O
Realty Income Corporation
-0.35-0.370.95-0.24-0.69
VICI
VICI Properties Inc.
-0.19-0.140.98-0.22-0.61
SPG
Simon Property Group, Inc.
1.211.741.222.456.65
VNQ
Vanguard Real Estate ETF
0.190.361.040.120.73
TSLX
Sixth Street Specialty Lending, Inc.
0.691.031.131.093.16
CSWC
Capital Southwest Corporation
-0.26-0.200.97-0.26-0.64
HTGC
Hercules Capital, Inc.
1.091.401.231.303.89
MAIN
Main Street Capital Corporation
3.093.911.594.5817.43
TRIN
Trinity Capital Inc.
0.781.181.151.463.97
GAIN
Gladstone Investment Corporation
-0.20-0.140.98-0.29-0.77
ARES
Ares Management Corporation
1.892.491.314.0711.52
OBDC
Blue Owl Capital Corporation
0.771.141.140.791.83
ARCC
Ares Capital Corporation
1.622.261.292.6911.12

The current DIV 1 Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.19 to 1.88, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of DIV 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.90
1.73
DIV 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DIV 1 provided a 8.25% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio8.25%8.04%8.20%8.53%6.23%6.76%5.94%6.43%5.40%4.99%5.23%4.69%
ABR
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%
WPC
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%
O
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
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%
SPG
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%
VNQ
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%
TSLX
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%
CSWC
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%
HTGC
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
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%
TRIN
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%
GAIN
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
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%
OBDC
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%
ARCC
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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.87%
-4.17%
DIV 1
Benchmark (^GSPC)
Portfolio components

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, 2022112Sep 29, 2022199Jul 18, 2023311
-11.38%Jul 27, 202366Oct 27, 202325Dec 4, 202391
-8.43%Jan 5, 202242Mar 7, 202231Apr 20, 202273
-6.76%Nov 8, 202130Dec 20, 202110Jan 4, 202240
-6.42%Jul 31, 20244Aug 5, 202419Aug 30, 202423

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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.65%
4.67%
DIV 1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TRINARESWPCOABRCSWCGAINVICIOBDCSPGHTGCTSLXARCCMAINVNQ
TRIN1.000.320.260.220.320.370.370.280.380.310.400.390.390.390.33
ARES0.321.000.280.290.390.400.430.420.450.480.460.450.500.480.50
WPC0.260.281.000.750.420.300.320.630.320.520.320.340.350.370.75
O0.220.290.751.000.400.310.350.650.330.570.300.350.340.370.77
ABR0.320.390.420.401.000.460.450.480.480.520.520.480.480.490.53
CSWC0.370.400.300.310.461.000.500.400.540.440.560.600.570.610.42
GAIN0.370.430.320.350.450.501.000.400.540.480.560.560.550.590.47
VICI0.280.420.630.650.480.400.401.000.430.610.400.430.470.480.74
OBDC0.380.450.320.330.480.540.540.431.000.460.630.670.710.640.44
SPG0.310.480.520.570.520.440.480.610.461.000.480.460.470.510.73
HTGC0.400.460.320.300.520.560.560.400.630.481.000.640.660.690.44
TSLX0.390.450.340.350.480.600.560.430.670.460.641.000.720.670.47
ARCC0.390.500.350.340.480.570.550.470.710.470.660.721.000.690.48
MAIN0.390.480.370.370.490.610.590.480.640.510.690.670.691.000.50
VNQ0.330.500.750.770.530.420.470.740.440.730.440.470.480.501.00
The correlation results are calculated based on daily price changes starting from Feb 1, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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