Preferred Stock ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Preferred Stock ETF, 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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the Preferred Stock ETF returned 10.34% Year-To-Date and 3.70% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Preferred Stock ETF | 10.27% | -1.60% | 6.06% | 15.74% | 2.88% | 3.70% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.77% | 13.41% |
QQQ Invesco QQQ | 25.63% | 2.96% | 13.44% | 33.85% | 21.21% | 18.37% |
VGT Vanguard Information Technology ETF | 28.88% | 2.08% | 16.07% | 37.56% | 22.70% | 20.89% |
PFF iShares Preferred and Income Securities ETF | 10.27% | -1.60% | 6.06% | 15.74% | 2.88% | 3.70% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
Monthly Returns
The table below presents the monthly returns of Preferred Stock ETF, 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 | 2.79% | 0.93% | 0.69% | -3.47% | 3.08% | -0.12% | 1.03% | 2.57% | 3.21% | -0.68% | 10.27% | ||
| 2023 | 10.06% | -2.14% | -3.97% | 1.08% | -2.37% | 2.10% | 1.46% | -1.01% | -1.46% | -4.70% | 7.93% | 2.95% | 9.22% |
| 2022 | -4.51% | -3.03% | 0.39% | -6.43% | 2.73% | -4.98% | 6.18% | -3.80% | -4.43% | -3.15% | 4.98% | -3.33% | -18.55% |
| 2021 | -1.71% | -0.88% | 3.17% | 1.18% | 0.79% | 1.66% | 0.61% | 0.33% | -1.12% | 1.83% | -2.10% | 3.32% | 7.15% |
| 2020 | 1.52% | -4.46% | -11.90% | 9.42% | 1.91% | -0.95% | 4.95% | 1.90% | -0.25% | -0.20% | 4.61% | 2.63% | 7.88% |
| 2019 | 5.64% | 0.58% | 1.47% | 0.69% | 0.25% | 1.31% | 1.80% | 0.60% | 0.75% | 0.43% | -0.44% | 1.92% | 15.93% |
| 2018 | -1.18% | 0.26% | 0.54% | -0.70% | 0.81% | 1.76% | 0.19% | 1.41% | -1.71% | -2.25% | -2.23% | -1.53% | -4.63% |
| 2017 | 2.39% | 2.09% | 0.50% | 1.30% | 0.55% | 0.80% | 0.66% | -0.06% | -0.16% | -0.38% | 0.68% | -0.52% | 8.10% |
| 2016 | -0.98% | 0.07% | 2.38% | 0.88% | 1.54% | 1.18% | 1.40% | 0.02% | -1.07% | -0.97% | -3.33% | 0.31% | 1.30% |
| 2015 | 1.32% | 0.98% | 0.30% | 0.01% | -0.01% | -1.01% | 1.36% | -0.75% | -0.69% | 2.16% | 0.67% | -0.10% | 4.27% |
| 2014 | 2.96% | 2.28% | 1.75% | 1.84% | 1.25% | 0.61% | -0.50% | 1.79% | -0.82% | 1.07% | 1.24% | -0.12% | 14.10% |
| 2013 | 1.34% | 0.53% | 1.12% | 1.06% | -0.66% | -2.21% | -0.54% | -2.19% | 0.68% | 0.92% | 0.32% | -1.29% | -0.99% |
Expense Ratio
Preferred Stock ETF features an expense ratio of 0.46%, falling within the medium range. 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 Preferred Stock ETF is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.08 | 4.09 | 1.58 | 4.46 | 20.36 |
QQQ Invesco QQQ | 2.12 | 2.79 | 1.38 | 2.71 | 9.88 |
VGT Vanguard Information Technology ETF | 1.95 | 2.51 | 1.35 | 2.69 | 9.68 |
PFF iShares Preferred and Income Securities ETF | 2.13 | 2.98 | 1.39 | 1.10 | 11.86 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
Dividends
Dividend yield
Preferred Stock ETF provided a 6.16% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.16% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% | 6.61% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
PFF iShares Preferred and Income Securities ETF | 6.16% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% | 6.61% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 Preferred Stock ETF. 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 Preferred Stock ETF was 34.10%, occurring on Mar 18, 2020. Recovery took 141 trading sessions.
The current Preferred Stock ETF drawdown is 1.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.1% | Feb 12, 2020 | 25 | Mar 18, 2020 | 141 | Oct 7, 2020 | 166 |
| -21.05% | Jan 3, 2022 | 203 | Oct 21, 2022 | 498 | Oct 16, 2024 | 701 |
| -15.18% | May 20, 2011 | 55 | Aug 8, 2011 | 124 | Feb 3, 2012 | 179 |
| -9.72% | Sep 4, 2018 | 78 | Dec 24, 2018 | 66 | Apr 1, 2019 | 144 |
| -8.68% | May 9, 2013 | 71 | Aug 19, 2013 | 144 | Mar 17, 2014 | 215 |
Volatility
Volatility Chart
The current Preferred Stock ETF volatility is 2.75%, 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
| BND | PFF | QQQ | VGT | VOO | |
|---|---|---|---|---|---|
| BND | 1.00 | 0.21 | -0.07 | -0.08 | -0.11 |
| PFF | 0.21 | 1.00 | 0.49 | 0.48 | 0.55 |
| QQQ | -0.07 | 0.49 | 1.00 | 0.96 | 0.90 |
| VGT | -0.08 | 0.48 | 0.96 | 1.00 | 0.89 |
| VOO | -0.11 | 0.55 | 0.90 | 0.89 | 1.00 |