Divided Portfolio Test
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Ares Capital Corporation | Financial Services | 50% |
Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
Schwab High Yield Bond ETF | High Yield Bonds | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Divided Portfolio Test, 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 Jul 11, 2023, corresponding to the inception date of SCYB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Divided Portfolio Test | 9.97% | 1.57% | 7.41% | 17.58% | N/A | N/A |
Portfolio components: | ||||||
Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.87% | 11.51% |
Schwab High Yield Bond ETF | 7.96% | 2.04% | 6.32% | 15.13% | N/A | N/A |
Ares Capital Corporation | 10.32% | 0.91% | 7.99% | 17.77% | 12.08% | 12.58% |
Monthly Returns
The table below presents the monthly returns of Divided Portfolio Test, 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 | 0.57% | 0.38% | 3.77% | -1.61% | 3.17% | -0.37% | 1.93% | 1.29% | 9.97% | ||||
2023 | 2.12% | -0.41% | 0.04% | -2.24% | 4.84% | 3.85% | 8.29% |
Expense Ratio
Divided Portfolio Test has an expense ratio of 0.02%, 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 Divided Portfolio Test is 52, 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 | |
---|---|---|---|---|---|
Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.85 | 8.79 |
Schwab High Yield Bond ETF | 2.82 | 4.40 | 1.55 | 4.04 | 21.20 |
Ares Capital Corporation | 1.37 | 1.96 | 1.25 | 2.48 | 9.24 |
Dividends
Dividend yield
Divided Portfolio Test granted a 7.58% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Divided Portfolio Test | 7.58% | 6.49% | 5.56% | 4.22% | 5.18% | 4.92% | 5.35% | 5.18% | 4.99% | 5.90% | 5.36% | 4.71% |
Portfolio components: | ||||||||||||
Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Schwab High Yield Bond ETF | 7.25% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Ares Capital Corporation | 9.32% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
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 Divided Portfolio Test. 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 Divided Portfolio Test was 4.42%, occurring on Aug 5, 2024. Recovery took 15 trading sessions.
The current Divided Portfolio Test drawdown is 0.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-4.42% | Jul 31, 2024 | 4 | Aug 5, 2024 | 15 | Aug 26, 2024 | 19 |
-4.19% | Jul 27, 2023 | 66 | Oct 27, 2023 | 5 | Nov 3, 2023 | 71 |
-2.99% | Apr 1, 2024 | 12 | Apr 16, 2024 | 17 | May 9, 2024 | 29 |
-1.91% | Jan 31, 2024 | 4 | Feb 5, 2024 | 22 | Mar 7, 2024 | 26 |
-1.74% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current Divided Portfolio Test volatility is 2.17%, 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
ARCC | SCYB | SCHD | |
---|---|---|---|
ARCC | 1.00 | 0.38 | 0.52 |
SCYB | 0.38 | 1.00 | 0.54 |
SCHD | 0.52 | 0.54 | 1.00 |