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Passive Income
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


USFR 6.67%TFLO 6.67%FLOT 6.67%ARCC 6.67%MAIN 6.67%HTGC 6.67%BXSL 6.67%TSLX 6.67%SCHD 6.67%VIG 6.67%CSWC 6.67%OBDC 6.67%GAIN 6.67%ABR 6.67%CGDV 6.67%BondBondEquityEquity
PositionCategory/SectorTarget Weight
ABR
Arbor Realty Trust, Inc.
Real Estate
6.67%
ARCC
Ares Capital Corporation
Financial Services
6.67%
BXSL
Blackstone Secured Lending Fund
Financial Services
6.67%
CGDV
Capital Group Dividend Value ETF
Large Cap Value Equities, Dividend
6.67%
CSWC
Capital Southwest Corporation
Financial Services
6.67%
FLOT
iShares Floating Rate Bond ETF
Corporate Bonds
6.67%
GAIN
Gladstone Investment Corporation
Financial Services
6.67%
HTGC
Hercules Capital, Inc.
Financial Services
6.67%
MAIN
Main Street Capital Corporation
Financial Services
6.67%
OBDC
Blue Owl Capital Corporation
Financial Services
6.67%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
6.67%
TFLO
iShares Treasury Floating Rate Bond ETF
Government Bonds
6.67%
TSLX
Sixth Street Specialty Lending, Inc.
Financial Services
6.67%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
Government Bonds
6.67%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend
6.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Passive Income, 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.


30.00%35.00%40.00%OctoberNovemberDecember2025FebruaryMarch
36.42%
32.75%
Passive Income
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 24, 2022, corresponding to the inception date of CGDV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.20%-4.40%-0.91%8.48%17.57%10.59%
Passive Income1.77%-1.28%4.68%11.60%N/AN/A
ARCC
Ares Capital Corporation
4.49%-1.20%13.06%19.57%26.16%13.04%
MAIN
Main Street Capital Corporation
-0.12%-3.39%18.69%32.93%29.17%15.01%
HTGC
Hercules Capital, Inc.
-0.62%-5.95%4.13%15.70%31.72%14.86%
BXSL
Blackstone Secured Lending Fund
3.00%-2.03%16.01%16.30%N/AN/A
TSLX
Sixth Street Specialty Lending, Inc.
8.46%-0.34%15.67%17.02%23.13%14.42%
SCHD
Schwab US Dividend Equity ETF
2.49%-1.58%1.25%7.75%17.48%11.29%
VIG
Vanguard Dividend Appreciation ETF
-0.64%-3.74%-0.93%8.15%15.96%11.27%
CSWC
Capital Southwest Corporation
6.97%0.61%-4.26%2.19%25.54%12.36%
OBDC
Blue Owl Capital Corporation
1.59%0.07%8.64%9.35%17.27%N/A
GAIN
Gladstone Investment Corporation
4.62%0.30%4.81%8.36%23.14%17.33%
ABR
Arbor Realty Trust, Inc.
-9.92%3.45%-17.20%1.97%24.74%16.57%
CGDV
Capital Group Dividend Value ETF
2.41%-1.95%0.04%12.65%N/AN/A
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
1.02%0.30%2.43%5.05%2.73%2.58%
TFLO
iShares Treasury Floating Rate Bond ETF
1.02%0.31%2.39%4.99%2.69%2.03%
FLOT
iShares Floating Rate Bond ETF
1.09%0.32%2.68%5.68%4.45%2.52%
*Annualized

Monthly Returns

The table below presents the monthly returns of Passive Income, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.04%0.70%1.77%
20240.86%1.59%3.48%0.57%2.21%0.75%1.31%-0.87%2.44%0.13%2.58%-0.34%15.66%
20236.09%1.45%-3.67%1.78%0.82%4.88%5.07%-0.86%0.15%-3.10%5.22%5.08%24.71%
20221.56%0.86%-3.08%-2.96%-6.05%6.94%-2.36%-10.18%9.35%3.94%-3.68%-7.07%

Expense Ratio

Passive Income has an expense ratio of 0.06%, 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for CGDV: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for FLOT: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for USFR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for TFLO: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, Passive Income is among the top 17% of 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 Passive Income is 8383
Overall Rank
The Sharpe Ratio Rank of Passive Income is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of Passive Income is 8383
Sortino Ratio Rank
The Omega Ratio Rank of Passive Income is 8484
Omega Ratio Rank
The Calmar Ratio Rank of Passive Income is 8080
Calmar Ratio Rank
The Martin Ratio Rank of Passive Income is 8484
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 Passive Income, currently valued at 1.32, compared to the broader market-4.00-2.000.002.001.320.66
The chart of Sortino ratio for Passive Income, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.820.96
The chart of Omega ratio for Passive Income, currently valued at 1.24, compared to the broader market0.600.801.001.201.401.601.241.13
The chart of Calmar ratio for Passive Income, currently valued at 1.79, compared to the broader market0.002.004.006.001.790.90
The chart of Martin ratio for Passive Income, currently valued at 6.54, compared to the broader market0.005.0010.0015.0020.0025.006.543.08
Passive Income
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ARCC
Ares Capital Corporation
1.602.201.292.188.97
MAIN
Main Street Capital Corporation
2.082.731.382.6910.01
HTGC
Hercules Capital, Inc.
0.731.001.160.902.37
BXSL
Blackstone Secured Lending Fund
1.141.611.211.844.88
TSLX
Sixth Street Specialty Lending, Inc.
1.371.971.252.206.38
SCHD
Schwab US Dividend Equity ETF
0.731.121.131.122.62
VIG
Vanguard Dividend Appreciation ETF
0.851.241.151.304.06
CSWC
Capital Southwest Corporation
0.230.411.060.230.49
OBDC
Blue Owl Capital Corporation
0.731.131.140.831.86
GAIN
Gladstone Investment Corporation
0.590.921.110.852.52
ABR
Arbor Realty Trust, Inc.
0.150.431.070.220.58
CGDV
Capital Group Dividend Value ETF
1.161.661.212.476.64
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
16.3654.6914.1985.65747.46
TFLO
iShares Treasury Floating Rate Bond ETF
15.5856.6213.74196.18901.00
FLOT
iShares Floating Rate Bond ETF
7.5013.274.2713.06142.22

The current Passive Income Sharpe ratio is 1.37. 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 0.52 to 1.12, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Passive Income 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
1.32
0.66
Passive Income
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Passive Income provided a 7.23% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio7.23%7.76%8.13%7.60%5.13%5.42%5.17%5.08%4.53%3.98%4.23%3.99%
ARCC
Ares Capital Corporation
8.59%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%
MAIN
Main Street Capital Corporation
7.20%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%
HTGC
Hercules Capital, Inc.
8.17%7.96%11.40%14.90%9.34%9.57%9.49%11.40%9.34%8.58%9.93%8.13%
BXSL
Blackstone Secured Lending Fund
6.94%9.53%10.64%13.02%1.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLX
Sixth Street Specialty Lending, Inc.
9.22%11.97%9.72%10.34%15.35%11.08%8.43%9.84%10.81%8.35%9.62%9.10%
SCHD
Schwab US Dividend Equity ETF
3.75%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VIG
Vanguard Dividend Appreciation ETF
1.34%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
CSWC
Capital Southwest Corporation
11.21%11.59%10.21%12.75%10.13%11.49%13.07%5.88%7.01%2.35%0.00%0.00%
OBDC
Blue Owl Capital Corporation
8.62%11.38%10.77%11.17%8.76%7.98%3.47%0.00%0.00%0.00%0.00%0.00%
GAIN
Gladstone Investment Corporation
12.19%12.53%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%
ABR
Arbor Realty Trust, Inc.
14.29%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%
CGDV
Capital Group Dividend Value ETF
1.56%1.60%1.66%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.87%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
4.96%5.21%4.89%1.67%0.00%0.36%2.08%1.65%0.86%0.30%0.15%0.08%
FLOT
iShares Floating Rate Bond ETF
5.59%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.45%0.97%0.53%0.44%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-3.29%
-7.34%
Passive Income
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Passive Income. 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 Passive Income was 18.69%, occurring on Sep 30, 2022. Recovery took 192 trading sessions.

The current Passive Income drawdown is 3.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.69%Apr 21, 2022113Sep 30, 2022192Jul 10, 2023305
-7.25%Feb 20, 202516Mar 13, 2025
-6.42%Jul 12, 202417Aug 5, 202432Sep 19, 202449
-5.61%Aug 8, 202358Oct 27, 202312Nov 14, 202370
-3.82%Oct 21, 202411Nov 4, 202418Nov 29, 202429

Volatility

Volatility Chart

The current Passive Income volatility is 4.56%, 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%OctoberNovemberDecember2025FebruaryMarch
4.56%
6.10%
Passive Income
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.

USFRTFLOFLOTBXSLABRGAINCSWCOBDCHTGCSCHDTSLXMAINVIGCGDVARCC
USFR1.000.290.09-0.01-0.04-0.03-0.04-0.03-0.06-0.01-0.03-0.030.00-0.01-0.04
TFLO0.291.000.08-0.03-0.04-0.06-0.04-0.06-0.06-0.09-0.02-0.05-0.10-0.10-0.07
FLOT0.090.081.000.170.180.130.200.200.180.270.220.190.310.300.21
BXSL-0.01-0.030.171.000.300.380.430.460.460.390.460.450.390.400.49
ABR-0.04-0.040.180.301.000.420.450.450.490.560.470.450.540.560.47
GAIN-0.03-0.060.130.380.421.000.490.520.560.500.560.560.490.500.56
CSWC-0.04-0.040.200.430.450.491.000.570.610.490.620.630.480.500.63
OBDC-0.03-0.060.200.460.450.520.571.000.640.530.690.660.520.550.73
HTGC-0.06-0.060.180.460.490.560.610.641.000.530.690.710.530.570.67
SCHD-0.01-0.090.270.390.560.500.490.530.531.000.530.550.890.850.58
TSLX-0.03-0.020.220.460.470.560.620.690.690.531.000.690.530.560.74
MAIN-0.03-0.050.190.450.450.560.630.660.710.550.691.000.580.600.71
VIG0.00-0.100.310.390.540.490.480.520.530.890.530.581.000.930.58
CGDV-0.01-0.100.300.400.560.500.500.550.570.850.560.600.931.000.60
ARCC-0.04-0.070.210.490.470.560.630.730.670.580.740.710.580.601.00
The correlation results are calculated based on daily price changes starting from Feb 25, 2022
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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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