High Yield!
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CCI Crown Castle International Corp. | Real Estate | 12.5% |
MPW Medical Properties Trust, Inc. | Real Estate | 12.5% |
VNO Vornado Realty Trust | Real Estate | 12.5% |
OHI Omega Healthcare Investors, Inc. | Real Estate | 12.5% |
SBRA Sabra Health Care REIT, Inc. | Real Estate | 12.5% |
SPG Simon Property Group, Inc. | Real Estate | 12.5% |
VICI VICI Properties Inc. | Real Estate | 12.5% |
WPC W. P. Carey Inc. | Real Estate | 12.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in High Yield!, 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
Returns
As of Sep 23, 2023, the High Yield! returned -6.51% Year-To-Date and 3.02% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.24% |
| High Yield! | -1.32% | 6.67% | -6.51% | -6.71% | 1.47% | 3.02% |
| Portfolio components: | ||||||
CCI Crown Castle International Corp. | -6.11% | -26.80% | -29.29% | -36.90% | 0.05% | 2.21% |
MPW Medical Properties Trust, Inc. | -22.92% | -25.09% | -47.58% | -52.10% | -12.24% | -8.14% |
VNO Vornado Realty Trust | 1.59% | 65.10% | 9.58% | -4.46% | -16.73% | -14.47% |
OHI Omega Healthcare Investors, Inc. | 9.20% | 32.53% | 27.79% | 21.22% | 9.36% | 9.50% |
SBRA Sabra Health Care REIT, Inc. | 14.92% | 40.20% | 20.78% | 15.06% | -1.28% | 1.66% |
SPG Simon Property Group, Inc. | 2.61% | 11.56% | -0.27% | 31.92% | -3.47% | -0.95% |
VICI VICI Properties Inc. | -0.68% | -1.78% | -4.67% | 1.22% | 13.01% | 13.92% |
WPC W. P. Carey Inc. | -10.68% | -23.10% | -23.98% | -22.11% | 3.44% | 2.44% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CCI | VICI | SPG | VNO | WPC | OHI | MPW | SBRA | |
|---|---|---|---|---|---|---|---|---|
| CCI | 1.00 | 0.38 | 0.32 | 0.33 | 0.53 | 0.38 | 0.49 | 0.37 |
| VICI | 0.38 | 1.00 | 0.51 | 0.48 | 0.55 | 0.50 | 0.52 | 0.50 |
| SPG | 0.32 | 0.51 | 1.00 | 0.69 | 0.53 | 0.55 | 0.54 | 0.58 |
| VNO | 0.33 | 0.48 | 0.69 | 1.00 | 0.54 | 0.55 | 0.58 | 0.60 |
| WPC | 0.53 | 0.55 | 0.53 | 0.54 | 1.00 | 0.60 | 0.64 | 0.59 |
| OHI | 0.38 | 0.50 | 0.55 | 0.55 | 0.60 | 1.00 | 0.63 | 0.78 |
| MPW | 0.49 | 0.52 | 0.54 | 0.58 | 0.64 | 0.63 | 1.00 | 0.64 |
| SBRA | 0.37 | 0.50 | 0.58 | 0.60 | 0.59 | 0.78 | 0.64 | 1.00 |
Dividend yield
High Yield! granted a 8.24% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| High Yield! | 8.24% | 7.95% | 6.20% | 7.09% | 7.19% | 8.39% | 7.82% | 7.61% | 7.95% | 6.45% | 7.15% | 7.98% |
| Portfolio components: | ||||||||||||
CCI Crown Castle International Corp. | 6.81% | 4.59% | 2.83% | 3.45% | 3.70% | 4.68% | 4.35% | 5.34% | 5.18% | 3.31% | 0.00% | 0.00% |
MPW Medical Properties Trust, Inc. | 19.10% | 11.39% | 5.60% | 6.18% | 6.35% | 8.63% | 10.35% | 11.83% | 13.09% | 11.21% | 12.98% | 13.89% |
VNO Vornado Realty Trust | 4.04% | 10.36% | 5.53% | 7.31% | 8.39% | 5.30% | 4.06% | 3.36% | 3.61% | 3.64% | 4.96% | 7.32% |
OHI Omega Healthcare Investors, Inc. | 8.04% | 10.27% | 10.63% | 9.35% | 8.61% | 11.07% | 14.92% | 13.21% | 11.72% | 10.29% | 13.14% | 15.83% |
SBRA Sabra Health Care REIT, Inc. | 8.61% | 10.40% | 10.38% | 9.84% | 11.64% | 16.43% | 15.20% | 12.20% | 15.34% | 10.28% | 11.36% | 13.96% |
SPG Simon Property Group, Inc. | 6.58% | 6.16% | 4.08% | 8.19% | 6.95% | 6.17% | 5.73% | 5.26% | 4.62% | 4.21% | 4.83% | 4.22% |
VICI VICI Properties Inc. | 5.33% | 4.81% | 5.00% | 5.63% | 5.56% | 6.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WPC W. P. Carey Inc. | 7.39% | 5.59% | 5.57% | 6.79% | 6.33% | 8.06% | 7.99% | 9.70% | 10.06% | 8.68% | 9.96% | 8.62% |
Expense Ratio
The High Yield! has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
CCI Crown Castle International Corp. | -1.34 | ||||
MPW Medical Properties Trust, Inc. | -1.11 | ||||
VNO Vornado Realty Trust | -0.15 | ||||
OHI Omega Healthcare Investors, Inc. | 0.60 | ||||
SBRA Sabra Health Care REIT, Inc. | 0.30 | ||||
SPG Simon Property Group, Inc. | 0.88 | ||||
VICI VICI Properties Inc. | -0.12 | ||||
WPC W. P. Carey Inc. | -1.05 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the High Yield!. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the High Yield! is 51.42%, recorded on Mar 18, 2020. It took 275 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.42% | Feb 24, 2020 | 18 | Mar 18, 2020 | 275 | Apr 21, 2021 | 293 |
| -31.1% | Jan 5, 2022 | 305 | Mar 23, 2023 | — | — | — |
| -13.28% | Dec 7, 2018 | 12 | Dec 24, 2018 | 22 | Jan 28, 2019 | 34 |
| -11.21% | Jun 15, 2021 | 119 | Dec 1, 2021 | 23 | Jan 4, 2022 | 142 |
| -11.2% | Dec 19, 2017 | 35 | Feb 8, 2018 | 76 | May 30, 2018 | 111 |
Volatility Chart
The current High Yield! volatility is 6.17%, 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.