GoodHighYieldStocksPortfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

GoodHighYieldStocksPortfolio

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABR Arbor Realty Trust, Inc.	Real Estate	11.11%
BBY Best Buy Co., Inc.	Consumer Cyclical	11.11%
EPD Enterprise Products Partners L.P.	Energy	11.11%
MO Altria Group, Inc.	Consumer Defensive	11.11%
OMF OneMain Holdings, Inc.	Financial Services	11.11%
PM Philip Morris International Inc.	Consumer Defensive	11.11%
PRU Prudential Financial, Inc.	Financial Services	11.11%
SAR Saratoga Investment Corp.	Financial Services	11.11%
VICI VICI Properties Inc.	Real Estate	11.11%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
GoodHighYieldStocksPortfolio	4.71%	8.46%	-0.18%	17.35%	22.98%	N/A
Portfolio components:
ABR Arbor Realty Trust, Inc.	-18.66%	1.31%	-22.63%	-13.35%	23.60%	15.15%
PM Philip Morris International Inc.	42.87%	6.21%	35.20%	76.92%	26.79%	12.73%
PRU Prudential Financial, Inc.	-8.34%	8.83%	-13.85%	-6.44%	21.23%	6.72%
BBY Best Buy Co., Inc.	-12.89%	23.76%	-18.48%	4.63%	2.60%	11.55%
EPD Enterprise Products Partners L.P.	6.86%	8.35%	7.78%	21.42%	22.72%	6.83%
MO Altria Group, Inc.	14.65%	2.83%	9.27%	38.59%	19.20%	8.09%
VICI VICI Properties Inc.	9.89%	0.16%	1.36%	6.01%	16.02%	N/A
OMF OneMain Holdings, Inc.	3.37%	19.95%	-2.89%	12.63%	35.79%	8.46%
SAR Saratoga Investment Corp.	7.34%	7.82%	4.70%	20.44%	23.95%	14.01%

*Annualized

Monthly Returns

The table below presents the monthly returns of GoodHighYieldStocksPortfolio, 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
2025	2.81%	3.87%	-1.52%	-3.52%	3.21%								4.71%
2024	-4.22%	2.65%	4.58%	-1.96%	4.97%	0.40%	5.13%	4.54%	0.96%	0.18%	7.37%	-7.48%	17.30%
2023	8.85%	-1.08%	-7.56%	1.88%	-1.22%	8.63%	3.76%	-3.31%	-2.36%	-6.53%	7.58%	6.83%	14.51%
2022	1.67%	0.27%	-0.27%	0.18%	0.47%	-12.53%	8.52%	-2.80%	-12.37%	14.58%	8.12%	-5.36%	-2.99%
2021	0.99%	7.76%	7.58%	5.48%	2.48%	0.85%	-0.19%	2.83%	-3.94%	3.51%	-6.76%	5.01%	27.52%
2020	-0.45%	-10.71%	-33.22%	22.15%	3.17%	3.94%	8.69%	6.28%	-1.82%	2.00%	12.91%	4.28%	5.89%
2019	13.91%	6.94%	1.75%	4.56%	-8.25%	4.35%	4.88%	-7.05%	3.55%	3.71%	6.46%	1.92%	40.91%
2018	3.99%	-4.62%	-2.01%	-0.34%	2.25%	5.68%	2.20%	2.04%	-0.39%	-3.06%	-2.13%	-13.33%	-10.61%
2017										-0.57%	1.01%	4.58%	5.04%

Expense Ratio

GoodHighYieldStocksPortfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GoodHighYieldStocksPortfolio is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABR Arbor Realty Trust, Inc.	-0.37	-0.46	0.93	-0.59	-1.39
PM Philip Morris International Inc.	3.11	4.28	1.64	7.14	21.47
PRU Prudential Financial, Inc.	-0.22	-0.07	0.99	-0.22	-0.54
BBY Best Buy Co., Inc.	0.11	0.43	1.06	0.07	0.21
EPD Enterprise Products Partners L.P.	1.17	1.49	1.21	1.30	4.37
MO Altria Group, Inc.	2.01	2.93	1.39	3.88	9.09
VICI VICI Properties Inc.	0.30	0.68	1.08	0.33	0.97
OMF OneMain Holdings, Inc.	0.32	0.69	1.09	0.39	1.15
SAR Saratoga Investment Corp.	0.94	1.29	1.20	1.40	5.33

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

GoodHighYieldStocksPortfolio Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: 1.00
5-Year: 1.17
All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of GoodHighYieldStocksPortfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

GoodHighYieldStocksPortfolio provided a 7.68% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	7.68%	7.32%	7.46%	7.64%	7.24%	7.05%	5.67%	5.92%	4.14%	4.18%	4.91%	2.88%
Portfolio components:
ABR Arbor Realty Trust, Inc.	15.04%	12.42%	11.07%	11.68%	7.53%	8.67%	7.94%	10.03%	8.33%	8.31%	8.11%	7.68%
PM Philip Morris International Inc.	3.14%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
PRU Prudential Financial, Inc.	4.89%	4.39%	4.82%	4.83%	4.25%	5.64%	4.27%	4.41%	2.61%	2.69%	3.00%	2.40%
BBY Best Buy Co., Inc.	5.11%	4.38%	4.70%	4.39%	2.76%	2.20%	2.28%	3.40%	1.99%	3.68%	4.70%	1.85%
EPD Enterprise Products Partners L.P.	6.54%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%	3.96%
MO Altria Group, Inc.	6.86%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%	4.06%
VICI VICI Properties Inc.	5.34%	5.81%	5.05%	4.63%	4.58%	4.93%	4.59%	5.32%	0.00%	0.00%	0.00%	0.00%
OMF OneMain Holdings, Inc.	8.03%	7.90%	8.13%	11.41%	19.08%	12.33%	7.12%	0.00%	0.00%	0.00%	0.00%	0.00%
SAR Saratoga Investment Corp.	14.19%	12.33%	10.90%	11.02%	6.16%	6.57%	6.61%	10.35%	10.51%	9.12%	14.14%	1.21%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the GoodHighYieldStocksPortfolio. 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 GoodHighYieldStocksPortfolio was 52.82%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current GoodHighYieldStocksPortfolio drawdown is 3.12%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-52.82%	Feb 21, 2020	22	Mar 23, 2020	172	Nov 24, 2020	194
-23.11%	Sep 24, 2018	64	Dec 24, 2018	55	Mar 15, 2019	119
-22.49%	Apr 21, 2022	113	Sep 30, 2022	84	Feb 1, 2023	197
-15.85%	Dec 2, 2024	87	Apr 8, 2025	—	—	—
-15.38%	Feb 14, 2023	27	Mar 23, 2023	76	Jul 13, 2023	103

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	SAR	PM	MO	EPD	BBY	VICI	ABR	OMF	PRU	Portfolio
^GSPC	1.00	0.38	0.36	0.31	0.43	0.56	0.45	0.47	0.59	0.62	0.69
SAR	0.38	1.00	0.19	0.22	0.33	0.25	0.31	0.34	0.40	0.39	0.54
PM	0.36	0.19	1.00	0.62	0.23	0.23	0.32	0.25	0.28	0.35	0.52
MO	0.31	0.22	0.62	1.00	0.27	0.26	0.32	0.27	0.30	0.38	0.55
EPD	0.43	0.33	0.23	0.27	1.00	0.32	0.32	0.35	0.42	0.43	0.58
BBY	0.56	0.25	0.23	0.26	0.32	1.00	0.30	0.35	0.46	0.44	0.62
VICI	0.45	0.31	0.32	0.32	0.32	0.30	1.00	0.42	0.40	0.41	0.59
ABR	0.47	0.34	0.25	0.27	0.35	0.35	0.42	1.00	0.48	0.46	0.67
OMF	0.59	0.40	0.28	0.30	0.42	0.46	0.40	0.48	1.00	0.66	0.78
PRU	0.62	0.39	0.35	0.38	0.43	0.44	0.41	0.46	0.66	1.00	0.76
Portfolio	0.69	0.54	0.52	0.55	0.58	0.62	0.59	0.67	0.78	0.76	1.00

The correlation results are calculated based on daily price changes starting from Oct 19, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

GoodHighYieldStocksPortfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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