GoodHighYieldStocksPortfolio
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% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GoodHighYieldStocksPortfolio, 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.
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 | -8.25% | -4.30% | -7.20% | 6.61% | 14.07% | 10.02% |
| GoodHighYieldStocksPortfolio | -4.42% | -5.40% | -4.63% | 14.44% | 21.08% | N/A |
| Portfolio components: | ||||||
ABR Arbor Realty Trust, Inc. | -18.90% | -12.65% | -23.78% | 0.93% | 25.06% | 15.45% |
PM Philip Morris International Inc. | 34.19% | 6.34% | 35.61% | 88.80% | 22.58% | 12.08% |
PRU Prudential Financial, Inc. | -14.40% | -7.61% | -18.54% | -3.30% | 19.84% | 6.92% |
BBY Best Buy Co., Inc. | -27.84% | -13.39% | -35.86% | -16.33% | 2.65% | 9.02% |
EPD Enterprise Products Partners L.P. | 0.20% | -7.92% | 9.69% | 16.33% | 24.80% | 6.27% |
MO Altria Group, Inc. | 11.98% | -0.60% | 19.63% | 51.89% | 16.32% | 7.85% |
VICI VICI Properties Inc. | 11.21% | 0.73% | 0.38% | 22.82% | 21.47% | N/A |
OMF OneMain Holdings, Inc. | -12.63% | -8.06% | -0.55% | 3.49% | 34.83% | 6.03% |
SAR Saratoga Investment Corp. | 0.34% | -1.93% | 2.54% | 15.80% | 22.65% | 14.37% |
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 | 2.66% | 2.50% | -2.21% | -7.11% | -4.42% | ||||||||
| 2024 | -5.41% | 2.35% | 4.37% | -2.04% | 4.33% | 0.77% | 4.09% | 3.91% | 1.98% | -0.82% | 7.45% | -7.26% | 13.43% |
| 2023 | 9.93% | -0.88% | -8.49% | 1.52% | 0.07% | 9.09% | 4.38% | -3.60% | -2.68% | -7.94% | 7.91% | 9.03% | 17.21% |
| 2022 | 0.08% | 0.32% | -1.14% | -0.27% | -0.10% | -13.04% | 10.07% | -3.43% | -13.25% | 14.64% | 8.60% | -6.09% | -7.28% |
| 2021 | 1.21% | 7.75% | 7.12% | 6.05% | 2.33% | 0.87% | 0.21% | 2.51% | -3.53% | 4.06% | -7.32% | 4.09% | 27.22% |
| 2020 | 0.15% | -10.98% | -36.59% | 22.09% | 3.99% | 5.11% | 9.50% | 7.12% | -0.48% | 2.23% | 11.17% | 3.97% | 4.05% |
| 2019 | 14.23% | 6.65% | 1.89% | 4.66% | -8.04% | 4.19% | 4.74% | -5.93% | 3.73% | 3.32% | 6.88% | 1.59% | 42.72% |
| 2018 | 3.62% | -4.62% | -1.90% | 0.06% | 1.97% | 6.06% | 1.68% | 2.92% | -0.80% | -3.51% | -2.04% | -13.09% | -10.53% |
| 2017 | -0.57% | 1.01% | 4.57% | 5.03% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 82, GoodHighYieldStocksPortfolio is among the top 18% 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.
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 | |
|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 0.02 | 0.28 | 1.04 | 0.02 | 0.07 |
PM Philip Morris International Inc. | 3.54 | 4.71 | 1.72 | 8.04 | 24.49 |
PRU Prudential Financial, Inc. | -0.16 | -0.02 | 1.00 | -0.17 | -0.52 |
BBY Best Buy Co., Inc. | -0.42 | -0.34 | 0.95 | -0.35 | -1.25 |
EPD Enterprise Products Partners L.P. | 0.80 | 1.14 | 1.17 | 0.92 | 3.79 |
MO Altria Group, Inc. | 2.79 | 3.87 | 1.52 | 3.55 | 12.07 |
VICI VICI Properties Inc. | 1.07 | 1.63 | 1.20 | 1.29 | 3.59 |
OMF OneMain Holdings, Inc. | 0.10 | 0.40 | 1.05 | 0.12 | 0.40 |
SAR Saratoga Investment Corp. | 0.70 | 1.06 | 1.15 | 0.97 | 3.90 |
Dividends
Dividend yield
GoodHighYieldStocksPortfolio provided a 8.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 8.11% | 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. | 15.87% | 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. | 3.34% | 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. | 5.24% | 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. | 6.17% | 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. | 6.79% | 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. | 7.02% | 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. | 5.35% | 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. | 9.30% | 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. | 13.94% | 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.
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 55.33%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current GoodHighYieldStocksPortfolio drawdown is 10.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.33% | Feb 21, 2020 | 22 | Mar 23, 2020 | 188 | Dec 17, 2020 | 210 |
| -25.57% | Oct 21, 2021 | 238 | Sep 30, 2022 | 199 | Jul 19, 2023 | 437 |
| -23.19% | Sep 24, 2018 | 64 | Dec 24, 2018 | 55 | Mar 15, 2019 | 119 |
| -17.55% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -15.57% | Jul 25, 2023 | 68 | Oct 27, 2023 | 33 | Dec 14, 2023 | 101 |
Volatility
Volatility Chart
The current GoodHighYieldStocksPortfolio volatility is 11.88%, 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
| SAR | PM | BBY | EPD | MO | VICI | ABR | OMF | PRU | |
|---|---|---|---|---|---|---|---|---|---|
| SAR | 1.00 | 0.19 | 0.25 | 0.33 | 0.22 | 0.31 | 0.34 | 0.39 | 0.39 |
| PM | 0.19 | 1.00 | 0.23 | 0.23 | 0.62 | 0.33 | 0.25 | 0.29 | 0.35 |
| BBY | 0.25 | 0.23 | 1.00 | 0.31 | 0.26 | 0.30 | 0.36 | 0.45 | 0.44 |
| EPD | 0.33 | 0.23 | 0.31 | 1.00 | 0.28 | 0.32 | 0.35 | 0.41 | 0.43 |
| MO | 0.22 | 0.62 | 0.26 | 0.28 | 1.00 | 0.32 | 0.27 | 0.31 | 0.38 |
| VICI | 0.31 | 0.33 | 0.30 | 0.32 | 0.32 | 1.00 | 0.43 | 0.41 | 0.42 |
| ABR | 0.34 | 0.25 | 0.36 | 0.35 | 0.27 | 0.43 | 1.00 | 0.49 | 0.47 |
| OMF | 0.39 | 0.29 | 0.45 | 0.41 | 0.31 | 0.41 | 0.49 | 1.00 | 0.66 |
| PRU | 0.39 | 0.35 | 0.44 | 0.43 | 0.38 | 0.42 | 0.47 | 0.66 | 1.00 |