High_Yield

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

High_Yield

Currency in USD · Last updated May 5, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAAU Goldman Sachs Physical Gold ETF	Precious Metals, Gold	7.22%
AVUV Avantis U.S. Small Cap Value ETF	Small Cap Value Equities, Actively Managed	7.22%
BKLN Invesco Senior Loan ETF	High Yield Bonds	15%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	7.22%
DIVB iShares U.S. Dividend and Buyback ETF	Large Cap Blend Equities, Dividend	7.22%
ENB Enbridge Inc.	Energy	7.22%
FDUS Fidus Investment Corporation	Financial Services	7.22%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	20%
O Realty Income Corporation	Real Estate	7.22%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	7.22%
SDOG ALPS Sector Dividend Dogs ETF	Large Cap Value Equities, Dividend	7.22%

Benchmark

Rebalance

Performance

Performance Chart

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 Every 3 months.

High_Yield

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.93%	11.36%	-1.09%	10.19%	14.74%	10.35%
High_Yield	5.47%	6.85%	5.00%	14.60%	15.22%	N/A
Portfolio components:
BKLN Invesco Senior Loan ETF	0.92%	2.89%	2.42%	6.34%	6.07%	3.66%
IDV iShares International Select Dividend ETF	19.74%	12.50%	14.71%	21.87%	13.97%	5.13%
FDUS Fidus Investment Corporation	-6.90%	1.44%	4.97%	6.94%	32.50%	12.93%
SCHD Schwab US Dividend Equity ETF	-4.71%	2.06%	-6.59%	3.08%	13.32%	10.35%
DGRO iShares Core Dividend Growth ETF	-0.81%	7.28%	-1.07%	9.61%	14.20%	11.15%
AVUV Avantis U.S. Small Cap Value ETF	-11.78%	8.77%	-9.95%	-5.03%	21.70%	N/A
DIVB iShares U.S. Dividend and Buyback ETF	-0.12%	7.74%	-0.88%	12.49%	16.31%	N/A
SDOG ALPS Sector Dividend Dogs ETF	-0.72%	6.48%	-2.58%	10.28%	15.58%	7.84%
ENB Enbridge Inc.	11.44%	7.47%	17.58%	36.80%	16.59%	5.10%
AAAU Goldman Sachs Physical Gold ETF	26.82%	9.67%	21.50%	44.38%	14.39%	N/A
O Realty Income Corporation	9.18%	3.73%	-1.20%	8.95%	8.18%	7.38%

*Annualized

Monthly Returns

The table below presents the monthly returns of High_Yield, 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	3.19%	1.80%	0.37%	-0.65%	0.69%								5.47%
2024	-1.09%	0.69%	4.15%	-1.44%	2.95%	-1.15%	5.04%	2.96%	1.72%	-1.36%	3.41%	-3.64%	12.48%
2023	5.64%	-3.10%	-0.64%	0.85%	-4.27%	4.52%	3.44%	-3.06%	-2.91%	-2.35%	6.97%	5.41%	10.04%
2022	0.12%	-0.04%	3.00%	-3.38%	1.75%	-7.58%	4.77%	-2.78%	-9.05%	7.19%	7.24%	-1.80%	-2.07%
2021	-0.11%	4.61%	4.93%	3.58%	2.80%	-1.18%	0.28%	1.70%	-2.69%	3.42%	-2.16%	4.66%	21.27%
2020	-0.79%	-7.42%	-18.85%	10.90%	3.54%	1.19%	2.72%	4.74%	-3.26%	-0.87%	12.58%	3.29%	3.91%
2019									-0.25%	2.23%	1.88%	2.20%	6.17%

Expense Ratio

High_Yield has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BKLN

Invesco Senior Loan ETF

BKLN: 0.65%

IDV

iShares International Select Dividend ETF

IDV: 0.49%

SDOG

ALPS Sector Dividend Dogs ETF

SDOG: 0.40%

AVUV

Avantis U.S. Small Cap Value ETF

AVUV: 0.25%

DIVB

iShares U.S. Dividend and Buyback ETF

DIVB: 0.25%

AAAU

Goldman Sachs Physical Gold ETF

AAAU: 0.18%

DGRO

iShares Core Dividend Growth ETF

DGRO: 0.08%

SCHD

Schwab US Dividend Equity ETF

SCHD: 0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, High_Yield is among the top 13% 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.

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.

Sharpe ratio

Portfolio: 1.36

^GSPC: 0.65

Sortino ratio

Portfolio: 1.92

^GSPC: 1.02

Omega ratio

Portfolio: 1.29

^GSPC: 1.15

Calmar ratio

Portfolio: 1.59

^GSPC: 0.67

Martin ratio

Portfolio: 7.91

^GSPC: 2.62

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BKLN Invesco Senior Loan ETF	1.70	2.66	1.53	1.92	12.92
IDV iShares International Select Dividend ETF	1.53	2.05	1.29	2.06	5.40
FDUS Fidus Investment Corporation	0.23	0.44	1.06	0.18	0.71
SCHD Schwab US Dividend Equity ETF	0.28	0.50	1.07	0.28	0.96
DGRO iShares Core Dividend Growth ETF	0.74	1.12	1.16	0.78	3.21
AVUV Avantis U.S. Small Cap Value ETF	-0.09	0.04	1.01	-0.08	-0.24
DIVB iShares U.S. Dividend and Buyback ETF	0.87	1.27	1.18	0.91	3.55
SDOG ALPS Sector Dividend Dogs ETF	0.67	1.01	1.14	0.68	2.52
ENB Enbridge Inc.	2.43	3.14	1.43	2.47	12.85
AAAU Goldman Sachs Physical Gold ETF	2.59	3.45	1.44	5.40	14.55
O Realty Income Corporation	0.63	0.98	1.12	0.47	1.27

The current High_Yield Sharpe ratio is 1.38. 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 0.55 to 1.09, 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 High_Yield 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.

High_Yield

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

High_Yield provided a 5.02% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	5.02%	5.24%	5.65%	4.76%	4.08%	4.14%	3.81%	4.51%	3.45%	3.54%	3.77%	3.67%
Portfolio components:
BKLN Invesco Senior Loan ETF	8.04%	8.41%	8.59%	4.93%	3.11%	3.56%	4.86%	4.52%	3.50%	4.54%	4.12%	4.12%
IDV iShares International Select Dividend ETF	5.28%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%	6.03%
FDUS Fidus Investment Corporation	12.11%	11.51%	14.63%	10.51%	8.90%	10.15%	8.17%	13.69%	10.54%	10.17%	11.66%	11.51%
SCHD Schwab US Dividend Equity ETF	4.03%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
DGRO iShares Core Dividend Growth ETF	2.29%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%	0.97%
AVUV Avantis U.S. Small Cap Value ETF	1.87%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%
DIVB iShares U.S. Dividend and Buyback ETF	2.76%	2.61%	3.18%	2.02%	1.63%	2.08%	2.07%	2.51%	0.37%	0.00%	0.00%	0.00%
SDOG ALPS Sector Dividend Dogs ETF	3.90%	3.86%	4.30%	3.86%	3.62%	3.62%	3.37%	4.03%	3.27%	3.32%	3.61%	3.36%
ENB Enbridge Inc.	5.71%	6.28%	7.29%	6.79%	6.86%	7.56%	5.57%	6.69%	4.73%	3.78%	4.41%	2.47%
AAAU Goldman Sachs Physical Gold ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
O Realty Income Corporation	5.58%	5.37%	5.33%	4.68%	6.95%	4.65%	3.69%	4.19%	4.45%	4.19%	4.42%	4.59%

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.

High_Yield

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the High_Yield. 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 High_Yield was 37.62%, occurring on Mar 23, 2020. Recovery took 177 trading sessions.

The current High_Yield drawdown is 0.34%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.62%	Feb 21, 2020	22	Mar 23, 2020	177	Dec 2, 2020	199
-17.18%	Apr 21, 2022	113	Sep 30, 2022	302	Dec 13, 2023	415
-9.97%	Apr 3, 2025	4	Apr 8, 2025	—	—	—
-5.16%	Dec 2, 2024	14	Dec 19, 2024	23	Jan 27, 2025	37
-4.58%	Nov 16, 2021	11	Dec 1, 2021	17	Dec 27, 2021	28

Volatility

Volatility Chart

The current High_Yield volatility is 8.33%, 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.

High_Yield

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

Effective Assets: 9.14

The portfolio contains 11 assets, with an effective number of assets of 9.14, 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	AAAU	FDUS	O	BKLN	ENB	IDV	AVUV	SDOG	SCHD	DGRO	DIVB	Portfolio
^GSPC	1.00	0.10	0.41	0.42	0.62	0.50	0.68	0.73	0.71	0.78	0.89	0.88	0.79
AAAU	0.10	1.00	0.01	0.12	0.12	0.18	0.24	0.09	0.09	0.09	0.09	0.09	0.23
FDUS	0.41	0.01	1.00	0.32	0.35	0.35	0.39	0.48	0.48	0.46	0.46	0.46	0.57
O	0.42	0.12	0.32	1.00	0.33	0.41	0.42	0.41	0.51	0.51	0.52	0.50	0.59
BKLN	0.62	0.12	0.35	0.33	1.00	0.43	0.57	0.55	0.54	0.56	0.59	0.60	0.64
ENB	0.50	0.18	0.35	0.41	0.43	1.00	0.61	0.57	0.62	0.59	0.57	0.58	0.71
IDV	0.68	0.24	0.39	0.42	0.57	0.61	1.00	0.71	0.73	0.72	0.72	0.74	0.86
AVUV	0.73	0.09	0.48	0.41	0.55	0.57	0.71	1.00	0.87	0.83	0.81	0.84	0.87
SDOG	0.71	0.09	0.48	0.51	0.54	0.62	0.73	0.87	1.00	0.93	0.88	0.90	0.91
SCHD	0.78	0.09	0.46	0.51	0.56	0.59	0.72	0.83	0.93	1.00	0.94	0.94	0.90
DGRO	0.89	0.09	0.46	0.52	0.59	0.57	0.72	0.81	0.88	0.94	1.00	0.96	0.90
DIVB	0.88	0.09	0.46	0.50	0.60	0.58	0.74	0.84	0.90	0.94	0.96	1.00	0.91
Portfolio	0.79	0.23	0.57	0.59	0.64	0.71	0.86	0.87	0.91	0.90	0.90	0.91	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

High_Yield

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

Portfolios

Screeners

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