High_Yield
Asset Allocation
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.
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 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| High_Yield | 1.18% | -2.97% | -1.11% | 12.35% | 14.25% | N/A |
| Portfolio components: | ||||||
BKLN Invesco Senior Loan ETF | -0.71% | -0.78% | 0.84% | 5.71% | 5.30% | 3.49% |
IDV iShares International Select Dividend ETF | 14.30% | -0.35% | 6.92% | 20.41% | 13.30% | 4.83% |
FDUS Fidus Investment Corporation | -9.44% | -9.38% | -0.23% | 4.13% | 30.83% | 12.66% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.20% | 10.23% |
DGRO iShares Core Dividend Growth ETF | -4.61% | -5.67% | -7.87% | 6.89% | 13.23% | 10.76% |
AVUV Avantis U.S. Small Cap Value ETF | -16.34% | -8.72% | -17.40% | -7.08% | 21.68% | N/A |
DIVB iShares U.S. Dividend and Buyback ETF | -4.50% | -6.89% | -8.33% | 9.03% | 15.46% | N/A |
SDOG ALPS Sector Dividend Dogs ETF | -4.40% | -7.61% | -9.04% | 7.35% | 14.50% | 7.39% |
ENB Enbridge Inc. | 8.53% | 2.58% | 11.38% | 38.89% | 16.94% | 4.43% |
AAAU Goldman Sachs Physical Gold ETF | 26.55% | 9.09% | 22.01% | 38.86% | 14.07% | N/A |
O Realty Income Corporation | 11.30% | 3.77% | -7.30% | 16.27% | 9.37% | 7.15% |
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 | 3.44% | 1.54% | -0.49% | -3.20% | 1.18% | ||||||||
| 2024 | -1.02% | 0.89% | 4.30% | -1.59% | 2.89% | -1.07% | 5.04% | 2.64% | 1.62% | -1.12% | 4.05% | -3.73% | 13.20% |
| 2023 | 5.65% | -2.96% | -0.95% | 0.72% | -4.18% | 4.86% | 3.73% | -3.25% | -2.71% | -2.56% | 6.92% | 5.57% | 10.38% |
| 2022 | -0.08% | -0.03% | 3.15% | -3.57% | 1.98% | -7.93% | 5.01% | -2.66% | -9.19% | 7.65% | 7.08% | -2.22% | -2.40% |
| 2021 | -0.08% | 4.50% | 4.90% | 3.50% | 2.91% | -1.15% | 0.16% | 1.77% | -2.59% | 3.45% | -2.18% | 4.72% | 21.36% |
| 2020 | -0.88% | -7.49% | -18.79% | 9.79% | 3.44% | 1.20% | 3.09% | 4.28% | -3.24% | -0.97% | 11.64% | 3.50% | 1.87% |
| 2019 | -0.25% | 2.24% | 1.87% | 2.21% | 6.19% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 91, High_Yield is among the top 9% 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 | |
|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 1.49 | 2.31 | 1.46 | 1.65 | 11.41 |
IDV iShares International Select Dividend ETF | 1.40 | 1.88 | 1.27 | 1.89 | 4.96 |
FDUS Fidus Investment Corporation | 0.36 | 0.60 | 1.09 | 0.28 | 1.29 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
DGRO iShares Core Dividend Growth ETF | 0.54 | 0.84 | 1.12 | 0.56 | 2.57 |
AVUV Avantis U.S. Small Cap Value ETF | -0.27 | -0.22 | 0.97 | -0.24 | -0.75 |
DIVB iShares U.S. Dividend and Buyback ETF | 0.59 | 0.90 | 1.13 | 0.61 | 2.68 |
SDOG ALPS Sector Dividend Dogs ETF | 0.57 | 0.87 | 1.12 | 0.58 | 2.38 |
ENB Enbridge Inc. | 2.81 | 3.58 | 1.49 | 2.25 | 15.15 |
AAAU Goldman Sachs Physical Gold ETF | 2.39 | 3.17 | 1.41 | 4.77 | 12.86 |
O Realty Income Corporation | 1.15 | 1.64 | 1.21 | 0.85 | 2.38 |
Dividends
Dividend yield
High_Yield provided a 5.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.17% | 5.24% | 5.65% | 4.76% | 4.08% | 4.14% | 3.81% | 4.51% | 3.46% | 3.54% | 3.77% | 3.67% |
| Portfolio components: | ||||||||||||
BKLN Invesco Senior Loan ETF | 8.23% | 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 | 5.53% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.53% | 4.70% | 5.08% | 6.03% |
FDUS Fidus Investment Corporation | 12.45% | 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 | 4.09% | 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 | 2.38% | 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 | 1.98% | 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 | 2.89% | 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 | 4.05% | 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. | 5.86% | 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 | 5.42% | 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.
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 37.68%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
The current High_Yield drawdown is 3.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.68% | Feb 21, 2020 | 22 | Mar 23, 2020 | 199 | Jan 5, 2021 | 221 |
| -17.28% | Apr 21, 2022 | 113 | Sep 30, 2022 | 302 | Dec 13, 2023 | 415 |
| -10.78% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -5.36% | Dec 2, 2024 | 13 | Dec 18, 2024 | 24 | Jan 27, 2025 | 37 |
| -4.77% | Jun 9, 2021 | 28 | Jul 19, 2021 | 33 | Sep 2, 2021 | 61 |
Volatility
Volatility Chart
The current High_Yield volatility is 8.84%, 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
| AAAU | FDUS | O | BKLN | ENB | IDV | AVUV | SDOG | DGRO | SCHD | DIVB | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AAAU | 1.00 | 0.01 | 0.12 | 0.12 | 0.18 | 0.24 | 0.09 | 0.10 | 0.09 | 0.09 | 0.09 |
| FDUS | 0.01 | 1.00 | 0.32 | 0.35 | 0.35 | 0.39 | 0.48 | 0.48 | 0.45 | 0.46 | 0.46 |
| O | 0.12 | 0.32 | 1.00 | 0.33 | 0.41 | 0.42 | 0.41 | 0.51 | 0.53 | 0.52 | 0.50 |
| BKLN | 0.12 | 0.35 | 0.33 | 1.00 | 0.43 | 0.57 | 0.55 | 0.54 | 0.59 | 0.56 | 0.60 |
| ENB | 0.18 | 0.35 | 0.41 | 0.43 | 1.00 | 0.61 | 0.57 | 0.61 | 0.57 | 0.59 | 0.58 |
| IDV | 0.24 | 0.39 | 0.42 | 0.57 | 0.61 | 1.00 | 0.71 | 0.73 | 0.73 | 0.72 | 0.74 |
| AVUV | 0.09 | 0.48 | 0.41 | 0.55 | 0.57 | 0.71 | 1.00 | 0.87 | 0.80 | 0.83 | 0.84 |
| SDOG | 0.10 | 0.48 | 0.51 | 0.54 | 0.61 | 0.73 | 0.87 | 1.00 | 0.88 | 0.93 | 0.90 |
| DGRO | 0.09 | 0.45 | 0.53 | 0.59 | 0.57 | 0.73 | 0.80 | 0.88 | 1.00 | 0.94 | 0.96 |
| SCHD | 0.09 | 0.46 | 0.52 | 0.56 | 0.59 | 0.72 | 0.83 | 0.93 | 0.94 | 1.00 | 0.94 |
| DIVB | 0.09 | 0.46 | 0.50 | 0.60 | 0.58 | 0.74 | 0.84 | 0.90 | 0.96 | 0.94 | 1.00 |