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High_Yield

Last updated Mar 2, 2024

Asset Allocation


BKLN 15%AAAU 7.22%IDV 20%FDUS 7.22%SCHD 7.22%DGRO 7.22%AVUV 7.22%DIVB 7.22%SDOG 7.22%ENB 7.22%O 7.22%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BKLN
Invesco Senior Loan ETF
High Yield Bonds

15%

AAAU
Goldman Sachs Physical Gold ETF
Precious Metals, Gold

7.22%

IDV
iShares International Select Dividend ETF
Global Equities, Dividend

20%

FDUS
Fidus Investment Corporation
Financial Services

7.22%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

7.22%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

7.22%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

7.22%

DIVB
iShares U.S. Dividend and Buyback ETF
Large Cap Blend Equities, Dividend

7.22%

SDOG
ALPS Sector Dividend Dogs ETF
Large Cap Value Equities, Dividend

7.22%

ENB
Enbridge Inc.
Energy

7.22%

O
Realty Income Corporation
Real Estate

7.22%

S&P 500

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


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
43.79%
72.52%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
High_Yield0.01%0.98%6.42%5.91%N/AN/A
BKLN
Invesco Senior Loan ETF
1.12%1.23%4.49%9.51%3.68%3.05%
IDV
iShares International Select Dividend ETF
-1.71%-0.69%7.53%3.40%3.61%2.37%
FDUS
Fidus Investment Corporation
0.05%2.23%11.42%10.02%17.43%10.44%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
DGRO
iShares Core Dividend Growth ETF
5.05%2.74%10.03%14.54%11.69%N/A
AVUV
Avantis U.S. Small Cap Value ETF
-0.19%2.88%9.44%10.49%N/AN/A
DIVB
iShares U.S. Dividend and Buyback ETF
4.58%3.94%11.45%15.50%12.71%N/A
SDOG
ALPS Sector Dividend Dogs ETF
0.82%1.41%4.62%1.84%7.77%8.12%
ENB
Enbridge Inc.
-3.39%-1.42%-0.08%-5.45%5.14%2.91%
AAAU
Goldman Sachs Physical Gold ETF
0.98%2.33%7.28%12.06%9.87%N/A
O
Realty Income Corporation
-8.14%-3.12%-4.26%-14.42%-0.46%6.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.09%0.55%
2023-3.06%-2.91%-2.34%6.97%5.41%

Sharpe Ratio

The current High_Yield Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.71

The Sharpe ratio of High_Yield is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.71
2.44
High_Yield
Benchmark (^GSPC)
Portfolio components

Dividend yield

High_Yield granted a 5.72% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
High_Yield5.72%5.65%4.76%3.85%4.12%3.81%4.40%3.45%3.54%3.78%3.67%3.25%
BKLN
Invesco Senior Loan ETF
8.71%8.59%4.93%3.11%3.56%4.84%4.52%3.50%4.54%4.12%4.12%4.40%
IDV
iShares International Select Dividend ETF
6.62%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%6.03%4.48%
FDUS
Fidus Investment Corporation
14.62%14.63%10.51%8.90%10.15%8.17%13.69%10.54%10.17%11.66%11.51%8.92%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRO
iShares Core Dividend Growth ETF
2.33%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
DIVB
iShares U.S. Dividend and Buyback ETF
3.04%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%0.00%0.00%
SDOG
ALPS Sector Dividend Dogs ETF
4.26%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%3.37%3.45%
ENB
Enbridge Inc.
7.60%7.29%6.78%6.86%7.54%5.57%5.22%4.73%3.78%4.51%2.47%2.83%
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
5.87%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%

Expense Ratio

The High_Yield has a high expense ratio of 0.28%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.65%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
High_Yield
0.71
BKLN
Invesco Senior Loan ETF
2.85
IDV
iShares International Select Dividend ETF
0.32
FDUS
Fidus Investment Corporation
0.62
SCHD
Schwab US Dividend Equity ETF
0.72
DGRO
iShares Core Dividend Growth ETF
1.52
AVUV
Avantis U.S. Small Cap Value ETF
0.56
DIVB
iShares U.S. Dividend and Buyback ETF
1.39
SDOG
ALPS Sector Dividend Dogs ETF
0.24
ENB
Enbridge Inc.
-0.18
AAAU
Goldman Sachs Physical Gold ETF
1.04
O
Realty Income Corporation
-0.66

Asset Correlations Table

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

AAAUFDUSOBKLNENBIDVAVUVDGROSDOGSCHDDIVB
AAAU1.000.010.130.120.190.230.060.080.090.090.08
FDUS0.011.000.340.340.360.410.500.470.490.470.47
O0.130.341.000.370.420.440.440.550.530.520.52
BKLN0.120.340.371.000.450.600.550.600.550.570.62
ENB0.190.360.420.451.000.650.600.600.640.620.61
IDV0.230.410.440.600.651.000.740.760.760.760.78
AVUV0.060.500.440.550.600.741.000.810.890.850.85
DGRO0.080.470.550.600.600.760.811.000.880.950.97
SDOG0.090.490.530.550.640.760.890.881.000.930.90
SCHD0.090.470.520.570.620.760.850.950.931.000.94
DIVB0.080.470.520.620.610.780.850.970.900.941.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.57%
0
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 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.62%Feb 21, 202022Mar 23, 2020177Dec 2, 2020199
-17.18%Apr 21, 2022113Sep 30, 2022302Dec 13, 2023415
-4.61%Nov 12, 202113Dec 1, 202117Dec 27, 202130
-4.58%Jun 9, 202128Jul 19, 202133Sep 2, 202161
-3.83%Jan 13, 202229Feb 24, 202217Mar 21, 202246

Volatility Chart

The current High_Yield volatility is 2.91%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.91%
3.47%
High_Yield
Benchmark (^GSPC)
Portfolio components
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