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Collateralized Loan Obligation
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


AAA 100%BondBond
PositionCategory/SectorTarget Weight
AAA
AAF First Priority CLO Bond ETF
Corporate Bonds, Actively Managed
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Collateralized Loan Obligation, 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.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2025FebruaryMarch
18.84%
65.90%
Collateralized Loan Obligation
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2020, corresponding to the inception date of AAA

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-4.13%-6.82%0.23%9.48%15.81%10.54%
Collateralized Loan Obligation0.75%-0.22%2.81%5.92%N/AN/A
AAA
AAF First Priority CLO Bond ETF
0.75%-0.22%2.81%5.92%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Collateralized Loan Obligation, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.57%0.41%0.75%
20240.89%0.57%0.36%0.60%0.49%0.48%0.63%0.50%0.50%0.54%0.68%0.39%6.85%
20230.99%0.50%0.33%0.61%0.35%0.86%1.00%0.91%0.61%0.61%1.14%0.70%8.94%
2022-0.04%-0.41%-0.18%0.09%-1.33%-0.50%0.16%0.69%-0.52%0.22%1.18%0.82%0.15%
20210.30%-0.21%0.05%-0.00%-0.03%0.18%0.09%0.09%0.02%0.04%0.24%0.08%0.86%
2020-0.44%0.01%0.49%0.26%0.32%

Expense Ratio

Collateralized Loan Obligation has an expense ratio of 0.25%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for AAA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, Collateralized Loan Obligation is among the top 1% 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.


The Risk-Adjusted Performance Rank of Collateralized Loan Obligation is 9999
Overall Rank
The Sharpe Ratio Rank of Collateralized Loan Obligation is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of Collateralized Loan Obligation is 9999
Sortino Ratio Rank
The Omega Ratio Rank of Collateralized Loan Obligation is 9999
Omega Ratio Rank
The Calmar Ratio Rank of Collateralized Loan Obligation is 100100
Calmar Ratio Rank
The Martin Ratio Rank of Collateralized Loan Obligation is 100100
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
The chart of Sharpe ratio for Collateralized Loan Obligation, currently valued at 3.30, compared to the broader market-6.00-4.00-2.000.002.003.300.66
The chart of Sortino ratio for Collateralized Loan Obligation, currently valued at 5.34, compared to the broader market-6.00-4.00-2.000.002.004.005.340.95
The chart of Omega ratio for Collateralized Loan Obligation, currently valued at 1.69, compared to the broader market0.400.600.801.001.201.401.601.691.12
The chart of Calmar ratio for Collateralized Loan Obligation, currently valued at 16.40, compared to the broader market0.002.004.006.0016.400.88
The chart of Martin ratio for Collateralized Loan Obligation, currently valued at 58.45, compared to the broader market0.005.0010.0015.0020.0025.0058.453.43
Collateralized Loan Obligation
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAA
AAF First Priority CLO Bond ETF
3.305.341.6916.4058.45

The current Collateralized Loan Obligation Sharpe ratio is 3.30. 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 0.51 to 1.08, 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 Collateralized Loan Obligation 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
3.30
0.66
Collateralized Loan Obligation
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Collateralized Loan Obligation provided a 6.03% dividend yield over the last twelve months.


TTM20242023202220212020
Portfolio6.03%6.17%6.11%2.78%1.06%0.32%
AAA
AAF First Priority CLO Bond ETF
6.03%6.17%6.11%2.78%1.06%0.32%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.12$0.09$0.00$0.21
2024$0.12$0.13$0.14$0.12$0.15$0.13$0.15$0.13$0.13$0.13$0.11$0.12$1.55
2023$0.00$0.11$0.23$0.00$0.12$0.13$0.12$0.28$0.00$0.13$0.14$0.26$1.53
2022$0.00$0.02$0.02$0.02$0.03$0.04$0.04$0.06$0.08$0.07$0.09$0.21$0.68
2021$0.00$0.02$0.04$0.00$0.03$0.02$0.02$0.04$0.00$0.02$0.02$0.04$0.26
2020$0.01$0.02$0.05$0.08

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-0.26%
-8.22%
Collateralized Loan Obligation
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Collateralized Loan Obligation. 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 Collateralized Loan Obligation was 2.63%, occurring on Jul 6, 2022. Recovery took 123 trading sessions.

The current Collateralized Loan Obligation drawdown is 0.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.63%Dec 17, 2021137Jul 6, 2022123Dec 29, 2022260
-0.66%Feb 23, 202319Mar 21, 202312Apr 6, 202331
-0.66%Sep 10, 202041Nov 5, 202011Nov 20, 202052
-0.47%Dec 1, 20231Dec 1, 20233Dec 6, 20234
-0.38%Aug 2, 20244Aug 7, 20244Aug 13, 20248

Volatility

Volatility Chart

The current Collateralized Loan Obligation volatility is 0.50%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
0.50%
5.76%
Collateralized Loan Obligation
Benchmark (^GSPC)
Portfolio components
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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