Value Portfolio - COWZ, DSTL, RDVY, SYLD,
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | All Cap Equities | 25% |
DSTL Distillate US Fundamental Stability & Value ETF | Large Cap Growth Equities | 25% |
RDVY First Trust Rising Dividend Achievers ETF | Large Cap Blend Equities, Dividend | 25% |
SYLD Cambria Shareholder Yield ETF | All Cap Equities, Actively Managed | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 24, 2018, corresponding to the inception date of DSTL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Value Portfolio - COWZ, DSTL, RDVY, SYLD, | -0.76% | 9.93% | -4.40% | 2.74% | 17.95% | N/A |
| Portfolio components: | ||||||
SYLD Cambria Shareholder Yield ETF | -4.22% | 10.99% | -9.33% | -5.89% | 19.21% | 10.21% |
COWZ Pacer US Cash Cows 100 ETF | -2.71% | 8.96% | -6.16% | -0.30% | 19.08% | N/A |
RDVY First Trust Rising Dividend Achievers ETF | 3.99% | 12.06% | 0.12% | 11.99% | 18.32% | 12.45% |
DSTL Distillate US Fundamental Stability & Value ETF | -0.06% | 7.74% | -2.25% | 5.44% | 15.07% | N/A |
Monthly Returns
The table below presents the monthly returns of Value Portfolio - COWZ, DSTL, RDVY, SYLD, , 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 | 3.70% | -2.38% | -3.73% | -4.07% | 6.16% | -0.76% | |||||||
| 2024 | -0.28% | 3.70% | 6.41% | -5.54% | 2.85% | -1.79% | 6.59% | 0.31% | 1.04% | -1.81% | 7.52% | -7.47% | 10.81% |
| 2023 | 8.31% | -3.30% | -1.96% | -0.03% | -4.04% | 8.94% | 5.42% | -1.85% | -2.81% | -3.69% | 7.03% | 6.58% | 18.56% |
| 2022 | -2.42% | -0.03% | 1.62% | -5.28% | 3.64% | -12.41% | 8.59% | -2.62% | -9.16% | 12.33% | 6.58% | -5.61% | -7.47% |
| 2021 | 4.21% | 6.45% | 8.15% | 3.93% | 2.96% | -0.88% | 0.06% | 2.24% | -3.72% | 4.56% | -1.27% | 6.43% | 37.71% |
| 2020 | -4.17% | -8.73% | -17.86% | 14.93% | 5.24% | 2.03% | 3.66% | 5.85% | -2.51% | -1.53% | 16.11% | 5.60% | 14.51% |
| 2019 | 10.29% | 3.32% | -1.01% | 4.52% | -9.57% | 8.32% | 2.38% | -4.80% | 4.62% | 3.14% | 4.84% | 2.81% | 30.91% |
| 2018 | 2.35% | 1.35% | -10.02% | -6.67% |
Expense Ratio
Value Portfolio - COWZ, DSTL, RDVY, SYLD, has an expense ratio of 0.49%, 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
The current rank of Value Portfolio - COWZ, DSTL, RDVY, SYLD, is 7, meaning it’s performing worse than 93% of other 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 | |
|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | -0.27 | -0.24 | 0.97 | -0.22 | -0.59 |
COWZ Pacer US Cash Cows 100 ETF | -0.02 | 0.11 | 1.01 | -0.02 | -0.05 |
RDVY First Trust Rising Dividend Achievers ETF | 0.57 | 0.96 | 1.13 | 0.62 | 2.14 |
DSTL Distillate US Fundamental Stability & Value ETF | 0.33 | 0.61 | 1.08 | 0.33 | 1.09 |
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Dividends
Dividend yield
Value Portfolio - COWZ, DSTL, RDVY, SYLD, provided a 1.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.71% | 1.81% | 1.93% | 1.44% | 1.73% | 1.64% | 1.58% | 1.17% | 1.03% | 2.15% | 1.45% |
| Portfolio components: | ||||||||||||
SYLD Cambria Shareholder Yield ETF | 2.16% | 2.04% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% |
COWZ Pacer US Cash Cows 100 ETF | 1.85% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
RDVY First Trust Rising Dividend Achievers ETF | 1.64% | 1.65% | 2.09% | 2.21% | 1.04% | 1.53% | 1.55% | 1.68% | 1.25% | 2.07% | 2.14% | 1.91% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.45% | 1.35% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Value Portfolio - COWZ, DSTL, RDVY, SYLD, . 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 Value Portfolio - COWZ, DSTL, RDVY, SYLD, was 39.12%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Value Portfolio - COWZ, DSTL, RDVY, SYLD, drawdown is 8.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.12% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -21.14% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -20.09% | Mar 30, 2022 | 124 | Sep 26, 2022 | 89 | Feb 2, 2023 | 213 |
| -17.47% | Nov 8, 2018 | 31 | Dec 24, 2018 | 38 | Feb 20, 2019 | 69 |
| -11.73% | Feb 3, 2023 | 30 | Mar 17, 2023 | 83 | Jul 18, 2023 | 113 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SYLD | DSTL | COWZ | RDVY | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.74 | 0.90 | 0.78 | 0.86 | 0.84 |
| SYLD | 0.74 | 1.00 | 0.81 | 0.92 | 0.91 | 0.96 |
| DSTL | 0.90 | 0.81 | 1.00 | 0.87 | 0.90 | 0.92 |
| COWZ | 0.78 | 0.92 | 0.87 | 1.00 | 0.91 | 0.97 |
| RDVY | 0.86 | 0.91 | 0.90 | 0.91 | 1.00 | 0.97 |
| Portfolio | 0.84 | 0.96 | 0.92 | 0.97 | 0.97 | 1.00 |