Dividend Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | High Yield Bonds | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 20% |
SRET Global X SuperDividend REIT ETF | REIT | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in Dividend Portfolio, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 11.81% | N/A |
| Dividend Portfolio | -5.38% | -2.67% | -2.38% | 9.00% | 10.94% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -5.17% | -2.85% | -4.61% | 9.48% | 14.17% | N/A |
JEPI JPMorgan Equity Premium Income ETF | -4.34% | 0.81% | 2.81% | 14.04% | 11.25% | N/A |
SRET Global X SuperDividend REIT ETF | -8.29% | -6.41% | -4.73% | 3.06% | 5.38% | N/A |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | -2.69% | -1.27% | 3.18% | 8.04% | 4.14% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.75% | -0.03% | -3.07% | 4.20% | 3.51% | -1.37% | -4.14% |
Dividend yield
Dividend Portfolio granted a 6.17% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Portfolio | 6.17% | 6.44% | 4.89% | 5.88% | 4.36% | 4.99% | 4.81% | 5.01% | 5.55% | 2.80% | 2.70% | 2.84% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.73% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
JEPI JPMorgan Equity Premium Income ETF | 10.10% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRET Global X SuperDividend REIT ETF | 8.51% | 8.71% | 7.16% | 10.73% | 10.25% | 12.16% | 12.62% | 12.03% | 13.91% | 0.00% | 0.00% | 0.00% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.82% | 4.91% | 4.24% | 5.29% | 6.20% | 7.54% | 6.99% | 8.08% | 8.67% | 10.69% | 10.24% | 8.46% |
Expense Ratio
The Dividend Portfolio has a high expense ratio of 0.25%, 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.54 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.20 | ||||
SRET Global X SuperDividend REIT ETF | 0.20 | ||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.80 |
Asset Correlations Table
| ANGL | SRET | JEPI | SCHD | |
|---|---|---|---|---|
| ANGL | 1.00 | 0.57 | 0.58 | 0.58 |
| SRET | 0.57 | 1.00 | 0.60 | 0.73 |
| JEPI | 0.58 | 0.60 | 1.00 | 0.80 |
| SCHD | 0.58 | 0.73 | 0.80 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Dividend Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Dividend Portfolio is 17.70%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.7% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -10.25% | Jun 9, 2020 | 14 | Jun 26, 2020 | 31 | Aug 11, 2020 | 45 |
| -6.06% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -5.79% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -4.64% | Nov 8, 2021 | 17 | Dec 1, 2021 | 11 | Dec 16, 2021 | 28 |
Volatility Chart
The current Dividend Portfolio volatility is 2.97%, 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.