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Plug n Play Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Plug n Play Portfolio

Last updated Sep 21, 2024

Some growth Some income Some diversification

Asset Allocation

CLOZ 5%JAAA 5%SCYB 5%DGRW 20%SCHD 20%VYM 20%DGRS 10%PBDC 5%VYMI 5%PFXF 5%BondBondEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorWeight
CLOZ
Panagram Bbb-B Clo ETF		Bank Loan
5%
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund		Small Cap Blend Equities, Dividend
10%
DGRW
WisdomTree U.S. Dividend Growth Fund		Large Cap Growth Equities, Dividend
20%
JAAA
Janus Henderson AAA CLO ETF		Ultrashort Bond
5%
PBDC
Putnam BDC Income ETF		Financials Equities
5%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF		Preferred Stock/Convertible Bonds
5%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
20%
SCYB
Schwab High Yield Bond ETF		High Yield Bonds
5%
VYM
Vanguard High Dividend Yield ETF		Dividend, Large Cap Value Equities
20%
VYMI
Vanguard International High Dividend Yield ETF		Foreign Large Cap Equities, Dividend
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Plug n Play 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.59%
8.95%
Plug n Play Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 11, 2023, corresponding to the inception date of SCYB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Plug n Play Portfolio13.37%2.26%7.60%22.66%N/AN/A
Portfolio components:
CLOZ
Panagram Bbb-B Clo ETF		8.33%1.22%5.21%12.11%N/AN/A
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund		9.09%2.75%6.57%26.18%10.36%9.16%
DGRW
WisdomTree U.S. Dividend Growth Fund		18.73%1.74%9.58%30.54%15.24%13.24%
JAAA
Janus Henderson AAA CLO ETF		5.44%0.61%3.58%7.78%N/AN/A
PBDC
Putnam BDC Income ETF		11.63%2.64%6.94%19.82%N/AN/A
PFXF
VanEck Vectors Preferred Securities ex Financials ETF		11.36%4.53%5.77%16.84%4.33%5.04%
SCYB
Schwab High Yield Bond ETF		7.96%1.94%6.32%15.25%N/AN/A
SCHD
Schwab US Dividend Equity ETF		13.02%2.31%7.55%21.69%12.91%11.59%
VYM
Vanguard High Dividend Yield ETF		16.16%2.71%8.29%24.77%10.93%10.06%
VYMI
Vanguard International High Dividend Yield ETF		12.01%1.64%7.93%20.20%8.45%N/A

Monthly Returns

The table below presents the monthly returns of Plug n Play Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.39%2.36%3.64%-3.11%3.02%0.11%4.19%1.67%13.37%
20233.15%-1.55%-3.08%-2.78%6.44%5.39%7.35%

Expense Ratio

Plug n Play Portfolio features an expense ratio of 0.53%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

PBDC
Putnam BDC Income ETF
Expense ratio chart for PBDC: current value at 6.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%6.79%
CLOZ
Panagram Bbb-B Clo ETF
Expense ratio chart for CLOZ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
Expense ratio chart for PFXF: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund
Expense ratio chart for DGRS: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
DGRW
WisdomTree U.S. Dividend Growth Fund
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
VYMI
Vanguard International High Dividend Yield ETF
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
JAAA
Janus Henderson AAA CLO ETF
Expense ratio chart for JAAA: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VYM
Vanguard High Dividend Yield ETF
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
SCYB
Schwab High Yield Bond ETF
Expense ratio chart for SCYB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Plug n Play Portfolio is 58, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Plug n Play Portfolio is 5858
Plug n Play Portfolio
The Sharpe Ratio Rank of Plug n Play Portfolio is 5252Sharpe Ratio Rank
The Sortino Ratio Rank of Plug n Play Portfolio is 5959Sortino Ratio Rank
The Omega Ratio Rank of Plug n Play Portfolio is 5353Omega Ratio Rank
The Calmar Ratio Rank of Plug n Play Portfolio is 6363Calmar Ratio Rank
The Martin Ratio Rank of Plug n Play Portfolio is 6262Martin 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.

Plug n Play Portfolio
Sharpe ratio
The chart of Sharpe ratio for Plug n Play Portfolio, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.002.22
Sortino ratio
The chart of Sortino ratio for Plug n Play Portfolio, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for Plug n Play Portfolio, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for Plug n Play Portfolio, currently valued at 2.50, compared to the broader market0.002.004.006.008.0010.002.50
Martin ratio
The chart of Martin ratio for Plug n Play Portfolio, currently valued at 14.03, compared to the broader market0.0010.0020.0030.0040.0014.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CLOZ
Panagram Bbb-B Clo ETF		5.297.762.598.8551.98
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund		1.271.921.231.806.65
DGRW
WisdomTree U.S. Dividend Growth Fund		2.593.571.472.8816.39
JAAA
Janus Henderson AAA CLO ETF		9.9120.715.8524.14227.09
PBDC
Putnam BDC Income ETF		1.482.021.272.107.70
PFXF
VanEck Vectors Preferred Securities ex Financials ETF		1.572.241.291.646.89
SCYB
Schwab High Yield Bond ETF		2.824.401.554.0421.20
SCHD
Schwab US Dividend Equity ETF		1.682.451.291.858.79
VYM
Vanguard High Dividend Yield ETF		2.102.941.372.3412.05
VYMI
Vanguard International High Dividend Yield ETF		1.512.091.262.049.02

Sharpe Ratio

The current Plug n Play Portfolio Sharpe ratio is 2.22. 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 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Plug n Play Portfolio 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 Ratio1.201.401.601.802.002.202.40Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
2.22
2.32
Plug n Play Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Plug n Play Portfolio granted a 3.75% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Plug n Play Portfolio3.75%3.93%2.88%2.19%2.31%2.36%2.58%2.10%2.18%2.23%1.94%1.64%
Portfolio components:
CLOZ
Panagram Bbb-B Clo ETF		8.73%8.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRS
WisdomTree US Smallcap Quality Dividend Growth Fund		2.10%2.36%2.88%2.19%2.31%2.39%2.63%2.08%1.82%2.54%2.06%0.49%
DGRW
WisdomTree U.S. Dividend Growth Fund		1.52%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
JAAA
Janus Henderson AAA CLO ETF		6.42%6.11%2.77%1.21%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBDC
Putnam BDC Income ETF		9.42%9.84%3.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF		6.82%7.88%6.74%4.66%5.19%5.34%6.56%5.93%5.81%5.99%5.91%6.51%
SCYB
Schwab High Yield Bond ETF		7.25%3.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		2.58%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VYM
Vanguard High Dividend Yield ETF		2.86%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
VYMI
Vanguard International High Dividend Yield ETF		4.42%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.35%
-0.19%
Plug n Play Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Plug n Play Portfolio. 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 Plug n Play Portfolio was 8.47%, occurring on Oct 27, 2023. Recovery took 30 trading sessions.

The current Plug n Play Portfolio drawdown is 0.35%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.47%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-4.63%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-4.32%Apr 1, 202413Apr 17, 202419May 14, 202432
-2.74%Sep 3, 20244Sep 6, 20247Sep 17, 202411
-2.5%May 16, 20249May 29, 202428Jul 10, 202437

Volatility

Volatility Chart

The current Plug n Play Portfolio volatility is 2.83%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.83%
4.31%
Plug n Play Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
CLOZJAAAPBDCPFXFSCYBVYMIDGRWDGRSSCHDVYM
CLOZ1.000.270.05-0.01-0.070.020.050.020.070.06
JAAA0.271.00-0.05-0.010.030.010.040.060.110.10
PBDC0.05-0.051.000.430.420.570.520.600.570.59
PFXF-0.01-0.010.431.000.690.620.520.590.560.59
SCYB-0.070.030.420.691.000.670.600.580.540.56
VYMI0.020.010.570.620.671.000.680.700.690.73
DGRW0.050.040.520.520.600.681.000.710.770.83
DGRS0.020.060.600.590.580.700.711.000.820.83
SCHD0.070.110.570.560.540.690.770.821.000.94
VYM0.060.100.590.590.560.730.830.830.941.00
The correlation results are calculated based on daily price changes starting from Jul 12, 2023