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

Plug n Play Portfolio

Last updated Nov 13, 2024

Some growth Some income Some diversification

Asset Allocation

SPHY 10%JAAA 5%SCHD 15%GPIX 15%GPIQ 12.5%UTG 12.5%RLTY 10%PBDC 5%VYMI 5%PFFA 10%BondBondEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorWeight
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		Large Cap Growth Equities, Dividend
12.50%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		Dividend, Large Cap Growth Equities
15%
JAAA
Janus Henderson AAA CLO ETF		Ultrashort Bond
5%
PBDC
Putnam BDC Income ETF		Financials Equities
5%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF		Preferred Stock/Convertible Bonds, Actively Managed
10%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund		Financial Services
10%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
15%
SPHY
SPDR Portfolio High Yield Bond ETF		High Yield Bonds
10%
UTG
Reaves Utility Income Trust		Financial Services
12.50%
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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.74%
14.05%
Plug n Play Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2023, corresponding to the inception date of GPIQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Plug n Play Portfolio19.57%0.69%11.92%27.10%N/AN/A
Portfolio components:
JAAA
Janus Henderson AAA CLO ETF		6.46%0.58%3.35%7.89%N/AN/A
PBDC
Putnam BDC Income ETF		13.56%0.57%2.37%18.40%N/AN/A
SCHD
Schwab US Dividend Equity ETF		17.07%0.77%10.34%27.17%12.79%11.62%
VYMI
Vanguard International High Dividend Yield ETF		8.29%-4.21%-0.09%15.16%6.97%N/A
PFFA
Virtus InfraCap U.S. Preferred Stock ETF		18.74%-0.93%12.55%30.78%6.71%N/A
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		22.95%3.15%12.08%28.86%N/AN/A
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		22.65%2.16%12.25%29.53%N/AN/A
SPHY
SPDR Portfolio High Yield Bond ETF		8.45%0.32%5.84%13.46%4.85%4.56%
UTG
Reaves Utility Income Trust		33.07%4.97%22.84%39.64%5.65%9.11%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund		23.13%-5.52%19.10%33.72%N/AN/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
20240.60%1.98%2.91%-2.99%4.12%0.89%3.46%2.81%3.26%-0.82%19.57%
20230.97%7.31%4.70%13.44%

Expense Ratio

Plug n Play Portfolio features an expense ratio of 0.61%, 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%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Expense ratio chart for PFFA: current value at 1.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.47%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
Expense ratio chart for GPIQ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
Expense ratio chart for GPIX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
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%
SPHY
SPDR Portfolio High Yield Bond ETF
Expense ratio chart for SPHY: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Plug n Play Portfolio is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Plug n Play Portfolio is 9595
Combined Rank
The Sharpe Ratio Rank of Plug n Play Portfolio is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of Plug n Play Portfolio is 9595Sortino Ratio Rank
The Omega Ratio Rank of Plug n Play Portfolio is 9696Omega Ratio Rank
The Calmar Ratio Rank of Plug n Play Portfolio is 9494Calmar Ratio Rank
The Martin Ratio Rank of Plug n Play Portfolio is 9494Martin 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 3.62, compared to the broader market0.002.004.006.003.62
Sortino ratio
The chart of Sortino ratio for Plug n Play Portfolio, currently valued at 5.10, compared to the broader market-2.000.002.004.006.005.10
Omega ratio
The chart of Omega ratio for Plug n Play Portfolio, currently valued at 1.73, compared to the broader market0.801.001.201.401.601.802.001.73
Calmar ratio
The chart of Calmar ratio for Plug n Play Portfolio, currently valued at 6.92, compared to the broader market0.005.0010.0015.006.92
Martin ratio
The chart of Martin ratio for Plug n Play Portfolio, currently valued at 27.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.0027.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JAAA
Janus Henderson AAA CLO ETF		10.4622.436.8124.45247.27
PBDC
Putnam BDC Income ETF		1.762.381.322.299.11
SCHD
Schwab US Dividend Equity ETF		2.643.811.474.9614.57
VYMI
Vanguard International High Dividend Yield ETF		1.502.071.262.719.12
PFFA
Virtus InfraCap U.S. Preferred Stock ETF		3.755.211.776.6231.34
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		2.102.801.402.6410.75
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		3.024.071.614.5221.40
SPHY
SPDR Portfolio High Yield Bond ETF		3.205.121.656.3326.10
UTG
Reaves Utility Income Trust		3.264.431.596.7217.65
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund		1.992.701.353.7710.84

Sharpe Ratio

The current Plug n Play Portfolio Sharpe ratio is 3.62. 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 2.07 to 2.97, 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 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 Ratio3.003.504.00Wed 30Thu 31NovemberSat 02Nov 03Mon 04Tue 05Wed 06Thu 07Fri 08Sat 09Nov 10Mon 11Tue 12
3.62
2.90
Plug n Play Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Plug n Play Portfolio provided a 7.29% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio7.29%5.65%4.48%2.76%2.89%2.94%2.46%1.81%2.16%1.79%1.48%1.67%
Portfolio components:
JAAA
Janus Henderson AAA CLO ETF		6.40%6.10%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		9.74%9.86%3.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VYMI
Vanguard International High Dividend Yield ETF		4.57%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF		8.84%9.56%10.78%7.64%8.54%10.02%5.15%0.00%0.00%0.00%0.00%0.00%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		9.79%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		7.87%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF		7.78%7.30%6.46%5.13%5.63%5.73%4.09%4.41%4.28%4.29%3.98%4.40%
UTG
Reaves Utility Income Trust		6.81%8.53%8.07%6.35%6.59%5.69%6.86%6.54%9.42%7.29%5.53%6.85%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund		8.31%9.18%6.94%0.00%0.00%0.00%0.00%0.00%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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.59%
-0.29%
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 4.33%, occurring on Apr 16, 2024. Recovery took 18 trading sessions.

The current Plug n Play Portfolio drawdown is 0.59%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.33%Apr 1, 202412Apr 16, 202418May 10, 202430
-4.18%Aug 1, 20243Aug 5, 20249Aug 16, 202412
-2.38%Oct 21, 202411Nov 4, 20243Nov 7, 202414
-1.92%Nov 6, 20234Nov 9, 20233Nov 14, 20237
-1.75%May 22, 20245May 29, 20245Jun 5, 202410

Volatility

Volatility Chart

The current Plug n Play Portfolio volatility is 2.22%, 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%JuneJulyAugustSeptemberOctoberNovember
2.22%
3.86%
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.
JAAAUTGPBDCGPIQRLTYPFFASPHYVYMIGPIXSCHD
JAAA1.000.07-0.02-0.060.110.100.090.07-0.010.10
UTG0.071.000.310.150.440.380.330.340.310.48
PBDC-0.020.311.000.310.300.290.330.500.420.54
GPIQ-0.060.150.311.000.200.250.490.460.890.36
RLTY0.110.440.300.201.000.480.490.410.330.54
PFFA0.100.380.290.250.481.000.600.500.410.41
SPHY0.090.330.330.490.490.601.000.620.620.54
VYMI0.070.340.500.460.410.500.621.000.590.61
GPIX-0.010.310.420.890.330.410.620.591.000.58
SCHD0.100.480.540.360.540.410.540.610.581.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2023