test2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIZD VanEck Vectors BDC Income ETF | Financials Equities | 25% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
MAIN Main Street Capital Corporation | Financial Services | 25% |
O Realty Income Corporation | Real Estate | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test2, 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
The earliest data available for this chart is Feb 12, 2013, corresponding to the inception date of BIZD
Returns By Period
As of Sep 21, 2024, the test2 returned 12.43% Year-To-Date and 9.29% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| test2 | 12.43% | 1.98% | 11.80% | 22.64% | 7.18% | 9.28% |
| Portfolio components: | ||||||
BIZD VanEck Vectors BDC Income ETF | 8.60% | 1.92% | 5.83% | 15.83% | 10.50% | 8.25% |
MAIN Main Street Capital Corporation | 23.31% | 2.16% | 13.30% | 34.95% | 10.93% | 13.35% |
O Realty Income Corporation | 11.48% | 2.30% | 21.73% | 26.64% | 1.14% | 9.40% |
BND Vanguard Total Bond Market ETF | 4.86% | 1.49% | 5.70% | 10.70% | 0.37% | 1.84% |
Monthly Returns
The table below presents the monthly returns of test2, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.46% | -0.83% | 3.43% | 0.96% | 1.00% | 0.98% | 3.38% | 1.60% | 12.43% | ||||
| 2023 | 6.63% | 0.43% | -2.37% | 1.16% | -1.69% | 1.87% | 3.53% | -3.11% | -2.06% | -4.09% | 8.63% | 5.17% | 14.03% |
| 2022 | -0.86% | -1.60% | 0.64% | -3.32% | -2.13% | -1.51% | 9.26% | -4.36% | -13.15% | 7.16% | 3.62% | -2.09% | -9.73% |
| 2021 | -0.91% | 6.89% | 4.28% | 6.37% | -0.47% | -0.11% | 2.01% | 1.45% | -3.02% | 5.46% | -0.38% | 2.28% | 25.99% |
| 2020 | 2.40% | -7.43% | -27.76% | 15.35% | 9.08% | 2.21% | 0.01% | 1.94% | -0.98% | -4.08% | 10.35% | 2.52% | -3.52% |
| 2019 | 8.37% | 2.64% | 0.91% | 1.49% | -0.07% | 2.23% | 1.58% | 3.44% | 1.11% | 1.64% | -0.68% | -0.28% | 24.46% |
| 2018 | -3.27% | -4.30% | 3.31% | 0.37% | 3.24% | 0.22% | 3.20% | 2.67% | -2.20% | -0.28% | 2.81% | -4.91% | 0.34% |
| 2017 | 0.53% | 3.40% | 0.55% | 1.38% | -3.80% | 1.24% | 1.51% | -0.38% | 1.29% | -1.76% | 1.22% | 0.73% | 5.87% |
| 2016 | 0.87% | 2.73% | 6.06% | -0.56% | 1.07% | 5.84% | 2.96% | 0.06% | 0.30% | -3.75% | 1.22% | 2.36% | 20.47% |
| 2015 | 3.73% | 0.74% | 1.12% | -1.48% | -1.26% | -0.16% | 0.74% | -3.47% | -1.18% | 5.57% | 3.97% | -2.76% | 5.23% |
| 2014 | 3.70% | 4.02% | -4.11% | 0.26% | 0.10% | 4.10% | -3.45% | 3.94% | -4.77% | 4.87% | 1.26% | -2.51% | 6.93% |
| 2013 | 1.25% | 0.29% | 2.68% | -5.01% | -3.33% | 4.92% | -4.18% | 2.38% | 2.44% | 1.35% | -0.69% | 1.61% |
Expense Ratio
test2 has a high expense ratio of 2.74%, 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
Risk-Adjusted Performance Rank
The current rank of test2 is 54, 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.
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 | |
|---|---|---|---|---|---|
BIZD VanEck Vectors BDC Income ETF | 1.27 | 1.75 | 1.23 | 1.71 | 6.05 |
MAIN Main Street Capital Corporation | 2.36 | 3.12 | 1.44 | 3.58 | 13.23 |
O Realty Income Corporation | 1.08 | 1.58 | 1.20 | 0.62 | 3.18 |
BND Vanguard Total Bond Market ETF | 1.65 | 2.42 | 1.29 | 0.58 | 6.84 |
Dividends
Dividend yield
test2 granted a 6.88% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test2 | 6.88% | 6.98% | 6.61% | 4.93% | 6.02% | 5.58% | 6.58% | 5.79% | 5.66% | 6.31% | 6.15% | 5.56% |
| Portfolio components: | ||||||||||||
BIZD VanEck Vectors BDC Income ETF | 11.02% | 10.96% | 11.21% | 8.14% | 10.39% | 9.13% | 10.88% | 9.13% | 8.51% | 9.12% | 8.51% | 5.45% |
MAIN Main Street Capital Corporation | 8.11% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
O Realty Income Corporation | 5.03% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
BND Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the test2. 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 test2 was 42.34%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.
The current test2 drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.34% | Feb 21, 2020 | 22 | Mar 23, 2020 | 245 | Mar 12, 2021 | 267 |
| -18.36% | Jan 13, 2022 | 186 | Oct 10, 2022 | 296 | Dec 13, 2023 | 482 |
| -13.38% | May 22, 2013 | 23 | Jun 24, 2013 | 164 | Feb 18, 2014 | 187 |
| -8.47% | Mar 24, 2015 | 132 | Sep 29, 2015 | 39 | Nov 23, 2015 | 171 |
| -8.43% | Apr 24, 2017 | 202 | Feb 8, 2018 | 102 | Jul 6, 2018 | 304 |
Volatility
Volatility Chart
The current test2 volatility is 1.60%, 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.
Diversification
Asset Correlations Table
| BND | O | MAIN | BIZD | |
|---|---|---|---|---|
| BND | 1.00 | 0.25 | -0.02 | -0.03 |
| O | 0.25 | 1.00 | 0.31 | 0.31 |
| MAIN | -0.02 | 0.31 | 1.00 | 0.73 |
| BIZD | -0.03 | 0.31 | 0.73 | 1.00 |