ckyield

Asset Allocation

Position	Category/Sector	Target Weight
FDL First Trust Morningstar Dividend Leaders Index Fund	Large Cap Value Equities, Dividend	25%
FDVV Fidelity High Dividend ETF	Large Cap Blend Equities, Dividend	6.43%
FVD First Trust Value Line Dividend Index Fund	Mid Cap Value Equities, Dividend	15%
HDV iShares Core High Dividend ETF	Large Cap Value Equities, Dividend	15%
NOBL ProShares S&P 500 Dividend Aristocrats ETF	S&P 500, Dividend	6.43%
ONEY SPDR Russell 1000 Yield Focus ETF	Mid Cap Value Equities, Dividend	6.43%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6.43%
SDOG ALPS Sector Dividend Dogs ETF	Large Cap Value Equities, Dividend	6.43%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	S&P 500, Dividend	6.43%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	S&P 500, Dividend	6.43%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ckyield, 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 Every 3 months.

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The earliest data available for this chart is Sep 15, 2016, corresponding to the inception date of FDVV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.18%	5.05%	1.78%	4.86%	28.88%	18.97%	10.81%	12.85%
Portfolio ckyield	-0.14%	0.81%	8.77%	11.35%	21.74%	12.77%	9.85%	—
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	-0.10%	0.55%	12.90%	16.44%	24.60%	11.87%	8.09%	12.30%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	0.06%	-0.52%	4.32%	4.27%	9.79%	9.80%	6.68%	7.20%
FDL First Trust Morningstar Dividend Leaders Index Fund	-0.62%	-0.17%	12.49%	17.67%	28.69%	16.21%	13.20%	11.34%
FVD First Trust Value Line Dividend Index Fund	0.21%	1.22%	4.91%	6.19%	13.83%	8.56%	6.64%	8.83%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	0.13%	1.11%	7.04%	7.98%	16.53%	11.48%	7.73%	8.51%
NOBL ProShares S&P 500 Dividend Aristocrats ETF	0.08%	0.71%	3.95%	6.15%	12.81%	8.02%	6.25%	9.65%
HDV iShares Core High Dividend ETF	-0.39%	-0.84%	10.75%	11.88%	21.95%	12.56%	10.73%	9.29%
FDVV Fidelity High Dividend ETF	0.61%	3.85%	2.84%	5.97%	27.45%	18.00%	13.23%	—
SDOG ALPS Sector Dividend Dogs ETF	-0.22%	1.59%	8.97%	11.65%	25.88%	12.58%	8.70%	9.33%
ONEY SPDR Russell 1000 Yield Focus ETF	-0.02%	3.51%	8.88%	11.30%	24.50%	12.81%	9.32%	11.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 16, 2016, ckyield's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ckyield closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -10.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.30%	5.52%	-3.11%	0.09%									8.77%
2025	2.28%	3.53%	-0.68%	-4.62%	1.94%	1.48%	0.85%	4.52%	-0.51%	-1.99%	3.22%	0.17%	10.27%
2024	-0.03%	1.70%	5.37%	-3.35%	3.32%	-0.85%	6.33%	3.09%	1.60%	-0.66%	4.37%	-6.46%	14.54%
2023	3.82%	-3.83%	-0.43%	0.85%	-5.94%	5.25%	4.08%	-2.87%	-3.93%	-3.27%	6.76%	5.40%	4.92%
2022	0.21%	-1.01%	4.21%	-3.17%	3.83%	-7.94%	4.54%	-2.65%	-9.33%	11.05%	6.28%	-3.33%	0.72%
2021	-0.50%	4.90%	7.64%	3.28%	2.37%	-1.56%	0.65%	1.62%	-3.48%	3.89%	-2.52%	8.08%	26.34%

Benchmark Metrics

ckyield has an annualized alpha of 0.28%, beta of 0.77, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 16, 2016.

This portfolio participated in 87.31% of S&P 500 Index downside but only 78.73% of its upside — more exposed to losses than it benefited from rallies.

Alpha: 0.28%

Beta: 0.77

R²: 0.72

Upside Capture: 78.73%

Downside Capture: 87.31%

Expense Ratio

ckyield has an expense ratio of 0.32%, 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.

FVD

First Trust Value Line Dividend Index Fund

FDL

First Trust Morningstar Dividend Leaders Index Fund

SDOG

ALPS Sector Dividend Dogs ETF

NOBL

ProShares S&P 500 Dividend Aristocrats ETF

SPHD

Invesco S&P 500® High Dividend Low Volatility ETF

FDVV

Fidelity High Dividend ETF

ONEY

SPDR Russell 1000 Yield Focus ETF

HDV

iShares Core High Dividend ETF

SPYD

SPDR Portfolio S&P 500 High Dividend ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

ckyield ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.09	2.20	-0.11
Sortino ratio Return per unit of downside risk	3.13	3.07	+0.06
Omega ratio Gain probability vs. loss probability	1.37	1.41	-0.05
Calmar ratio Return relative to maximum drawdown	4.43	3.55	+0.89
Martin ratio Return relative to average drawdown	15.08	16.01	-0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	65	2.11	3.25	1.37	6.01	14.81
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	21	0.85	1.30	1.15	1.87	5.57
FDL First Trust Morningstar Dividend Leaders Index Fund	77	2.44	3.68	1.43	7.57	20.23
FVD First Trust Value Line Dividend Index Fund	31	1.40	2.10	1.24	2.37	8.45
SPYD SPDR Portfolio S&P 500 High Dividend ETF	34	1.34	2.02	1.23	2.90	8.55
NOBL ProShares S&P 500 Dividend Aristocrats ETF	23	1.05	1.62	1.18	1.78	5.79
HDV iShares Core High Dividend ETF	67	2.22	3.27	1.39	4.88	16.49
FDVV Fidelity High Dividend ETF	69	2.60	3.62	1.49	3.38	14.06
SDOG ALPS Sector Dividend Dogs ETF	64	2.16	3.22	1.38	4.82	15.76
ONEY SPDR Russell 1000 Yield Focus ETF	51	1.88	2.85	1.33	3.69	13.23

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ckyield Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

1-Year: 2.09
5-Year: 0.73
All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 2.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of ckyield compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

ckyield provided a 3.22% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.22%	3.40%	3.63%	3.74%	3.35%	3.26%	3.67%	3.27%	3.61%	3.52%	3.07%	2.72%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.44%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	4.32%	4.02%	3.41%	4.48%	3.89%	3.45%	4.89%	4.07%	4.40%	3.14%	3.83%	3.49%
FDL First Trust Morningstar Dividend Leaders Index Fund	3.70%	4.04%	4.96%	4.58%	3.58%	4.59%	4.48%	3.75%	3.97%	3.18%	2.93%	3.65%
FVD First Trust Value Line Dividend Index Fund	2.25%	2.36%	2.23%	2.34%	2.20%	1.75%	2.31%	2.03%	2.50%	2.10%	2.04%	2.34%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	4.34%	4.52%	4.31%	4.66%	5.01%	3.68%	4.95%	4.42%	4.75%	4.63%	4.34%	1.13%
NOBL ProShares S&P 500 Dividend Aristocrats ETF	2.11%	2.14%	2.05%	2.09%	1.94%	1.89%	2.14%	1.89%	2.37%	1.74%	2.13%	2.02%
HDV iShares Core High Dividend ETF	2.96%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%
FDVV Fidelity High Dividend ETF	2.86%	2.89%	2.94%	3.77%	3.44%	2.70%	3.19%	3.93%	4.05%	3.66%	1.04%	0.00%
SDOG ALPS Sector Dividend Dogs ETF	3.51%	3.68%	3.86%	4.29%	3.87%	3.62%	3.63%	3.37%	4.03%	3.27%	3.32%	3.61%
ONEY SPDR Russell 1000 Yield Focus ETF	2.95%	3.15%	3.18%	3.14%	3.17%	2.46%	2.74%	3.17%	3.72%	10.73%	6.31%	0.29%

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 ckyield. 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 ckyield was 39.47%, occurring on Mar 23, 2020. Recovery took 204 trading sessions.

The current ckyield drawdown is 3.03%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.47%	Jan 21, 2020	44	Mar 23, 2020	204	Jan 12, 2021	248
-17.04%	Apr 21, 2022	113	Sep 30, 2022	314	Jan 2, 2024	427
-14.06%	Sep 24, 2018	64	Dec 24, 2018	53	Mar 13, 2019	117
-12.89%	Dec 2, 2024	87	Apr 8, 2025	63	Jul 10, 2025	150
-10.49%	Jan 29, 2018	39	Mar 23, 2018	123	Sep 18, 2018	162

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 10 assets, with an effective number of assets of 7.33, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	ONEY	HDV	FDVV	SPHD	FDL	FVD	NOBL	SPYD	SDOG	SCHD	Portfolio
Benchmark	1.00	0.68	0.66	0.88	0.63	0.65	0.74	0.77	0.67	0.71	0.77	0.74
ONEY	0.68	1.00	0.76	0.82	0.81	0.81	0.82	0.83	0.87	0.88	0.85	0.88
HDV	0.66	0.76	1.00	0.81	0.87	0.93	0.85	0.84	0.84	0.85	0.89	0.94
FDVV	0.88	0.82	0.81	1.00	0.80	0.82	0.84	0.84	0.85	0.87	0.87	0.89
SPHD	0.63	0.81	0.87	0.80	1.00	0.90	0.90	0.86	0.95	0.91	0.86	0.94
FDL	0.65	0.81	0.93	0.82	0.90	1.00	0.85	0.84	0.89	0.90	0.90	0.96
FVD	0.74	0.82	0.85	0.84	0.90	0.85	1.00	0.94	0.88	0.87	0.90	0.93
NOBL	0.77	0.83	0.84	0.84	0.86	0.84	0.94	1.00	0.86	0.88	0.92	0.93
SPYD	0.67	0.87	0.84	0.85	0.95	0.89	0.88	0.86	1.00	0.94	0.88	0.95
SDOG	0.71	0.88	0.85	0.87	0.91	0.90	0.87	0.88	0.94	1.00	0.91	0.95
SCHD	0.77	0.85	0.89	0.87	0.86	0.90	0.90	0.92	0.88	0.91	1.00	0.95
Portfolio	0.74	0.88	0.94	0.89	0.94	0.96	0.93	0.93	0.95	0.95	0.95	1.00

The correlation results are calculated based on daily price changes starting from Sep 16, 2016

ckyield

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table