midDiv high cap

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

midDiv high cap

Currency in USD · Last updated May 9, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BP BP p.l.c.	Energy	8.33%
CFG Citizens Financial Group, Inc.	Financial Services	8.33%
DVN Devon Energy Corporation	Energy	8.33%
EQNR Equinor ASA	Energy	8.33%
KT KT Corporation	Communication Services	8.33%
MAIN Main Street Capital Corporation	Financial Services	8.33%
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	Energy Equities	8.33%
O Realty Income Corporation	Real Estate	8.33%
QYLD Global X NASDAQ 100 Covered Call ETF	Derivative Income	8.33%
RF Regions Financial Corporation	Financial Services	8.33%
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	High Yield Bonds	8.33%
STLA Stellantis N.V.	Consumer Cyclical	8.33%

Benchmark

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in midDiv high cap, 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.

midDiv high cap

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jan 20, 2021, corresponding to the inception date of STLA

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.70%	13.67%	-5.18%	9.18%	14.14%	10.43%
midDiv high cap	-1.37%	11.12%	-2.95%	-0.65%	N/A	N/A
Portfolio components:
BP BP p.l.c.	-1.92%	9.50%	-2.75%	-19.45%	8.63%	1.75%
STLA Stellantis N.V.	-18.13%	25.25%	-23.64%	-50.17%	N/A	N/A
QYLD Global X NASDAQ 100 Covered Call ETF	-6.43%	10.62%	-5.30%	5.58%	8.28%	7.58%
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	1.01%	3.84%	0.96%	7.39%	6.91%	4.39%
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	1.51%	4.60%	2.77%	9.48%	27.17%	2.20%
EQNR Equinor ASA	-0.83%	3.40%	5.40%	-10.02%	18.25%	N/A
DVN Devon Energy Corporation	-1.75%	19.14%	-16.77%	-34.77%	27.48%	-3.67%
RF Regions Financial Corporation	-8.47%	16.14%	-14.50%	12.67%	20.48%	11.58%
CFG Citizens Financial Group, Inc.	-9.08%	14.65%	-13.56%	12.88%	17.13%	7.95%
KT KT Corporation	24.07%	14.06%	19.01%	51.06%	20.82%	7.61%
MAIN Main Street Capital Corporation	-7.37%	7.89%	6.41%	12.78%	23.70%	14.12%
O Realty Income Corporation	7.85%	8.12%	2.64%	8.55%	6.95%	7.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of midDiv high cap, 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
2025	4.92%	0.51%	-1.30%	-6.87%	1.74%								-1.37%
2024	-1.75%	2.00%	6.70%	-2.64%	1.45%	0.06%	2.23%	1.16%	-2.36%	-1.03%	6.11%	-5.11%	6.34%
2023	5.21%	-1.41%	-5.21%	1.61%	-5.94%	4.22%	8.37%	-3.60%	-0.57%	-4.45%	7.04%	6.16%	10.45%
2022	4.81%	2.47%	0.98%	-4.89%	6.82%	-10.31%	9.91%	-0.86%	-10.04%	11.43%	4.58%	-4.43%	7.87%
2021	-6.08%	10.57%	4.04%	4.47%	6.50%	-1.21%	-3.08%	3.47%	4.06%	4.59%	-2.37%	2.93%	30.25%

Expense Ratio

midDiv high cap has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QYLD

Global X NASDAQ 100 Covered Call ETF

MLPD.L

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)

SJNK

SPDR Bloomberg Barclays Short Term High Yield Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of midDiv high cap is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BP BP p.l.c.	-0.68	-0.81	0.89	-0.65	-1.44
STLA Stellantis N.V.	-1.10	-1.95	0.75	-0.78	-1.40
QYLD Global X NASDAQ 100 Covered Call ETF	0.29	0.55	1.09	0.28	1.08
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	1.39	1.94	1.31	1.47	7.91
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	0.45	0.74	1.11	0.57	2.20
EQNR Equinor ASA	-0.32	-0.34	0.96	-0.34	-1.03
DVN Devon Energy Corporation	-0.87	-1.10	0.85	-0.55	-1.47
RF Regions Financial Corporation	0.41	0.68	1.09	0.31	0.82
CFG Citizens Financial Group, Inc.	0.36	0.66	1.09	0.32	1.01
KT KT Corporation	1.96	2.42	1.31	2.95	8.05
MAIN Main Street Capital Corporation	0.59	1.13	1.16	0.75	2.70
O Realty Income Corporation	0.46	0.71	1.09	0.32	0.84

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.

midDiv high cap Sharpe ratios as of May 9, 2025 (values are recalculated daily):

1-Year: -0.04
All Time: 0.67

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 0.44 to 0.96, 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 midDiv high cap compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

midDiv high cap

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

midDiv high cap provided a 7.04% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	7.04%	7.29%	6.88%	6.47%	5.40%	5.89%	4.94%	5.06%	3.79%	3.95%	4.61%	3.82%
Portfolio components:
BP BP p.l.c.	6.54%	6.18%	4.71%	3.94%	4.83%	9.21%	6.48%	6.36%	5.66%	6.37%	7.63%	6.14%
STLA Stellantis N.V.	7.23%	12.66%	6.32%	7.90%	2.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	13.75%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%	10.74%
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF	7.52%	7.47%	7.20%	5.85%	4.21%	5.34%	5.64%	5.69%	5.64%	5.65%	5.81%	5.46%
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)	7.90%	8.18%	8.60%	8.00%	8.53%	11.03%	10.06%	9.87%	8.15%	8.14%	10.12%	6.55%
EQNR Equinor ASA	11.78%	12.18%	8.85%	4.13%	2.24%	4.32%	4.85%	2.37%	0.00%	0.00%	0.00%	0.00%
DVN Devon Energy Corporation	3.91%	4.43%	6.34%	8.41%	4.47%	4.30%	1.35%	1.33%	0.58%	0.92%	3.00%	1.54%
RF Regions Financial Corporation	4.65%	4.17%	4.54%	3.43%	2.98%	3.85%	3.44%	3.44%	1.82%	1.78%	2.40%	1.70%
CFG Citizens Financial Group, Inc.	4.31%	3.84%	5.07%	4.11%	3.30%	4.36%	3.35%	3.30%	1.52%	1.29%	1.53%	0.40%
KT KT Corporation	3.91%	3.50%	5.29%	5.40%	6.00%	5.51%	3.83%	3.34%	2.99%	2.49%	1.84%	0.00%
MAIN Main Street Capital Corporation	7.37%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.02%	7.42%	9.15%	8.72%
O Realty Income Corporation	5.65%	5.37%	5.33%	4.68%	6.95%	4.65%	3.69%	4.19%	4.45%	4.19%	4.42%	4.59%

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.

midDiv high cap

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the midDiv high cap. 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 midDiv high cap was 18.08%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current midDiv high cap drawdown is 8.97%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.08%	Feb 21, 2025	33	Apr 8, 2025	—	—	—
-14.51%	Aug 26, 2022	22	Sep 26, 2022	47	Nov 30, 2022	69
-13.4%	Jun 8, 2022	27	Jul 14, 2022	21	Aug 12, 2022	48
-12.28%	Feb 15, 2023	74	May 31, 2023	140	Dec 13, 2023	214
-10.79%	Jun 9, 2021	29	Jul 19, 2021	50	Sep 27, 2021	79

Volatility

Volatility Chart

The current midDiv high cap volatility is 8.96%, 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.

midDiv high cap

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	O	KT	MLPD.L	EQNR	QYLD	MAIN	BP	DVN	STLA	SJNK	CFG	RF	Portfolio
^GSPC	1.00	0.39	0.37	0.19	0.24	0.87	0.56	0.32	0.36	0.56	0.71	0.56	0.55	0.65
O	0.39	1.00	0.25	0.09	0.13	0.26	0.36	0.12	0.17	0.24	0.40	0.32	0.34	0.41
KT	0.37	0.25	1.00	0.09	0.18	0.33	0.24	0.19	0.17	0.31	0.36	0.30	0.31	0.44
MLPD.L	0.19	0.09	0.09	1.00	0.41	0.11	0.27	0.48	0.47	0.26	0.19	0.29	0.29	0.53
EQNR	0.24	0.13	0.18	0.41	1.00	0.18	0.23	0.69	0.65	0.26	0.23	0.28	0.30	0.63
QYLD	0.87	0.26	0.33	0.11	0.18	1.00	0.47	0.22	0.26	0.45	0.59	0.39	0.39	0.50
MAIN	0.56	0.36	0.24	0.27	0.23	0.47	1.00	0.31	0.34	0.40	0.47	0.46	0.48	0.59
BP	0.32	0.12	0.19	0.48	0.69	0.22	0.31	1.00	0.72	0.39	0.27	0.39	0.40	0.72
DVN	0.36	0.17	0.17	0.47	0.65	0.26	0.34	0.72	1.00	0.34	0.30	0.43	0.45	0.75
STLA	0.56	0.24	0.31	0.26	0.26	0.45	0.40	0.39	0.34	1.00	0.52	0.52	0.51	0.66
SJNK	0.71	0.40	0.36	0.19	0.23	0.59	0.47	0.27	0.30	0.52	1.00	0.46	0.44	0.58
CFG	0.56	0.32	0.30	0.29	0.28	0.39	0.46	0.39	0.43	0.52	0.46	1.00	0.87	0.75
RF	0.55	0.34	0.31	0.29	0.30	0.39	0.48	0.40	0.45	0.51	0.44	0.87	1.00	0.76
Portfolio	0.65	0.41	0.44	0.53	0.63	0.50	0.59	0.72	0.75	0.66	0.58	0.75	0.76	1.00

The correlation results are calculated based on daily price changes starting from Jan 21, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

midDiv high cap

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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