midDiv high cap
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% |
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.
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 | N/A | N/A | N/A | N/A | N/A | N/A |
| midDiv high cap | 2.40% | -0.22% | 1.11% | 6.90% | N/A | N/A |
| Portfolio components: | ||||||
BP BP p.l.c. | 5.28% | 3.42% | -8.08% | -5.84% | 1.00% | 4.35% |
STLA Stellantis N.V. | 0.46% | -4.52% | -34.78% | -37.30% | N/A | N/A |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.71% | 1.90% | 9.47% | 19.86% | 7.30% | 8.65% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 0.32% | -0.27% | 5.19% | 8.60% | 4.87% | 4.57% |
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) | 1.89% | -2.00% | 7.49% | 24.76% | 12.30% | 2.55% |
EQNR Equinor ASA | 6.80% | 6.26% | -0.43% | -7.61% | 11.21% | N/A |
DVN Devon Energy Corporation | 7.39% | -0.37% | -22.08% | -18.73% | 13.44% | -1.83% |
RF Regions Financial Corporation | 1.40% | -7.31% | 20.53% | 30.56% | 12.11% | 13.18% |
CFG Citizens Financial Group, Inc. | 2.33% | -2.59% | 24.52% | 40.42% | 7.44% | 10.28% |
KT KT Corporation | 1.74% | -0.88% | 20.48% | 28.52% | 13.01% | 5.62% |
MAIN Main Street Capital Corporation | -0.38% | 6.22% | 16.26% | 44.19% | 14.60% | 15.91% |
O Realty Income Corporation | -1.20% | -6.57% | 0.68% | -6.33% | -1.19% | 5.47% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.22% | 2.41% | 7.14% | -2.30% | 0.96% | -0.48% | 1.02% | 0.31% | -2.92% | -0.92% | 6.39% | -5.47% | 3.25% |
| 2023 | 3.98% | -3.19% | -5.37% | 2.21% | -7.02% | 4.79% | 8.14% | -3.25% | -0.43% | -3.72% | 5.14% | 4.54% | 4.58% |
| 2022 | 5.53% | 3.85% | 1.20% | -4.50% | 9.61% | -12.19% | 10.44% | 1.03% | -10.85% | 13.86% | 1.93% | -4.95% | 11.87% |
| 2021 | -6.09% | 10.57% | 4.07% | 4.56% | 6.51% | -1.26% | -3.17% | 3.54% | 4.29% | 4.93% | -2.21% | 3.09% | 31.44% |
Expense Ratio
midDiv high cap has an expense ratio of 0.13%, which is considered low compared to other funds. 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 midDiv high cap is 11, meaning it’s performing worse than 89% 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.
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 | |
|---|---|---|---|---|---|
BP BP p.l.c. | -0.19 | -0.12 | 0.98 | -0.16 | -0.31 |
STLA Stellantis N.V. | -1.03 | -1.32 | 0.82 | -0.65 | -1.01 |
QYLD Global X NASDAQ 100 Covered Call ETF | 1.84 | 2.52 | 1.44 | 2.46 | 13.20 |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 2.50 | 3.62 | 1.49 | 5.19 | 20.87 |
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) | 1.68 | 2.28 | 1.29 | 2.50 | 7.82 |
EQNR Equinor ASA | -0.10 | 0.05 | 1.01 | -0.07 | -0.26 |
DVN Devon Energy Corporation | -0.51 | -0.55 | 0.93 | -0.23 | -0.65 |
RF Regions Financial Corporation | 1.51 | 2.25 | 1.29 | 1.64 | 6.50 |
CFG Citizens Financial Group, Inc. | 1.66 | 2.49 | 1.32 | 1.25 | 9.20 |
KT KT Corporation | 1.30 | 1.87 | 1.25 | 1.78 | 4.26 |
MAIN Main Street Capital Corporation | 3.13 | 3.97 | 1.60 | 4.64 | 17.59 |
O Realty Income Corporation | -0.28 | -0.27 | 0.97 | -0.19 | -0.66 |
Dividends
Dividend yield
midDiv high cap provided a 7.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.19% | 7.30% | 6.89% | 6.46% | 5.14% | 5.88% | 4.94% | 5.06% | 3.79% | 3.95% | 4.60% | 3.82% |
| Portfolio components: | ||||||||||||
BP BP p.l.c. | 5.87% | 6.18% | 4.71% | 3.94% | 4.83% | 9.21% | 6.51% | 6.36% | 5.66% | 6.37% | 7.63% | 6.14% |
STLA Stellantis N.V. | 12.60% | 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 | 12.41% | 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 | 7.45% | 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) | 8.02% | 8.18% | 8.60% | 7.98% | 8.57% | 11.03% | 10.06% | 9.87% | 8.15% | 8.14% | 9.96% | 6.55% |
EQNR Equinor ASA | 11.40% | 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 | 4.13% | 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 | 4.11% | 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. | 3.75% | 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 | 3.44% | 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 | 7.11% | 7.07% | 8.70% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
O Realty Income Corporation | 5.97% | 5.38% | 5.33% | 4.69% | 3.88% | 4.51% | 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.
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 16.35%, occurring on Sep 26, 2022. Recovery took 370 trading sessions.
The current midDiv high cap drawdown is 3.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.35% | Aug 26, 2022 | 22 | Sep 26, 2022 | 370 | Mar 5, 2024 | 392 |
| -16.28% | Jun 8, 2022 | 27 | Jul 14, 2022 | 30 | Aug 25, 2022 | 57 |
| -10.87% | Jun 9, 2021 | 29 | Jul 19, 2021 | 50 | Sep 27, 2021 | 79 |
| -8.58% | Apr 10, 2024 | 83 | Aug 5, 2024 | 82 | Nov 27, 2024 | 165 |
| -8.13% | Dec 2, 2024 | 14 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current midDiv high cap volatility is 3.59%, 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
| O | KT | MLPD.L | EQNR | QYLD | MAIN | SJNK | STLA | BP | DVN | CFG | RF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.24 | 0.12 | 0.13 | 0.28 | 0.37 | 0.41 | 0.25 | 0.12 | 0.16 | 0.33 | 0.35 |
| KT | 0.24 | 1.00 | 0.11 | 0.18 | 0.34 | 0.24 | 0.36 | 0.32 | 0.18 | 0.17 | 0.31 | 0.32 |
| MLPD.L | 0.12 | 0.11 | 1.00 | 0.45 | 0.13 | 0.29 | 0.20 | 0.28 | 0.53 | 0.50 | 0.31 | 0.31 |
| EQNR | 0.13 | 0.18 | 0.45 | 1.00 | 0.16 | 0.22 | 0.22 | 0.25 | 0.71 | 0.65 | 0.28 | 0.29 |
| QYLD | 0.28 | 0.34 | 0.13 | 0.16 | 1.00 | 0.45 | 0.58 | 0.43 | 0.21 | 0.24 | 0.37 | 0.37 |
| MAIN | 0.37 | 0.24 | 0.29 | 0.22 | 0.45 | 1.00 | 0.46 | 0.40 | 0.30 | 0.33 | 0.46 | 0.46 |
| SJNK | 0.41 | 0.36 | 0.20 | 0.22 | 0.58 | 0.46 | 1.00 | 0.50 | 0.26 | 0.29 | 0.44 | 0.42 |
| STLA | 0.25 | 0.32 | 0.28 | 0.25 | 0.43 | 0.40 | 0.50 | 1.00 | 0.38 | 0.34 | 0.52 | 0.50 |
| BP | 0.12 | 0.18 | 0.53 | 0.71 | 0.21 | 0.30 | 0.26 | 0.38 | 1.00 | 0.73 | 0.40 | 0.40 |
| DVN | 0.16 | 0.17 | 0.50 | 0.65 | 0.24 | 0.33 | 0.29 | 0.34 | 0.73 | 1.00 | 0.43 | 0.45 |
| CFG | 0.33 | 0.31 | 0.31 | 0.28 | 0.37 | 0.46 | 0.44 | 0.52 | 0.40 | 0.43 | 1.00 | 0.87 |
| RF | 0.35 | 0.32 | 0.31 | 0.29 | 0.37 | 0.46 | 0.42 | 0.50 | 0.40 | 0.45 | 0.87 | 1.00 |