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midDiv high cap
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SJNK 8.33%BP 8.33%STLA 8.33%QYLD 8.33%MLPD.L 8.33%EQNR 8.33%DVN 8.33%RF 8.33%CFG 8.33%KT 8.33%MAIN 8.33%O 8.33%BondBondEquityEquity
PositionCategory/SectorWeight
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 Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
1.72%
15.83%
midDiv high cap
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 24, 2014, corresponding to the inception date of CFG

Returns By Period

As of Oct 30, 2024, the midDiv high cap returned 5.90% Year-To-Date and 9.50% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
midDiv high cap5.90%-1.40%1.72%21.11%12.14%9.50%
BP
BP p.l.c.
-13.82%-6.56%-22.27%-19.44%0.25%1.94%
STLA
Stellantis N.V.
-38.88%-16.94%-40.18%-20.82%5.10%11.53%
QYLD
Global X NASDAQ 100 Covered Call ETF
16.28%2.41%11.25%24.24%7.30%8.13%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.53%-0.16%6.63%14.60%5.05%4.18%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
15.95%0.60%2.94%21.82%11.37%0.29%
EQNR
Equinor ASA
-14.76%-0.96%-2.13%-17.83%12.64%5.83%
DVN
Devon Energy Corporation
-13.41%-2.10%-24.07%-13.54%19.81%-0.96%
RF
Regions Financial Corporation
27.74%3.65%26.81%76.57%12.46%12.64%
CFG
Citizens Financial Group, Inc.
31.89%3.53%25.05%90.29%8.30%9.49%
KT
KT Corporation
19.61%0.32%25.56%40.95%12.88%4.14%
MAIN
Main Street Capital Corporation
27.23%2.70%7.86%47.38%11.66%13.16%
O
Realty Income Corporation
9.73%-3.30%15.45%38.34%-0.74%7.68%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.75%2.00%6.70%-2.64%1.46%0.06%2.23%1.16%-2.45%5.90%
20235.21%-1.41%-5.21%1.61%-5.87%4.22%8.37%-3.60%-0.57%-4.45%7.04%6.16%10.55%
20224.80%2.47%0.98%-4.89%6.81%-10.32%9.91%-0.87%-10.05%11.42%4.58%-4.43%7.83%
20212.03%11.03%3.94%4.46%6.50%-1.21%-3.08%3.47%4.06%4.59%-2.64%2.92%41.55%
2020-5.47%-11.55%-30.12%25.15%2.64%2.53%-0.59%3.27%-3.79%-1.09%19.31%6.80%-4.21%
201910.07%2.12%-1.25%2.94%-6.37%5.05%-0.56%-3.87%3.29%0.41%0.69%4.04%16.73%
20185.17%-7.14%-0.07%3.97%3.31%-1.47%1.67%1.19%0.03%-6.22%-0.78%-9.06%-10.04%
20172.83%1.33%-0.89%-0.12%-2.14%-0.06%3.98%0.34%5.71%0.35%2.28%3.84%18.58%
2016-6.13%-3.10%9.05%7.96%0.69%0.48%2.92%3.52%1.15%-0.25%7.70%4.86%31.53%
2015-0.90%5.69%-1.38%4.83%-1.91%-2.54%-1.56%-7.26%-4.03%8.07%1.53%-7.20%-7.64%
2014-1.41%-0.58%-0.82%-1.90%-4.63%

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.


Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for MLPD.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SJNK: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of midDiv high cap is 14, indicating that it is in the bottom 14% 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 midDiv high cap is 1414
Combined Rank
The Sharpe Ratio Rank of midDiv high cap is 88Sharpe Ratio Rank
The Sortino Ratio Rank of midDiv high cap is 88Sortino Ratio Rank
The Omega Ratio Rank of midDiv high cap is 88Omega Ratio Rank
The Calmar Ratio Rank of midDiv high cap is 3333Calmar Ratio Rank
The Martin Ratio Rank of midDiv high cap is 1212Martin 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.


midDiv high cap
Sharpe ratio
The chart of Sharpe ratio for midDiv high cap, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Sortino ratio
The chart of Sortino ratio for midDiv high cap, currently valued at 2.07, compared to the broader market-2.000.002.004.006.002.07
Omega ratio
The chart of Omega ratio for midDiv high cap, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.802.001.27
Calmar ratio
The chart of Calmar ratio for midDiv high cap, currently valued at 2.26, compared to the broader market0.005.0010.002.26
Martin ratio
The chart of Martin ratio for midDiv high cap, currently valued at 7.94, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BP
BP p.l.c.
-0.63-0.740.90-0.53-1.38
STLA
Stellantis N.V.
-0.81-0.950.87-0.50-0.99
QYLD
Global X NASDAQ 100 Covered Call ETF
2.132.931.532.6914.89
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
3.265.171.687.2229.11
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
1.411.951.251.007.80
EQNR
Equinor ASA
-0.54-0.590.93-0.44-1.04
DVN
Devon Energy Corporation
-0.49-0.540.93-0.26-0.87
RF
Regions Financial Corporation
2.403.291.411.7212.11
CFG
Citizens Financial Group, Inc.
2.333.131.391.3514.16
KT
KT Corporation
1.582.301.301.935.20
MAIN
Main Street Capital Corporation
2.853.641.574.0315.62
O
Realty Income Corporation
1.442.081.260.883.81

Sharpe Ratio

The current midDiv high cap Sharpe ratio is 1.47. 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 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of midDiv high cap 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
1.47
3.43
midDiv high cap
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

midDiv high cap provided a 7.74% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
midDiv high cap7.74%6.97%6.42%6.13%5.88%6.18%5.13%4.05%4.25%5.02%4.43%2.91%
BP
BP p.l.c.
6.09%4.71%3.94%4.83%9.21%6.52%6.41%5.71%6.42%7.67%6.14%4.50%
STLA
Stellantis N.V.
12.37%6.34%7.90%14.55%0.00%14.86%0.00%0.00%0.09%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.42%11.78%13.26%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%0.00%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
7.36%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%5.34%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
8.45%8.60%8.00%8.53%11.03%10.06%9.87%8.15%8.14%10.12%6.55%2.49%
EQNR
Equinor ASA
12.93%9.80%4.13%2.24%4.32%4.85%3.13%2.99%3.54%4.85%7.34%3.56%
DVN
Devon Energy Corporation
5.24%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
RF
Regions Financial Corporation
4.06%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%
CFG
Citizens Financial Group, Inc.
4.97%5.07%4.11%3.30%4.36%3.35%3.30%1.52%1.29%1.53%0.40%0.00%
KT
KT Corporation
6.85%5.29%5.40%6.00%5.51%3.83%3.34%2.99%2.49%1.84%0.00%2.59%
MAIN
Main Street Capital Corporation
7.99%8.61%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%
O
Realty Income Corporation
5.15%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%

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%MayJuneJulyAugustSeptemberOctober
-3.15%
-0.54%
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 51.69%, occurring on Mar 18, 2020. Recovery took 210 trading sessions.

The current midDiv high cap drawdown is 3.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.69%Jan 25, 2018550Mar 18, 2020210Jan 12, 2021760
-27.46%May 5, 2015184Jan 20, 2016199Oct 27, 2016383
-14.51%Aug 26, 202222Sep 26, 202247Nov 30, 202269
-13.41%Jun 8, 202227Jul 14, 202221Aug 12, 202248
-12.2%Feb 15, 202374May 31, 2023140Dec 13, 2023214

Volatility

Volatility Chart

The current midDiv high cap volatility is 2.85%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.85%
2.71%
midDiv high cap
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.

OKTMLPD.LQYLDMAINSTLAEQNRSJNKCFGDVNBPRF
O1.000.180.090.240.300.180.110.320.170.110.130.18
KT0.181.000.150.290.220.260.260.320.250.220.250.26
MLPD.L0.090.151.000.160.270.260.430.280.280.450.460.29
QYLD0.240.290.161.000.380.420.270.540.350.300.290.36
MAIN0.300.220.270.381.000.340.300.410.400.350.340.43
STLA0.180.260.260.420.341.000.340.480.460.350.380.44
EQNR0.110.260.430.270.300.341.000.390.350.660.750.38
SJNK0.320.320.280.540.410.480.391.000.420.390.390.42
CFG0.170.250.280.350.400.460.350.421.000.430.400.86
DVN0.110.220.450.300.350.350.660.390.431.000.680.46
BP0.130.250.460.290.340.380.750.390.400.681.000.41
RF0.180.260.290.360.430.440.380.420.860.460.411.00
The correlation results are calculated based on daily price changes starting from Sep 25, 2014