midDiv high cap
Asset Allocation
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
The earliest data available for this chart is Sep 24, 2014, corresponding to the inception date of CFG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| midDiv high cap | 9.20% | 1.15% | 9.06% | 18.72% | 13.65% | N/A |
| Portfolio components: | ||||||
BP BP p.l.c. | 0.94% | -1.02% | -0.35% | -1.24% | 3.93% | 2.61% |
STLA Stellantis N.V. | -23.72% | -5.72% | -32.00% | -2.79% | 13.26% | 11.23% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.04% | 3.69% | 5.83% | 15.32% | 7.08% | 7.47% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 5.84% | 1.63% | 5.15% | 11.24% | 4.71% | 3.99% |
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) | 15.06% | -0.58% | 6.72% | 24.46% | 9.80% | -0.35% |
EQNR Equinor ASA | -6.32% | 7.27% | 14.95% | 0.53% | 16.68% | 4.71% |
DVN Devon Energy Corporation | 1.35% | -2.59% | 3.59% | -6.70% | 21.10% | -1.66% |
RF Regions Financial Corporation | 20.63% | 0.13% | 25.83% | 27.98% | 13.78% | 12.08% |
CFG Citizens Financial Group, Inc. | 33.36% | -0.23% | 41.00% | 64.43% | 9.78% | N/A |
KT KT Corporation | 14.72% | 6.52% | 8.58% | 27.85% | 12.09% | 2.67% |
MAIN Main Street Capital Corporation | 20.36% | -2.75% | 11.72% | 34.98% | 10.23% | 12.68% |
O Realty Income Corporation | 11.26% | 6.86% | 21.56% | 15.93% | 1.70% | 8.40% |
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 | -1.75% | 2.00% | 6.70% | -2.64% | 1.46% | 0.06% | 2.23% | 9.20% | |||||
| 2023 | 5.19% | -1.41% | -5.21% | 1.61% | -5.87% | 4.22% | 8.37% | -3.60% | -0.57% | -4.45% | 7.04% | 6.16% | 10.52% |
| 2022 | 4.85% | 2.47% | 0.98% | -4.89% | 6.81% | -10.32% | 9.91% | -0.86% | -10.04% | 11.42% | 4.58% | -4.40% | 7.92% |
| 2021 | 2.03% | 11.03% | 3.99% | 4.43% | 6.50% | -1.21% | -3.08% | 3.47% | 4.06% | 4.59% | -2.64% | 2.88% | 41.50% |
| 2020 | -5.55% | -11.47% | -30.12% | 25.15% | 2.64% | 2.53% | -0.59% | 3.27% | -3.79% | -1.09% | 19.31% | 6.80% | -4.21% |
| 2019 | 10.07% | 2.13% | -1.25% | 2.91% | -6.41% | 5.05% | -0.56% | -3.87% | 3.29% | 0.42% | 0.69% | 4.03% | 16.63% |
| 2018 | 5.17% | -7.14% | -0.07% | 3.97% | 3.44% | -1.59% | 1.66% | 1.14% | 0.08% | -6.22% | -0.85% | -9.00% | -10.05% |
| 2017 | 2.83% | 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 | -8.40% | -3.11% | 8.82% | 7.96% | 0.69% | 0.48% | 2.92% | 3.52% | 1.15% | -0.25% | 7.70% | 4.86% | 28.05% |
| 2015 | -0.75% | 5.54% | -1.38% | 4.83% | -1.91% | -2.54% | -1.56% | -7.05% | -4.24% | 8.07% | 1.53% | -7.08% | -7.52% |
| 2014 | -1.36% | -0.69% | -0.72% | -1.90% | -4.59% |
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 25, 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 | |
|---|---|---|---|---|---|
BP BP p.l.c. | -0.25 | -0.22 | 0.97 | -0.31 | -0.54 |
STLA Stellantis N.V. | -0.08 | 0.10 | 1.01 | -0.05 | -0.14 |
QYLD Global X NASDAQ 100 Covered Call ETF | 1.43 | 2.00 | 1.33 | 1.55 | 8.44 |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 2.52 | 3.98 | 1.51 | 4.30 | 15.40 |
MLPD.L Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist) | 1.61 | 2.20 | 1.28 | 1.00 | 9.91 |
EQNR Equinor ASA | -0.15 | -0.03 | 1.00 | -0.11 | -0.27 |
DVN Devon Energy Corporation | -0.42 | -0.44 | 0.95 | -0.25 | -0.82 |
RF Regions Financial Corporation | 0.91 | 1.38 | 1.19 | 0.68 | 3.22 |
CFG Citizens Financial Group, Inc. | 1.76 | 2.47 | 1.30 | 1.02 | 8.84 |
KT KT Corporation | 1.41 | 2.06 | 1.26 | 1.50 | 4.53 |
MAIN Main Street Capital Corporation | 2.25 | 3.02 | 1.43 | 3.41 | 13.55 |
O Realty Income Corporation | 0.81 | 1.24 | 1.16 | 0.46 | 2.02 |
Dividends
Dividend yield
midDiv high cap granted a 7.27% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| midDiv high cap | 7.27% | 6.96% | 6.42% | 6.13% | 5.88% | 6.11% | 5.13% | 4.05% | 4.25% | 5.00% | 4.43% | 2.91% |
| Portfolio components: | ||||||||||||
BP BP p.l.c. | 5.20% | 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. | 9.91% | 6.34% | 7.90% | 14.55% | 0.00% | 14.02% | 0.00% | 0.00% | 0.09% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.58% | 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 | 7.39% | 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) | 8.47% | 8.60% | 7.98% | 8.57% | 11.03% | 10.06% | 9.87% | 8.15% | 8.14% | 9.96% | 6.55% | 2.47% |
EQNR Equinor ASA | 11.76% | 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 | 4.54% | 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 | 4.21% | 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. | 3.93% | 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 | 7.15% | 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 | 8.14% | 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 | 5.01% | 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.
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 51.74%, occurring on Mar 18, 2020. Recovery took 210 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.74% | Jan 25, 2018 | 553 | Mar 18, 2020 | 210 | Jan 12, 2021 | 763 |
| -29.25% | May 5, 2015 | 184 | Jan 20, 2016 | 212 | Nov 15, 2016 | 396 |
| -14.51% | Aug 26, 2022 | 22 | Sep 26, 2022 | 47 | Nov 30, 2022 | 69 |
| -13.41% | Jun 8, 2022 | 27 | Jul 14, 2022 | 21 | Aug 12, 2022 | 48 |
| -12.2% | Feb 15, 2023 | 74 | May 31, 2023 | 140 | Dec 13, 2023 | 214 |
Volatility
Volatility Chart
The current midDiv high cap volatility is 5.12%, 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 | QYLD | MAIN | STLA | EQNR | SJNK | CFG | DVN | RF | BP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.19 | 0.09 | 0.24 | 0.31 | 0.18 | 0.12 | 0.32 | 0.17 | 0.11 | 0.18 | 0.14 |
| KT | 0.19 | 1.00 | 0.16 | 0.29 | 0.22 | 0.26 | 0.26 | 0.32 | 0.25 | 0.23 | 0.27 | 0.25 |
| MLPD.L | 0.09 | 0.16 | 1.00 | 0.17 | 0.29 | 0.26 | 0.45 | 0.29 | 0.30 | 0.46 | 0.30 | 0.47 |
| QYLD | 0.24 | 0.29 | 0.17 | 1.00 | 0.38 | 0.42 | 0.27 | 0.54 | 0.35 | 0.30 | 0.36 | 0.29 |
| MAIN | 0.31 | 0.22 | 0.29 | 0.38 | 1.00 | 0.35 | 0.30 | 0.42 | 0.41 | 0.35 | 0.43 | 0.35 |
| STLA | 0.18 | 0.26 | 0.26 | 0.42 | 0.35 | 1.00 | 0.34 | 0.48 | 0.46 | 0.35 | 0.44 | 0.38 |
| EQNR | 0.12 | 0.26 | 0.45 | 0.27 | 0.30 | 0.34 | 1.00 | 0.39 | 0.36 | 0.66 | 0.38 | 0.75 |
| SJNK | 0.32 | 0.32 | 0.29 | 0.54 | 0.42 | 0.48 | 0.39 | 1.00 | 0.42 | 0.39 | 0.42 | 0.40 |
| CFG | 0.17 | 0.25 | 0.30 | 0.35 | 0.41 | 0.46 | 0.36 | 0.42 | 1.00 | 0.43 | 0.86 | 0.41 |
| DVN | 0.11 | 0.23 | 0.46 | 0.30 | 0.35 | 0.35 | 0.66 | 0.39 | 0.43 | 1.00 | 0.46 | 0.68 |
| RF | 0.18 | 0.27 | 0.30 | 0.36 | 0.43 | 0.44 | 0.38 | 0.42 | 0.86 | 0.46 | 1.00 | 0.42 |
| BP | 0.14 | 0.25 | 0.47 | 0.29 | 0.35 | 0.38 | 0.75 | 0.40 | 0.41 | 0.68 | 0.42 | 1.00 |