KAY P2
Investment Portfolio Build
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KAY P2, 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 Feb 24, 2022, corresponding to the inception date of CGDV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
KAY P2 | 22.31% | 2.18% | 8.33% | 44.17% | N/A | N/A |
Portfolio components: | ||||||
Capital Group Dividend Value ETF | 22.20% | 3.37% | 12.78% | 38.24% | N/A | N/A |
Invesco ESG NASDAQ 100 ETF | 18.72% | 0.61% | 7.67% | 36.64% | N/A | N/A |
Ares Capital Corporation | 10.32% | 0.91% | 7.99% | 17.77% | 12.08% | 12.58% |
Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.87% | 11.51% |
Bitcoin | 49.99% | 4.99% | -1.04% | 138.51% | 45.48% | 65.03% |
Monthly Returns
The table below presents the monthly returns of KAY P2, 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 | 1.07% | 8.70% | 6.46% | -4.42% | 5.56% | 0.24% | 2.08% | -0.22% | 22.31% | ||||
2023 | 11.01% | -0.54% | 5.81% | 1.54% | 0.58% | 5.97% | 3.05% | -2.56% | -1.02% | 2.38% | 7.45% | 6.46% | 47.18% |
2022 | 3.85% | 1.98% | -8.50% | -3.05% | -10.93% | 9.37% | -3.69% | -9.70% | 10.57% | 1.34% | -4.18% | -14.53% |
Expense Ratio
KAY P2 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 KAY P2 is 43, 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 | |
---|---|---|---|---|---|
Capital Group Dividend Value ETF | 2.87 | 3.87 | 1.52 | 2.23 | 24.75 |
Invesco ESG NASDAQ 100 ETF | 1.39 | 1.92 | 1.25 | 0.60 | 6.02 |
Ares Capital Corporation | 1.02 | 1.46 | 1.19 | 0.39 | 6.65 |
Schwab US Dividend Equity ETF | 1.68 | 2.42 | 1.29 | 0.85 | 8.10 |
Bitcoin | 1.40 | 2.07 | 1.21 | 1.32 | 6.16 |
Dividends
Dividend yield
KAY P2 granted a 3.83% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
KAY P2 | 3.83% | 4.06% | 4.21% | 2.81% | 3.45% | 3.28% | 3.58% | 3.48% | 3.34% | 3.96% | 3.61% | 3.16% |
Portfolio components: | ||||||||||||
Capital Group Dividend Value ETF | 1.41% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco ESG NASDAQ 100 ETF | 0.42% | 0.60% | 0.82% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Ares Capital Corporation | 9.32% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 KAY P2. 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 KAY P2 was 26.30%, occurring on Oct 2, 2022. Recovery took 271 trading sessions.
The current KAY P2 drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.3% | Mar 30, 2022 | 187 | Oct 2, 2022 | 271 | Jun 30, 2023 | 458 |
-8.37% | Jul 17, 2024 | 20 | Aug 5, 2024 | 45 | Sep 19, 2024 | 65 |
-7.3% | Mar 3, 2022 | 11 | Mar 13, 2022 | 12 | Mar 25, 2022 | 23 |
-5.21% | Aug 1, 2023 | 64 | Oct 3, 2023 | 29 | Nov 1, 2023 | 93 |
-5.1% | Apr 1, 2024 | 17 | Apr 17, 2024 | 28 | May 15, 2024 | 45 |
Volatility
Volatility Chart
The current KAY P2 volatility is 4.49%, 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
BTC-USD | ARCC | QQMG | SCHD | CGDV | |
---|---|---|---|---|---|
BTC-USD | 1.00 | 0.21 | 0.28 | 0.27 | 0.28 |
ARCC | 0.21 | 1.00 | 0.43 | 0.56 | 0.58 |
QQMG | 0.28 | 0.43 | 1.00 | 0.55 | 0.73 |
SCHD | 0.27 | 0.56 | 0.55 | 1.00 | 0.84 |
CGDV | 0.28 | 0.58 | 0.73 | 0.84 | 1.00 |