1st CURRENT PORTFOLIO 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1st CURRENT PORTFOLIO 2024, 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 Aug 30, 2022, corresponding to the inception date of SPYI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| 1st CURRENT PORTFOLIO 2024 | 19.93% | 1.71% | 11.59% | 24.25% | N/A | N/A |
| Portfolio components: | ||||||
MPLX MPLX LP | 27.23% | 2.96% | 12.83% | 36.90% | 20.12% | 4.95% |
MO Altria Group, Inc. | 33.35% | 0.33% | 20.10% | 27.88% | 13.63% | 7.77% |
HYGW iShares High Yield Corporate Bond Buywrite Strategy ETF | 6.42% | 0.81% | 3.54% | 7.13% | N/A | N/A |
SPYI NEOS S&P 500 High Income ETF | 14.51% | 0.79% | 6.88% | 17.16% | N/A | N/A |
SVOL Simplify Volatility Premium ETF | 8.29% | -0.41% | 5.11% | 12.69% | N/A | N/A |
EPD Enterprise Products Partners L.P. | 18.33% | 0.27% | 5.54% | 17.70% | 8.76% | 3.60% |
WES Western Midstream Partners, LP | 46.16% | 2.93% | 20.19% | 64.25% | 18.65% | 2.78% |
ET Energy Transfer LP | 23.50% | -1.72% | 6.44% | 26.23% | 13.43% | 1.45% |
BTI British American Tobacco p.l.c. | 36.12% | 5.20% | 28.70% | 23.95% | 9.22% | 1.74% |
BANX StoneCastle Financial Corp. | 18.20% | 3.28% | 10.73% | 26.56% | 7.90% | 6.55% |
IIPR Innovative Industrial Properties, Inc. | 37.30% | 11.79% | 39.19% | 70.16% | 12.61% | N/A |
CTO CTO Realty Growth, Inc. | 18.36% | 2.37% | 18.94% | 26.75% | 9.27% | 7.40% |
ABBV AbbVie Inc. | 28.37% | -1.74% | 11.79% | 30.90% | 27.58% | 17.39% |
Monthly Returns
The table below presents the monthly returns of 1st CURRENT PORTFOLIO 2024, 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 | 1.17% | 3.41% | 3.73% | -1.82% | 2.70% | 2.42% | 4.20% | 2.04% | 19.93% | ||||
| 2023 | 2.89% | -0.85% | 0.00% | 0.97% | -2.35% | 3.75% | 3.25% | 0.01% | -1.30% | -1.92% | 4.64% | 2.79% | 12.19% |
| 2022 | -0.29% | -6.38% | 7.94% | 3.49% | -3.16% | 0.98% |
Expense Ratio
1st CURRENT PORTFOLIO 2024 features an expense ratio of 0.32%, falling within the medium range. 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 risk-adjusted rank of 1st CURRENT PORTFOLIO 2024 is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MPLX MPLX LP | 3.17 | 4.42 | 1.55 | 5.80 | 21.66 |
MO Altria Group, Inc. | 1.45 | 1.88 | 1.30 | 1.86 | 7.73 |
HYGW iShares High Yield Corporate Bond Buywrite Strategy ETF | 2.22 | 3.01 | 1.48 | 1.89 | 8.60 |
SPYI NEOS S&P 500 High Income ETF | 1.75 | 2.34 | 1.35 | 2.24 | 8.97 |
SVOL Simplify Volatility Premium ETF | 1.07 | 1.44 | 1.26 | 1.16 | 7.61 |
EPD Enterprise Products Partners L.P. | 1.52 | 2.24 | 1.27 | 3.21 | 7.65 |
WES Western Midstream Partners, LP | 2.70 | 3.84 | 1.48 | 5.44 | 16.28 |
ET Energy Transfer LP | 1.72 | 2.51 | 1.31 | 4.62 | 12.96 |
BTI British American Tobacco p.l.c. | 1.24 | 1.68 | 1.25 | 0.95 | 4.24 |
BANX StoneCastle Financial Corp. | 2.03 | 3.13 | 1.38 | 4.86 | 10.68 |
IIPR Innovative Industrial Properties, Inc. | 2.13 | 2.93 | 1.35 | 1.70 | 9.91 |
CTO CTO Realty Growth, Inc. | 1.12 | 1.59 | 1.24 | 1.30 | 7.34 |
ABBV AbbVie Inc. | 1.69 | 2.20 | 1.31 | 2.17 | 5.72 |
Dividends
Dividend yield
1st CURRENT PORTFOLIO 2024 granted a 10.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1st CURRENT PORTFOLIO 2024 | 10.12% | 11.33% | 7.78% | 3.80% | 5.76% | 3.50% | 3.25% | 2.26% | 2.05% | 2.14% | 1.73% | 1.23% |
| Portfolio components: | ||||||||||||
MPLX MPLX LP | 7.75% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.18% | 5.76% | 4.25% | 1.79% | 2.28% |
MO Altria Group, Inc. | 7.84% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
HYGW iShares High Yield Corporate Bond Buywrite Strategy ETF | 13.25% | 15.98% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 11.72% | 12.01% | 4.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.27% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPD Enterprise Products Partners L.P. | 6.96% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
WES Western Midstream Partners, LP | 7.24% | 8.50% | 6.72% | 5.62% | 11.10% | 12.28% | 8.17% | 5.36% | 3.98% | 3.81% | 1.71% | 1.56% |
ET Energy Transfer LP | 7.90% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
BTI British American Tobacco p.l.c. | 7.58% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
BANX StoneCastle Financial Corp. | 11.34% | 12.11% | 9.74% | 7.37% | 8.16% | 6.82% | 8.60% | 7.45% | 7.81% | 9.26% | 12.84% | 1.14% |
IIPR Innovative Industrial Properties, Inc. | 5.49% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
CTO CTO Realty Growth, Inc. | 7.90% | 8.77% | 8.17% | 6.51% | 32.57% | 0.73% | 0.51% | 0.28% | 0.22% | 0.15% | 0.13% | 0.17% |
ABBV AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
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 1st CURRENT PORTFOLIO 2024. 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 1st CURRENT PORTFOLIO 2024 was 8.78%, occurring on Sep 27, 2022. Recovery took 38 trading sessions.
The current 1st CURRENT PORTFOLIO 2024 drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.78% | Sep 13, 2022 | 11 | Sep 27, 2022 | 38 | Nov 18, 2022 | 49 |
| -5.33% | Feb 16, 2023 | 25 | Mar 23, 2023 | 69 | Jul 3, 2023 | 94 |
| -5.19% | Sep 15, 2023 | 31 | Oct 27, 2023 | 23 | Nov 30, 2023 | 54 |
| -4.05% | Dec 5, 2022 | 12 | Dec 20, 2022 | 16 | Jan 13, 2023 | 28 |
| -3.94% | Apr 1, 2024 | 12 | Apr 16, 2024 | 18 | May 10, 2024 | 30 |
Volatility
Volatility Chart
The current 1st CURRENT PORTFOLIO 2024 volatility is 2.30%, 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
| BANX | ABBV | MO | BTI | CTO | IIPR | WES | SVOL | HYGW | MPLX | EPD | ET | SPYI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANX | 1.00 | -0.03 | 0.09 | 0.13 | 0.14 | 0.16 | 0.12 | 0.12 | 0.05 | 0.12 | 0.13 | 0.14 | 0.11 |
| ABBV | -0.03 | 1.00 | 0.35 | 0.28 | 0.18 | 0.15 | 0.09 | 0.19 | 0.19 | 0.17 | 0.16 | 0.17 | 0.25 |
| MO | 0.09 | 0.35 | 1.00 | 0.59 | 0.31 | 0.27 | 0.21 | 0.27 | 0.29 | 0.23 | 0.29 | 0.26 | 0.29 |
| BTI | 0.13 | 0.28 | 0.59 | 1.00 | 0.35 | 0.28 | 0.23 | 0.33 | 0.33 | 0.23 | 0.26 | 0.26 | 0.30 |
| CTO | 0.14 | 0.18 | 0.31 | 0.35 | 1.00 | 0.51 | 0.27 | 0.30 | 0.44 | 0.34 | 0.32 | 0.32 | 0.36 |
| IIPR | 0.16 | 0.15 | 0.27 | 0.28 | 0.51 | 1.00 | 0.30 | 0.39 | 0.45 | 0.34 | 0.30 | 0.31 | 0.48 |
| WES | 0.12 | 0.09 | 0.21 | 0.23 | 0.27 | 0.30 | 1.00 | 0.33 | 0.34 | 0.63 | 0.57 | 0.62 | 0.43 |
| SVOL | 0.12 | 0.19 | 0.27 | 0.33 | 0.30 | 0.39 | 0.33 | 1.00 | 0.56 | 0.31 | 0.33 | 0.32 | 0.68 |
| HYGW | 0.05 | 0.19 | 0.29 | 0.33 | 0.44 | 0.45 | 0.34 | 0.56 | 1.00 | 0.34 | 0.33 | 0.37 | 0.60 |
| MPLX | 0.12 | 0.17 | 0.23 | 0.23 | 0.34 | 0.34 | 0.63 | 0.31 | 0.34 | 1.00 | 0.63 | 0.63 | 0.37 |
| EPD | 0.13 | 0.16 | 0.29 | 0.26 | 0.32 | 0.30 | 0.57 | 0.33 | 0.33 | 0.63 | 1.00 | 0.68 | 0.44 |
| ET | 0.14 | 0.17 | 0.26 | 0.26 | 0.32 | 0.31 | 0.62 | 0.32 | 0.37 | 0.63 | 0.68 | 1.00 | 0.42 |
| SPYI | 0.11 | 0.25 | 0.29 | 0.30 | 0.36 | 0.48 | 0.43 | 0.68 | 0.60 | 0.37 | 0.44 | 0.42 | 1.00 |