S&P 500 + Dividends Portfolio: Returns, Risk & Holdings | Redstone

S&P 500 + Dividends Portfolio: Returns, Risk & Holdings | Redstone

Performance

S&P 500 + Dividends +20.76%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
S&P 500 + Dividends	+0.32%	+15.47%	+20.76%	+10.00%	-7.07%	1.48

VOO	+0.61%	+13.89%	+19.16%	+11.82%	-9.19%	1.10
SCHD	-0.33%	+19.15%	+24.49%	+5.19%	-7.61%	1.65

Current Drawdown

-1.42%

Rolling Volatility

+0.55%

METRICS

Correlation Matrix

	SCHD	VOO
SCHD	1.00	0.26
VOO	0.26	1.00

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Portfolio

Allocation

2 Assets

VOO

SCHD

Metrics

Risk Indicators

Alpha4.44%

Beta0.76x

Sharpe1.48

Sortino2.18

Omega1.27

Calmar2.94

Martin8.78

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