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

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

Performance

S&P 500 + Dividends +16.70%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
S&P 500 + Dividends	-0.89%	+14.10%	+17.27%	+10.08%	-7.07%	1.16

VOO	-1.01%	+11.99%	+15.32%	+11.85%	-9.19%	0.83
SCHD	-0.60%	+19.04%	+21.81%	+5.44%	-6.25%	1.44

Current Drawdown

-2.58%

Rolling Volatility

+0.59%

METRICS

Correlation Matrix

	SCHD	VOO
SCHD	1.00	0.29
VOO	0.29	1.00

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Portfolio

Allocation

2 Assets

VOO

SCHD

Metrics

Risk Indicators

Alpha3.91%

Beta0.76x

Sharpe1.16

Sortino1.66

Omega1.21

Calmar2.44

Martin7.21

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