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Dividend

Last updated Sep 23, 2023

Asset Allocation


O 6.67%VZ 6.67%MAIN 6.67%ABR 6.67%MSFT 6.67%ABBV 6.67%BMY 6.67%PSA 6.67%TSN 6.67%UPS 6.67%NVDA 6.67%AVGO 6.67%TXN 6.67%PEP 6.67%CTAS 6.67%EquityEquity
PositionCategory/SectorWeight
O
Realty Income Corporation
Real Estate6.67%
VZ
Verizon Communications Inc.
Communication Services6.67%
MAIN
Main Street Capital Corporation
Financial Services6.67%
ABR
Arbor Realty Trust, Inc.
Real Estate6.67%
MSFT
Microsoft Corporation
Technology6.67%
ABBV
AbbVie Inc.
Healthcare6.67%
BMY
Bristol-Myers Squibb Company
Healthcare6.67%
PSA
Public Storage
Real Estate6.67%
TSN
Tyson Foods, Inc.
Consumer Defensive6.67%
UPS
United Parcel Service, Inc.
Industrials6.67%
NVDA
NVIDIA Corporation
Technology6.67%
AVGO
Broadcom Inc.
Technology6.67%
TXN
Texas Instruments Incorporated
Technology6.67%
PEP
PepsiCo, Inc.
Consumer Defensive6.67%
CTAS
Cintas Corporation
Industrials6.67%

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.21%
8.61%
Dividend
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Dividend returned 13.74% Year-To-Date and 20.05% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
Dividend-3.19%6.09%13.74%19.01%16.51%20.05%
O
Realty Income Corporation
-9.31%-13.35%-15.98%-13.34%3.19%7.82%
VZ
Verizon Communications Inc.
0.27%-8.56%-11.23%-10.93%-4.87%1.22%
MAIN
Main Street Capital Corporation
2.85%7.83%17.09%18.04%8.09%11.23%
ABR
Arbor Realty Trust, Inc.
-2.93%42.23%23.30%24.06%15.65%18.21%
MSFT
Microsoft Corporation
-3.06%13.47%33.09%32.82%24.02%27.90%
ABBV
AbbVie Inc.
3.85%-1.37%-2.64%11.14%15.94%17.49%
BMY
Bristol-Myers Squibb Company
-4.32%-11.48%-16.07%-14.65%2.06%5.31%
PSA
Public Storage
-3.06%-5.90%-2.74%-8.22%9.72%9.17%
TSN
Tyson Foods, Inc.
-3.54%-8.78%-15.71%-25.57%-1.10%7.68%
UPS
United Parcel Service, Inc.
-8.94%-15.80%-9.09%-4.97%8.72%8.60%
NVDA
NVIDIA Corporation
-11.68%55.41%184.83%231.47%44.92%60.55%
AVGO
Broadcom Inc.
-4.90%31.73%50.96%78.20%31.79%38.31%
TXN
Texas Instruments Incorporated
-5.61%-9.38%-0.84%1.55%10.85%17.94%
PEP
PepsiCo, Inc.
-0.91%-0.76%-0.95%6.79%11.96%11.25%
CTAS
Cintas Corporation
2.75%16.28%12.63%31.18%20.22%27.36%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ABRBMYTSNVZABBVPSAOMAINNVDAPEPAVGOUPSMSFTTXNCTAS
ABR1.000.150.250.220.150.250.320.380.210.190.250.280.250.270.32
BMY0.151.000.240.270.470.230.240.220.200.340.230.290.260.280.32
TSN0.250.241.000.320.230.290.300.280.180.360.230.320.230.280.31
VZ0.220.270.321.000.280.300.340.250.120.420.180.320.260.260.30
ABBV0.150.470.230.281.000.200.220.250.230.330.270.320.320.320.32
PSA0.250.230.290.300.201.000.590.240.170.400.190.290.280.230.34
O0.320.240.300.340.220.591.000.310.150.410.190.280.270.240.35
MAIN0.380.220.280.250.250.240.311.000.300.270.320.350.340.350.39
NVDA0.210.200.180.120.230.170.150.301.000.220.580.380.560.640.42
PEP0.190.340.360.420.330.400.410.270.221.000.280.370.390.340.43
AVGO0.250.230.230.180.270.190.190.320.580.281.000.420.510.690.46
UPS0.280.290.320.320.320.290.280.350.380.370.421.000.430.470.50
MSFT0.250.260.230.260.320.280.270.340.560.390.510.431.000.580.52
TXN0.270.280.280.260.320.230.240.350.640.340.690.470.581.000.52
CTAS0.320.320.310.300.320.340.350.390.420.430.460.500.520.521.00

Sharpe Ratio

The current Dividend Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.04

The Sharpe ratio of Dividend lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.04
0.81
Dividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend granted a 4.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend4.19%4.30%3.16%3.86%4.01%4.82%4.26%4.52%5.01%5.20%5.64%4.84%
O
Realty Income Corporation
5.87%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
VZ
Verizon Communications Inc.
7.84%6.86%5.38%4.88%4.77%5.32%5.79%5.89%6.93%6.94%6.69%7.71%
MAIN
Main Street Capital Corporation
8.48%8.28%6.35%8.23%8.51%11.79%10.62%12.05%16.14%16.80%17.09%12.88%
ABR
Arbor Realty Trust, Inc.
11.08%12.75%9.06%11.26%11.48%15.56%14.23%15.50%16.48%16.99%17.87%12.12%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
ABBV
AbbVie Inc.
3.83%3.59%4.11%4.94%5.72%4.87%3.44%4.90%4.77%3.66%4.52%0.00%
BMY
Bristol-Myers Squibb Company
3.82%3.08%2.49%3.99%2.87%3.58%3.04%2.39%2.71%3.14%4.35%5.71%
PSA
Public Storage
4.17%7.79%2.35%3.92%4.42%4.81%4.84%4.29%3.56%4.24%4.95%4.54%
TSN
Tyson Foods, Inc.
3.76%3.07%2.16%2.85%1.87%2.69%1.38%1.28%0.99%0.96%0.81%1.68%
UPS
United Parcel Service, Inc.
4.15%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
TXN
Texas Instruments Incorporated
3.09%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
PEP
PepsiCo, Inc.
2.76%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
CTAS
Cintas Corporation
0.95%0.94%0.78%0.20%0.98%1.27%1.09%1.22%1.24%2.36%1.42%1.75%

Expense Ratio

The Dividend has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
O
Realty Income Corporation
-0.69
VZ
Verizon Communications Inc.
-0.44
MAIN
Main Street Capital Corporation
0.66
ABR
Arbor Realty Trust, Inc.
0.48
MSFT
Microsoft Corporation
1.11
ABBV
AbbVie Inc.
0.62
BMY
Bristol-Myers Squibb Company
-0.68
PSA
Public Storage
-0.35
TSN
Tyson Foods, Inc.
-0.93
UPS
United Parcel Service, Inc.
-0.32
NVDA
NVIDIA Corporation
3.87
AVGO
Broadcom Inc.
2.28
TXN
Texas Instruments Incorporated
0.04
PEP
PepsiCo, Inc.
0.44
CTAS
Cintas Corporation
1.29

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.27%
-9.93%
Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dividend. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dividend is 34.84%, recorded on Mar 23, 2020. It took 91 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.84%Feb 20, 202023Mar 23, 202091Jul 31, 2020114
-22.26%Mar 30, 2022138Oct 14, 2022165Jun 13, 2023303
-15.55%Aug 30, 201880Dec 24, 201853Mar 13, 2019133
-9.99%Aug 18, 20156Aug 25, 201536Oct 15, 201542
-9.71%Jan 29, 20189Feb 8, 2018104Jul 10, 2018113

Volatility Chart

The current Dividend volatility is 3.36%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.36%
3.41%
Dividend
Benchmark (^GSPC)
Portfolio components