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Dividend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
ABBV
AbbVie Inc.
Healthcare
6.67%
ABR
Arbor Realty Trust, Inc.
Real Estate
6.67%
AVGO
Broadcom Inc.
Technology
6.67%
BMY
Bristol-Myers Squibb Company
Healthcare
6.67%
CTAS
Cintas Corporation
Industrials
6.67%
MAIN
Main Street Capital Corporation
Financial Services
6.67%
MSFT
Microsoft Corporation
Technology
6.67%
NVDA
NVIDIA Corporation
Technology
6.67%
O
Realty Income Corporation
Real Estate
6.67%
PEP
PepsiCo, Inc.
Consumer Defensive
6.67%
PSA
Public Storage
Real Estate
6.67%
TSN
Tyson Foods, Inc.
Consumer Defensive
6.67%
TXN
Texas Instruments Incorporated
Technology
6.67%
UPS
United Parcel Service, Inc.
Industrials
6.67%
VZ
Verizon Communications Inc.
Communication Services
6.67%

Performance

Performance Chart

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


200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
944.07%
306.59%
Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Dec 20, 2024, the Dividend returned 23.46% Year-To-Date and 19.89% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.66%0.49%8.64%26.56%13.06%11.10%
Dividend23.46%-2.75%6.28%24.49%18.59%19.95%
O
Realty Income Corporation
-5.13%-8.59%0.05%-3.94%-1.30%5.56%
VZ
Verizon Communications Inc.
13.47%-5.01%2.88%14.29%-3.17%3.36%
MAIN
Main Street Capital Corporation
39.91%5.81%17.74%40.99%13.68%15.07%
ABR
Arbor Realty Trust, Inc.
2.12%-6.16%3.15%-3.30%9.64%18.26%
MSFT
Microsoft Corporation
17.09%5.39%-2.46%17.87%23.80%26.57%
ABBV
AbbVie Inc.
14.73%2.24%2.41%16.52%18.97%14.99%
BMY
Bristol-Myers Squibb Company
15.27%-2.73%37.84%15.39%1.13%2.66%
PSA
Public Storage
-1.35%-12.26%1.19%1.25%11.09%8.50%
TSN
Tyson Foods, Inc.
11.81%-7.36%4.87%16.34%-5.91%5.86%
UPS
United Parcel Service, Inc.
-17.08%-5.85%-6.66%-17.05%4.72%4.39%
NVDA
NVIDIA Corporation
163.96%-10.42%3.26%166.82%85.62%74.82%
AVGO
Broadcom Inc.
97.69%33.73%32.48%95.75%51.14%39.61%
TXN
Texas Instruments Incorporated
12.18%-6.19%-3.66%14.64%10.65%16.12%
PEP
PepsiCo, Inc.
-7.95%-3.76%-7.98%-6.37%4.88%7.62%
CTAS
Cintas Corporation
22.30%-16.44%3.59%24.94%23.08%26.16%
*Annualized

Monthly Returns

The table below presents the monthly returns of Dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.43%4.43%5.41%-3.66%3.30%4.29%2.85%4.13%2.87%-0.94%2.71%23.46%
20236.20%0.51%3.60%-0.67%2.28%4.96%3.49%-2.21%-5.43%-4.27%7.40%8.40%25.80%
2022-3.66%0.07%4.33%-6.64%-0.29%-5.10%8.57%-6.79%-10.80%7.59%7.92%-4.96%-11.50%
2021-2.24%4.30%4.39%5.89%2.50%2.68%1.48%3.17%-4.63%8.80%0.25%6.57%37.67%
2020-0.61%-6.59%-16.09%13.29%8.00%4.94%5.36%8.48%-0.50%-2.95%10.20%2.14%24.27%
20195.73%4.51%3.66%3.22%-5.32%5.42%2.20%3.94%1.75%2.22%3.12%2.40%37.67%
20183.31%-2.78%-1.76%-1.17%4.81%0.86%2.76%4.25%-1.78%-5.73%4.30%-7.08%-0.90%
2017-0.55%2.38%2.85%0.35%2.31%0.88%3.42%2.24%4.21%2.64%4.30%-0.01%27.93%
2016-2.40%2.29%7.48%-1.22%4.56%3.55%5.32%0.17%-0.01%-3.06%3.96%4.46%27.45%
2015-0.64%6.04%-1.82%1.35%3.14%-3.13%2.25%-3.49%0.89%8.53%3.76%1.54%19.26%
20140.21%5.66%1.03%0.17%3.29%0.06%-1.55%4.82%-0.05%5.51%4.41%-1.49%23.98%
20135.24%3.14%4.10%3.73%-0.47%-1.32%4.55%-1.91%3.83%4.91%1.72%3.20%34.98%

Expense Ratio

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

Risk-Adjusted Performance Rank

With an overall rank of 86, Dividend is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Dividend is 8686
Overall Rank
The Sharpe Ratio Rank of Dividend is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend is 8686
Sortino Ratio Rank
The Omega Ratio Rank of Dividend is 8080
Omega Ratio Rank
The Calmar Ratio Rank of Dividend is 9393
Calmar Ratio Rank
The Martin Ratio Rank of Dividend is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Dividend, currently valued at 2.25, compared to the broader market-6.00-4.00-2.000.002.004.002.252.12
The chart of Sortino ratio for Dividend, currently valued at 3.15, compared to the broader market-6.00-4.00-2.000.002.004.006.003.152.83
The chart of Omega ratio for Dividend, currently valued at 1.40, compared to the broader market0.400.600.801.001.201.401.601.801.401.39
The chart of Calmar ratio for Dividend, currently valued at 5.02, compared to the broader market0.002.004.006.008.0010.0012.005.023.13
The chart of Martin ratio for Dividend, currently valued at 17.11, compared to the broader market0.0010.0020.0030.0040.0050.0017.1113.67
Dividend
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
O
Realty Income Corporation
-0.20-0.160.98-0.14-0.43
VZ
Verizon Communications Inc.
0.691.071.150.523.28
MAIN
Main Street Capital Corporation
3.003.821.584.3816.82
ABR
Arbor Realty Trust, Inc.
0.000.251.030.000.01
MSFT
Microsoft Corporation
0.951.301.181.212.79
ABBV
AbbVie Inc.
0.731.031.170.902.47
BMY
Bristol-Myers Squibb Company
0.561.111.130.341.39
PSA
Public Storage
0.120.321.040.090.33
TSN
Tyson Foods, Inc.
0.821.251.160.392.92
UPS
United Parcel Service, Inc.
-0.64-0.690.90-0.41-1.36
NVDA
NVIDIA Corporation
3.293.541.456.3519.61
AVGO
Broadcom Inc.
1.852.731.343.9111.35
TXN
Texas Instruments Incorporated
0.581.001.120.972.83
PEP
PepsiCo, Inc.
-0.35-0.390.95-0.30-0.94
CTAS
Cintas Corporation
1.451.951.331.7211.53

The current Dividend Sharpe ratio is 2.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Dividend with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.25
2.12
Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend provided a 4.13% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio4.13%4.08%4.12%2.85%3.39%3.34%3.76%3.15%3.16%3.31%3.29%3.41%
O
Realty Income Corporation
6.04%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%
VZ
Verizon Communications Inc.
6.67%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
MAIN
Main Street Capital Corporation
7.40%8.70%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%
ABR
Arbor Realty Trust, Inc.
12.55%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
ABBV
AbbVie Inc.
3.61%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
BMY
Bristol-Myers Squibb Company
4.26%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
PSA
Public Storage
4.15%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
TSN
Tyson Foods, Inc.
3.39%3.59%2.99%2.06%2.65%2.11%2.39%1.48%1.09%0.84%0.81%0.67%
UPS
United Parcel Service, Inc.
5.24%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
NVDA
NVIDIA Corporation
0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AVGO
Broadcom Inc.
0.72%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
TXN
Texas Instruments Incorporated
2.83%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
PEP
PepsiCo, Inc.
3.53%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CTAS
Cintas Corporation
0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.95%
-2.37%
Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend. 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 Dividend was 34.84%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current Dividend drawdown is 4.95%.


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
-13.11%Jul 31, 202364Oct 27, 202332Dec 13, 202396
-9.99%Aug 18, 20156Aug 25, 201536Oct 15, 201542

Volatility

Volatility Chart

The current Dividend volatility is 3.77%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
3.87%
Dividend
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ABRBMYTSNVZABBVPSANVDAOMAINPEPAVGOUPSMSFTTXNCTAS
ABR1.000.160.250.210.150.260.190.330.380.180.250.290.230.280.31
BMY0.161.000.230.260.460.230.150.240.220.320.190.290.230.260.29
TSN0.250.231.000.310.230.280.140.300.260.360.190.320.190.260.28
VZ0.210.260.311.000.280.290.090.340.240.400.150.310.220.240.28
ABBV0.150.460.230.281.000.210.200.220.240.320.240.320.290.290.31
PSA0.260.230.280.290.211.000.140.590.240.390.170.290.260.240.34
NVDA0.190.150.140.090.200.141.000.120.290.170.590.340.560.600.41
O0.330.240.300.340.220.590.121.000.310.400.160.280.240.240.34
MAIN0.380.220.260.240.240.240.290.311.000.250.310.340.330.350.38
PEP0.180.320.360.400.320.390.170.400.251.000.230.360.340.300.42
AVGO0.250.190.190.150.240.170.590.160.310.231.000.380.510.670.45
UPS0.290.290.320.310.320.290.340.280.340.360.381.000.400.460.47
MSFT0.230.230.190.220.290.260.560.240.330.340.510.401.000.550.51
TXN0.280.260.260.240.290.240.600.240.350.300.670.460.551.000.51
CTAS0.310.290.280.280.310.340.410.340.380.420.450.470.510.511.00
The correlation results are calculated based on daily price changes starting from Jan 3, 2013
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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