super-div
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 11.11% |
QCOM QUALCOMM Incorporated | Technology | 11.11% |
CAT Caterpillar Inc. | Industrials | 11.11% |
ADI Analog Devices, Inc. | Technology | 11.11% |
CTAS Cintas Corporation | Industrials | 11.11% |
NUE Nucor Corporation | Basic Materials | 11.11% |
WST West Pharmaceutical Services, Inc. | Healthcare | 11.11% |
ALB Albemarle Corporation | Basic Materials | 11.11% |
LECO Lincoln Electric Holdings, Inc. | Industrials | 11.11% |
Performance
The chart shows the growth of an initial investment of $10,000 in super-div, 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
Returns
As of Sep 23, 2023, the super-div returned 11.24% Year-To-Date and 18.19% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 9.81% |
| super-div | -4.27% | 2.87% | 11.24% | 20.74% | 18.68% | 18.19% |
| Portfolio components: | ||||||
ABT Abbott Laboratories | -6.64% | 1.08% | -9.32% | -1.03% | 9.09% | 13.24% |
QCOM QUALCOMM Incorporated | -2.45% | -12.48% | -0.07% | -10.61% | 10.79% | 7.73% |
CAT Caterpillar Inc. | 0.01% | 27.14% | 15.72% | 63.63% | 14.60% | 15.57% |
ADI Analog Devices, Inc. | -0.66% | -5.61% | 8.51% | 23.00% | 15.37% | 16.49% |
CTAS Cintas Corporation | 2.75% | 16.28% | 12.63% | 31.18% | 20.22% | 27.36% |
NUE Nucor Corporation | -8.31% | 3.69% | 16.94% | 42.82% | 21.90% | 14.84% |
WST West Pharmaceutical Services, Inc. | -5.23% | 11.54% | 58.55% | 47.55% | 25.54% | 25.52% |
ALB Albemarle Corporation | -12.10% | -22.46% | -21.98% | -37.73% | 11.17% | 12.01% |
LECO Lincoln Electric Holdings, Inc. | -5.96% | 10.76% | 23.24% | 38.35% | 14.81% | 12.24% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ABT | WST | QCOM | ALB | NUE | LECO | ADI | CTAS | CAT | |
|---|---|---|---|---|---|---|---|---|---|
| ABT | 1.00 | 0.31 | 0.26 | 0.24 | 0.23 | 0.24 | 0.28 | 0.33 | 0.27 |
| WST | 0.31 | 1.00 | 0.29 | 0.31 | 0.28 | 0.33 | 0.32 | 0.35 | 0.29 |
| QCOM | 0.26 | 0.29 | 1.00 | 0.31 | 0.30 | 0.32 | 0.49 | 0.39 | 0.35 |
| ALB | 0.24 | 0.31 | 0.31 | 1.00 | 0.42 | 0.39 | 0.35 | 0.37 | 0.43 |
| NUE | 0.23 | 0.28 | 0.30 | 0.42 | 1.00 | 0.40 | 0.35 | 0.35 | 0.50 |
| LECO | 0.24 | 0.33 | 0.32 | 0.39 | 0.40 | 1.00 | 0.36 | 0.39 | 0.46 |
| ADI | 0.28 | 0.32 | 0.49 | 0.35 | 0.35 | 0.36 | 1.00 | 0.42 | 0.37 |
| CTAS | 0.33 | 0.35 | 0.39 | 0.37 | 0.35 | 0.39 | 0.42 | 1.00 | 0.39 |
| CAT | 0.27 | 0.29 | 0.35 | 0.43 | 0.50 | 0.46 | 0.37 | 0.39 | 1.00 |
Dividend yield
super-div granted a 1.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| super-div | 1.49% | 1.49% | 1.26% | 1.53% | 2.00% | 2.35% | 1.98% | 2.42% | 3.04% | 2.52% | 2.09% | 2.68% |
| Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 2.04% | 1.74% | 1.32% | 1.38% | 1.57% | 1.67% | 2.05% | 3.05% | 2.47% | 2.31% | 1.76% | 3.75% |
QCOM QUALCOMM Incorporated | 2.88% | 2.72% | 1.53% | 1.79% | 3.06% | 4.82% | 4.11% | 3.87% | 4.70% | 2.82% | 2.33% | 2.12% |
CAT Caterpillar Inc. | 1.79% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
ADI Analog Devices, Inc. | 1.90% | 1.88% | 1.62% | 1.76% | 1.95% | 2.45% | 2.26% | 2.64% | 3.39% | 3.21% | 3.31% | 3.64% |
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% |
NUE Nucor Corporation | 1.33% | 1.53% | 1.54% | 3.16% | 3.08% | 3.31% | 2.72% | 2.96% | 4.48% | 3.79% | 3.56% | 4.51% |
WST West Pharmaceutical Services, Inc. | 0.20% | 0.31% | 0.15% | 0.23% | 0.41% | 0.59% | 0.55% | 0.59% | 0.77% | 0.80% | 0.83% | 1.42% |
ALB Albemarle Corporation | 0.95% | 0.73% | 0.68% | 1.07% | 2.09% | 1.84% | 1.07% | 1.54% | 2.29% | 2.07% | 1.74% | 1.50% |
LECO Lincoln Electric Holdings, Inc. | 1.40% | 1.62% | 1.54% | 1.77% | 2.09% | 2.27% | 1.75% | 1.93% | 2.64% | 1.67% | 1.39% | 1.76% |
Expense Ratio
The super-div 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ABT Abbott Laboratories | -0.03 | ||||
QCOM QUALCOMM Incorporated | -0.30 | ||||
CAT Caterpillar Inc. | 2.10 | ||||
ADI Analog Devices, Inc. | 0.67 | ||||
CTAS Cintas Corporation | 1.29 | ||||
NUE Nucor Corporation | 1.09 | ||||
WST West Pharmaceutical Services, Inc. | 1.19 | ||||
ALB Albemarle Corporation | -0.90 | ||||
LECO Lincoln Electric Holdings, Inc. | 1.32 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the super-div. 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 super-div is 48.23%, recorded on Mar 9, 2009. It took 420 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.23% | Jun 6, 2008 | 190 | Mar 9, 2009 | 420 | Nov 4, 2010 | 610 |
| -35.18% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -33.19% | Apr 18, 2002 | 122 | Oct 9, 2002 | 235 | Sep 16, 2003 | 357 |
| -28.6% | Apr 23, 1998 | 91 | Aug 31, 1998 | 85 | Dec 31, 1998 | 176 |
| -25.05% | May 2, 2011 | 108 | Oct 3, 2011 | 73 | Jan 18, 2012 | 181 |
Volatility Chart
The current super-div volatility is 4.80%, 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.