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super-div

Last updated Sep 23, 2023

Asset Allocation


ABT 11.11%QCOM 11.11%CAT 11.11%ADI 11.11%CTAS 11.11%NUE 11.11%WST 11.11%ALB 11.11%LECO 11.11%EquityEquity
PositionCategory/SectorWeight
ABT
Abbott Laboratories
Healthcare11.11%
QCOM
QUALCOMM Incorporated
Technology11.11%
CAT
Caterpillar Inc.
Industrials11.11%
ADI
Analog Devices, Inc.
Technology11.11%
CTAS
Cintas Corporation
Industrials11.11%
NUE
Nucor Corporation
Basic Materials11.11%
WST
West Pharmaceutical Services, Inc.
Healthcare11.11%
ALB
Albemarle Corporation
Basic Materials11.11%
LECO
Lincoln Electric Holdings, Inc.
Industrials11.11%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
2.70%
8.61%
super-div
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

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

ABTWSTQCOMALBNUELECOADICTASCAT
ABT1.000.310.260.240.230.240.280.330.27
WST0.311.000.290.310.280.330.320.350.29
QCOM0.260.291.000.310.300.320.490.390.35
ALB0.240.310.311.000.420.390.350.370.43
NUE0.230.280.300.421.000.400.350.350.50
LECO0.240.330.320.390.401.000.360.390.46
ADI0.280.320.490.350.350.361.000.420.37
CTAS0.330.350.390.370.350.390.421.000.39
CAT0.270.290.350.430.500.460.370.391.00

Sharpe Ratio

The current super-div Sharpe ratio is 0.82. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.82

The Sharpe ratio of super-div 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-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
0.82
0.81
super-div
Benchmark (^GSPC)
Portfolio components

Dividend yield

super-div granted a 1.49% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
super-div1.49%1.49%1.26%1.53%2.00%2.35%1.98%2.42%3.04%2.52%2.09%2.68%
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.


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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-9.81%
-9.93%
super-div
Benchmark (^GSPC)
Portfolio components

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, 2008190Mar 9, 2009420Nov 4, 2010610
-35.18%Feb 21, 202022Mar 23, 202052Jun 5, 202074
-33.19%Apr 18, 2002122Oct 9, 2002235Sep 16, 2003357
-28.6%Apr 23, 199891Aug 31, 199885Dec 31, 1998176
-25.05%May 2, 2011108Oct 3, 201173Jan 18, 2012181

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.80%
3.41%
super-div
Benchmark (^GSPC)
Portfolio components