Dividenden Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DTE.DE Deutsche Telekom AG | Communication Services | 9.09% |
LMT Lockheed Martin Corporation | Industrials | 9.09% |
MRK Merck & Co., Inc. | Healthcare | 9.09% |
MURGY Muenchener Rueckver Ges | Financial Services | 9.09% |
NOV.DE Novo Nordisk A/S | Healthcare | 9.09% |
NSRGY Nestlé S.A. | Consumer Defensive | 9.09% |
O Realty Income Corporation | Real Estate | 9.09% |
ORI Old Republic International Corporation | Financial Services | 9.09% |
PG The Procter & Gamble Company | Consumer Defensive | 9.09% |
QCOM QUALCOMM Incorporated | Technology | 9.09% |
XOM Exxon Mobil Corporation | Energy | 9.09% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividenden Portfolio, 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 every 3 months.
The earliest data available for this chart is Oct 17, 2008, corresponding to the inception date of MURGY
Returns By Period
As of Apr 22, 2025, the Dividenden Portfolio returned 2.94% Year-To-Date and 12.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Dividenden Portfolio | 2.94% | -3.56% | -7.25% | 4.28% | 17.46% | 12.63% |
| Portfolio components: | ||||||
LMT Lockheed Martin Corporation | -4.99% | 4.24% | -24.41% | 1.40% | 6.48% | 11.58% |
MRK Merck & Co., Inc. | -21.07% | -16.39% | -25.57% | -36.27% | 3.44% | 6.60% |
NOV.DE Novo Nordisk A/S | -31.23% | -22.25% | -48.71% | -51.31% | 14.28% | 12.49% |
O Realty Income Corporation | 10.62% | 4.35% | -6.54% | 15.55% | 9.27% | 6.93% |
ORI Old Republic International Corporation | 8.21% | -2.50% | 9.66% | 34.64% | 28.46% | 16.33% |
QCOM QUALCOMM Incorporated | -10.90% | -13.19% | -18.59% | -11.90% | 14.85% | 10.06% |
MURGY Muenchener Rueckver Ges | 34.71% | 8.35% | 27.91% | 59.08% | 30.71% | 19.64% |
NSRGY Nestlé S.A. | 32.42% | 4.48% | 8.57% | 7.40% | 2.45% | 5.81% |
DTE.DE Deutsche Telekom AG | 23.52% | 1.73% | 23.12% | 64.72% | 26.03% | 11.57% |
XOM Exxon Mobil Corporation | -1.19% | -8.79% | -10.75% | -9.15% | 25.29% | 6.34% |
PG The Procter & Gamble Company | 0.11% | 0.07% | -1.01% | 7.39% | 9.36% | 10.21% |
Monthly Returns
The table below presents the monthly returns of Dividenden Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.27% | 3.10% | 0.33% | -3.64% | 2.94% | ||||||||
| 2024 | 2.20% | 1.62% | 5.65% | -1.31% | 5.12% | 0.08% | 1.26% | 5.06% | -1.16% | -4.40% | 0.96% | -6.77% | 7.80% |
| 2023 | 5.34% | -2.57% | 3.43% | 3.28% | -5.65% | 3.19% | 1.73% | -0.12% | -3.10% | 0.51% | 6.18% | 2.20% | 14.61% |
| 2022 | 2.22% | -0.52% | 1.74% | -0.72% | 2.12% | -3.81% | 2.94% | -2.57% | -7.20% | 11.77% | 7.41% | 0.13% | 12.89% |
| 2021 | -3.64% | 2.11% | 6.38% | 3.73% | 2.68% | 1.72% | 1.16% | 1.74% | -4.22% | 6.74% | -0.90% | 5.73% | 25.03% |
| 2020 | 0.32% | -9.24% | -11.66% | 10.00% | 2.12% | 4.40% | 3.32% | 4.45% | -3.46% | -3.85% | 9.81% | 4.52% | 8.45% |
| 2019 | 2.31% | 4.98% | 3.90% | 5.96% | -3.87% | 5.89% | -0.79% | 3.37% | 1.72% | 1.81% | 0.12% | 2.00% | 30.53% |
| 2018 | 2.91% | -6.75% | 2.36% | -0.70% | 0.81% | 0.20% | 6.58% | 1.74% | 1.88% | -2.35% | 3.43% | -4.73% | 4.74% |
| 2017 | 0.16% | 2.11% | 0.26% | 2.99% | 4.06% | -0.66% | 1.30% | 0.93% | 1.56% | -1.38% | 4.52% | 0.86% | 17.85% |
| 2016 | -2.08% | 0.88% | 4.51% | 0.57% | 2.49% | 1.69% | 2.84% | -1.26% | -0.13% | -4.22% | -0.71% | 2.49% | 6.96% |
| 2015 | 0.16% | 3.67% | 0.53% | -0.39% | -0.77% | -2.93% | 4.47% | -5.61% | 0.40% | 7.24% | -1.62% | 1.06% | 5.70% |
| 2014 | -1.10% | 6.72% | -0.36% | 3.46% | -0.17% | 0.65% | -3.59% | 2.29% | -1.41% | 2.15% | 1.92% | -1.31% | 9.23% |
Expense Ratio
Dividenden Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividenden Portfolio is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 0.03 | 0.18 | 1.03 | 0.02 | 0.04 |
MRK Merck & Co., Inc. | -1.52 | -2.09 | 0.71 | -0.93 | -1.81 |
NOV.DE Novo Nordisk A/S | -1.29 | -1.96 | 0.74 | -0.89 | -1.77 |
O Realty Income Corporation | 0.70 | 1.07 | 1.14 | 0.51 | 1.40 |
ORI Old Republic International Corporation | 1.71 | 2.19 | 1.32 | 3.02 | 9.99 |
QCOM QUALCOMM Incorporated | -0.42 | -0.34 | 0.96 | -0.41 | -0.73 |
MURGY Muenchener Rueckver Ges | 2.03 | 2.66 | 1.38 | 3.96 | 11.37 |
NSRGY Nestlé S.A. | 0.29 | 0.61 | 1.08 | 0.17 | 0.46 |
DTE.DE Deutsche Telekom AG | 3.01 | 3.94 | 1.55 | 6.46 | 22.33 |
XOM Exxon Mobil Corporation | -0.38 | -0.38 | 0.95 | -0.47 | -1.12 |
PG The Procter & Gamble Company | 0.28 | 0.48 | 1.07 | 0.43 | 1.07 |
Dividends
Dividend yield
Dividenden Portfolio provided a 3.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.47% | 2.95% | 2.88% | 3.25% | 4.21% | 3.75% | 3.41% | 4.25% | 4.77% | 3.21% | 3.26% | 3.25% |
| Portfolio components: | ||||||||||||
LMT Lockheed Martin Corporation | 2.81% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
MRK Merck & Co., Inc. | 4.06% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
NOV.DE Novo Nordisk A/S | 0.39% | 0.21% | 0.14% | 0.16% | 0.17% | 0.27% | 0.28% | 3.65% | 0.31% | 0.49% | 0.17% | 0.23% |
O Realty Income Corporation | 5.46% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
ORI Old Republic International Corporation | 8.41% | 2.93% | 3.33% | 7.95% | 13.75% | 4.26% | 8.05% | 8.65% | 3.55% | 3.96% | 3.97% | 5.00% |
QCOM QUALCOMM Incorporated | 2.50% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
MURGY Muenchener Rueckver Ges | 2.37% | 3.19% | 3.07% | 3.72% | 3.88% | 3.57% | 3.53% | 4.93% | 21.58% | 4.69% | 4.22% | 5.01% |
NSRGY Nestlé S.A. | 3.15% | 4.17% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% |
DTE.DE Deutsche Telekom AG | 2.83% | 2.67% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% | 3.77% |
XOM Exxon Mobil Corporation | 3.68% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
PG The Procter & Gamble Company | 2.46% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividenden Portfolio. 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 Dividenden Portfolio was 32.93%, occurring on Mar 23, 2020. Recovery took 116 trading sessions.
The current Dividenden Portfolio drawdown is 8.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.93% | Jan 21, 2020 | 45 | Mar 23, 2020 | 116 | Sep 2, 2020 | 161 |
| -26.18% | Jan 5, 2009 | 46 | Mar 9, 2009 | 99 | Jul 27, 2009 | 145 |
| -17.47% | May 4, 2011 | 109 | Oct 3, 2011 | 98 | Feb 17, 2012 | 207 |
| -17.21% | Nov 5, 2008 | 12 | Nov 20, 2008 | 18 | Dec 16, 2008 | 30 |
| -14.68% | Oct 21, 2008 | 5 | Oct 27, 2008 | 6 | Nov 4, 2008 | 11 |
Volatility
Volatility Chart
The current Dividenden Portfolio volatility is 7.67%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| NOV.DE | QCOM | MURGY | O | LMT | NSRGY | XOM | MRK | PG | DTE.DE | ORI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NOV.DE | 1.00 | 0.19 | 0.25 | 0.13 | 0.16 | 0.29 | 0.13 | 0.25 | 0.19 | 0.34 | 0.16 |
| QCOM | 0.19 | 1.00 | 0.23 | 0.26 | 0.26 | 0.26 | 0.35 | 0.24 | 0.26 | 0.25 | 0.35 |
| MURGY | 0.25 | 0.23 | 1.00 | 0.17 | 0.22 | 0.28 | 0.29 | 0.21 | 0.23 | 0.50 | 0.32 |
| O | 0.13 | 0.26 | 0.17 | 1.00 | 0.32 | 0.29 | 0.28 | 0.29 | 0.37 | 0.24 | 0.39 |
| LMT | 0.16 | 0.26 | 0.22 | 0.32 | 1.00 | 0.26 | 0.36 | 0.34 | 0.36 | 0.25 | 0.39 |
| NSRGY | 0.29 | 0.26 | 0.28 | 0.29 | 0.26 | 1.00 | 0.24 | 0.31 | 0.36 | 0.41 | 0.25 |
| XOM | 0.13 | 0.35 | 0.29 | 0.28 | 0.36 | 0.24 | 1.00 | 0.34 | 0.31 | 0.29 | 0.42 |
| MRK | 0.25 | 0.24 | 0.21 | 0.29 | 0.34 | 0.31 | 0.34 | 1.00 | 0.42 | 0.28 | 0.34 |
| PG | 0.19 | 0.26 | 0.23 | 0.37 | 0.36 | 0.36 | 0.31 | 0.42 | 1.00 | 0.28 | 0.34 |
| DTE.DE | 0.34 | 0.25 | 0.50 | 0.24 | 0.25 | 0.41 | 0.29 | 0.28 | 0.28 | 1.00 | 0.30 |
| ORI | 0.16 | 0.35 | 0.32 | 0.39 | 0.39 | 0.25 | 0.42 | 0.34 | 0.34 | 0.30 | 1.00 |