Retirement Dividend Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
CVX Chevron Corporation	Energy	9.09%
DVN Devon Energy Corporation	Energy	9.09%
GILD Gilead Sciences, Inc.	Healthcare	9.09%
HD The Home Depot, Inc.	Consumer Cyclical	9.09%
JNJ Johnson & Johnson	Healthcare	9.09%
KO The Coca-Cola Company	Consumer Defensive	9.09%
LOW Lowe's Companies, Inc.	Consumer Cyclical	9.09%
MO Altria Group, Inc.	Consumer Defensive	9.09%
OKE ONEOK, Inc.	Energy	9.09%
PM Philip Morris International Inc.	Consumer Defensive	9.09%
T AT&T Inc.	Communication Services	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

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

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The earliest data available for this chart is Mar 17, 2008, corresponding to the inception date of PM

Returns By Period

As of Apr 2, 2026, the Retirement Dividend Portfolio returned 14.21% Year-To-Date and 14.27% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-4.45%	-3.95%	-2.02%	16.73%	16.96%	10.34%	12.24%
Portfolio Retirement Dividend Portfolio	-1.68%	-2.43%	14.21%	14.39%	16.35%	16.54%	16.02%	14.27%
Portfolio components:
OKE ONEOK, Inc.	-3.35%	1.44%	20.49%	23.24%	-7.31%	17.18%	17.68%	18.80%
MO Altria Group, Inc.	-0.77%	-3.08%	15.47%	2.27%	19.22%	22.88%	13.63%	7.39%
DVN Devon Energy Corporation	-3.44%	8.66%	33.34%	39.18%	32.68%	1.75%	21.55%	10.05%
GILD Gilead Sciences, Inc.	0.67%	-5.95%	14.96%	27.78%	29.43%	23.25%	20.53%	7.81%
KO The Coca-Cola Company	0.04%	-4.51%	9.57%	15.52%	8.93%	10.28%	10.95%	8.31%
LOW Lowe's Companies, Inc.	-0.13%	-8.24%	-1.71%	-3.95%	2.87%	7.76%	6.24%	14.01%
T AT&T Inc.	-2.35%	1.07%	15.30%	5.08%	3.75%	20.19%	10.67%	5.61%
PM Philip Morris International Inc.	-4.84%	-13.65%	-1.04%	0.51%	3.05%	22.73%	17.77%	9.98%
CVX Chevron Corporation	-4.59%	4.12%	30.79%	30.40%	22.42%	11.16%	18.11%	12.35%
JNJ Johnson & Johnson	-0.13%	-1.79%	18.59%	32.75%	63.73%	19.86%	11.54%	11.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 18, 2008, Retirement Dividend Portfolio's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +21.6%, while the worst month was Mar 2020 at -17.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Retirement Dividend Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +16.0%, while the worst single day was Mar 9, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	10.21%	6.14%	-0.69%	-1.68%									14.21%
2025	3.80%	8.31%	1.20%	-5.76%	1.45%	1.01%	0.78%	5.88%	-1.61%	-4.34%	5.19%	-0.91%	15.04%
2024	-0.88%	2.86%	4.71%	-3.25%	1.96%	1.13%	6.35%	3.79%	1.67%	1.43%	4.66%	-7.41%	17.47%
2023	1.23%	-5.42%	0.26%	2.74%	-8.20%	6.04%	3.23%	-1.97%	-3.36%	-2.54%	3.73%	3.71%	-1.56%
2022	2.90%	0.02%	1.80%	0.93%	6.14%	-10.19%	4.31%	0.16%	-8.11%	15.50%	5.21%	-2.25%	14.96%
2021	1.75%	4.80%	10.05%	2.34%	2.27%	1.89%	-0.62%	2.51%	0.43%	5.42%	-1.12%	7.00%	42.79%

Benchmark Metrics

Retirement Dividend Portfolio has an annualized alpha of 5.54%, beta of 0.80, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 18, 2008.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.23%) than losses (77.34%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.54% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 5.54%

Beta: 0.80

R²: 0.72

Upside Capture: 94.23%

Downside Capture: 77.34%

Expense Ratio

Retirement Dividend 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Retirement Dividend Portfolio ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.17	0.92	+0.25
Sortino ratio Return per unit of downside risk	1.66	1.41	+0.25
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.43	1.41	+0.01
Martin ratio Return relative to average drawdown	4.55	6.61	-2.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
OKE ONEOK, Inc.	30	-0.24	-0.11	0.98	-0.21	-0.34
MO Altria Group, Inc.	65	0.92	1.29	1.18	1.02	2.64
DVN Devon Energy Corporation	65	0.79	1.28	1.18	1.14	3.08
GILD Gilead Sciences, Inc.	73	1.02	1.63	1.19	2.07	5.62
KO The Coca-Cola Company	56	0.54	0.91	1.10	0.95	1.92
LOW Lowe's Companies, Inc.	41	0.11	0.36	1.04	0.15	0.37
T AT&T Inc.	43	0.17	0.38	1.05	0.22	0.49
PM Philip Morris International Inc.	41	0.12	0.32	1.04	0.13	0.27
CVX Chevron Corporation	64	0.89	1.26	1.18	1.13	2.44
JNJ Johnson & Johnson	97	3.67	4.95	1.67	6.09	20.41

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Retirement Dividend Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.17
5-Year: 1.12
10-Year: 0.80
All Time: 0.71

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Retirement Dividend Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Retirement Dividend Portfolio provided a 3.29% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.29%	3.68%	3.98%	4.53%	4.54%	4.46%	5.02%	3.70%	4.12%	3.07%	3.08%	3.79%
Portfolio components:
OKE ONEOK, Inc.	4.76%	5.61%	3.94%	5.44%	5.69%	6.36%	9.74%	4.66%	6.01%	5.09%	4.28%	9.85%
MO Altria Group, Inc.	6.41%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
DVN Devon Energy Corporation	1.98%	2.62%	4.43%	4.55%	8.41%	5.24%	4.30%	1.35%	1.33%	0.58%	0.92%	3.00%
GILD Gilead Sciences, Inc.	2.27%	2.57%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%
KO The Coca-Cola Company	2.71%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
LOW Lowe's Companies, Inc.	2.01%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
T AT&T Inc.	3.92%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
PM Philip Morris International Inc.	3.66%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
CVX Chevron Corporation	3.50%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
JNJ Johnson & Johnson	2.13%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Retirement Dividend 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 Retirement Dividend Portfolio was 39.38%, occurring on Mar 9, 2009. Recovery took 406 trading sessions.

The current Retirement Dividend Portfolio drawdown is 3.46%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.38%	Mar 26, 2008	241	Mar 9, 2009	406	Oct 15, 2010	647
-38.16%	Jan 21, 2020	44	Mar 23, 2020	52	Jun 5, 2020	96
-22.58%	Jan 29, 2018	229	Dec 24, 2018	241	Dec 9, 2019	470
-17.84%	Jun 9, 2020	100	Oct 28, 2020	26	Dec 4, 2020	126
-16.24%	May 19, 2015	170	Jan 20, 2016	55	Apr 8, 2016	225

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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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

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

	Benchmark	GILD	DVN	MO	JNJ	T	PM	KO	LOW	OKE	HD	CVX	Portfolio
Benchmark	1.00	0.44	0.49	0.38	0.48	0.46	0.42	0.47	0.60	0.53	0.62	0.55	0.75
GILD	0.44	1.00	0.21	0.27	0.42	0.30	0.28	0.31	0.31	0.24	0.33	0.26	0.52
DVN	0.49	0.21	1.00	0.23	0.21	0.28	0.23	0.22	0.28	0.62	0.26	0.70	0.67
MO	0.38	0.27	0.23	1.00	0.40	0.41	0.62	0.47	0.31	0.31	0.31	0.32	0.58
JNJ	0.48	0.42	0.21	0.40	1.00	0.40	0.41	0.47	0.33	0.27	0.36	0.33	0.55
T	0.46	0.30	0.28	0.41	0.40	1.00	0.40	0.42	0.34	0.35	0.36	0.38	0.59
PM	0.42	0.28	0.23	0.62	0.41	0.40	1.00	0.50	0.30	0.32	0.31	0.34	0.59
KO	0.47	0.31	0.22	0.47	0.47	0.42	0.50	1.00	0.33	0.30	0.36	0.33	0.57
LOW	0.60	0.31	0.28	0.31	0.33	0.34	0.30	0.33	1.00	0.34	0.80	0.33	0.63
OKE	0.53	0.24	0.62	0.31	0.27	0.35	0.32	0.30	0.34	1.00	0.33	0.62	0.70
HD	0.62	0.33	0.26	0.31	0.36	0.36	0.31	0.36	0.80	0.33	1.00	0.33	0.63
CVX	0.55	0.26	0.70	0.32	0.33	0.38	0.34	0.33	0.33	0.62	0.33	1.00	0.72
Portfolio	0.75	0.52	0.67	0.58	0.55	0.59	0.59	0.57	0.63	0.70	0.63	0.72	1.00

The correlation results are calculated based on daily price changes starting from Mar 18, 2008

Retirement Dividend Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table