div-50
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 10% |
BKH Black Hills Corporation | Utilities | 10% |
ED Consolidated Edison, Inc. | Utilities | 10% |
IBM International Business Machines Corporation | Technology | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
KMB Kimberly-Clark Corporation | Consumer Defensive | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
MMM 3M Company | Industrials | 10% |
SWK Stanley Black & Decker, Inc. | Industrials | 10% |
TGT Target Corporation | Consumer Defensive | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in div-50, 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
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Sep 7, 2024, the div-50 returned 20.16% Year-To-Date and 9.81% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| div-50 | 20.16% | 5.74% | 14.64% | 26.47% | 9.34% | 9.81% |
| Portfolio components: | ||||||
IBM International Business Machines Corporation | 26.18% | 8.40% | 4.37% | 41.48% | 13.63% | 5.45% |
KO The Coca-Cola Company | 22.63% | 3.91% | 21.41% | 25.87% | 8.53% | 8.85% |
JNJ Johnson & Johnson | 7.33% | 4.23% | 4.67% | 5.97% | 8.04% | 7.63% |
ABBV AbbVie Inc. | 28.34% | 3.14% | 10.15% | 34.90% | 29.02% | 17.81% |
MMM 3M Company | 44.80% | 5.26% | 65.82% | 51.76% | 2.88% | 4.09% |
ED Consolidated Edison, Inc. | 16.53% | 2.91% | 16.54% | 20.88% | 6.38% | 10.14% |
KMB Kimberly-Clark Corporation | 24.22% | 5.79% | 18.95% | 19.88% | 4.78% | 7.17% |
SWK Stanley Black & Decker, Inc. | 1.74% | 5.28% | 8.12% | 9.11% | -4.24% | 2.93% |
TGT Target Corporation | 8.59% | 14.23% | -9.55% | 25.54% | 9.09% | 12.69% |
BKH Black Hills Corporation | 14.58% | 5.84% | 13.37% | 16.40% | -1.16% | 4.79% |
Monthly Returns
The table below presents the monthly returns of div-50, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.37% | 1.74% | 6.39% | -2.72% | 0.55% | -0.29% | 10.64% | 4.44% | 20.16% | ||||
| 2023 | 0.59% | -4.19% | 1.75% | 1.89% | -7.55% | 4.50% | 4.35% | -3.24% | -6.36% | -0.87% | 7.72% | 4.42% | 1.77% |
| 2022 | -1.93% | -2.63% | 3.50% | -0.47% | -1.36% | -3.61% | 1.47% | -4.58% | -8.16% | 7.84% | 6.90% | -3.29% | -7.28% |
| 2021 | -2.47% | 0.02% | 9.27% | 2.53% | 2.46% | -0.72% | 2.16% | 0.61% | -6.89% | 3.10% | -2.07% | 9.19% | 17.28% |
| 2020 | -0.61% | -8.01% | -10.65% | 8.70% | 4.61% | -0.50% | 3.70% | 4.45% | -0.98% | -2.47% | 9.96% | 0.91% | 7.29% |
| 2019 | 3.98% | 2.77% | 3.89% | 0.38% | -3.52% | 5.28% | -0.03% | 1.02% | 3.88% | -0.03% | 3.82% | 3.07% | 27.02% |
| 2018 | 2.98% | -4.06% | -3.32% | -1.77% | -0.46% | 0.95% | 5.35% | 0.84% | 0.91% | -7.65% | 7.67% | -6.20% | -5.73% |
| 2017 | 0.66% | 3.68% | 1.18% | 0.41% | 2.10% | 0.72% | 0.00% | 1.36% | 2.38% | 3.16% | 2.55% | 0.41% | 20.20% |
| 2016 | -1.09% | 4.04% | 7.45% | -0.10% | 0.24% | 3.25% | 2.61% | -2.34% | -0.54% | -3.72% | 1.99% | 1.36% | 13.41% |
| 2015 | -3.21% | 2.47% | -1.47% | 1.22% | 1.16% | -2.24% | 2.45% | -5.32% | -0.04% | 5.81% | -1.16% | 1.66% | 0.85% |
| 2014 | -3.96% | 4.77% | 0.64% | 3.33% | -0.62% | 2.40% | -3.54% | 3.68% | -0.33% | 4.12% | 4.93% | -0.50% | 15.39% |
| 2013 | 5.65% | 3.32% | 5.67% | 2.81% | -1.52% | -0.64% | 5.53% | -5.59% | 2.35% | 3.33% | 1.13% | 1.71% | 25.78% |
Expense Ratio
div-50 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
Risk-Adjusted Performance Rank
The current rank of div-50 is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
IBM International Business Machines Corporation | 1.91 | 2.76 | 1.39 | 2.43 | 5.91 |
KO The Coca-Cola Company | 1.85 | 2.55 | 1.35 | 1.44 | 9.29 |
JNJ Johnson & Johnson | 0.48 | 0.80 | 1.10 | 0.40 | 1.25 |
ABBV AbbVie Inc. | 2.01 | 2.57 | 1.36 | 2.39 | 6.78 |
MMM 3M Company | 1.49 | 2.62 | 1.37 | 0.87 | 5.83 |
ED Consolidated Edison, Inc. | 1.34 | 1.88 | 1.24 | 1.35 | 5.44 |
KMB Kimberly-Clark Corporation | 1.19 | 1.65 | 1.24 | 1.15 | 5.71 |
SWK Stanley Black & Decker, Inc. | 0.23 | 0.59 | 1.07 | 0.12 | 0.72 |
TGT Target Corporation | 0.75 | 1.54 | 1.19 | 0.45 | 2.42 |
BKH Black Hills Corporation | 0.75 | 1.19 | 1.15 | 0.46 | 2.77 |
Dividends
Dividend yield
div-50 granted a 3.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| div-50 | 3.22% | 3.79% | 3.55% | 3.02% | 3.25% | 3.09% | 3.45% | 2.87% | 3.03% | 3.10% | 2.51% | 2.50% |
| Portfolio components: | ||||||||||||
IBM International Business Machines Corporation | 3.32% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
KO The Coca-Cola Company | 2.66% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
JNJ Johnson & Johnson | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
ABBV AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
MMM 3M Company | 3.05% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
ED Consolidated Edison, Inc. | 3.20% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
KMB Kimberly-Clark Corporation | 3.29% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.97% | 0.36% |
SWK Stanley Black & Decker, Inc. | 3.34% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
TGT Target Corporation | 2.92% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
BKH Black Hills Corporation | 4.32% | 4.63% | 3.43% | 3.25% | 3.53% | 2.61% | 3.07% | 3.01% | 2.74% | 3.49% | 2.94% | 2.89% |
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 div-50. 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 div-50 was 32.95%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current div-50 drawdown is 1.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.95% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -20.98% | Apr 22, 2022 | 378 | Oct 23, 2023 | 183 | Jul 17, 2024 | 561 |
| -16.2% | Jan 29, 2018 | 229 | Dec 24, 2018 | 116 | Jun 12, 2019 | 345 |
| -10.17% | Jul 17, 2015 | 28 | Aug 25, 2015 | 87 | Dec 29, 2015 | 115 |
| -8.94% | Aug 17, 2021 | 32 | Sep 30, 2021 | 63 | Dec 30, 2021 | 95 |
Volatility
Volatility Chart
The current div-50 volatility is 2.79%, 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
Asset Correlations Table
| TGT | ABBV | ED | SWK | KMB | IBM | BKH | JNJ | KO | MMM | |
|---|---|---|---|---|---|---|---|---|---|---|
| TGT | 1.00 | 0.25 | 0.16 | 0.38 | 0.24 | 0.32 | 0.25 | 0.27 | 0.28 | 0.37 |
| ABBV | 0.25 | 1.00 | 0.20 | 0.28 | 0.30 | 0.34 | 0.25 | 0.45 | 0.32 | 0.34 |
| ED | 0.16 | 0.20 | 1.00 | 0.16 | 0.44 | 0.23 | 0.65 | 0.34 | 0.45 | 0.25 |
| SWK | 0.38 | 0.28 | 0.16 | 1.00 | 0.26 | 0.49 | 0.30 | 0.32 | 0.33 | 0.62 |
| KMB | 0.24 | 0.30 | 0.44 | 0.26 | 1.00 | 0.31 | 0.42 | 0.43 | 0.53 | 0.36 |
| IBM | 0.32 | 0.34 | 0.23 | 0.49 | 0.31 | 1.00 | 0.33 | 0.40 | 0.38 | 0.53 |
| BKH | 0.25 | 0.25 | 0.65 | 0.30 | 0.42 | 0.33 | 1.00 | 0.36 | 0.46 | 0.37 |
| JNJ | 0.27 | 0.45 | 0.34 | 0.32 | 0.43 | 0.40 | 0.36 | 1.00 | 0.45 | 0.45 |
| KO | 0.28 | 0.32 | 0.45 | 0.33 | 0.53 | 0.38 | 0.46 | 0.45 | 1.00 | 0.42 |
| MMM | 0.37 | 0.34 | 0.25 | 0.62 | 0.36 | 0.53 | 0.37 | 0.45 | 0.42 | 1.00 |