div-50
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IBM International Business Machines Corporation | Technology | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
ABBV AbbVie Inc. | Healthcare | 10% |
MMM 3M Company | Industrials | 10% |
ED Consolidated Edison, Inc. | Utilities | 10% |
KMB Kimberly-Clark Corporation | Consumer Defensive | 10% |
SWK Stanley Black & Decker, Inc. | Industrials | 10% |
TGT Target Corporation | Consumer Defensive | 10% |
BKH Black Hills Corporation | Utilities | 10% |
Performance
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
Returns
As of Sep 23, 2023, the div-50 returned -5.84% Year-To-Date and 8.21% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| div-50 | -1.89% | -0.69% | -5.84% | -0.29% | 5.33% | 8.29% |
| Portfolio components: | ||||||
IBM International Business Machines Corporation | 2.34% | 20.22% | 8.22% | 25.74% | 5.54% | 2.07% |
KO The Coca-Cola Company | -3.42% | -3.94% | -7.33% | 1.31% | 7.90% | 7.52% |
JNJ Johnson & Johnson | -2.07% | 6.70% | -7.13% | -0.96% | 5.50% | 9.25% |
ABBV AbbVie Inc. | 4.17% | -1.37% | -2.64% | 11.10% | 15.66% | 17.66% |
MMM 3M Company | -1.48% | -1.14% | -15.52% | -9.29% | -11.27% | 1.03% |
ED Consolidated Edison, Inc. | 1.53% | -2.79% | -2.18% | -1.47% | 7.36% | 9.06% |
KMB Kimberly-Clark Corporation | -2.65% | -3.25% | -6.11% | 6.86% | 5.16% | 6.58% |
SWK Stanley Black & Decker, Inc. | -5.58% | 14.91% | 14.63% | 10.12% | -9.09% | 1.50% |
TGT Target Corporation | -9.27% | -26.81% | -22.81% | -24.14% | 7.72% | 8.97% |
BKH Black Hills Corporation | -2.97% | -10.11% | -21.32% | -23.77% | 1.63% | 4.15% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TGT | ABBV | ED | SWK | KMB | BKH | IBM | JNJ | KO | MMM | |
|---|---|---|---|---|---|---|---|---|---|---|
| TGT | 1.00 | 0.25 | 0.16 | 0.38 | 0.25 | 0.23 | 0.33 | 0.27 | 0.29 | 0.36 |
| ABBV | 0.25 | 1.00 | 0.19 | 0.29 | 0.29 | 0.25 | 0.35 | 0.46 | 0.32 | 0.36 |
| ED | 0.16 | 0.19 | 1.00 | 0.15 | 0.44 | 0.65 | 0.23 | 0.34 | 0.45 | 0.25 |
| SWK | 0.38 | 0.29 | 0.15 | 1.00 | 0.27 | 0.28 | 0.51 | 0.33 | 0.34 | 0.62 |
| KMB | 0.25 | 0.29 | 0.44 | 0.27 | 1.00 | 0.42 | 0.32 | 0.43 | 0.54 | 0.37 |
| BKH | 0.23 | 0.25 | 0.65 | 0.28 | 0.42 | 1.00 | 0.34 | 0.36 | 0.47 | 0.36 |
| IBM | 0.33 | 0.35 | 0.23 | 0.51 | 0.32 | 0.34 | 1.00 | 0.42 | 0.40 | 0.55 |
| JNJ | 0.27 | 0.46 | 0.34 | 0.33 | 0.43 | 0.36 | 0.42 | 1.00 | 0.45 | 0.46 |
| KO | 0.29 | 0.32 | 0.45 | 0.34 | 0.54 | 0.47 | 0.40 | 0.45 | 1.00 | 0.43 |
| MMM | 0.36 | 0.36 | 0.25 | 0.62 | 0.37 | 0.36 | 0.55 | 0.46 | 0.43 | 1.00 |
Dividend yield
div-50 granted a 4.02% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| div-50 | 4.02% | 3.66% | 3.23% | 3.60% | 3.55% | 4.10% | 3.51% | 3.83% | 4.04% | 3.62% | 3.83% | 3.81% |
| Portfolio components: | ||||||||||||
IBM International Business Machines Corporation | 4.51% | 4.85% | 5.16% | 5.91% | 5.77% | 6.89% | 5.07% | 4.53% | 5.16% | 3.89% | 2.96% | 2.64% |
KO The Coca-Cola Company | 3.16% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
JNJ Johnson & Johnson | 2.89% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
ABBV AbbVie Inc. | 3.83% | 3.59% | 4.11% | 4.94% | 5.72% | 4.87% | 3.44% | 4.90% | 4.77% | 3.66% | 4.52% | 0.00% |
MMM 3M Company | 6.17% | 5.19% | 3.63% | 3.78% | 3.80% | 3.44% | 2.47% | 3.14% | 3.53% | 2.77% | 2.47% | 3.55% |
ED Consolidated Edison, Inc. | 3.55% | 3.40% | 3.86% | 4.69% | 3.76% | 4.46% | 4.02% | 4.65% | 5.36% | 5.27% | 6.42% | 6.56% |
KMB Kimberly-Clark Corporation | 3.79% | 3.51% | 3.40% | 3.50% | 3.40% | 4.11% | 3.91% | 4.04% | 3.57% | 3.75% | 4.26% | 4.98% |
SWK Stanley Black & Decker, Inc. | 3.84% | 4.36% | 1.68% | 1.68% | 1.79% | 2.41% | 1.63% | 2.29% | 2.37% | 2.57% | 3.03% | 3.08% |
TGT Target Corporation | 3.85% | 2.71% | 1.42% | 1.61% | 2.19% | 4.25% | 4.30% | 3.85% | 3.69% | 3.19% | 3.28% | 3.00% |
BKH Black Hills Corporation | 4.66% | 3.53% | 3.46% | 3.90% | 2.98% | 3.61% | 3.65% | 3.42% | 4.49% | 3.92% | 3.97% | 5.76% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
IBM International Business Machines Corporation | 1.25 | ||||
KO The Coca-Cola Company | -0.00 | ||||
JNJ Johnson & Johnson | 0.07 | ||||
ABBV AbbVie Inc. | 0.62 | ||||
MMM 3M Company | -0.38 | ||||
ED Consolidated Edison, Inc. | -0.11 | ||||
KMB Kimberly-Clark Corporation | 0.39 | ||||
SWK Stanley Black & Decker, Inc. | 0.11 | ||||
TGT Target Corporation | -0.83 | ||||
BKH Black Hills Corporation | -1.07 |
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 div-50. 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 div-50 is 32.95%, recorded on Mar 23, 2020. It took 141 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.95% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -20.63% | Apr 22, 2022 | 117 | Oct 7, 2022 | — | — | — |
| -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 Chart
The current div-50 volatility is 2.74%, 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.