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div-50
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IBM 10%KO 10%JNJ 10%ABBV 10%MMM 10%ED 10%KMB 10%SWK 10%TGT 10%BKH 10%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


180.00%200.00%220.00%240.00%260.00%280.00%2024FebruaryMarchAprilMayJune
200.12%
285.23%
div-50
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns By Period

As of Jun 22, 2024, the div-50 returned 5.47% Year-To-Date and 8.57% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%2.97%14.93%24.71%13.14%10.88%
div-505.47%1.28%6.46%12.40%6.67%8.52%
IBM
International Business Machines Corporation
7.47%1.05%8.40%38.92%10.49%4.36%
KO
The Coca-Cola Company
8.20%1.88%9.33%5.85%7.16%7.49%
JNJ
Johnson & Johnson
-3.60%-0.63%-2.81%-7.30%3.60%6.36%
ABBV
AbbVie Inc.
12.04%7.66%12.06%30.45%22.26%16.72%
MMM
3M Company
15.04%2.89%18.28%29.51%-1.96%2.47%
ED
Consolidated Edison, Inc.
1.10%-3.76%2.55%3.22%3.91%8.69%
KMB
Kimberly-Clark Corporation
16.96%6.74%18.22%5.75%3.72%6.17%
SWK
Stanley Black & Decker, Inc.
-12.43%-1.01%-12.48%-0.44%-7.69%1.92%
TGT
Target Corporation
4.08%1.19%5.72%14.58%13.60%12.86%
BKH
Black Hills Corporation
0.84%-3.07%0.15%-6.39%-4.84%2.13%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.37%1.76%6.39%-2.72%0.57%5.47%
20230.59%-4.17%1.75%1.89%-7.52%4.50%4.35%-3.21%-6.36%-0.87%7.76%4.42%1.88%
2022-1.93%-2.61%3.50%-0.47%-1.34%-3.61%1.47%-4.56%-8.16%7.84%6.93%-3.29%-7.21%
2021-2.47%0.04%9.27%2.53%2.47%-0.72%2.16%0.63%-6.89%3.10%-2.06%9.19%17.35%
2020-0.61%-7.99%-10.65%8.70%4.63%-0.50%3.70%4.47%-0.98%-2.47%9.98%0.91%7.37%
20193.98%2.78%3.89%0.38%-3.51%5.28%-0.03%1.03%3.88%-0.03%3.84%3.07%27.09%
20182.98%-4.05%-3.32%-1.77%-0.45%0.95%5.35%0.85%0.91%-7.65%7.69%-6.20%-5.68%
20170.65%3.70%1.18%0.41%2.11%0.72%0.00%1.37%2.38%3.16%2.56%0.41%20.25%
2016-1.09%4.05%7.45%-0.10%0.25%3.25%2.61%-2.33%-0.54%-3.72%2.00%1.37%13.47%
2015-3.21%2.49%-1.47%1.22%1.18%-2.24%2.45%-5.31%-0.04%5.81%-1.14%1.66%0.90%
2014-3.96%4.78%0.71%3.33%-0.61%2.46%-3.54%3.70%-0.26%4.12%4.95%-0.50%15.67%
20135.65%3.33%5.75%2.81%-1.51%-0.57%5.53%-5.57%2.42%3.33%1.14%1.78%26.19%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of div-50 is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of div-50 is 1313
div-50
The Sharpe Ratio Rank of div-50 is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of div-50 is 1414Sortino Ratio Rank
The Omega Ratio Rank of div-50 is 1414Omega Ratio Rank
The Calmar Ratio Rank of div-50 is 1313Calmar Ratio Rank
The Martin Ratio Rank of div-50 is 1212Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


div-50
Sharpe ratio
The chart of Sharpe ratio for div-50, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for div-50, currently valued at 1.36, compared to the broader market-2.000.002.004.006.001.36
Omega ratio
The chart of Omega ratio for div-50, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.801.17
Calmar ratio
The chart of Calmar ratio for div-50, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.000.53
Martin ratio
The chart of Martin ratio for div-50, currently valued at 2.29, compared to the broader market0.0010.0020.0030.0040.0050.002.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IBM
International Business Machines Corporation
1.692.441.352.055.41
KO
The Coca-Cola Company
0.420.671.090.320.94
JNJ
Johnson & Johnson
-0.40-0.470.94-0.35-0.68
ABBV
AbbVie Inc.
1.622.181.301.435.46
MMM
3M Company
1.051.591.220.502.91
ED
Consolidated Edison, Inc.
0.050.181.020.050.13
KMB
Kimberly-Clark Corporation
0.290.521.070.260.58
SWK
Stanley Black & Decker, Inc.
-0.040.151.02-0.02-0.10
TGT
Target Corporation
0.420.971.120.231.34
BKH
Black Hills Corporation
-0.40-0.430.95-0.25-0.80

Sharpe Ratio

The current div-50 Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.42, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of div-50 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.90
2.24
div-50
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

div-50 granted a 3.75% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
div-503.75%3.90%3.64%3.09%3.31%3.15%3.51%2.91%3.08%3.15%2.74%2.81%
IBM
International Business Machines Corporation
3.86%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
3.01%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
3.23%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.
3.56%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
5.09%6.56%5.94%3.99%4.02%3.90%3.41%2.39%2.97%3.26%2.49%2.17%
ED
Consolidated Edison, Inc.
3.63%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
3.44%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.82%3.10%
SWK
Stanley Black & Decker, Inc.
3.84%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
3.01%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
4.80%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.86%
-0.41%
div-50
Benchmark (^GSPC)
Portfolio components

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 32.94%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current div-50 drawdown is 3.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.94%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-20.87%Apr 22, 2022378Oct 23, 2023
-16.16%Jan 29, 2018229Dec 24, 2018115Jun 11, 2019344
-10.16%Jul 17, 201528Aug 25, 201587Dec 29, 2015115
-8.93%Aug 17, 202132Sep 30, 202163Dec 30, 202195

Volatility

Volatility Chart

The current div-50 volatility is 3.52%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
3.52%
2.38%
div-50
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TGTABBVEDSWKKMBIBMBKHJNJKOMMM
TGT1.000.250.160.380.240.320.240.280.290.37
ABBV0.251.000.190.290.290.340.240.450.310.35
ED0.160.191.000.160.440.230.650.340.450.25
SWK0.380.290.161.000.260.490.300.320.330.62
KMB0.240.290.440.261.000.310.420.430.540.36
IBM0.320.340.230.490.311.000.330.400.390.53
BKH0.240.240.650.300.420.331.000.360.460.36
JNJ0.280.450.340.320.430.400.361.000.450.45
KO0.290.310.450.330.540.390.460.451.000.42
MMM0.370.350.250.620.360.530.360.450.421.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2012