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div-50

Last updated Sep 23, 2023

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
IBM
International Business Machines Corporation
Technology10%
KO
The Coca-Cola Company
Consumer Defensive10%
JNJ
Johnson & Johnson
Healthcare10%
ABBV
AbbVie Inc.
Healthcare10%
MMM
3M Company
Industrials10%
ED
Consolidated Edison, Inc.
Utilities10%
KMB
Kimberly-Clark Corporation
Consumer Defensive10%
SWK
Stanley Black & Decker, Inc.
Industrials10%
TGT
Target Corporation
Consumer Defensive10%
BKH
Black Hills Corporation
Utilities10%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-1.61%
8.61%
div-50
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TGTABBVEDSWKKMBBKHIBMJNJKOMMM
TGT1.000.250.160.380.250.230.330.270.290.36
ABBV0.251.000.190.290.290.250.350.460.320.36
ED0.160.191.000.150.440.650.230.340.450.25
SWK0.380.290.151.000.270.280.510.330.340.62
KMB0.250.290.440.271.000.420.320.430.540.37
BKH0.230.250.650.280.421.000.340.360.470.36
IBM0.330.350.230.510.320.341.000.420.400.55
JNJ0.270.460.340.330.430.360.421.000.450.46
KO0.290.320.450.340.540.470.400.451.000.43
MMM0.360.360.250.620.370.360.550.460.431.00

Sharpe Ratio

The current div-50 Sharpe ratio is -0.10. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.10

The Sharpe ratio of div-50 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.10
0.81
div-50
Benchmark (^GSPC)
Portfolio components

Dividend yield

div-50 granted a 4.02% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
div-504.02%3.66%3.23%3.60%3.55%4.10%3.51%3.83%4.04%3.62%3.83%3.81%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-15.81%
-9.93%
div-50
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 2020141Oct 12, 2020168
-20.63%Apr 22, 2022117Oct 7, 2022
-16.2%Jan 29, 2018229Dec 24, 2018116Jun 12, 2019345
-10.17%Jul 17, 201528Aug 25, 201587Dec 29, 2015115
-8.94%Aug 17, 202132Sep 30, 202163Dec 30, 202195

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.74%
3.41%
div-50
Benchmark (^GSPC)
Portfolio components