super-div
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 11.11% |
ADI Analog Devices, Inc. | Technology | 11.11% |
ALB Albemarle Corporation | Basic Materials | 11.11% |
CAT Caterpillar Inc. | Industrials | 11.11% |
CTAS Cintas Corporation | Industrials | 11.11% |
LECO Lincoln Electric Holdings, Inc. | Industrials | 11.11% |
NUE Nucor Corporation | Basic Materials | 11.11% |
QCOM QUALCOMM Incorporated | Technology | 11.11% |
WST West Pharmaceutical Services, Inc. | Healthcare | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in super-div, 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 Jun 13, 1995, corresponding to the inception date of LECO
Returns By Period
As of Nov 13, 2024, the super-div returned 8.67% Year-To-Date and 18.50% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| super-div | 8.67% | 1.73% | 0.19% | 21.90% | 21.80% | 18.50% |
| Portfolio components: | ||||||
ABT Abbott Laboratories | 7.90% | -0.22% | 12.45% | 22.34% | 8.22% | 12.42% |
QCOM QUALCOMM Incorporated | 14.61% | -8.22% | -15.25% | 30.98% | 15.10% | 11.96% |
CAT Caterpillar Inc. | 35.05% | 0.12% | 10.00% | 61.10% | 24.81% | 17.65% |
ADI Analog Devices, Inc. | 12.01% | -7.14% | 2.60% | 25.83% | 16.31% | 18.32% |
CTAS Cintas Corporation | 50.09% | 6.26% | 30.09% | 65.50% | 29.79% | 30.13% |
NUE Nucor Corporation | -10.70% | 0.69% | -12.05% | 0.59% | 25.51% | 13.89% |
WST West Pharmaceutical Services, Inc. | -6.78% | 10.95% | -6.72% | -5.53% | 17.22% | 20.93% |
ALB Albemarle Corporation | -28.03% | 3.21% | -18.75% | -16.79% | 10.51% | 6.73% |
LECO Lincoln Electric Holdings, Inc. | -0.32% | 10.83% | -5.61% | 11.55% | 20.63% | 13.36% |
Monthly Returns
The table below presents the monthly returns of super-div, 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 | 0.09% | 6.42% | 4.04% | -7.37% | 3.31% | -3.63% | 1.23% | 0.00% | 1.03% | -1.54% | 8.67% | ||
| 2023 | 13.04% | -0.66% | 0.23% | -3.25% | -3.14% | 13.04% | 2.52% | -2.60% | -6.11% | -8.33% | 11.56% | 9.09% | 24.72% |
| 2022 | -8.29% | -0.55% | 7.13% | -7.17% | 3.91% | -12.17% | 14.74% | -5.03% | -9.90% | 9.76% | 8.43% | -5.60% | -8.69% |
| 2021 | 1.41% | 2.55% | 5.26% | 4.72% | 4.42% | 1.04% | 6.31% | 4.87% | -7.46% | 8.50% | 3.06% | 2.87% | 43.51% |
| 2020 | -2.94% | -5.60% | -14.70% | 16.46% | 7.57% | 4.42% | 8.11% | 8.17% | -0.74% | 2.67% | 15.36% | 3.61% | 45.64% |
| 2019 | 7.09% | 4.84% | -0.73% | 8.69% | -12.30% | 11.99% | 2.90% | -3.44% | 2.75% | 1.01% | 3.41% | 4.44% | 32.52% |
| 2018 | 3.54% | -5.20% | -2.94% | -2.06% | 6.32% | -1.08% | 7.12% | 1.76% | 2.63% | -10.09% | 3.81% | -8.79% | -6.54% |
| 2017 | 1.47% | 4.75% | 0.69% | 1.63% | 3.84% | -1.11% | 1.30% | 0.69% | 6.41% | 3.48% | 3.51% | 1.96% | 32.41% |
| 2016 | -5.70% | 4.32% | 10.66% | 0.95% | 3.59% | 0.65% | 9.91% | -0.84% | 1.78% | -1.50% | 10.65% | -1.21% | 36.84% |
| 2015 | -8.15% | 8.90% | -0.14% | 1.22% | 2.45% | -3.69% | -0.77% | -6.42% | -6.24% | 12.21% | -1.98% | -2.55% | -6.90% |
| 2014 | -2.61% | 4.04% | 0.42% | -0.24% | 0.76% | 2.38% | -4.44% | 5.15% | -1.47% | 4.00% | 0.91% | -0.21% | 8.57% |
| 2013 | 6.31% | 1.18% | 0.96% | -2.24% | 4.69% | -2.67% | 4.68% | -0.85% | 4.43% | 6.31% | 2.66% | 1.93% | 30.41% |
Expense Ratio
super-div 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 super-div is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ABT Abbott Laboratories | 1.33 | 1.95 | 1.24 | 0.83 | 3.01 |
QCOM QUALCOMM Incorporated | 0.93 | 1.40 | 1.19 | 1.11 | 2.31 |
CAT Caterpillar Inc. | 2.46 | 3.22 | 1.43 | 4.12 | 9.54 |
ADI Analog Devices, Inc. | 0.98 | 1.53 | 1.19 | 1.76 | 5.56 |
CTAS Cintas Corporation | 3.69 | 5.84 | 1.74 | 12.67 | 37.83 |
NUE Nucor Corporation | 0.06 | 0.33 | 1.04 | 0.06 | 0.11 |
WST West Pharmaceutical Services, Inc. | -0.08 | 0.15 | 1.02 | -0.07 | -0.16 |
ALB Albemarle Corporation | -0.15 | 0.21 | 1.02 | -0.11 | -0.30 |
LECO Lincoln Electric Holdings, Inc. | 0.54 | 0.94 | 1.12 | 0.46 | 0.84 |
Dividends
Dividend yield
super-div provided a 1.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.33% | 1.33% | 1.47% | 1.22% | 1.53% | 1.87% | 2.14% | 1.76% | 2.10% | 2.56% | 2.09% | 1.70% |
| Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 1.89% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
QCOM QUALCOMM Incorporated | 2.02% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
CAT Caterpillar Inc. | 1.38% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
ADI Analog Devices, Inc. | 1.65% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
CTAS Cintas Corporation | 0.47% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.29% |
NUE Nucor Corporation | 1.40% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.53% | 3.70% | 3.02% | 2.76% |
WST West Pharmaceutical Services, Inc. | 0.25% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% | 0.78% |
ALB Albemarle Corporation | 1.56% | 1.11% | 0.73% | 0.67% | 1.04% | 2.02% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
LECO Lincoln Electric Holdings, Inc. | 1.32% | 1.21% | 1.61% | 1.50% | 1.70% | 1.96% | 2.08% | 1.57% | 1.71% | 2.29% | 1.42% | 1.16% |
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 super-div. 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 super-div was 48.23%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current super-div drawdown is 1.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.23% | Jun 6, 2008 | 190 | Mar 9, 2009 | 420 | Nov 4, 2010 | 610 |
| -35.18% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -33.29% | Apr 18, 2002 | 122 | Oct 9, 2002 | 235 | Sep 16, 2003 | 357 |
| -28.65% | Apr 23, 1998 | 91 | Aug 31, 1998 | 85 | Dec 31, 1998 | 176 |
| -25.05% | May 2, 2011 | 108 | Oct 3, 2011 | 73 | Jan 18, 2012 | 181 |
Volatility
Volatility Chart
The current super-div volatility is 7.05%, 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
| ABT | WST | QCOM | NUE | ALB | ADI | LECO | CTAS | CAT | |
|---|---|---|---|---|---|---|---|---|---|
| ABT | 1.00 | 0.31 | 0.26 | 0.23 | 0.24 | 0.28 | 0.25 | 0.35 | 0.28 |
| WST | 0.31 | 1.00 | 0.30 | 0.29 | 0.32 | 0.33 | 0.35 | 0.36 | 0.30 |
| QCOM | 0.26 | 0.30 | 1.00 | 0.31 | 0.33 | 0.51 | 0.33 | 0.40 | 0.36 |
| NUE | 0.23 | 0.29 | 0.31 | 1.00 | 0.42 | 0.35 | 0.42 | 0.36 | 0.51 |
| ALB | 0.24 | 0.32 | 0.33 | 0.42 | 1.00 | 0.36 | 0.41 | 0.38 | 0.44 |
| ADI | 0.28 | 0.33 | 0.51 | 0.35 | 0.36 | 1.00 | 0.38 | 0.43 | 0.37 |
| LECO | 0.25 | 0.35 | 0.33 | 0.42 | 0.41 | 0.38 | 1.00 | 0.41 | 0.49 |
| CTAS | 0.35 | 0.36 | 0.40 | 0.36 | 0.38 | 0.43 | 0.41 | 1.00 | 0.40 |
| CAT | 0.28 | 0.30 | 0.36 | 0.51 | 0.44 | 0.37 | 0.49 | 0.40 | 1.00 |