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

Asset Allocation


ABT 11.11%QCOM 11.11%CAT 11.11%ADI 11.11%CTAS 11.11%NUE 11.11%WST 11.11%ALB 11.11%LECO 11.11%EquityEquity
PositionCategory/SectorWeight
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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.72%
8.53%
super-div
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 13, 1995, corresponding to the inception date of LECO

Returns By Period

As of Dec 19, 2024, the super-div returned -0.73% Year-To-Date and 17.28% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
super-div-1.49%-7.05%-4.72%-0.75%18.62%17.11%
ABT
Abbott Laboratories
5.86%-1.47%9.14%7.41%7.55%11.72%
QCOM
QUALCOMM Incorporated
7.80%-0.38%-27.31%9.45%13.99%10.63%
CAT
Caterpillar Inc.
25.79%-4.05%12.51%28.21%22.63%17.76%
ADI
Analog Devices, Inc.
8.50%0.79%-7.56%9.76%14.16%16.54%
CTAS
Cintas Corporation
25.08%-14.54%5.95%27.77%23.63%26.45%
NUE
Nucor Corporation
-32.35%-21.32%-25.49%-33.14%17.86%11.70%
WST
West Pharmaceutical Services, Inc.
-5.88%6.08%-0.51%-6.32%17.31%20.54%
ALB
Albemarle Corporation
-37.69%-18.76%-5.55%-38.11%5.91%5.31%
LECO
Lincoln Electric Holdings, Inc.
-11.84%-6.61%1.74%-11.19%16.17%12.48%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.09%6.42%4.04%-7.37%3.31%-3.63%1.23%0.00%1.03%-1.54%6.70%-1.49%
202313.04%-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%
20211.41%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%
20197.09%4.84%-0.73%8.69%-12.30%11.99%2.90%-3.44%2.75%1.01%3.41%4.44%32.52%
20183.54%-5.20%-2.94%-2.06%6.32%-1.08%7.12%1.76%2.63%-10.09%3.81%-8.79%-6.54%
20171.47%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%
20136.31%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of super-div is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of super-div is 33
Overall Rank
The Sharpe Ratio Rank of super-div is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of super-div is 22
Sortino Ratio Rank
The Omega Ratio Rank of super-div is 22
Omega Ratio Rank
The Calmar Ratio Rank of super-div is 33
Calmar Ratio Rank
The Martin Ratio Rank of super-div is 33
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for super-div, currently valued at 0.06, compared to the broader market-6.00-4.00-2.000.002.004.000.062.10
The chart of Sortino ratio for super-div, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.006.000.212.80
The chart of Omega ratio for super-div, currently valued at 1.02, compared to the broader market0.400.600.801.001.201.401.601.801.021.39
The chart of Calmar ratio for super-div, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.000.073.09
The chart of Martin ratio for super-div, currently valued at 0.18, compared to the broader market0.0010.0020.0030.0040.0050.000.1813.49
super-div
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABT
Abbott Laboratories
0.480.811.100.331.05
QCOM
QUALCOMM Incorporated
0.290.651.080.330.62
CAT
Caterpillar Inc.
1.091.631.211.793.92
ADI
Analog Devices, Inc.
0.380.771.090.691.83
CTAS
Cintas Corporation
1.582.101.361.8712.79
NUE
Nucor Corporation
-0.99-1.480.82-0.78-1.66
WST
West Pharmaceutical Services, Inc.
-0.130.081.01-0.13-0.26
ALB
Albemarle Corporation
-0.64-0.700.92-0.48-1.21
LECO
Lincoln Electric Holdings, Inc.
-0.37-0.350.96-0.31-0.54

The current super-div Sharpe ratio is 0.05. 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 1.26 to 2.06, 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 super-div 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.06
2.10
super-div
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

super-div provided a 1.50% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.50%1.33%1.47%1.22%1.53%1.87%2.14%1.76%2.10%2.56%2.09%1.70%
ABT
Abbott Laboratories
1.93%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
2.19%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.
1.48%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.
1.74%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
0.78%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
1.85%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.
0.24%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
1.82%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.
1.50%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.11%
-2.62%
super-div
Benchmark (^GSPC)
Portfolio components

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 10.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.23%Jun 6, 2008190Mar 9, 2009420Nov 4, 2010610
-35.18%Feb 21, 202022Mar 23, 202052Jun 5, 202074
-33.29%Apr 18, 2002122Oct 9, 2002235Sep 16, 2003357
-28.65%Apr 23, 199891Aug 31, 199885Dec 31, 1998176
-25.05%May 2, 2011108Oct 3, 201173Jan 18, 2012181

Volatility

Volatility Chart

The current super-div volatility is 5.38%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.38%
3.79%
super-div
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.

ABTWSTQCOMALBNUEADILECOCTASCAT
ABT1.000.310.260.240.230.280.250.350.28
WST0.311.000.300.320.290.330.340.360.30
QCOM0.260.301.000.330.310.510.330.400.36
ALB0.240.320.331.000.430.360.400.370.44
NUE0.230.290.310.431.000.350.420.360.51
ADI0.280.330.510.360.351.000.380.430.38
LECO0.250.340.330.400.420.381.000.410.49
CTAS0.350.360.400.370.360.430.411.000.40
CAT0.280.300.360.440.510.380.490.401.00
The correlation results are calculated based on daily price changes starting from Jun 14, 1995
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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