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div-titans

Last updated Sep 22, 2023

Asset Allocation


ITT 5%MRK 5%ADP 5%BRC 5%DCI 5%ERF.TO 5%GWW 5%JKHY 5%LEN 5%NDSN 5%PFE 5%ROL 5%SNA 5%SIGI 5%TXN 5%UNMA 5%WSO 5%WMK 5%CTRA 5%XOM 5%EquityEquity
PositionCategory/SectorWeight
ITT
ITT Inc.
Industrials5%
MRK
Merck & Co., Inc.
Healthcare5%
ADP
Automatic Data Processing, Inc.
Industrials5%
BRC
Brady Corporation
Industrials5%
DCI
Donaldson Company, Inc.
Industrials5%
ERF.TO
Enerplus Corporation
Energy5%
GWW
W.W. Grainger, Inc.
Industrials5%
JKHY
Jack Henry & Associates, Inc.
Technology5%
LEN
Lennar Corporation
Consumer Cyclical5%
NDSN
Nordson Corporation
Industrials5%
PFE
Pfizer Inc.
Healthcare5%
ROL
Rollins, Inc.
Consumer Cyclical5%
SNA
Snap-on Incorporated
Industrials5%
SIGI
Selective Insurance Group, Inc.
Financial Services5%
TXN
Texas Instruments Incorporated
Technology5%
UNMA
Unum Group
5%
WSO
Watsco, Inc.
Industrials5%
WMK
Weis Markets, Inc.
Consumer Defensive5%
CTRA
Coterra Energy Inc.
Energy5%
XOM
Exxon Mobil Corporation
Energy5%

Performance

The chart shows the growth of an initial investment of $10,000 in div-titans, 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
5.48%
9.04%
div-titans
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the div-titans returned 5.61% Year-To-Date and 14.13% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%7.99%8.76%
div-titans-1.58%6.04%5.61%14.80%13.01%14.13%
ITT
ITT Inc.
-0.41%17.97%18.39%38.14%10.31%12.53%
MRK
Merck & Co., Inc.
0.21%3.79%-1.82%29.72%12.66%15.38%
ADP
Automatic Data Processing, Inc.
-3.85%12.96%1.60%5.83%11.74%12.97%
BRC
Brady Corporation
13.01%7.70%19.48%32.81%6.50%7.93%
DCI
Donaldson Company, Inc.
-1.65%-4.59%2.56%17.71%1.72%6.28%
ERF.TO
Enerplus Corporation
-0.70%20.06%-4.59%12.90%8.81%9.04%
GWW
W.W. Grainger, Inc.
-2.35%3.12%23.68%33.52%15.41%17.54%
JKHY
Jack Henry & Associates, Inc.
-4.79%2.02%-14.49%-20.05%-0.24%3.21%
LEN
Lennar Corporation
-2.93%10.14%26.28%51.26%18.59%16.78%
NDSN
Nordson Corporation
-5.08%8.65%-5.08%3.36%9.92%11.83%
PFE
Pfizer Inc.
-10.83%-16.44%-33.87%-22.19%-1.06%2.85%
ROL
Rollins, Inc.
-3.56%5.56%4.88%8.28%7.48%10.61%
SNA
Snap-on Incorporated
-3.71%10.51%13.80%21.34%8.86%12.03%
SIGI
Selective Insurance Group, Inc.
4.63%15.00%19.36%28.46%11.75%12.98%
TXN
Texas Instruments Incorporated
-4.02%-9.71%-0.78%1.19%10.66%9.55%
UNMA
Unum Group
0.47%0.25%0.18%-3.90%4.28%4.44%
WSO
Watsco, Inc.
-0.75%19.16%42.21%34.68%18.18%16.16%
WMK
Weis Markets, Inc.
-4.53%-21.23%-22.11%-12.47%9.35%5.29%
CTRA
Coterra Energy Inc.
-6.45%14.71%10.37%-3.10%6.98%6.05%
XOM
Exxon Mobil Corporation
6.16%12.86%6.62%30.38%11.54%12.28%

Asset Correlations Table

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

UNMAWMKMRKCTRAPFEERF.TOLENROLJKHYXOMSIGIWSOTXNBRCGWWADPSNANDSNDCIITT
UNMA1.000.030.100.060.090.150.200.160.170.110.170.170.210.170.150.220.170.190.180.21
WMK0.031.000.170.170.170.160.170.180.190.210.260.250.200.290.290.230.290.260.310.29
MRK0.100.171.000.170.540.130.140.310.320.250.300.220.220.250.270.360.230.250.280.23
CTRA0.060.170.171.000.200.500.140.150.170.520.220.220.250.250.270.240.320.260.310.34
PFE0.090.170.540.201.000.160.160.270.310.240.260.210.270.250.250.370.250.270.270.28
ERF.TO0.150.160.130.500.161.000.170.150.160.690.250.210.290.320.290.260.350.310.370.44
LEN0.200.170.140.140.160.171.000.310.270.180.320.430.380.370.370.350.430.430.440.45
ROL0.160.180.310.150.270.150.311.000.420.200.350.440.370.330.440.470.340.460.430.36
JKHY0.170.190.320.170.310.160.270.421.000.230.330.370.400.340.390.540.320.440.410.37
XOM0.110.210.250.520.240.690.180.200.231.000.320.250.330.400.370.340.430.360.440.51
SIGI0.170.260.300.220.260.250.320.350.330.321.000.350.360.500.400.490.430.430.530.49
WSO0.170.250.220.220.210.210.430.440.370.250.351.000.430.410.590.460.510.550.560.53
TXN0.210.200.220.250.270.290.380.370.400.330.360.431.000.430.460.550.470.580.540.57
BRC0.170.290.250.250.250.320.370.330.340.400.500.410.431.000.490.460.540.540.600.61
GWW0.150.290.270.270.250.290.370.440.390.370.400.590.460.491.000.500.590.590.610.59
ADP0.220.230.360.240.370.260.350.470.540.340.490.460.550.460.501.000.490.540.530.55
SNA0.170.290.230.320.250.350.430.340.320.430.430.510.470.540.590.491.000.620.670.68
NDSN0.190.260.250.260.270.310.430.460.440.360.430.550.580.540.590.540.621.000.710.69
DCI0.180.310.280.310.270.370.440.430.410.440.530.560.540.600.610.530.670.711.000.77
ITT0.210.290.230.340.280.440.450.360.370.510.490.530.570.610.590.550.680.690.771.00

Sharpe Ratio

The current div-titans Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.21

The Sharpe ratio of div-titans is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.21
1.09
div-titans
Benchmark (^GSPC)
Portfolio components

Dividend yield

div-titans granted a 2.50% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
div-titans2.50%2.62%2.42%2.70%2.48%2.43%2.01%2.04%3.09%2.72%2.32%3.76%
ITT
ITT Inc.
1.19%1.31%0.88%0.91%0.83%1.17%1.02%1.39%1.43%1.20%1.03%1.76%
MRK
Merck & Co., Inc.
2.74%2.58%3.59%3.31%2.80%3.01%4.00%3.86%4.34%4.08%4.67%5.78%
ADP
Automatic Data Processing, Inc.
2.09%1.86%1.61%2.19%2.08%2.36%2.25%2.42%2.79%2.56%2.75%3.64%
BRC
Brady Corporation
1.66%1.95%1.70%1.74%1.60%2.09%2.42%2.46%4.10%3.48%3.09%2.85%
DCI
Donaldson Company, Inc.
1.61%1.56%1.51%1.57%1.51%1.86%1.59%1.84%2.67%1.90%1.35%1.27%
ERF.TO
Enerplus Corporation
1.36%1.00%1.18%3.14%1.40%1.24%1.08%1.40%15.47%12.89%7.31%17.59%
GWW
W.W. Grainger, Inc.
1.05%1.23%1.26%1.51%1.77%2.04%2.35%2.34%2.61%1.92%1.68%1.83%
JKHY
Jack Henry & Associates, Inc.
1.38%1.13%1.12%1.10%1.15%1.23%1.13%1.36%1.40%1.57%1.39%1.34%
LEN
Lennar Corporation
1.33%1.67%0.89%0.85%0.30%0.43%0.26%0.39%0.35%0.38%0.43%0.45%
NDSN
Nordson Corporation
1.18%0.98%0.72%0.79%0.93%1.14%0.82%0.97%1.55%1.12%0.98%0.97%
PFE
Pfizer Inc.
4.96%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%
ROL
Rollins, Inc.
1.37%1.19%1.01%0.63%1.31%1.35%1.27%1.58%1.76%1.72%1.65%2.24%
SNA
Snap-on Incorporated
2.54%2.62%2.50%2.80%2.56%2.65%1.95%1.74%1.53%1.64%1.78%2.22%
SIGI
Selective Insurance Group, Inc.
1.14%1.30%1.30%1.46%1.34%1.30%1.21%1.55%1.89%2.21%2.23%3.20%
TXN
Texas Instruments Incorporated
3.09%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
UNMA
Unum Group
6.85%6.86%6.69%6.71%7.30%5.02%0.00%0.00%0.00%0.00%0.00%0.00%
WSO
Watsco, Inc.
2.76%3.51%2.57%3.32%4.01%4.74%3.29%3.04%3.08%2.46%1.61%13.62%
WMK
Weis Markets, Inc.
2.15%1.60%1.93%2.74%3.32%2.83%3.32%2.11%3.26%3.11%2.90%4.00%
CTRA
Coterra Energy Inc.
6.32%10.53%6.70%2.96%2.30%1.26%0.67%0.39%0.52%0.31%0.18%0.16%
XOM
Exxon Mobil Corporation
3.17%3.30%6.08%9.55%6.00%6.06%4.88%4.57%5.29%4.33%3.70%3.94%

Expense Ratio

The div-titans 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
ITT
ITT Inc.
1.24
MRK
Merck & Co., Inc.
1.37
ADP
Automatic Data Processing, Inc.
0.20
BRC
Brady Corporation
1.36
DCI
Donaldson Company, Inc.
0.74
ERF.TO
Enerplus Corporation
0.27
GWW
W.W. Grainger, Inc.
1.08
JKHY
Jack Henry & Associates, Inc.
-0.78
LEN
Lennar Corporation
1.58
NDSN
Nordson Corporation
0.08
PFE
Pfizer Inc.
-1.10
ROL
Rollins, Inc.
0.30
SNA
Snap-on Incorporated
0.87
SIGI
Selective Insurance Group, Inc.
1.19
TXN
Texas Instruments Incorporated
-0.02
UNMA
Unum Group
-0.09
WSO
Watsco, Inc.
0.99
WMK
Weis Markets, Inc.
-0.43
CTRA
Coterra Energy Inc.
-0.11
XOM
Exxon Mobil Corporation
1.03

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.48%
-9.73%
div-titans
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the div-titans. 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-titans is 34.26%, recorded on Mar 23, 2020. It took 51 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.26%Jan 17, 202046Mar 23, 202051Jun 3, 202097
-18%Sep 24, 201866Dec 24, 201882Apr 23, 2019148
-12.66%Jun 8, 20228Jun 17, 202230Jul 29, 202238
-12.28%Jun 9, 202014Jun 26, 202031Aug 10, 202045
-12.05%Aug 17, 202228Sep 26, 202224Oct 28, 202252

Volatility Chart

The current div-titans volatility is 3.16%, 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%AprilMayJuneJulyAugustSeptember
3.16%
3.66%
div-titans
Benchmark (^GSPC)
Portfolio components