div-titans
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| UNMA | WMK | MRK | CTRA | PFE | ERF.TO | LEN | ROL | JKHY | XOM | SIGI | WSO | TXN | BRC | GWW | ADP | SNA | NDSN | DCI | ITT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNMA | 1.00 | 0.03 | 0.10 | 0.06 | 0.09 | 0.15 | 0.20 | 0.16 | 0.17 | 0.11 | 0.17 | 0.17 | 0.21 | 0.17 | 0.15 | 0.22 | 0.17 | 0.19 | 0.18 | 0.21 |
| WMK | 0.03 | 1.00 | 0.17 | 0.17 | 0.17 | 0.16 | 0.17 | 0.18 | 0.19 | 0.21 | 0.26 | 0.25 | 0.20 | 0.29 | 0.29 | 0.23 | 0.29 | 0.26 | 0.31 | 0.29 |
| MRK | 0.10 | 0.17 | 1.00 | 0.17 | 0.54 | 0.13 | 0.14 | 0.31 | 0.32 | 0.25 | 0.30 | 0.22 | 0.22 | 0.25 | 0.27 | 0.36 | 0.23 | 0.25 | 0.28 | 0.23 |
| CTRA | 0.06 | 0.17 | 0.17 | 1.00 | 0.20 | 0.50 | 0.14 | 0.15 | 0.17 | 0.52 | 0.22 | 0.22 | 0.25 | 0.25 | 0.27 | 0.24 | 0.32 | 0.26 | 0.31 | 0.34 |
| PFE | 0.09 | 0.17 | 0.54 | 0.20 | 1.00 | 0.16 | 0.16 | 0.27 | 0.31 | 0.24 | 0.26 | 0.21 | 0.27 | 0.25 | 0.25 | 0.37 | 0.25 | 0.27 | 0.27 | 0.28 |
| ERF.TO | 0.15 | 0.16 | 0.13 | 0.50 | 0.16 | 1.00 | 0.17 | 0.15 | 0.16 | 0.69 | 0.25 | 0.21 | 0.29 | 0.32 | 0.29 | 0.26 | 0.35 | 0.31 | 0.37 | 0.44 |
| LEN | 0.20 | 0.17 | 0.14 | 0.14 | 0.16 | 0.17 | 1.00 | 0.31 | 0.27 | 0.18 | 0.32 | 0.43 | 0.38 | 0.37 | 0.37 | 0.35 | 0.43 | 0.43 | 0.44 | 0.45 |
| ROL | 0.16 | 0.18 | 0.31 | 0.15 | 0.27 | 0.15 | 0.31 | 1.00 | 0.42 | 0.20 | 0.35 | 0.44 | 0.37 | 0.33 | 0.44 | 0.47 | 0.34 | 0.46 | 0.43 | 0.36 |
| JKHY | 0.17 | 0.19 | 0.32 | 0.17 | 0.31 | 0.16 | 0.27 | 0.42 | 1.00 | 0.23 | 0.33 | 0.37 | 0.40 | 0.34 | 0.39 | 0.54 | 0.32 | 0.44 | 0.41 | 0.37 |
| XOM | 0.11 | 0.21 | 0.25 | 0.52 | 0.24 | 0.69 | 0.18 | 0.20 | 0.23 | 1.00 | 0.32 | 0.25 | 0.33 | 0.40 | 0.37 | 0.34 | 0.43 | 0.36 | 0.44 | 0.51 |
| SIGI | 0.17 | 0.26 | 0.30 | 0.22 | 0.26 | 0.25 | 0.32 | 0.35 | 0.33 | 0.32 | 1.00 | 0.35 | 0.36 | 0.50 | 0.40 | 0.49 | 0.43 | 0.43 | 0.53 | 0.49 |
| WSO | 0.17 | 0.25 | 0.22 | 0.22 | 0.21 | 0.21 | 0.43 | 0.44 | 0.37 | 0.25 | 0.35 | 1.00 | 0.43 | 0.41 | 0.59 | 0.46 | 0.51 | 0.55 | 0.56 | 0.53 |
| TXN | 0.21 | 0.20 | 0.22 | 0.25 | 0.27 | 0.29 | 0.38 | 0.37 | 0.40 | 0.33 | 0.36 | 0.43 | 1.00 | 0.43 | 0.46 | 0.55 | 0.47 | 0.58 | 0.54 | 0.57 |
| BRC | 0.17 | 0.29 | 0.25 | 0.25 | 0.25 | 0.32 | 0.37 | 0.33 | 0.34 | 0.40 | 0.50 | 0.41 | 0.43 | 1.00 | 0.49 | 0.46 | 0.54 | 0.54 | 0.60 | 0.61 |
| GWW | 0.15 | 0.29 | 0.27 | 0.27 | 0.25 | 0.29 | 0.37 | 0.44 | 0.39 | 0.37 | 0.40 | 0.59 | 0.46 | 0.49 | 1.00 | 0.50 | 0.59 | 0.59 | 0.61 | 0.59 |
| ADP | 0.22 | 0.23 | 0.36 | 0.24 | 0.37 | 0.26 | 0.35 | 0.47 | 0.54 | 0.34 | 0.49 | 0.46 | 0.55 | 0.46 | 0.50 | 1.00 | 0.49 | 0.54 | 0.53 | 0.55 |
| SNA | 0.17 | 0.29 | 0.23 | 0.32 | 0.25 | 0.35 | 0.43 | 0.34 | 0.32 | 0.43 | 0.43 | 0.51 | 0.47 | 0.54 | 0.59 | 0.49 | 1.00 | 0.62 | 0.67 | 0.68 |
| NDSN | 0.19 | 0.26 | 0.25 | 0.26 | 0.27 | 0.31 | 0.43 | 0.46 | 0.44 | 0.36 | 0.43 | 0.55 | 0.58 | 0.54 | 0.59 | 0.54 | 0.62 | 1.00 | 0.71 | 0.69 |
| DCI | 0.18 | 0.31 | 0.28 | 0.31 | 0.27 | 0.37 | 0.44 | 0.43 | 0.41 | 0.44 | 0.53 | 0.56 | 0.54 | 0.60 | 0.61 | 0.53 | 0.67 | 0.71 | 1.00 | 0.77 |
| ITT | 0.21 | 0.29 | 0.23 | 0.34 | 0.28 | 0.44 | 0.45 | 0.36 | 0.37 | 0.51 | 0.49 | 0.53 | 0.57 | 0.61 | 0.59 | 0.55 | 0.68 | 0.69 | 0.77 | 1.00 |
Dividend yield
div-titans granted a 2.50% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| div-titans | 2.50% | 2.62% | 2.42% | 2.70% | 2.48% | 2.43% | 2.01% | 2.04% | 3.09% | 2.72% | 2.32% | 3.76% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 46 | Mar 23, 2020 | 51 | Jun 3, 2020 | 97 |
| -18% | Sep 24, 2018 | 66 | Dec 24, 2018 | 82 | Apr 23, 2019 | 148 |
| -12.66% | Jun 8, 2022 | 8 | Jun 17, 2022 | 30 | Jul 29, 2022 | 38 |
| -12.28% | Jun 9, 2020 | 14 | Jun 26, 2020 | 31 | Aug 10, 2020 | 45 |
| -12.05% | Aug 17, 2022 | 28 | Sep 26, 2022 | 24 | Oct 28, 2022 | 52 |
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.