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

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
ADP
Automatic Data Processing, Inc.
Industrials

5%

BRC
Brady Corporation
Industrials

5%

CTRA
Coterra Energy Inc.
Energy

5%

DCI
Donaldson Company, Inc.
Industrials

5%

ERF.TO
Enerplus Corporation
Energy

5%

GWW
W.W. Grainger, Inc.
Industrials

5%

ITT
ITT Inc.
Industrials

5%

JKHY
Jack Henry & Associates, Inc.
Technology

5%

LEN
Lennar Corporation
Consumer Cyclical

5%

MRK
Merck & Co., Inc.
Healthcare

5%

NDSN
Nordson Corporation
Industrials

5%

PFE
Pfizer Inc.
Healthcare

5%

ROL
Rollins, Inc.
Consumer Cyclical

5%

SIGI
Selective Insurance Group, Inc.
Financial Services

5%

SNA
Snap-on Incorporated
Industrials

5%

TXN
Texas Instruments Incorporated
Technology

5%

UNMA
Unum Group

5%

WMK
Weis Markets, Inc.
Consumer Defensive

5%

WSO
Watsco, Inc.
Industrials

5%

XOM
Exxon Mobil Corporation
Energy

5%

S&P 500

Performance

Performance Chart

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%2024FebruaryMarchAprilMayJune
8.20%
15.13%
div-titans
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of UNMA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.92%3.57%15.13%24.27%13.51%10.88%
div-titans7.26%-2.42%8.20%17.02%17.16%N/A
ITT
ITT Inc.
9.06%-5.61%11.92%49.50%16.77%12.23%
MRK
Merck & Co., Inc.
19.42%0.55%22.96%21.50%13.39%12.17%
ADP
Automatic Data Processing, Inc.
5.46%-0.50%4.12%14.96%10.10%15.93%
BRC
Brady Corporation
12.88%8.00%13.32%37.58%8.17%11.20%
DCI
Donaldson Company, Inc.
13.40%-1.51%13.23%22.65%10.07%7.66%
ERF.TO
Enerplus Corporation
29.90%-1.64%32.38%40.94%26.43%3.10%
GWW
W.W. Grainger, Inc.
11.61%-3.10%11.59%27.84%28.83%15.51%
JKHY
Jack Henry & Associates, Inc.
-2.34%-3.98%-4.38%-0.14%3.98%11.78%
LEN
Lennar Corporation
4.71%-4.49%0.80%36.86%24.71%15.39%
NDSN
Nordson Corporation
-11.09%-13.87%-5.80%1.02%13.27%12.31%
PFE
Pfizer Inc.
-1.04%-2.57%9.03%-25.83%-3.44%3.76%
ROL
Rollins, Inc.
10.35%2.00%12.75%18.70%14.78%19.65%
SNA
Snap-on Incorporated
-5.65%-3.04%-5.77%1.56%13.08%11.15%
SIGI
Selective Insurance Group, Inc.
-7.27%-5.37%-8.68%-5.26%4.99%15.92%
TXN
Texas Instruments Incorporated
16.89%2.69%18.06%14.33%15.73%18.27%
UNMA
Unum Group
1.89%1.31%4.12%12.33%5.38%N/A
WSO
Watsco, Inc.
14.72%0.20%17.88%37.76%27.80%20.71%
WMK
Weis Markets, Inc.
-1.45%-9.51%-3.04%-7.19%12.98%5.97%
CTRA
Coterra Energy Inc.
8.00%-2.90%7.79%15.29%7.61%0.23%
XOM
Exxon Mobil Corporation
11.99%-6.48%10.22%8.33%13.47%5.14%

Monthly Returns

The table below presents the monthly returns of div-titans, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.10%4.04%5.13%-3.64%3.35%7.26%
20234.65%-1.89%1.24%1.90%-6.12%8.61%2.19%-1.17%-2.27%-3.22%5.32%5.34%14.44%
2022-2.98%-0.38%5.05%-2.34%4.76%-6.59%10.08%-2.64%-5.89%13.55%3.89%-4.49%10.28%
2021-1.19%6.82%6.37%2.84%2.35%1.38%1.10%1.03%-2.03%6.37%-0.04%5.39%34.35%
2020-3.96%-8.52%-10.07%16.90%6.13%-0.88%5.11%3.31%-4.88%-0.83%11.80%3.72%15.42%
20196.95%4.16%-0.32%3.71%-6.13%3.95%-1.57%-1.34%3.85%0.95%1.58%2.13%18.69%
2018-1.06%3.43%3.64%1.53%-7.49%4.03%-8.73%-5.41%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of div-titans is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of div-titans is 4444
div-titans
The Sharpe Ratio Rank of div-titans is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of div-titans is 3434Sortino Ratio Rank
The Omega Ratio Rank of div-titans is 3232Omega Ratio Rank
The Calmar Ratio Rank of div-titans is 6565Calmar Ratio Rank
The Martin Ratio Rank of div-titans is 5252Martin 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.


div-titans
Sharpe ratio
The chart of Sharpe ratio for div-titans, currently valued at 1.53, compared to the broader market0.002.004.006.001.53
Sortino ratio
The chart of Sortino ratio for div-titans, currently valued at 2.20, compared to the broader market-2.000.002.004.006.002.20
Omega ratio
The chart of Omega ratio for div-titans, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for div-titans, currently valued at 2.11, compared to the broader market0.002.004.006.008.0010.002.11
Martin ratio
The chart of Martin ratio for div-titans, currently valued at 6.74, compared to the broader market0.0010.0020.0030.0040.0050.006.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0010.0020.0030.0040.0050.008.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ITT
ITT Inc.
2.162.861.373.2211.86
MRK
Merck & Co., Inc.
1.081.781.211.323.05
ADP
Automatic Data Processing, Inc.
0.691.001.150.622.29
BRC
Brady Corporation
1.572.771.361.908.92
DCI
Donaldson Company, Inc.
1.261.871.231.504.96
ERF.TO
Enerplus Corporation
1.482.191.281.434.45
GWW
W.W. Grainger, Inc.
1.241.751.241.713.47
JKHY
Jack Henry & Associates, Inc.
-0.12-0.031.00-0.07-0.27
LEN
Lennar Corporation
0.981.441.191.303.28
NDSN
Nordson Corporation
-0.000.131.02-0.00-0.01
PFE
Pfizer Inc.
-1.03-1.440.83-0.46-1.19
ROL
Rollins, Inc.
0.771.041.170.671.87
SNA
Snap-on Incorporated
0.050.201.030.080.15
SIGI
Selective Insurance Group, Inc.
-0.25-0.200.97-0.34-0.95
TXN
Texas Instruments Incorporated
0.801.291.150.741.79
UNMA
Unum Group
1.111.721.221.064.73
WSO
Watsco, Inc.
1.411.961.262.526.69
WMK
Weis Markets, Inc.
-0.060.121.01-0.04-0.16
CTRA
Coterra Energy Inc.
0.641.091.130.501.66
XOM
Exxon Mobil Corporation
0.470.811.100.521.05

Sharpe Ratio

The current div-titans Sharpe ratio is 1.53. 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 1.41 to 2.33, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of div-titans 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.53
2.15
div-titans
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

div-titans granted a 2.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
div-titans2.23%2.33%2.54%2.27%2.45%2.17%2.09%1.72%1.71%2.57%2.18%1.80%
ITT
ITT Inc.
0.94%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%0.92%
MRK
Merck & Co., Inc.
1.75%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
ADP
Automatic Data Processing, Inc.
2.23%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
BRC
Brady Corporation
1.42%1.58%1.92%1.64%1.65%1.49%1.92%2.17%2.16%3.49%2.87%2.47%
DCI
Donaldson Company, Inc.
1.02%1.50%1.55%1.47%1.50%1.42%1.73%1.45%1.65%2.36%1.64%1.15%
ERF.TO
Enerplus Corporation
1.80%1.13%0.79%1.14%3.02%1.30%1.13%0.97%1.26%13.47%10.46%5.60%
GWW
W.W. Grainger, Inc.
0.83%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
JKHY
Jack Henry & Associates, Inc.
1.35%1.27%1.12%1.10%1.06%1.10%1.17%1.06%1.26%1.28%1.42%1.23%
LEN
Lennar Corporation
1.13%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
NDSN
Nordson Corporation
1.16%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
PFE
Pfizer Inc.
6.00%5.70%3.12%2.64%3.71%3.49%2.96%3.35%3.51%3.29%3.17%2.97%
ROL
Rollins, Inc.
1.21%1.24%1.18%0.99%0.61%1.26%1.28%1.19%1.46%1.60%1.54%1.45%
SNA
Snap-on Incorporated
2.68%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
SIGI
Selective Insurance Group, Inc.
1.47%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%1.92%
TXN
Texas Instruments Incorporated
2.62%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
UNMA
Unum Group
6.27%6.19%6.53%5.98%5.65%5.79%3.75%0.00%0.00%0.00%0.00%0.00%
WSO
Watsco, Inc.
2.07%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%
WMK
Weis Markets, Inc.
2.18%2.13%1.58%1.90%2.59%3.06%2.53%2.90%1.80%2.71%2.51%2.28%
CTRA
Coterra Energy Inc.
3.02%4.58%10.13%5.89%2.46%1.87%1.00%0.53%0.31%0.41%0.24%0.14%
XOM
Exxon Mobil Corporation
3.42%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-3.22%
0
div-titans
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the div-titans. 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 div-titans was 34.26%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.

The current div-titans drawdown is 3.22%.


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

Volatility Chart

The current div-titans volatility is 3.12%, 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%2024FebruaryMarchAprilMayJune
3.12%
2.49%
div-titans
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.

UNMAWMKMRKPFECTRAERF.TOLENROLXOMJKHYSIGIWSOTXNBRCADPGWWSNANDSNDCIITT
UNMA1.000.030.100.080.060.130.220.160.100.180.150.170.200.160.200.150.180.190.180.21
WMK0.031.000.160.170.170.150.170.160.210.190.250.230.200.280.220.250.290.250.290.27
MRK0.100.161.000.490.160.110.140.300.230.320.280.200.200.230.350.260.220.240.270.23
PFE0.080.170.491.000.180.150.150.250.230.300.240.190.260.240.350.220.240.270.260.26
CTRA0.060.170.160.181.000.500.140.140.530.160.200.210.250.240.230.260.320.250.300.33
ERF.TO0.130.150.110.150.501.000.170.140.680.160.230.200.280.310.240.270.340.300.360.42
LEN0.220.170.140.150.140.171.000.320.170.280.300.450.380.370.340.380.440.440.450.46
ROL0.160.160.300.250.140.140.321.000.180.410.330.430.360.310.440.430.340.440.430.36
XOM0.100.210.230.230.530.680.170.181.000.220.300.230.310.380.320.350.410.340.420.47
JKHY0.180.190.320.300.160.160.280.410.221.000.320.360.390.340.530.380.330.450.410.37
SIGI0.150.250.280.240.200.230.300.330.300.321.000.330.320.470.460.380.420.400.490.47
WSO0.170.230.200.190.210.200.450.430.230.360.331.000.430.410.430.590.500.550.560.53
TXN0.200.200.200.260.250.280.380.360.310.390.320.431.000.430.520.450.470.570.530.56
BRC0.160.280.230.240.240.310.370.310.380.340.470.410.431.000.430.470.530.530.590.60
ADP0.200.220.350.350.230.240.340.440.320.530.460.430.520.431.000.490.470.520.510.52
GWW0.150.250.260.220.260.270.380.430.350.380.380.590.450.470.491.000.580.580.610.59
SNA0.180.290.220.240.320.340.440.340.410.330.420.500.470.530.470.581.000.620.660.68
NDSN0.190.250.240.270.250.300.440.440.340.450.400.550.570.530.520.580.621.000.700.68
DCI0.180.290.270.260.300.360.450.430.420.410.490.560.530.590.510.610.660.701.000.75
ITT0.210.270.230.260.330.420.460.360.470.370.470.530.560.600.520.590.680.680.751.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2018