div-titans
Asset Allocation
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
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of UNMA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
| div-titans | 15.58% | 2.98% | 9.74% | 24.58% | 18.58% | N/A |
| Portfolio components: | ||||||
ITT ITT Inc. | 29.58% | 13.40% | 20.66% | 57.43% | 22.28% | 15.56% |
MRK Merck & Co., Inc. | 2.54% | -4.69% | -11.97% | 8.26% | 9.50% | 11.21% |
ADP Automatic Data Processing, Inc. | 26.99% | 4.86% | 20.52% | 20.26% | 14.32% | 17.47% |
BRC Brady Corporation | 29.71% | 0.89% | 28.28% | 40.41% | 8.33% | 15.58% |
DCI Donaldson Company, Inc. | 14.39% | 4.53% | 2.79% | 24.00% | 9.09% | 8.60% |
ERF.TO Enerplus Corporation | 29.90% | 0.00% | -2.89% | 14.57% | 26.71% | N/A |
GWW W.W. Grainger, Inc. | 33.37% | 10.52% | 15.45% | 51.46% | 30.22% | 18.92% |
JKHY Jack Henry & Associates, Inc. | 13.88% | 4.67% | 12.40% | 28.39% | 6.25% | 14.35% |
LEN Lennar Corporation | 23.41% | -2.05% | 17.44% | 68.29% | 25.54% | 17.11% |
NDSN Nordson Corporation | -1.59% | 2.41% | -1.45% | 17.10% | 13.16% | 15.14% |
PFE Pfizer Inc. | 5.54% | -0.65% | 15.54% | -4.09% | 0.78% | 4.99% |
ROL Rollins, Inc. | 16.02% | -0.61% | 16.64% | 41.65% | 17.32% | 21.00% |
SNA Snap-on Incorporated | 4.80% | 5.76% | 5.18% | 20.14% | 16.20% | 11.76% |
SIGI Selective Insurance Group, Inc. | -2.65% | 5.30% | -4.44% | -5.23% | 6.54% | 17.09% |
TXN Texas Instruments Incorporated | 25.07% | 4.36% | 27.16% | 40.85% | 12.94% | 20.19% |
UNMA Unum Group | 4.69% | -2.10% | 7.31% | 21.16% | 4.06% | N/A |
WSO Watsco, Inc. | 18.12% | 4.28% | 21.18% | 33.11% | 27.83% | 22.42% |
WMK Weis Markets, Inc. | 2.29% | -8.53% | 5.46% | 5.17% | 14.43% | 7.49% |
CTRA Coterra Energy Inc. | -2.00% | 7.16% | -8.75% | -13.39% | 11.62% | 0.39% |
XOM Exxon Mobil Corporation | 27.29% | 11.63% | 5.36% | 16.89% | 18.12% | 7.73% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.10% | 4.04% | 5.13% | -3.64% | 3.33% | -1.89% | 5.32% | 0.24% | 1.55% | 15.58% | |||
| 2023 | 4.65% | -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% |
| 2019 | 6.95% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of div-titans is 32, 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.
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 | |
|---|---|---|---|---|---|
ITT ITT Inc. | 2.10 | 2.69 | 1.37 | 4.39 | 12.72 |
MRK Merck & Co., Inc. | 0.40 | 0.66 | 1.10 | 0.45 | 1.17 |
ADP Automatic Data Processing, Inc. | 1.09 | 1.40 | 1.23 | 0.95 | 4.24 |
BRC Brady Corporation | 1.85 | 2.91 | 1.38 | 3.49 | 10.66 |
DCI Donaldson Company, Inc. | 1.14 | 1.69 | 1.21 | 1.48 | 7.23 |
ERF.TO Enerplus Corporation | 0.58 | 1.05 | 1.16 | 0.46 | 1.40 |
GWW W.W. Grainger, Inc. | 2.35 | 3.19 | 1.43 | 3.39 | 8.64 |
JKHY Jack Henry & Associates, Inc. | 1.36 | 2.05 | 1.24 | 0.75 | 6.79 |
LEN Lennar Corporation | 2.24 | 2.85 | 1.39 | 3.03 | 11.46 |
NDSN Nordson Corporation | 0.76 | 1.15 | 1.16 | 0.79 | 1.84 |
PFE Pfizer Inc. | -0.24 | -0.18 | 0.98 | -0.11 | -0.71 |
ROL Rollins, Inc. | 1.78 | 2.21 | 1.34 | 1.49 | 12.44 |
SNA Snap-on Incorporated | 0.82 | 1.13 | 1.18 | 1.20 | 3.05 |
SIGI Selective Insurance Group, Inc. | -0.32 | -0.21 | 0.96 | -0.37 | -0.83 |
TXN Texas Instruments Incorporated | 1.51 | 2.14 | 1.26 | 1.55 | 9.75 |
UNMA Unum Group | 2.20 | 3.58 | 1.44 | 2.08 | 14.77 |
WSO Watsco, Inc. | 1.14 | 1.61 | 1.20 | 2.09 | 5.45 |
WMK Weis Markets, Inc. | -0.03 | 0.14 | 1.02 | -0.02 | -0.11 |
CTRA Coterra Energy Inc. | -0.66 | -0.84 | 0.90 | -0.48 | -1.19 |
XOM Exxon Mobil Corporation | 0.79 | 1.23 | 1.14 | 0.82 | 2.40 |
Dividends
Dividend yield
div-titans granted a 2.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| div-titans | 2.21% | 2.33% | 2.54% | 2.27% | 2.46% | 2.18% | 2.10% | 1.73% | 1.72% | 2.58% | 2.19% | 1.81% |
| Portfolio components: | ||||||||||||
ITT ITT Inc. | 0.81% | 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. | 2.81% | 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. | 1.92% | 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 | 1.26% | 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. | 1.41% | 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 | 1.58% | 1.13% | 0.76% | 1.14% | 3.02% | 1.30% | 1.13% | 0.97% | 1.26% | 13.47% | 10.46% | 5.60% |
GWW W.W. Grainger, Inc. | 0.71% | 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. | 1.18% | 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 | 1.10% | 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 | 1.09% | 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. | 5.74% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
ROL Rollins, Inc. | 1.20% | 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 | 2.51% | 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. | 1.46% | 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 | 2.49% | 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 | 6.20% | 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. | 2.11% | 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. | 3.40% | 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 | 3.06% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
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
Volatility Chart
The current div-titans volatility is 2.90%, 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
| UNMA | WMK | MRK | PFE | CTRA | ERF.TO | ROL | LEN | XOM | JKHY | SIGI | WSO | TXN | BRC | ADP | GWW | SNA | NDSN | ITT | DCI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNMA | 1.00 | 0.03 | 0.10 | 0.08 | 0.05 | 0.13 | 0.16 | 0.22 | 0.10 | 0.17 | 0.14 | 0.18 | 0.19 | 0.16 | 0.20 | 0.16 | 0.18 | 0.18 | 0.21 | 0.18 |
| WMK | 0.03 | 1.00 | 0.15 | 0.17 | 0.17 | 0.15 | 0.16 | 0.18 | 0.21 | 0.19 | 0.26 | 0.23 | 0.20 | 0.29 | 0.21 | 0.25 | 0.29 | 0.26 | 0.27 | 0.30 |
| MRK | 0.10 | 0.15 | 1.00 | 0.48 | 0.16 | 0.11 | 0.29 | 0.14 | 0.22 | 0.30 | 0.27 | 0.19 | 0.18 | 0.22 | 0.34 | 0.24 | 0.20 | 0.22 | 0.21 | 0.25 |
| PFE | 0.08 | 0.17 | 0.48 | 1.00 | 0.18 | 0.14 | 0.24 | 0.15 | 0.22 | 0.28 | 0.24 | 0.19 | 0.25 | 0.23 | 0.34 | 0.21 | 0.24 | 0.27 | 0.26 | 0.26 |
| CTRA | 0.05 | 0.17 | 0.16 | 0.18 | 1.00 | 0.49 | 0.14 | 0.15 | 0.53 | 0.16 | 0.20 | 0.21 | 0.25 | 0.24 | 0.22 | 0.26 | 0.32 | 0.25 | 0.33 | 0.30 |
| ERF.TO | 0.13 | 0.15 | 0.11 | 0.14 | 0.49 | 1.00 | 0.14 | 0.17 | 0.66 | 0.15 | 0.22 | 0.20 | 0.27 | 0.30 | 0.24 | 0.27 | 0.33 | 0.29 | 0.41 | 0.35 |
| ROL | 0.16 | 0.16 | 0.29 | 0.24 | 0.14 | 0.14 | 1.00 | 0.31 | 0.16 | 0.40 | 0.32 | 0.42 | 0.35 | 0.30 | 0.44 | 0.42 | 0.33 | 0.43 | 0.35 | 0.41 |
| LEN | 0.22 | 0.18 | 0.14 | 0.15 | 0.15 | 0.17 | 0.31 | 1.00 | 0.17 | 0.28 | 0.30 | 0.44 | 0.38 | 0.37 | 0.34 | 0.37 | 0.45 | 0.44 | 0.47 | 0.45 |
| XOM | 0.10 | 0.21 | 0.22 | 0.22 | 0.53 | 0.66 | 0.16 | 0.17 | 1.00 | 0.21 | 0.30 | 0.22 | 0.29 | 0.37 | 0.31 | 0.34 | 0.40 | 0.33 | 0.46 | 0.41 |
| JKHY | 0.17 | 0.19 | 0.30 | 0.28 | 0.16 | 0.15 | 0.40 | 0.28 | 0.21 | 1.00 | 0.32 | 0.35 | 0.38 | 0.33 | 0.53 | 0.38 | 0.33 | 0.44 | 0.36 | 0.40 |
| SIGI | 0.14 | 0.26 | 0.27 | 0.24 | 0.20 | 0.22 | 0.32 | 0.30 | 0.30 | 0.32 | 1.00 | 0.33 | 0.32 | 0.46 | 0.46 | 0.38 | 0.42 | 0.41 | 0.47 | 0.49 |
| WSO | 0.18 | 0.23 | 0.19 | 0.19 | 0.21 | 0.20 | 0.42 | 0.44 | 0.22 | 0.35 | 0.33 | 1.00 | 0.43 | 0.41 | 0.43 | 0.60 | 0.52 | 0.55 | 0.55 | 0.56 |
| TXN | 0.19 | 0.20 | 0.18 | 0.25 | 0.25 | 0.27 | 0.35 | 0.38 | 0.29 | 0.38 | 0.32 | 0.43 | 1.00 | 0.42 | 0.51 | 0.45 | 0.47 | 0.57 | 0.57 | 0.54 |
| BRC | 0.16 | 0.29 | 0.22 | 0.23 | 0.24 | 0.30 | 0.30 | 0.37 | 0.37 | 0.33 | 0.46 | 0.41 | 0.42 | 1.00 | 0.43 | 0.47 | 0.53 | 0.53 | 0.59 | 0.59 |
| ADP | 0.20 | 0.21 | 0.34 | 0.34 | 0.22 | 0.24 | 0.44 | 0.34 | 0.31 | 0.53 | 0.46 | 0.43 | 0.51 | 0.43 | 1.00 | 0.48 | 0.47 | 0.52 | 0.52 | 0.51 |
| GWW | 0.16 | 0.25 | 0.24 | 0.21 | 0.26 | 0.27 | 0.42 | 0.37 | 0.34 | 0.38 | 0.38 | 0.60 | 0.45 | 0.47 | 0.48 | 1.00 | 0.58 | 0.58 | 0.59 | 0.61 |
| SNA | 0.18 | 0.29 | 0.20 | 0.24 | 0.32 | 0.33 | 0.33 | 0.45 | 0.40 | 0.33 | 0.42 | 0.52 | 0.47 | 0.53 | 0.47 | 0.58 | 1.00 | 0.63 | 0.69 | 0.67 |
| NDSN | 0.18 | 0.26 | 0.22 | 0.27 | 0.25 | 0.29 | 0.43 | 0.44 | 0.33 | 0.44 | 0.41 | 0.55 | 0.57 | 0.53 | 0.52 | 0.58 | 0.63 | 1.00 | 0.69 | 0.70 |
| ITT | 0.21 | 0.27 | 0.21 | 0.26 | 0.33 | 0.41 | 0.35 | 0.47 | 0.46 | 0.36 | 0.47 | 0.55 | 0.57 | 0.59 | 0.52 | 0.59 | 0.69 | 0.69 | 1.00 | 0.76 |
| DCI | 0.18 | 0.30 | 0.25 | 0.26 | 0.30 | 0.35 | 0.41 | 0.45 | 0.41 | 0.40 | 0.49 | 0.56 | 0.54 | 0.59 | 0.51 | 0.61 | 0.67 | 0.70 | 0.76 | 1.00 |