div-titans
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
div-titans
Last updated Jul 25, 2024
Asset Allocation
Quarterly
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| div-titans | 10.83% | 3.58% | 10.74% | 16.14% | 17.92% | N/A |
| Portfolio components: | ||||||
ITT ITT Inc. | 16.86% | 8.87% | 16.24% | 44.32% | 17.71% | 12.57% |
MRK Merck & Co., Inc. | 16.86% | -4.30% | 5.45% | 22.74% | 13.30% | 11.95% |
ADP Automatic Data Processing, Inc. | 8.37% | 4.86% | 6.93% | 1.75% | 10.22% | 15.71% |
BRC Brady Corporation | 23.77% | 8.85% | 19.58% | 43.43% | 8.84% | 12.91% |
DCI Donaldson Company, Inc. | 12.67% | 2.80% | 14.56% | 18.65% | 9.55% | 7.97% |
ERF.TO Enerplus Corporation | 29.90% | 0.00% | 36.40% | 24.24% | 27.91% | N/A |
GWW W.W. Grainger, Inc. | 15.61% | 4.99% | 8.47% | 32.87% | 27.35% | 16.87% |
JKHY Jack Henry & Associates, Inc. | 3.16% | 0.22% | -0.58% | 0.13% | 4.75% | 12.28% |
LEN Lennar Corporation | 16.08% | 15.40% | 16.22% | 37.96% | 30.26% | 17.53% |
NDSN Nordson Corporation | -8.48% | 4.67% | -4.13% | -2.00% | 12.03% | 13.13% |
PFE Pfizer Inc. | 6.51% | 8.53% | 9.97% | -14.15% | -2.19% | 4.41% |
ROL Rollins, Inc. | 7.75% | -5.48% | 8.84% | 16.10% | 16.40% | 20.01% |
SNA Snap-on Incorporated | -4.02% | 4.49% | -4.29% | 4.07% | 14.71% | 10.63% |
SIGI Selective Insurance Group, Inc. | -10.05% | -2.47% | -15.04% | -12.86% | 4.64% | 16.03% |
TXN Texas Instruments Incorporated | 17.41% | 2.10% | 21.97% | 14.44% | 11.88% | 18.53% |
UNMA Unum Group | 1.24% | -3.17% | 1.81% | 10.49% | 4.54% | N/A |
WSO Watsco, Inc. | 16.58% | 5.48% | 29.47% | 36.12% | 28.27% | 22.06% |
WMK Weis Markets, Inc. | 17.52% | 18.82% | 22.28% | 15.15% | 17.32% | 8.19% |
CTRA Coterra Energy Inc. | 2.35% | -5.27% | 3.28% | -1.72% | 11.11% | 0.23% |
XOM Exxon Mobil Corporation | 19.51% | 2.64% | 16.00% | 15.32% | 14.82% | 5.68% |
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% | 10.83% | ||||||
| 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.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of div-titans is 47, 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.
div-titans
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ITT ITT Inc. | 1.74 | 2.38 | 1.30 | 3.74 | 8.95 |
MRK Merck & Co., Inc. | 1.20 | 1.89 | 1.24 | 1.49 | 5.13 |
ADP Automatic Data Processing, Inc. | 0.18 | 0.34 | 1.05 | 0.16 | 0.57 |
BRC Brady Corporation | 1.77 | 3.13 | 1.40 | 2.62 | 10.06 |
DCI Donaldson Company, Inc. | 1.00 | 1.52 | 1.18 | 1.26 | 3.95 |
ERF.TO Enerplus Corporation | 0.79 | 1.30 | 1.18 | 0.71 | 2.19 |
GWW W.W. Grainger, Inc. | 1.49 | 2.15 | 1.28 | 2.06 | 5.36 |
JKHY Jack Henry & Associates, Inc. | 0.07 | 0.23 | 1.03 | 0.04 | 0.16 |
LEN Lennar Corporation | 1.19 | 1.71 | 1.23 | 1.65 | 4.61 |
NDSN Nordson Corporation | -0.16 | -0.08 | 0.99 | -0.16 | -0.37 |
PFE Pfizer Inc. | -0.56 | -0.68 | 0.92 | -0.25 | -0.70 |
ROL Rollins, Inc. | 0.70 | 1.00 | 1.15 | 0.61 | 2.69 |
SNA Snap-on Incorporated | 0.15 | 0.32 | 1.05 | 0.21 | 0.52 |
SIGI Selective Insurance Group, Inc. | -0.45 | -0.38 | 0.93 | -0.52 | -1.65 |
TXN Texas Instruments Incorporated | 0.54 | 0.93 | 1.11 | 0.48 | 1.49 |
UNMA Unum Group | 0.90 | 1.42 | 1.18 | 0.85 | 3.82 |
WSO Watsco, Inc. | 1.18 | 1.68 | 1.22 | 2.21 | 5.85 |
WMK Weis Markets, Inc. | 0.54 | 1.02 | 1.12 | 0.41 | 1.57 |
CTRA Coterra Energy Inc. | -0.17 | -0.09 | 0.99 | -0.14 | -0.41 |
XOM Exxon Mobil Corporation | 0.67 | 1.09 | 1.12 | 0.71 | 1.42 |
div-titans
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
div-titans granted a 2.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| div-titans | 2.23% | 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. | 0.88% | 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. | 2.42% | 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. | 2.18% | 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 | 1.31% | 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. | 1.40% | 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% | 0.76% | 1.14% | 3.02% | 1.30% | 1.13% | 0.97% | 1.26% | 13.47% | 10.46% | 5.60% |
GWW W.W. Grainger, Inc. | 0.80% | 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. | 1.28% | 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 | 1.09% | 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 | 1.13% | 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. | 5.61% | 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. | 1.24% | 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 | 2.63% | 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. | 1.52% | 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 | 2.61% | 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 | 6.31% | 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. | 2.10% | 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. | 1.83% | 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. | 3.19% | 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 | 3.20% | 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.
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 2.25%.
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 3.92%, 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.
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.
| UNMA | WMK | MRK | PFE | CTRA | ERF.TO | LEN | ROL | XOM | JKHY | SIGI | WSO | TXN | BRC | ADP | GWW | SNA | NDSN | ITT | DCI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNMA | 1.00 | 0.03 | 0.09 | 0.08 | 0.06 | 0.13 | 0.22 | 0.16 | 0.10 | 0.17 | 0.14 | 0.17 | 0.20 | 0.16 | 0.20 | 0.15 | 0.18 | 0.19 | 0.21 | 0.18 |
| WMK | 0.03 | 1.00 | 0.15 | 0.17 | 0.17 | 0.15 | 0.18 | 0.16 | 0.21 | 0.19 | 0.25 | 0.23 | 0.20 | 0.28 | 0.22 | 0.25 | 0.29 | 0.26 | 0.27 | 0.30 |
| MRK | 0.09 | 0.15 | 1.00 | 0.49 | 0.16 | 0.11 | 0.14 | 0.29 | 0.22 | 0.31 | 0.28 | 0.19 | 0.19 | 0.22 | 0.35 | 0.25 | 0.21 | 0.23 | 0.22 | 0.26 |
| PFE | 0.08 | 0.17 | 0.49 | 1.00 | 0.18 | 0.14 | 0.14 | 0.24 | 0.23 | 0.29 | 0.24 | 0.19 | 0.25 | 0.23 | 0.34 | 0.22 | 0.23 | 0.26 | 0.26 | 0.26 |
| CTRA | 0.06 | 0.17 | 0.16 | 0.18 | 1.00 | 0.50 | 0.14 | 0.14 | 0.53 | 0.16 | 0.20 | 0.21 | 0.25 | 0.24 | 0.23 | 0.26 | 0.32 | 0.26 | 0.33 | 0.30 |
| ERF.TO | 0.13 | 0.15 | 0.11 | 0.14 | 0.50 | 1.00 | 0.17 | 0.14 | 0.67 | 0.15 | 0.22 | 0.20 | 0.28 | 0.30 | 0.24 | 0.27 | 0.34 | 0.30 | 0.42 | 0.35 |
| LEN | 0.22 | 0.18 | 0.14 | 0.14 | 0.14 | 0.17 | 1.00 | 0.31 | 0.17 | 0.28 | 0.30 | 0.44 | 0.38 | 0.37 | 0.34 | 0.37 | 0.44 | 0.44 | 0.46 | 0.45 |
| ROL | 0.16 | 0.16 | 0.29 | 0.24 | 0.14 | 0.14 | 0.31 | 1.00 | 0.17 | 0.40 | 0.32 | 0.43 | 0.36 | 0.30 | 0.44 | 0.42 | 0.33 | 0.44 | 0.35 | 0.42 |
| XOM | 0.10 | 0.21 | 0.22 | 0.23 | 0.53 | 0.67 | 0.17 | 0.17 | 1.00 | 0.21 | 0.30 | 0.22 | 0.30 | 0.38 | 0.32 | 0.34 | 0.40 | 0.34 | 0.47 | 0.42 |
| JKHY | 0.17 | 0.19 | 0.31 | 0.29 | 0.16 | 0.15 | 0.28 | 0.40 | 0.21 | 1.00 | 0.32 | 0.35 | 0.39 | 0.34 | 0.53 | 0.38 | 0.33 | 0.44 | 0.36 | 0.40 |
| SIGI | 0.14 | 0.25 | 0.28 | 0.24 | 0.20 | 0.22 | 0.30 | 0.32 | 0.30 | 0.32 | 1.00 | 0.33 | 0.32 | 0.47 | 0.46 | 0.38 | 0.42 | 0.41 | 0.47 | 0.49 |
| WSO | 0.17 | 0.23 | 0.19 | 0.19 | 0.21 | 0.20 | 0.44 | 0.43 | 0.22 | 0.35 | 0.33 | 1.00 | 0.43 | 0.41 | 0.43 | 0.60 | 0.51 | 0.55 | 0.54 | 0.56 |
| TXN | 0.20 | 0.20 | 0.19 | 0.25 | 0.25 | 0.28 | 0.38 | 0.36 | 0.30 | 0.39 | 0.32 | 0.43 | 1.00 | 0.42 | 0.51 | 0.45 | 0.47 | 0.57 | 0.56 | 0.53 |
| BRC | 0.16 | 0.28 | 0.22 | 0.23 | 0.24 | 0.30 | 0.37 | 0.30 | 0.38 | 0.34 | 0.47 | 0.41 | 0.42 | 1.00 | 0.43 | 0.48 | 0.53 | 0.53 | 0.60 | 0.59 |
| ADP | 0.20 | 0.22 | 0.35 | 0.34 | 0.23 | 0.24 | 0.34 | 0.44 | 0.32 | 0.53 | 0.46 | 0.43 | 0.51 | 0.43 | 1.00 | 0.49 | 0.47 | 0.52 | 0.52 | 0.51 |
| GWW | 0.15 | 0.25 | 0.25 | 0.22 | 0.26 | 0.27 | 0.37 | 0.42 | 0.34 | 0.38 | 0.38 | 0.60 | 0.45 | 0.48 | 0.49 | 1.00 | 0.58 | 0.58 | 0.59 | 0.61 |
| SNA | 0.18 | 0.29 | 0.21 | 0.23 | 0.32 | 0.34 | 0.44 | 0.33 | 0.40 | 0.33 | 0.42 | 0.51 | 0.47 | 0.53 | 0.47 | 0.58 | 1.00 | 0.63 | 0.68 | 0.66 |
| NDSN | 0.19 | 0.26 | 0.23 | 0.26 | 0.26 | 0.30 | 0.44 | 0.44 | 0.34 | 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 | 0.22 | 0.26 | 0.33 | 0.42 | 0.46 | 0.35 | 0.47 | 0.36 | 0.47 | 0.54 | 0.56 | 0.60 | 0.52 | 0.59 | 0.68 | 0.69 | 1.00 | 0.76 |
| DCI | 0.18 | 0.30 | 0.26 | 0.26 | 0.30 | 0.35 | 0.45 | 0.42 | 0.42 | 0.40 | 0.49 | 0.56 | 0.53 | 0.59 | 0.51 | 0.61 | 0.66 | 0.70 | 0.76 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jun 20, 2018