Дивидендный портфель с 2021 года

Asset Allocation

Position	Category/Sector	Target Weight
AFL Aflac Incorporated	Financial Services	3.80%
ALLY Ally Financial Inc.	Financial Services	4%
APD Air Products and Chemicals, Inc.	Basic Materials	3.80%
BAH Booz Allen Hamilton Holding Corporation	Industrials	3.80%
BLK BlackRock, Inc.	Financial Services	4%
CNQ Canadian Natural Resources Limited	Energy	3.80%
DVN Devon Energy Corporation	Energy	3.80%
FAST Fastenal Company	Industrials	3.80%
FITB Fifth Third Bancorp	Financial Services	3.80%
FNF Fidelity National Financial, Inc.	Financial Services	3.80%
GLW Corning Incorporated	Technology	3.80%
HD The Home Depot, Inc.	Consumer Cyclical	3.80%
HIG The Hartford Financial Services Group, Inc.	Financial Services	3.80%
HPQ HP Inc.	Technology	4%
JPM JPMorgan Chase & Co.	Financial Services	4%
MDLZ Mondelez International, Inc.	Consumer Defensive	3.80%
MFC Manulife Financial Corporation	Financial Services	3.80%
PKG Packaging Corporation of America	Consumer Cyclical	3.80%
PLD Prologis, Inc.	Real Estate	3.80%
SNA Snap-on Incorporated	Industrials	3.80%
SWKS Skyworks Solutions, Inc.	Technology	3.80%
TROW T. Rowe Price Group, Inc.	Financial Services	4%
TSCO Tractor Supply Company	Consumer Cyclical	3.80%
TXN Texas Instruments Incorporated	Technology	3.80%
UPS United Parcel Service, Inc.	Industrials	4%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	3.80%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Дивидендный портфель с 2021 года, 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 Every 3 months.

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The earliest data available for this chart is Apr 10, 2014, corresponding to the inception date of ALLY

Returns By Period

As of Apr 2, 2026, the Дивидендный портфель с 2021 года returned 4.31% Year-To-Date and 15.85% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Дивидендный портфель с 2021 года	0.39%	-2.68%	4.31%	2.95%	10.82%	14.29%	10.22%	15.85%
Portfolio components:
FAST Fastenal Company	-0.71%	0.15%	16.01%	-2.85%	21.20%	22.80%	15.36%	17.67%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
APD Air Products and Chemicals, Inc.	1.42%	8.19%	20.45%	9.96%	2.19%	3.14%	3.14%	10.14%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%
MFC Manulife Financial Corporation	0.99%	-0.49%	-3.18%	12.69%	13.90%	29.67%	15.37%	14.71%
PKG Packaging Corporation of America	-0.45%	-8.09%	3.05%	-0.48%	8.27%	18.18%	12.56%	16.63%
BAH Booz Allen Hamilton Holding Corporation	3.00%	3.29%	-4.00%	-20.55%	-23.28%	-2.88%	1.53%	12.13%
BLK BlackRock, Inc.	0.96%	-7.66%	-9.19%	-15.84%	2.56%	15.89%	7.27%	13.85%
GLW Corning Incorporated	3.89%	0.24%	69.25%	80.20%	222.62%	65.95%	30.89%	24.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2014, Дивидендный портфель с 2021 года's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Mar 2020 at -17.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Дивидендный портфель с 2021 года closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -14.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.82%	3.52%	-4.23%	0.37%									4.31%
2025	3.58%	-1.69%	-3.42%	-4.37%	2.89%	3.55%	1.38%	5.87%	0.33%	-3.23%	1.14%	0.34%	5.96%
2024	-0.15%	4.32%	6.46%	-4.90%	4.43%	-0.58%	5.65%	1.84%	1.51%	-0.37%	5.85%	-7.31%	16.88%
2023	8.43%	-3.34%	-2.11%	1.34%	-4.42%	6.94%	5.65%	-3.41%	-3.53%	-3.81%	10.07%	7.76%	19.36%
2022	-1.50%	-2.20%	2.50%	-7.26%	2.97%	-10.35%	7.63%	-1.70%	-10.61%	11.09%	6.95%	-4.47%	-9.26%
2021	1.07%	6.54%	10.83%	5.01%	2.76%	-1.65%	-0.65%	4.03%	-2.62%	6.66%	-0.63%	4.31%	40.93%

Benchmark Metrics

Дивидендный портфель с 2021 года has an annualized alpha of 2.46%, beta of 1.03, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since April 11, 2014.

This portfolio captured 114.78% of S&P 500 Index gains and 103.57% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.83, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 2.46%

Beta: 1.03

R²: 0.83

Upside Capture: 114.78%

Downside Capture: 103.57%

Expense Ratio

Дивидендный портфель с 2021 года has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Дивидендный портфель с 2021 года ranks 13 for risk / return — in the bottom 13% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.55	0.88	-0.33
Sortino ratio Return per unit of downside risk	0.92	1.37	-0.44
Omega ratio Gain probability vs. loss probability	1.13	1.21	-0.08
Calmar ratio Return relative to maximum drawdown	0.81	1.39	-0.58
Martin ratio Return relative to average drawdown	3.10	6.43	-3.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FAST Fastenal Company	62	0.83	1.31	1.17	1.00	2.14
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
APD Air Products and Chemicals, Inc.	40	0.08	0.32	1.04	0.12	0.29
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89
MFC Manulife Financial Corporation	59	0.56	0.87	1.13	0.96	3.00
PKG Packaging Corporation of America	50	0.30	0.64	1.08	0.54	1.43
BAH Booz Allen Hamilton Holding Corporation	20	-0.58	-0.57	0.92	-0.51	-0.84
BLK BlackRock, Inc.	41	0.09	0.32	1.05	0.20	0.51
GLW Corning Incorporated	98	4.71	4.43	1.67	9.98	34.09

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Дивидендный портфель с 2021 года Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.55
5-Year: 0.56
10-Year: 0.78
All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Дивидендный портфель с 2021 года compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Дивидендный портфель с 2021 года provided a 3.10% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.10%	3.05%	2.87%	3.00%	3.41%	2.39%	2.63%	2.42%	2.80%	3.42%	2.27%	2.66%
Portfolio components:
FAST Fastenal Company	1.94%	2.18%	2.17%	2.75%	2.62%	1.75%	2.87%	2.35%	2.95%	2.34%	2.55%	2.74%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
APD Air Products and Chemicals, Inc.	2.45%	2.89%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	2.39%	2.49%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
MFC Manulife Financial Corporation	3.74%	3.45%	4.16%	4.86%	5.71%	4.91%	4.70%	3.71%	4.08%	3.93%	4.15%	5.38%
PKG Packaging Corporation of America	2.37%	2.42%	2.22%	3.07%	3.71%	2.94%	2.44%	2.82%	3.59%	2.09%	2.78%	3.49%
BAH Booz Allen Hamilton Holding Corporation	2.79%	2.61%	1.59%	1.47%	1.65%	1.75%	1.42%	1.35%	1.69%	1.78%	1.66%	1.69%
BLK BlackRock, Inc.	2.21%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
GLW Corning Incorporated	0.76%	1.28%	2.36%	3.68%	3.38%	2.58%	2.44%	2.75%	2.38%	1.94%	2.22%	2.63%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Дивидендный портфель с 2021 года. 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 Дивидендный портфель с 2021 года was 40.65%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Дивидендный портфель с 2021 года drawdown is 6.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.65%	Jan 21, 2020	44	Mar 23, 2020	97	Aug 10, 2020	141
-22.81%	Sep 24, 2018	64	Dec 24, 2018	75	Apr 12, 2019	139
-22.55%	May 21, 2015	184	Feb 11, 2016	128	Aug 15, 2016	312
-21.7%	Nov 26, 2024	90	Apr 8, 2025	112	Sep 18, 2025	202
-21.47%	Jan 5, 2022	186	Sep 30, 2022	207	Jul 31, 2023	393

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 26 assets, with an effective number of assets of 25.99, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	BAH	MDLZ	CNQ	TSCO	DVN	WSM	PLD	FNF	SWKS	UPS	HD	PKG	HIG	FAST	APD	HPQ	ALLY	TXN	AFL	GLW	MFC	FITB	SNA	JPM	BLK	TROW	Portfolio
Benchmark	1.00	0.43	0.44	0.41	0.45	0.41	0.48	0.51	0.48	0.64	0.57	0.60	0.53	0.51	0.59	0.60	0.61	0.57	0.69	0.55	0.66	0.61	0.57	0.60	0.64	0.74	0.73	0.85
BAH	0.43	1.00	0.29	0.16	0.27	0.16	0.23	0.32	0.28	0.23	0.28	0.33	0.29	0.30	0.33	0.32	0.29	0.25	0.30	0.33	0.27	0.25	0.26	0.32	0.28	0.35	0.36	0.44
MDLZ	0.44	0.29	1.00	0.16	0.28	0.16	0.19	0.41	0.32	0.25	0.37	0.37	0.31	0.36	0.33	0.38	0.26	0.21	0.30	0.39	0.30	0.25	0.24	0.33	0.28	0.36	0.35	0.44
CNQ	0.41	0.16	0.16	1.00	0.18	0.72	0.23	0.19	0.23	0.25	0.25	0.21	0.32	0.29	0.26	0.30	0.35	0.37	0.30	0.33	0.34	0.48	0.36	0.32	0.38	0.34	0.34	0.53
TSCO	0.45	0.27	0.28	0.18	1.00	0.22	0.42	0.29	0.25	0.33	0.34	0.52	0.32	0.30	0.42	0.33	0.33	0.26	0.35	0.29	0.32	0.27	0.30	0.38	0.30	0.36	0.38	0.51
DVN	0.41	0.16	0.16	0.72	0.22	1.00	0.25	0.19	0.25	0.29	0.29	0.23	0.34	0.34	0.28	0.31	0.37	0.41	0.31	0.36	0.36	0.44	0.42	0.35	0.41	0.35	0.35	0.57
WSM	0.48	0.23	0.19	0.23	0.42	0.25	1.00	0.29	0.30	0.37	0.38	0.48	0.33	0.28	0.39	0.32	0.38	0.37	0.37	0.28	0.37	0.34	0.37	0.41	0.34	0.42	0.45	0.57
PLD	0.51	0.32	0.41	0.19	0.29	0.19	0.29	1.00	0.39	0.32	0.43	0.45	0.37	0.34	0.38	0.41	0.31	0.32	0.38	0.36	0.35	0.29	0.30	0.37	0.30	0.43	0.40	0.52
FNF	0.48	0.28	0.32	0.23	0.25	0.25	0.30	0.39	1.00	0.32	0.36	0.39	0.40	0.48	0.35	0.39	0.38	0.44	0.36	0.49	0.37	0.41	0.44	0.43	0.41	0.44	0.45	0.57
SWKS	0.64	0.23	0.25	0.25	0.33	0.29	0.37	0.32	0.32	1.00	0.40	0.40	0.37	0.31	0.42	0.40	0.48	0.41	0.71	0.32	0.50	0.40	0.40	0.43	0.41	0.49	0.51	0.63
UPS	0.57	0.28	0.37	0.25	0.34	0.29	0.38	0.43	0.36	0.40	1.00	0.50	0.46	0.40	0.49	0.46	0.43	0.38	0.45	0.40	0.45	0.39	0.44	0.48	0.44	0.51	0.54	0.63
HD	0.60	0.33	0.37	0.21	0.52	0.23	0.48	0.45	0.39	0.40	0.50	1.00	0.41	0.38	0.50	0.45	0.41	0.38	0.46	0.39	0.42	0.37	0.40	0.50	0.41	0.52	0.51	0.64
PKG	0.53	0.29	0.31	0.32	0.32	0.34	0.33	0.37	0.40	0.37	0.46	0.41	1.00	0.45	0.45	0.48	0.43	0.45	0.41	0.46	0.47	0.46	0.49	0.54	0.47	0.49	0.49	0.65
HIG	0.51	0.30	0.36	0.29	0.30	0.34	0.28	0.34	0.48	0.31	0.40	0.38	0.45	1.00	0.39	0.43	0.38	0.47	0.33	0.69	0.40	0.52	0.59	0.48	0.60	0.49	0.49	0.64
FAST	0.59	0.33	0.33	0.26	0.42	0.28	0.39	0.38	0.35	0.42	0.49	0.50	0.45	0.39	1.00	0.46	0.41	0.37	0.47	0.42	0.45	0.40	0.42	0.56	0.44	0.52	0.53	0.64
APD	0.60	0.32	0.38	0.30	0.33	0.31	0.32	0.41	0.39	0.40	0.46	0.45	0.48	0.43	0.46	1.00	0.43	0.39	0.46	0.46	0.45	0.44	0.41	0.49	0.45	0.53	0.50	0.64
HPQ	0.61	0.29	0.26	0.35	0.33	0.37	0.38	0.31	0.38	0.48	0.43	0.41	0.43	0.38	0.41	0.43	1.00	0.47	0.54	0.41	0.51	0.47	0.47	0.48	0.47	0.50	0.51	0.68
ALLY	0.57	0.25	0.21	0.37	0.26	0.41	0.37	0.32	0.44	0.41	0.38	0.38	0.45	0.47	0.37	0.39	0.47	1.00	0.42	0.47	0.48	0.54	0.65	0.49	0.60	0.55	0.56	0.69
TXN	0.69	0.30	0.30	0.30	0.35	0.31	0.37	0.38	0.36	0.71	0.45	0.46	0.41	0.33	0.47	0.46	0.54	0.42	1.00	0.37	0.55	0.43	0.43	0.46	0.44	0.54	0.55	0.67
AFL	0.55	0.33	0.39	0.33	0.29	0.36	0.28	0.36	0.49	0.32	0.40	0.39	0.46	0.69	0.42	0.46	0.41	0.47	0.37	1.00	0.43	0.56	0.58	0.52	0.62	0.54	0.53	0.68
GLW	0.66	0.27	0.30	0.34	0.32	0.36	0.37	0.35	0.37	0.50	0.45	0.42	0.47	0.40	0.45	0.45	0.51	0.48	0.55	0.43	1.00	0.50	0.49	0.51	0.52	0.56	0.55	0.69
MFC	0.61	0.25	0.25	0.48	0.27	0.44	0.34	0.29	0.41	0.40	0.39	0.37	0.46	0.52	0.40	0.44	0.47	0.54	0.43	0.56	0.50	1.00	0.59	0.50	0.61	0.57	0.54	0.70
FITB	0.57	0.26	0.24	0.36	0.30	0.42	0.37	0.30	0.44	0.40	0.44	0.40	0.49	0.59	0.42	0.41	0.47	0.65	0.43	0.58	0.49	0.59	1.00	0.54	0.75	0.59	0.60	0.73
SNA	0.60	0.32	0.33	0.32	0.38	0.35	0.41	0.37	0.43	0.43	0.48	0.50	0.54	0.48	0.56	0.49	0.48	0.49	0.46	0.52	0.51	0.50	0.54	1.00	0.53	0.53	0.56	0.72
JPM	0.64	0.28	0.28	0.38	0.30	0.41	0.34	0.30	0.41	0.41	0.44	0.41	0.47	0.60	0.44	0.45	0.47	0.60	0.44	0.62	0.52	0.61	0.75	0.53	1.00	0.64	0.60	0.73
BLK	0.74	0.35	0.36	0.34	0.36	0.35	0.42	0.43	0.44	0.49	0.51	0.52	0.49	0.49	0.52	0.53	0.50	0.55	0.54	0.54	0.56	0.57	0.59	0.53	0.64	1.00	0.75	0.76
TROW	0.73	0.36	0.35	0.34	0.38	0.35	0.45	0.40	0.45	0.51	0.54	0.51	0.49	0.49	0.53	0.50	0.51	0.56	0.55	0.53	0.55	0.54	0.60	0.56	0.60	0.75	1.00	0.77
Portfolio	0.85	0.44	0.44	0.53	0.51	0.57	0.57	0.52	0.57	0.63	0.63	0.64	0.65	0.64	0.64	0.64	0.68	0.69	0.67	0.68	0.69	0.70	0.73	0.72	0.73	0.76	0.77	1.00

The correlation results are calculated based on daily price changes starting from Apr 11, 2014

Дивидендный портфель с 2021 года

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table