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Дивидендный портфель с 2021 года

Last updated Sep 23, 2023

Asset Allocation


JPM 4%BLK 4%TROW 4%ALLY 4%UPS 4%HPQ 4%FAST 3.8%HD 3.8%APD 3.8%TXN 3.8%MFC 3.8%PKG 3.8%BAH 3.8%GLW 3.8%WSM 3.8%FITB 3.8%FNF 3.8%SWKS 3.8%MDLZ 3.8%PLD 3.8%DVN 3.8%CNQ 3.8%TSCO 3.8%AFL 3.8%SNA 3.8%HIG 3.8%EquityEquity
PositionCategory/SectorWeight
JPM
JPMorgan Chase & Co.
Financial Services4%
BLK
BlackRock, Inc.
Financial Services4%
TROW
4%
ALLY
Ally Financial Inc.
Financial Services4%
UPS
4%
HPQ
HP Inc.
Technology4%
FAST
Fastenal Company
Industrials3.8%
HD
The Home Depot, Inc.
Consumer Cyclical3.8%
APD
Air Products and Chemicals, Inc.
Basic Materials3.8%
TXN
3.8%
MFC
Manulife Financial Corporation
Financial Services3.8%
PKG
Packaging Corporation of America
Consumer Cyclical3.8%
BAH
Booz Allen Hamilton Holding Corporation
Industrials3.8%
GLW
Corning Incorporated
Technology3.8%
WSM
3.8%
FITB
Fifth Third Bancorp
Financial Services3.8%
FNF
Fidelity National Financial, Inc.
Financial Services3.8%
SWKS
3.8%
MDLZ
Mondelez International, Inc.
Consumer Defensive3.8%
PLD
Prologis, Inc.
Real Estate3.8%
DVN
Devon Energy Corporation
Energy3.8%
CNQ
Canadian Natural Resources Limited
Energy3.8%
TSCO
3.8%
AFL
Aflac Incorporated
Financial Services3.8%
SNA
Snap-on Incorporated
Industrials3.8%
HIG
The Hartford Financial Services Group, Inc.
Financial Services3.8%

Performance

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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.51%
8.61%
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Дивидендный портфель с 2021 года returned 4.13% Year-To-Date and 14.08% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.55%
Дивидендный портфель с 2021 года-2.20%6.18%4.13%15.03%13.16%14.08%
FAST
Fastenal Company
-5.16%4.96%16.82%16.60%16.41%12.67%
HD
The Home Depot, Inc.
-4.70%9.50%-1.18%15.90%10.78%17.84%
JPM
JPMorgan Chase & Co.
-0.90%18.39%11.09%37.72%7.84%13.56%
APD
Air Products and Chemicals, Inc.
-0.58%8.40%-5.87%23.90%13.81%14.23%
TXN
-4.47%-9.38%-0.84%2.39%11.38%17.77%
MFC
Manulife Financial Corporation
5.93%10.06%10.84%26.75%6.15%4.47%
PKG
Packaging Corporation of America
2.07%13.02%18.79%36.07%9.04%12.62%
BAH
Booz Allen Hamilton Holding Corporation
-6.26%19.12%4.09%17.08%18.63%23.83%
BLK
BlackRock, Inc.
-1.64%3.86%-4.80%14.86%9.51%11.20%
GLW
Corning Incorporated
-2.90%-3.28%0.30%6.55%0.30%9.27%
WSM
-0.33%20.66%24.36%14.66%19.37%13.09%
FITB
Fifth Third Bancorp
1.10%3.41%-19.70%-18.02%1.44%5.21%
FNF
Fidelity National Financial, Inc.
4.88%27.60%14.55%24.26%6.08%13.33%
TROW
-2.80%-1.68%-0.00%2.65%2.69%6.35%
ALLY
Ally Financial Inc.
3.63%13.33%13.34%-6.17%2.65%2.30%
SWKS
-7.92%-15.04%7.75%4.77%2.91%14.60%
MDLZ
Mondelez International, Inc.
-1.50%3.12%6.81%22.28%12.77%10.09%
PLD
Prologis, Inc.
-6.35%-1.14%3.38%8.03%14.34%15.67%
DVN
Devon Energy Corporation
-7.25%0.84%-23.35%-16.50%6.18%0.00%
CNQ
Canadian Natural Resources Limited
2.27%22.70%15.06%37.77%20.02%11.53%
TSCO
-3.98%-8.87%-7.56%12.54%19.60%13.21%
AFL
Aflac Incorporated
2.77%22.83%8.00%35.23%12.61%12.43%
SNA
Snap-on Incorporated
-3.32%10.52%14.13%27.19%9.65%12.59%
HIG
The Hartford Financial Services Group, Inc.
2.26%11.72%-2.05%20.63%10.46%10.79%
UPS
-8.94%-15.80%-9.09%-2.93%9.15%8.30%
HPQ
HP Inc.
-12.42%-1.71%2.33%9.46%4.26%10.92%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BAHTSCOPLDMDLZCNQWSMDVNFNFSWKSHDPKGUPSFASTALLYHPQAPDTXNHIGMFCSNAFITBAFLGLWJPMTROWBLK
BAH1.000.290.350.340.180.220.180.300.260.340.310.320.350.250.310.340.340.340.260.330.290.360.320.320.380.38
TSCO0.291.000.280.290.210.450.240.250.330.530.310.360.440.270.340.350.370.310.290.380.310.310.340.320.400.37
PLD0.350.281.000.440.210.270.180.380.310.420.350.400.380.290.310.410.370.350.270.350.260.370.380.290.400.42
MDLZ0.340.290.441.000.200.240.190.330.290.410.340.400.360.250.310.430.360.380.290.370.280.430.360.340.410.42
CNQ0.180.210.210.201.000.260.720.280.270.240.340.290.300.400.380.340.330.340.520.360.400.380.390.420.380.39
WSM0.220.450.270.240.261.000.270.300.350.480.310.370.400.360.380.320.370.310.330.410.360.320.370.350.440.41
DVN0.180.240.180.190.720.271.000.280.300.240.350.300.310.440.400.330.330.370.480.380.450.400.410.450.390.39
FNF0.300.250.380.330.280.300.281.000.340.370.400.360.340.440.410.410.380.480.410.420.420.490.420.420.440.44
SWKS0.260.330.310.290.270.350.300.341.000.410.370.400.430.410.470.420.720.350.410.430.400.360.530.430.510.51
HD0.340.530.420.410.240.480.240.370.411.000.390.500.510.370.430.470.480.400.370.490.390.420.460.430.520.52
PKG0.310.310.350.340.340.310.350.400.370.391.000.460.440.460.440.490.410.470.470.530.480.490.520.510.500.50
UPS0.320.360.400.400.290.370.300.360.400.500.461.000.530.380.450.490.470.440.420.490.450.450.510.480.560.54
FAST0.350.440.380.360.300.400.310.340.430.510.440.531.000.380.430.490.500.390.430.550.420.430.500.460.550.54
ALLY0.250.270.290.250.400.360.440.440.410.370.460.380.381.000.470.410.430.500.550.490.650.510.500.620.550.55
HPQ0.310.340.310.310.380.380.400.410.470.430.440.450.430.471.000.450.550.430.500.510.490.460.560.510.540.53
APD0.340.350.410.430.340.320.330.410.420.470.490.490.490.410.451.000.500.470.480.510.430.500.510.500.530.57
TXN0.340.370.370.360.330.370.330.380.720.480.410.470.500.430.550.501.000.380.450.460.430.430.590.470.580.57
HIG0.340.310.350.380.340.310.370.480.350.400.470.440.390.500.430.470.381.000.550.490.630.690.460.650.540.54
MFC0.260.290.270.290.520.330.480.410.410.370.470.420.430.550.500.480.450.551.000.510.620.590.530.650.550.58
SNA0.330.380.350.370.360.410.380.420.430.490.530.490.550.490.510.510.460.490.511.000.530.540.550.560.560.53
FITB0.290.310.260.280.400.360.450.420.400.390.480.450.420.650.490.430.430.630.620.531.000.630.520.790.600.60
AFL0.360.310.370.430.380.320.400.490.360.420.490.450.430.510.460.500.430.690.590.540.631.000.510.670.580.59
GLW0.320.340.380.360.390.370.410.420.530.460.520.510.500.500.560.510.590.460.530.550.520.511.000.560.590.60
JPM0.320.320.290.340.420.350.450.420.430.430.510.480.460.620.510.500.470.650.650.560.790.670.561.000.620.66
TROW0.380.400.400.410.380.440.390.440.510.520.500.560.550.550.540.530.580.540.550.560.600.580.590.621.000.77
BLK0.380.370.420.420.390.410.390.440.510.520.500.540.540.550.530.570.570.540.580.530.600.590.600.660.771.00

Sharpe Ratio

The current Дивидендный портфель с 2021 года Sharpe ratio is 0.55. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.55

The Sharpe ratio of Дивидендный портфель с 2021 года is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.55
0.81
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components

Dividend yield

Дивидендный портфель с 2021 года granted a 3.30% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Дивидендный портфель с 2021 года3.30%3.50%2.36%2.86%2.76%3.29%2.40%2.67%3.08%2.74%2.68%6.23%
FAST
Fastenal Company
2.51%2.67%1.83%3.04%2.58%3.31%2.70%3.03%3.35%2.64%2.16%3.44%
HD
The Home Depot, Inc.
2.67%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
JPM
JPMorgan Chase & Co.
2.74%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
APD
Air Products and Chemicals, Inc.
2.35%2.13%2.05%2.08%2.14%3.04%2.64%2.69%2.98%2.62%3.18%3.93%
TXN
3.09%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
MFC
Manulife Financial Corporation
5.56%5.93%5.40%5.43%4.53%6.33%3.99%4.28%4.95%3.97%3.87%5.96%
PKG
Packaging Corporation of America
4.19%3.79%3.10%2.66%3.17%4.16%2.49%3.39%4.39%2.67%3.18%3.56%
BAH
Booz Allen Hamilton Holding Corporation
1.71%1.67%1.80%1.50%1.44%1.83%1.96%1.87%1.93%10.68%9.57%85.59%
BLK
BlackRock, Inc.
3.01%2.82%1.90%2.16%2.89%3.47%2.26%2.86%3.12%2.70%2.72%3.81%
GLW
Corning Incorporated
3.56%3.47%2.73%2.65%3.07%2.74%2.28%2.67%3.24%2.20%2.82%3.30%
WSM
2.40%2.71%1.49%2.05%2.77%3.74%3.45%3.60%2.90%2.15%2.52%2.62%
FITB
Fifth Third Bancorp
5.14%3.94%2.78%4.28%3.52%3.75%2.42%2.46%3.33%3.31%3.02%3.29%
FNF
Fidelity National Financial, Inc.
4.34%4.74%3.24%3.87%4.13%4.63%2.59%3.33%3.04%2.60%2.81%3.49%
TROW
4.61%4.55%3.98%2.66%2.88%3.59%2.60%3.53%7.30%2.78%2.51%5.12%
ALLY
Ally Financial Inc.
4.47%5.06%1.97%2.32%2.50%2.84%1.61%1.00%0.00%0.00%0.00%0.00%
SWKS
2.63%2.64%1.42%1.30%1.45%2.28%1.40%1.62%1.16%0.55%0.00%0.00%
MDLZ
Mondelez International, Inc.
2.19%2.23%2.09%2.17%2.14%2.65%2.16%1.87%1.67%1.90%1.85%3.38%
PLD
Prologis, Inc.
2.98%2.86%1.57%2.49%2.61%3.68%3.17%3.80%4.38%3.94%4.03%4.20%
DVN
Devon Energy Corporation
4.19%8.51%1.10%4.77%1.59%1.54%0.59%1.04%3.69%1.93%1.77%1.99%
CNQ
Canadian Natural Resources Limited
4.26%6.52%4.07%5.91%4.27%5.88%3.16%3.03%4.54%3.77%2.39%2.18%
TSCO
1.96%1.66%0.91%1.11%1.54%1.54%1.53%1.34%1.00%0.87%0.72%0.94%
AFL
Aflac Incorporated
2.18%2.26%2.35%2.70%2.25%2.56%2.28%2.80%3.18%3.03%2.69%3.28%
SNA
Snap-on Incorporated
2.53%2.62%2.50%2.80%2.56%2.65%1.95%1.74%1.53%1.64%1.78%2.22%
HIG
The Hartford Financial Services Group, Inc.
2.33%2.12%2.16%2.83%2.17%2.77%1.91%2.11%2.14%1.92%1.70%2.24%
UPS
4.15%3.59%2.02%2.60%3.68%4.33%3.34%3.36%3.86%3.16%3.17%4.27%
HPQ
HP Inc.
3.92%3.87%2.34%3.20%3.61%3.30%3.06%4.19%3.85%2.04%2.71%4.95%

Expense Ratio

The Дивидендный портфель с 2021 года 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FAST
Fastenal Company
0.72
HD
The Home Depot, Inc.
0.63
JPM
JPMorgan Chase & Co.
1.38
APD
Air Products and Chemicals, Inc.
0.86
TXN
N/A
MFC
Manulife Financial Corporation
0.88
PKG
Packaging Corporation of America
1.22
BAH
Booz Allen Hamilton Holding Corporation
0.62
BLK
BlackRock, Inc.
0.41
GLW
Corning Incorporated
0.16
WSM
N/A
FITB
Fifth Third Bancorp
-0.56
FNF
Fidelity National Financial, Inc.
0.52
TROW
N/A
ALLY
Ally Financial Inc.
-0.24
SWKS
N/A
MDLZ
Mondelez International, Inc.
1.18
PLD
Prologis, Inc.
0.28
DVN
Devon Energy Corporation
-0.62
CNQ
Canadian Natural Resources Limited
0.75
TSCO
N/A
AFL
Aflac Incorporated
1.41
SNA
Snap-on Incorporated
0.92
HIG
The Hartford Financial Services Group, Inc.
0.78
UPS
N/A
HPQ
HP Inc.
0.23

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.26%
-9.93%
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Дивидендный портфель с 2021 года. 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 Дивидендный портфель с 2021 года is 40.65%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.65%Jan 21, 202044Mar 23, 202097Aug 10, 2020141
-22.77%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-21.54%Jan 5, 2022186Sep 30, 2022
-20.85%May 21, 2015184Feb 11, 2016104Jul 12, 2016288
-11.85%Jan 29, 201844Apr 2, 2018102Aug 24, 2018146

Volatility Chart

The current Дивидендный портфель с 2021 года volatility is 3.35%, 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%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.35%
3.41%
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components