Дивидендный портфель с 2021 года

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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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Returns By Period

As of Jun 9, 2026, the Дивидендный портфель с 2021 года returned 12.84% Year-To-Date and 16.28% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Дивидендный портфель с 2021 года	-0.08%	1.41%	12.84%	12.83%	21.81%	17.24%	10.58%	16.28%
Portfolio components:
AFL Aflac Incorporated	-2.54%	2.42%	5.61%	7.77%	13.52%	21.24%	17.94%	15.48%
ALLY Ally Financial Inc.	-0.91%	-4.20%	-5.12%	0.76%	20.25%	18.71%	-1.79%	12.28%
APD Air Products and Chemicals, Inc.	-1.98%	-6.31%	13.57%	18.85%	1.58%	2.39%	1.07%	9.22%
BAH Booz Allen Hamilton Holding Corporation	-0.31%	2.84%	-5.36%	-12.60%	-21.36%	-6.83%	-0.11%	12.42%
BLK BlackRock, Inc.	-0.08%	-7.79%	-6.02%	-5.28%	2.69%	15.91%	5.20%	13.89%
CNQ Canadian Natural Resources Limited	1.29%	3.95%	37.99%	38.89%	53.83%	23.71%	26.79%	18.22%
DVN Devon Energy Corporation	1.81%	-1.16%	23.71%	21.39%	43.23%	-0.27%	13.78%	6.24%
FAST Fastenal Company	-1.69%	4.14%	15.88%	13.97%	11.66%	21.78%	14.55%	18.29%
FITB Fifth Third Bancorp	-0.10%	5.33%	12.00%	16.93%	36.57%	30.36%	8.77%	14.81%
FNF Fidelity National Financial, Inc.	-0.74%	-6.98%	-12.87%	-12.33%	-7.43%	15.62%	5.47%	10.97%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 10, 2014, Дивидендный портфель с 2021 года's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 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 3 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%	7.85%	0.78%	-0.10%							12.84%
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 2.29%, beta of 1.03, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since April 10, 2014.

This portfolio captured 112.77% of S&P 500 Index gains and 102.56% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.29% 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: 2.29%

Beta: 1.03

R²: 0.83

Upside Capture: 112.77%

Downside Capture: 102.56%

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 27 for risk / return — below 27% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

The table below presents risk-adjusted performance metrics for Дивидендный портфель с 2021 года and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.58	1.94	-0.36
Sortino ratioReturn per unit of downside risk	2.37	2.63	-0.26
Omega ratioGain probability vs. loss probability	1.28	1.35	-0.07
Calmar ratioReturn relative to maximum drawdown	2.48	2.59	-0.10
Martin ratioReturn relative to average drawdown	7.69	11.84	-4.15
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AFL Aflac Incorporated	65	0.80	1.23	1.14	1.49	3.70
ALLY Ally Financial Inc.	61	0.69	1.15	1.14	0.88	2.19
APD Air Products and Chemicals, Inc.	41	0.06	0.28	1.04	0.07	0.18
BAH Booz Allen Hamilton Holding Corporation	20	-0.57	-0.59	0.92	-0.58	-0.95
BLK BlackRock, Inc.	42	0.10	0.32	1.04	0.12	0.27
CNQ Canadian Natural Resources Limited	85	1.87	2.34	1.30	3.82	8.73
DVN Devon Energy Corporation	77	1.30	1.84	1.23	2.84	6.52
FAST Fastenal Company	54	0.47	0.80	1.10	0.53	1.07
FITB Fifth Third Bancorp	77	1.43	1.99	1.27	1.73	4.84
FNF Fidelity National Financial, Inc.	28	-0.29	-0.23	0.97	-0.31	-0.78

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 Jun 9, 2026 (values are recalculated daily):

1-Year: 1.58
5-Year: 0.58
10-Year: 0.80
All Time: 0.73

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 1.59 to 2.46, 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 2.90% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.90%	3.05%	2.87%	3.00%	3.41%	2.39%	2.63%	2.42%	2.80%	3.42%	2.27%	7.63%
Portfolio components:
AFL Aflac Incorporated	2.07%	2.10%	1.93%	2.04%	2.22%	2.26%	2.52%	2.04%	2.28%	1.98%	2.39%	2.64%
ALLY Ally Financial Inc.	2.83%	2.65%	3.33%	3.44%	4.91%	1.85%	2.13%	2.23%	2.47%	1.37%	0.84%	0.00%
APD Air Products and Chemicals, Inc.	2.59%	2.89%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	2.39%	2.49%
BAH Booz Allen Hamilton Holding Corporation	2.83%	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.	2.20%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
CNQ Canadian Natural Resources Limited	3.76%	5.01%	5.02%	4.17%	6.31%	3.78%	5.26%	3.49%	4.56%	3.08%	2.94%	4.21%
DVN Devon Energy Corporation	2.13%	2.62%	4.43%	4.55%	8.41%	5.24%	4.30%	1.35%	1.33%	0.58%	0.92%	3.00%
FAST Fastenal Company	2.00%	2.18%	2.17%	2.75%	2.62%	1.75%	2.87%	2.35%	2.95%	2.34%	2.55%	2.74%
FITB Fifth Third Bancorp	3.02%	3.29%	3.41%	3.94%	3.84%	2.62%	3.92%	3.06%	3.14%	1.98%	1.97%	2.59%
FNF Fidelity National Financial, Inc.	4.26%	3.60%	3.46%	3.59%	4.57%	2.99%	3.45%	2.78%	3.82%	37.01%	2.59%	2.31%

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 1.57%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-40.65%Mar 2020	2mo 2d	4mo 20d	6mo 22dJan 2020 - Aug 2020
Rate-hike selloffLate 2018	-22.81%Dec 2018	3mo 1d	3mo 19d	6mo 20dSep 2018 - Apr 2019
2025 selloff2025	-21.70%Apr 2025	4mo 13d	5mo 13d	9mo 26dNov 2024 - Sep 2025
Bear market2022	-21.47%Sep 2022	8mo 28d	10mo 4d	1y 6moJan 2022 - Jul 2023
2016 bear market2016	-20.81%Feb 2016	8mo 26d	5mo 2d	1y 1moMay 2015 - Jul 2016

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.08	1.76	1.61	1.51	1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Дивидендный портфель с 2021 года correlation to the S&P 500 Index

Дивидендный портфель с 2021 года has a 0.61 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Apr 10, 2014	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. BLK has the highest benchmark correlation at 0.73, while CNQ has the lowest at 0.40.

0.40

0.40

0.42

0.43

0.44

0.48

0.48

0.50

0.51

0.53

0.54

0.57

0.57

0.57

0.59

0.59

0.60

0.60

0.61

0.63

0.64

0.66

0.69

0.73

0.73

Portfolio Correlations

Correlation vs. Дивидендный портфель с 2021 года. TROW has the highest portfolio correlation at 0.77, while MDLZ has the lowest at 0.44.

0.44

0.44

0.51

0.52

0.52

0.56

0.57

0.57

0.62

0.63

0.64

0.64

0.64

0.64

0.65

0.67

0.67

0.67

0.68

0.69

0.70

0.72

0.73

0.73

0.76

0.77

Asset Correlations Table

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

	BAH	MDLZ	CNQ	TSCO	DVN	WSM	PLD	FNF	SWKS	UPS	PKG	HD	HIG	FAST	HPQ	APD	ALLY	TXN	AFL	GLW	MFC	SNA	FITB	JPM	BLK	TROW
BAH	1.00	0.29	0.16	0.27	0.16	0.23	0.32	0.27	0.23	0.28	0.29	0.32	0.30	0.33	0.29	0.31	0.24	0.29	0.32	0.26	0.25	0.32	0.26	0.28	0.35	0.35
MDLZ	0.29	1.00	0.16	0.28	0.16	0.19	0.41	0.32	0.24	0.36	0.31	0.37	0.36	0.33	0.26	0.38	0.21	0.30	0.38	0.29	0.25	0.33	0.24	0.28	0.35	0.35
CNQ	0.16	0.16	1.00	0.18	0.72	0.22	0.19	0.22	0.25	0.25	0.31	0.20	0.28	0.25	0.34	0.30	0.36	0.29	0.33	0.33	0.47	0.32	0.35	0.37	0.33	0.33
TSCO	0.27	0.28	0.18	1.00	0.22	0.42	0.29	0.25	0.32	0.34	0.32	0.53	0.30	0.42	0.32	0.33	0.27	0.34	0.29	0.31	0.27	0.38	0.31	0.30	0.35	0.37
DVN	0.16	0.16	0.72	0.22	1.00	0.24	0.18	0.25	0.29	0.28	0.33	0.21	0.33	0.28	0.36	0.31	0.40	0.31	0.36	0.35	0.43	0.34	0.41	0.40	0.34	0.35
WSM	0.23	0.19	0.22	0.42	0.24	1.00	0.29	0.30	0.36	0.38	0.33	0.49	0.28	0.39	0.37	0.31	0.37	0.37	0.28	0.36	0.34	0.42	0.38	0.35	0.42	0.45
PLD	0.32	0.41	0.19	0.29	0.18	0.29	1.00	0.39	0.32	0.43	0.37	0.45	0.35	0.38	0.31	0.40	0.32	0.38	0.36	0.35	0.30	0.37	0.30	0.30	0.43	0.40
FNF	0.27	0.32	0.22	0.25	0.25	0.30	0.39	1.00	0.31	0.35	0.39	0.39	0.48	0.35	0.37	0.39	0.44	0.35	0.49	0.36	0.42	0.43	0.44	0.40	0.44	0.44
SWKS	0.23	0.24	0.25	0.32	0.29	0.36	0.32	0.31	1.00	0.40	0.36	0.39	0.30	0.41	0.47	0.40	0.40	0.71	0.31	0.50	0.39	0.43	0.39	0.40	0.48	0.50
UPS	0.28	0.36	0.25	0.34	0.28	0.38	0.43	0.35	0.40	1.00	0.46	0.49	0.39	0.49	0.43	0.45	0.38	0.45	0.39	0.44	0.39	0.48	0.44	0.44	0.51	0.54
PKG	0.29	0.31	0.31	0.32	0.33	0.33	0.37	0.39	0.36	0.46	1.00	0.41	0.45	0.44	0.43	0.48	0.45	0.41	0.46	0.46	0.45	0.54	0.49	0.47	0.49	0.49
HD	0.32	0.37	0.20	0.53	0.21	0.49	0.45	0.39	0.39	0.49	0.41	1.00	0.38	0.50	0.41	0.44	0.38	0.45	0.38	0.41	0.37	0.50	0.40	0.41	0.51	0.50
HIG	0.30	0.36	0.28	0.30	0.33	0.28	0.35	0.48	0.30	0.39	0.45	0.38	1.00	0.39	0.37	0.43	0.47	0.33	0.69	0.39	0.52	0.48	0.59	0.60	0.49	0.49
FAST	0.33	0.33	0.25	0.42	0.28	0.39	0.38	0.35	0.41	0.49	0.44	0.50	0.39	1.00	0.40	0.46	0.37	0.46	0.41	0.44	0.40	0.56	0.42	0.44	0.52	0.53
HPQ	0.29	0.26	0.34	0.32	0.36	0.37	0.31	0.37	0.47	0.43	0.43	0.41	0.37	0.40	1.00	0.42	0.46	0.52	0.41	0.50	0.47	0.47	0.46	0.46	0.49	0.51
APD	0.31	0.38	0.30	0.33	0.31	0.31	0.40	0.39	0.40	0.45	0.48	0.44	0.43	0.46	0.42	1.00	0.39	0.46	0.46	0.45	0.44	0.49	0.41	0.45	0.52	0.50
ALLY	0.24	0.21	0.36	0.27	0.40	0.37	0.32	0.44	0.40	0.38	0.45	0.38	0.47	0.37	0.46	0.39	1.00	0.42	0.46	0.47	0.54	0.49	0.65	0.60	0.55	0.56
TXN	0.29	0.30	0.29	0.34	0.31	0.37	0.38	0.35	0.71	0.45	0.41	0.45	0.33	0.46	0.52	0.46	0.42	1.00	0.37	0.55	0.43	0.47	0.42	0.44	0.54	0.55
AFL	0.32	0.38	0.33	0.29	0.36	0.28	0.36	0.49	0.31	0.39	0.46	0.38	0.69	0.41	0.41	0.46	0.46	0.37	1.00	0.42	0.55	0.51	0.58	0.61	0.53	0.52
GLW	0.26	0.29	0.33	0.31	0.35	0.36	0.35	0.36	0.50	0.44	0.46	0.41	0.39	0.44	0.50	0.45	0.47	0.55	0.42	1.00	0.49	0.51	0.49	0.51	0.55	0.55
MFC	0.25	0.25	0.47	0.27	0.43	0.34	0.30	0.42	0.39	0.39	0.45	0.37	0.52	0.40	0.47	0.44	0.54	0.43	0.55	0.49	1.00	0.50	0.59	0.61	0.57	0.54
SNA	0.32	0.33	0.32	0.38	0.34	0.42	0.37	0.43	0.43	0.48	0.54	0.50	0.48	0.56	0.47	0.49	0.49	0.47	0.51	0.51	0.50	1.00	0.54	0.53	0.53	0.55
FITB	0.26	0.24	0.35	0.31	0.41	0.38	0.30	0.44	0.39	0.44	0.49	0.40	0.59	0.42	0.46	0.41	0.65	0.42	0.58	0.49	0.59	0.54	1.00	0.75	0.58	0.60
JPM	0.28	0.28	0.37	0.30	0.40	0.35	0.30	0.40	0.40	0.44	0.47	0.41	0.60	0.44	0.46	0.45	0.60	0.44	0.61	0.51	0.61	0.53	0.75	1.00	0.63	0.60
BLK	0.35	0.35	0.33	0.35	0.34	0.42	0.43	0.44	0.48	0.51	0.49	0.51	0.49	0.52	0.49	0.52	0.55	0.54	0.53	0.55	0.57	0.53	0.58	0.63	1.00	0.75
TROW	0.35	0.35	0.33	0.37	0.35	0.45	0.40	0.44	0.50	0.54	0.49	0.50	0.49	0.53	0.51	0.50	0.56	0.55	0.52	0.55	0.54	0.55	0.60	0.60	0.75	1.00

The correlation results are calculated based on daily price changes starting from Apr 10, 2014

Diversification Analysis

Find what Дивидендный портфель с 2021 года is missing

See which holdings overlap, where Дивидендный портфель с 2021 года is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification