Дивидендный портфель с 2021 года

Last updated Sep 23, 2023

Asset Allocation

Position	Category/Sector	Weight
JPM JPMorgan Chase & Co.	Financial Services	4%
BLK BlackRock, Inc.	Financial Services	4%
TROW		4%
ALLY Ally Financial Inc.	Financial Services	4%
UPS		4%
HPQ HP Inc.	Technology	4%
FAST Fastenal Company	Industrials	3.8%
HD The Home Depot, Inc.	Consumer Cyclical	3.8%
APD Air Products and Chemicals, Inc.	Basic Materials	3.8%
TXN		3.8%
MFC Manulife Financial Corporation	Financial Services	3.8%
PKG Packaging Corporation of America	Consumer Cyclical	3.8%
BAH Booz Allen Hamilton Holding Corporation	Industrials	3.8%
GLW Corning Incorporated	Technology	3.8%
WSM		3.8%
FITB Fifth Third Bancorp	Financial Services	3.8%
FNF Fidelity National Financial, Inc.	Financial Services	3.8%
SWKS		3.8%
MDLZ Mondelez International, Inc.	Consumer Defensive	3.8%
PLD Prologis, Inc.	Real Estate	3.8%
DVN Devon Energy Corporation	Energy	3.8%
CNQ Canadian Natural Resources Limited	Energy	3.8%
TSCO		3.8%
AFL Aflac Incorporated	Financial Services	3.8%
SNA Snap-on Incorporated	Industrials	3.8%
HIG The Hartford Financial Services Group, Inc.	Financial Services	3.8%

Benchmark

Rebalance portfolio

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

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 month	6 months	Year-To-Date	1 year	5 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%
Portfolio components:
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%
Returns over 1 year are annualized

Asset Correlations Table

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

	BAH	TSCO	PLD	MDLZ	CNQ	WSM	DVN	FNF	SWKS	HD	PKG	UPS	FAST	ALLY	HPQ	APD	TXN	HIG	MFC	SNA	FITB	AFL	GLW	JPM	TROW	BLK
BAH	1.00	0.29	0.35	0.34	0.18	0.22	0.18	0.30	0.26	0.34	0.31	0.32	0.35	0.25	0.31	0.34	0.34	0.34	0.26	0.33	0.29	0.36	0.32	0.32	0.38	0.38
TSCO	0.29	1.00	0.28	0.29	0.21	0.45	0.24	0.25	0.33	0.53	0.31	0.36	0.44	0.27	0.34	0.35	0.37	0.31	0.29	0.38	0.31	0.31	0.34	0.32	0.40	0.37
PLD	0.35	0.28	1.00	0.44	0.21	0.27	0.18	0.38	0.31	0.42	0.35	0.40	0.38	0.29	0.31	0.41	0.37	0.35	0.27	0.35	0.26	0.37	0.38	0.29	0.40	0.42
MDLZ	0.34	0.29	0.44	1.00	0.20	0.24	0.19	0.33	0.29	0.41	0.34	0.40	0.36	0.25	0.31	0.43	0.36	0.38	0.29	0.37	0.28	0.43	0.36	0.34	0.41	0.42
CNQ	0.18	0.21	0.21	0.20	1.00	0.26	0.72	0.28	0.27	0.24	0.34	0.29	0.30	0.40	0.38	0.34	0.33	0.34	0.52	0.36	0.40	0.38	0.39	0.42	0.38	0.39
WSM	0.22	0.45	0.27	0.24	0.26	1.00	0.27	0.30	0.35	0.48	0.31	0.37	0.40	0.36	0.38	0.32	0.37	0.31	0.33	0.41	0.36	0.32	0.37	0.35	0.44	0.41
DVN	0.18	0.24	0.18	0.19	0.72	0.27	1.00	0.28	0.30	0.24	0.35	0.30	0.31	0.44	0.40	0.33	0.33	0.37	0.48	0.38	0.45	0.40	0.41	0.45	0.39	0.39
FNF	0.30	0.25	0.38	0.33	0.28	0.30	0.28	1.00	0.34	0.37	0.40	0.36	0.34	0.44	0.41	0.41	0.38	0.48	0.41	0.42	0.42	0.49	0.42	0.42	0.44	0.44
SWKS	0.26	0.33	0.31	0.29	0.27	0.35	0.30	0.34	1.00	0.41	0.37	0.40	0.43	0.41	0.47	0.42	0.72	0.35	0.41	0.43	0.40	0.36	0.53	0.43	0.51	0.51
HD	0.34	0.53	0.42	0.41	0.24	0.48	0.24	0.37	0.41	1.00	0.39	0.50	0.51	0.37	0.43	0.47	0.48	0.40	0.37	0.49	0.39	0.42	0.46	0.43	0.52	0.52
PKG	0.31	0.31	0.35	0.34	0.34	0.31	0.35	0.40	0.37	0.39	1.00	0.46	0.44	0.46	0.44	0.49	0.41	0.47	0.47	0.53	0.48	0.49	0.52	0.51	0.50	0.50
UPS	0.32	0.36	0.40	0.40	0.29	0.37	0.30	0.36	0.40	0.50	0.46	1.00	0.53	0.38	0.45	0.49	0.47	0.44	0.42	0.49	0.45	0.45	0.51	0.48	0.56	0.54
FAST	0.35	0.44	0.38	0.36	0.30	0.40	0.31	0.34	0.43	0.51	0.44	0.53	1.00	0.38	0.43	0.49	0.50	0.39	0.43	0.55	0.42	0.43	0.50	0.46	0.55	0.54
ALLY	0.25	0.27	0.29	0.25	0.40	0.36	0.44	0.44	0.41	0.37	0.46	0.38	0.38	1.00	0.47	0.41	0.43	0.50	0.55	0.49	0.65	0.51	0.50	0.62	0.55	0.55
HPQ	0.31	0.34	0.31	0.31	0.38	0.38	0.40	0.41	0.47	0.43	0.44	0.45	0.43	0.47	1.00	0.45	0.55	0.43	0.50	0.51	0.49	0.46	0.56	0.51	0.54	0.53
APD	0.34	0.35	0.41	0.43	0.34	0.32	0.33	0.41	0.42	0.47	0.49	0.49	0.49	0.41	0.45	1.00	0.50	0.47	0.48	0.51	0.43	0.50	0.51	0.50	0.53	0.57
TXN	0.34	0.37	0.37	0.36	0.33	0.37	0.33	0.38	0.72	0.48	0.41	0.47	0.50	0.43	0.55	0.50	1.00	0.38	0.45	0.46	0.43	0.43	0.59	0.47	0.58	0.57
HIG	0.34	0.31	0.35	0.38	0.34	0.31	0.37	0.48	0.35	0.40	0.47	0.44	0.39	0.50	0.43	0.47	0.38	1.00	0.55	0.49	0.63	0.69	0.46	0.65	0.54	0.54
MFC	0.26	0.29	0.27	0.29	0.52	0.33	0.48	0.41	0.41	0.37	0.47	0.42	0.43	0.55	0.50	0.48	0.45	0.55	1.00	0.51	0.62	0.59	0.53	0.65	0.55	0.58
SNA	0.33	0.38	0.35	0.37	0.36	0.41	0.38	0.42	0.43	0.49	0.53	0.49	0.55	0.49	0.51	0.51	0.46	0.49	0.51	1.00	0.53	0.54	0.55	0.56	0.56	0.53
FITB	0.29	0.31	0.26	0.28	0.40	0.36	0.45	0.42	0.40	0.39	0.48	0.45	0.42	0.65	0.49	0.43	0.43	0.63	0.62	0.53	1.00	0.63	0.52	0.79	0.60	0.60
AFL	0.36	0.31	0.37	0.43	0.38	0.32	0.40	0.49	0.36	0.42	0.49	0.45	0.43	0.51	0.46	0.50	0.43	0.69	0.59	0.54	0.63	1.00	0.51	0.67	0.58	0.59
GLW	0.32	0.34	0.38	0.36	0.39	0.37	0.41	0.42	0.53	0.46	0.52	0.51	0.50	0.50	0.56	0.51	0.59	0.46	0.53	0.55	0.52	0.51	1.00	0.56	0.59	0.60
JPM	0.32	0.32	0.29	0.34	0.42	0.35	0.45	0.42	0.43	0.43	0.51	0.48	0.46	0.62	0.51	0.50	0.47	0.65	0.65	0.56	0.79	0.67	0.56	1.00	0.62	0.66
TROW	0.38	0.40	0.40	0.41	0.38	0.44	0.39	0.44	0.51	0.52	0.50	0.56	0.55	0.55	0.54	0.53	0.58	0.54	0.55	0.56	0.60	0.58	0.59	0.62	1.00	0.77
BLK	0.38	0.37	0.42	0.42	0.39	0.41	0.39	0.44	0.51	0.52	0.50	0.54	0.54	0.55	0.53	0.57	0.57	0.54	0.58	0.53	0.60	0.59	0.60	0.66	0.77	1.00

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.

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.

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.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Дивидендный портфель с 2021 года	3.30%	3.50%	2.36%	2.86%	2.76%	3.29%	2.40%	2.67%	3.08%	2.74%	2.68%	6.23%
Portfolio components:
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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer 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.

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, 2020	44	Mar 23, 2020	97	Aug 10, 2020	141
-22.77%	Sep 24, 2018	64	Dec 24, 2018	75	Apr 12, 2019	139
-21.54%	Jan 5, 2022	186	Sep 30, 2022	—	—	—
-20.85%	May 21, 2015	184	Feb 11, 2016	104	Jul 12, 2016	288
-11.85%	Jan 29, 2018	44	Apr 2, 2018	102	Aug 24, 2018	146

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.

Дивидендный портфель с 2021 года

Benchmark (^GSPC)

Portfolio components