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Дивидендный портфель с 2021 года
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
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
3.80%
TROW
4%
TSCO
3.80%
TXN
3.80%
UPS
4%
WSM
3.80%

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 Quarterly


200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
377.97%
233.28%
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2014, corresponding to the inception date of ALLY

Returns By Period

As of Dec 24, 2024, the Дивидендный портфель с 2021 года returned 17.19% Year-To-Date and 14.26% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
Дивидендный портфель с 2021 года17.19%-6.62%6.31%17.85%16.87%14.26%
FAST
Fastenal Company
17.58%-10.35%16.86%16.56%18.20%15.13%
HD
The Home Depot, Inc.
16.02%-6.07%17.32%15.34%14.98%16.97%
JPM
JPMorgan Chase & Co.
43.49%-4.09%21.76%45.81%14.70%17.56%
APD
Air Products and Chemicals, Inc.
9.40%-11.54%11.33%10.49%6.97%10.22%
TXN
14.72%-3.97%-0.94%16.24%11.24%16.39%
MFC
Manulife Financial Corporation
45.41%-5.67%18.03%46.73%15.22%9.83%
PKG
Packaging Corporation of America
42.93%-7.33%22.57%42.25%18.86%14.58%
BAH
Booz Allen Hamilton Holding Corporation
3.92%-12.14%-16.13%4.66%14.99%19.17%
BLK
BlackRock, Inc.
31.13%0.81%32.31%32.66%18.61%13.97%
GLW
Corning Incorporated
60.58%-2.10%20.96%61.75%13.75%10.36%
WSM
87.91%8.45%27.68%86.26%41.33%20.26%
FITB
Fifth Third Bancorp
27.91%-10.46%21.66%29.28%11.05%11.33%
FNF
Fidelity National Financial, Inc.
14.06%-8.57%17.22%15.97%10.61%11.51%
TROW
12.57%-2.14%1.08%12.36%2.87%6.70%
ALLY
Ally Financial Inc.
4.15%-6.84%-9.79%5.97%6.15%6.36%
SWKS
-17.48%6.44%-14.79%-17.79%-3.96%3.75%
MDLZ
Mondelez International, Inc.
-16.60%-7.95%-11.51%-14.67%3.93%6.84%
PLD
Prologis, Inc.
-19.33%-9.29%-3.64%-18.78%6.09%12.37%
DVN
Devon Energy Corporation
-29.21%-20.96%-33.44%-30.00%9.53%-3.14%
CNQ
Canadian Natural Resources Limited
-4.04%-12.77%-13.22%-3.63%19.92%11.88%
TSCO
26.92%-4.33%2.29%28.78%25.78%14.84%
AFL
Aflac Incorporated
27.22%-8.59%15.21%28.86%17.20%15.50%
SNA
Snap-on Incorporated
22.41%-5.90%32.60%22.71%18.32%11.99%
HIG
The Hartford Financial Services Group, Inc.
38.95%-8.73%6.85%40.36%15.44%12.50%
UPS
-16.16%-6.73%-4.05%-16.70%4.67%4.56%
HPQ
HP Inc.
14.16%-12.12%-6.85%13.82%13.63%9.55%
*Annualized

Monthly Returns

The table below presents the monthly returns of Дивидендный портфель с 2021 года, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.15%4.33%6.46%-4.90%4.42%-0.58%5.65%1.84%1.51%-0.37%5.85%17.19%
20238.43%-3.34%-2.11%1.34%-4.42%6.98%5.65%-3.41%-3.51%-3.81%10.07%7.76%19.43%
2022-1.50%-2.20%2.50%-7.26%2.97%-10.35%7.63%-1.78%-10.61%11.09%6.95%-4.32%-9.19%
20211.07%6.54%10.83%5.00%2.70%-1.66%-0.65%4.03%-2.62%6.66%-0.63%4.31%40.83%
2020-2.13%-10.78%-17.45%15.90%6.45%3.74%6.76%5.16%-2.11%-0.78%15.72%4.46%21.60%
20199.99%4.21%1.30%6.04%-6.87%8.72%1.88%-3.25%3.58%0.19%4.37%3.25%37.40%
20183.23%-4.59%-2.06%0.75%3.29%-0.18%4.79%1.34%-0.82%-9.05%2.13%-9.36%-11.15%
20171.54%2.19%0.21%0.68%-0.66%1.37%3.35%0.00%5.11%3.63%4.16%1.63%25.63%
2016-7.24%-1.01%10.93%2.15%2.47%-1.06%3.49%2.46%-0.23%-2.43%9.53%0.29%19.62%
2015-3.63%5.49%-0.84%0.11%1.59%-2.34%1.73%-6.16%-3.32%7.42%1.74%-5.08%-4.13%
2014-0.34%7.30%3.07%-0.69%1.23%3.00%-2.18%4.20%-2.90%3.57%4.75%1.88%24.85%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of Дивидендный портфель с 2021 года is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Дивидендный портфель с 2021 года is 3232
Overall Rank
The Sharpe Ratio Rank of Дивидендный портфель с 2021 года is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of Дивидендный портфель с 2021 года is 3333
Sortino Ratio Rank
The Omega Ratio Rank of Дивидендный портфель с 2021 года is 3030
Omega Ratio Rank
The Calmar Ratio Rank of Дивидендный портфель с 2021 года is 3535
Calmar Ratio Rank
The Martin Ratio Rank of Дивидендный портфель с 2021 года is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for Дивидендный портфель с 2021 года, currently valued at 1.36, compared to the broader market-6.00-4.00-2.000.002.004.001.362.07
The chart of Sortino ratio for Дивидендный портфель с 2021 года, currently valued at 1.92, compared to the broader market-6.00-4.00-2.000.002.004.006.001.922.76
The chart of Omega ratio for Дивидендный портфель с 2021 года, currently valued at 1.24, compared to the broader market0.400.600.801.001.201.401.601.801.241.39
The chart of Calmar ratio for Дивидендный портфель с 2021 года, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.001.983.05
The chart of Martin ratio for Дивидендный портфель с 2021 года, currently valued at 7.02, compared to the broader market0.0010.0020.0030.0040.007.0213.27
Дивидендный портфель с 2021 года
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FAST
Fastenal Company
0.731.321.170.841.67
HD
The Home Depot, Inc.
0.741.151.140.861.84
JPM
JPMorgan Chase & Co.
1.952.681.404.5113.09
APD
Air Products and Chemicals, Inc.
0.390.701.120.341.28
TXN
0.631.071.131.063.06
MFC
Manulife Financial Corporation
2.213.271.414.2114.26
PKG
Packaging Corporation of America
2.313.381.414.1012.72
BAH
Booz Allen Hamilton Holding Corporation
0.180.481.070.190.67
BLK
BlackRock, Inc.
1.872.551.311.877.75
GLW
Corning Incorporated
2.333.401.452.0811.72
WSM
1.662.551.344.089.04
FITB
Fifth Third Bancorp
1.191.821.221.016.80
FNF
Fidelity National Financial, Inc.
0.761.091.151.374.03
TROW
0.580.951.120.272.08
ALLY
Ally Financial Inc.
0.180.471.070.160.53
SWKS
-0.48-0.450.94-0.31-1.11
MDLZ
Mondelez International, Inc.
-0.81-1.100.88-0.64-1.45
PLD
Prologis, Inc.
-0.74-0.910.89-0.47-1.52
DVN
Devon Energy Corporation
-1.20-1.660.81-0.54-1.66
CNQ
Canadian Natural Resources Limited
-0.120.021.00-0.12-0.26
TSCO
1.191.691.222.005.00
AFL
Aflac Incorporated
1.421.791.302.337.32
SNA
Snap-on Incorporated
0.971.451.221.733.93
HIG
The Hartford Financial Services Group, Inc.
2.022.591.393.1511.57
UPS
-0.61-0.650.90-0.39-1.29
HPQ
HP Inc.
0.430.851.110.522.08

The current Дивидендный портфель с 2021 года Sharpe ratio is 1.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Дивидендный портфель с 2021 года with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.36
2.07
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Дивидендный портфель с 2021 года provided a 2.89% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.89%3.06%3.57%2.35%2.68%2.40%2.76%1.95%2.10%2.28%2.03%1.88%
FAST
Fastenal Company
2.09%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
HD
The Home Depot, Inc.
2.29%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
JPM
JPMorgan Chase & Co.
1.93%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
APD
Air Products and Chemicals, Inc.
2.41%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.27%0.10%0.09%0.10%
TXN
2.77%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
MFC
Manulife Financial Corporation
4.16%4.86%5.71%4.91%6.27%3.71%4.97%3.02%3.13%3.50%3.36%2.58%
PKG
Packaging Corporation of America
2.20%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
BAH
Booz Allen Hamilton Holding Corporation
1.56%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.16%7.26%
BLK
BlackRock, Inc.
1.96%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
GLW
Corning Incorporated
2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
WSM
1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%1.97%
FITB
Fifth Third Bancorp
3.31%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%2.23%
FNF
Fidelity National Financial, Inc.
3.45%3.59%8.72%2.94%3.26%2.27%0.46%0.08%0.00%0.00%0.00%0.00%
TROW
4.27%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%
ALLY
Ally Financial Inc.
3.40%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%0.00%
SWKS
3.06%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
MDLZ
Mondelez International, Inc.
2.94%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
PLD
Prologis, Inc.
3.69%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
DVN
Devon Energy Corporation
4.68%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
CNQ
Canadian Natural Resources Limited
5.18%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.22%2.60%1.62%
TSCO
1.64%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%0.63%
AFL
Aflac Incorporated
1.95%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
SNA
Snap-on Incorporated
2.24%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
HIG
The Hartford Financial Services Group, Inc.
1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%
UPS
5.18%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
HPQ
HP Inc.
3.36%3.54%3.77%2.21%2.94%3.19%2.82%2.56%4.24%3.01%1.56%2.03%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.57%
-1.91%
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components

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 96 trading sessions.

The current Дивидендный портфель с 2021 года drawdown is 7.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.65%Jan 21, 202044Mar 23, 202096Aug 7, 2020140
-22.76%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-21.54%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-20.94%May 21, 2015184Feb 11, 2016104Jul 12, 2016288
-12.19%Aug 1, 202363Oct 27, 202324Dec 1, 202387

Volatility

Volatility Chart

The current Дивидендный портфель с 2021 года volatility is 4.40%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.40%
3.82%
Дивидендный портфель с 2021 года
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.

BAHMDLZCNQTSCOPLDWSMDVNFNFSWKSHDPKGUPSFASTAPDHPQALLYHIGTXNMFCAFLSNAGLWFITBJPMBLKTROW
BAH1.000.320.170.280.340.220.160.290.250.340.300.300.350.330.300.240.320.320.260.350.330.310.280.300.370.37
MDLZ0.321.000.180.280.430.220.180.320.260.390.320.380.340.410.290.240.370.330.270.400.350.340.270.320.390.39
CNQ0.170.181.000.200.200.250.720.270.260.230.330.270.280.320.360.390.320.310.510.370.340.370.380.410.360.36
TSCO0.280.280.201.000.290.440.230.260.340.530.320.350.430.330.340.270.300.360.290.300.380.340.310.310.370.39
PLD0.340.430.200.291.000.280.180.390.320.440.350.420.370.410.300.300.340.370.280.350.360.370.280.290.430.41
WSM0.220.220.250.440.281.000.260.300.360.470.310.370.390.320.370.360.290.370.330.300.400.370.360.330.410.43
DVN0.160.180.720.230.180.261.000.270.290.240.340.300.290.310.390.430.360.320.470.390.370.390.430.440.370.37
FNF0.290.320.270.260.390.300.271.000.330.380.390.360.340.400.390.450.470.370.410.480.430.410.440.420.450.45
SWKS0.250.260.260.340.320.360.290.331.000.410.360.400.420.410.480.410.320.720.400.330.430.530.390.410.500.51
HD0.340.390.230.530.440.470.240.380.411.000.390.490.500.450.420.380.390.470.370.400.490.450.390.410.520.51
PKG0.300.320.330.320.350.310.340.390.360.391.000.450.430.480.430.460.460.410.460.480.530.510.480.490.490.49
UPS0.300.380.270.350.420.370.300.360.400.490.451.000.500.470.430.380.410.450.400.420.480.480.450.460.530.55
FAST0.350.340.280.430.370.390.290.340.420.500.430.501.000.470.410.370.390.480.410.420.550.480.410.450.530.54
APD0.330.410.320.330.410.320.310.400.410.450.480.470.471.000.440.400.450.480.470.480.490.490.420.470.550.51
HPQ0.300.290.360.340.300.370.390.390.480.420.430.430.410.441.000.470.400.550.480.440.500.550.470.490.510.52
ALLY0.240.240.390.270.300.360.430.450.410.380.460.380.370.400.471.000.480.430.540.490.490.490.650.600.550.56
HIG0.320.370.320.300.340.290.360.470.320.390.460.410.390.450.400.481.000.350.540.690.490.440.610.640.520.51
TXN0.320.330.310.360.370.370.320.370.720.470.410.450.480.480.550.430.351.000.440.400.460.580.420.450.550.56
MFC0.260.270.510.290.280.330.470.410.400.370.460.400.410.470.480.540.540.441.000.580.510.520.610.630.570.55
AFL0.350.400.370.300.350.300.390.480.330.400.480.420.420.480.440.490.690.400.581.000.530.490.600.650.560.55
SNA0.330.350.340.380.360.400.370.430.430.490.530.480.550.490.500.490.490.460.510.531.000.540.540.550.530.56
GLW0.310.340.370.340.370.370.390.410.530.450.510.480.480.490.550.490.440.580.520.490.541.000.520.540.580.58
FITB0.280.270.380.310.280.360.430.440.390.390.480.450.410.420.470.650.610.420.610.600.540.521.000.770.590.60
JPM0.300.320.410.310.290.330.440.420.410.410.490.460.450.470.490.600.640.450.630.650.550.540.771.000.640.61
BLK0.370.390.360.370.430.410.370.450.500.520.490.530.530.550.510.550.520.550.570.560.530.580.590.641.000.76
TROW0.370.390.360.390.410.430.370.450.510.510.490.550.540.510.520.560.510.560.550.550.560.580.600.610.761.00
The correlation results are calculated based on daily price changes starting from Jan 29, 2014
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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