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Márkó Dividend

Last updated Sep 23, 2023

Asset Allocation


OXY 20%CVX 20%VZ 15%T 15%DLR 10%CAT 10%MO 10%EquityEquity
PositionCategory/SectorWeight
OXY
Occidental Petroleum Corporation
Energy20%
CVX
Chevron Corporation
Energy20%
VZ
Verizon Communications Inc.
Communication Services15%
T
AT&T Inc.
Communication Services15%
DLR
Digital Realty Trust, Inc.
Real Estate10%
CAT
Caterpillar Inc.
Industrials10%
MO
Altria Group, Inc.
Consumer Defensive10%

Performance

The chart shows the growth of an initial investment of $10,000 in Márkó Dividend, 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


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.44%
8.61%
Márkó Dividend
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Márkó Dividend returned -0.22% Year-To-Date and 8.86% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
Márkó Dividend2.48%5.65%-0.22%15.05%8.34%8.90%
VZ
Verizon Communications Inc.
-0.30%-8.56%-11.23%-10.01%-4.56%1.29%
T
AT&T Inc.
6.86%-16.14%-14.00%0.64%-2.48%2.22%
DLR
Digital Realty Trust, Inc.
-2.38%33.40%27.01%24.61%4.96%12.90%
OXY
Occidental Petroleum Corporation
2.79%8.72%0.71%8.23%-2.42%-0.65%
CVX
Chevron Corporation
5.28%8.63%-4.72%19.05%11.07%7.38%
CAT
Caterpillar Inc.
1.40%27.14%15.72%69.92%14.97%15.66%
MO
Altria Group, Inc.
-0.28%0.49%-1.28%10.50%0.38%8.23%

Asset Correlations Table

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

DLRMOOXYVZCATTCVX
DLR1.000.260.220.310.310.300.25
MO0.261.000.260.380.320.400.33
OXY0.220.261.000.250.510.320.73
VZ0.310.380.251.000.340.670.35
CAT0.310.320.510.341.000.400.55
T0.300.400.320.670.401.000.39
CVX0.250.330.730.350.550.391.00

Sharpe Ratio

The current Márkó Dividend Sharpe ratio is 0.56. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.56

The Sharpe ratio of Márkó Dividend 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
0.56
0.81
Márkó Dividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

Márkó Dividend granted a 4.68% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Márkó Dividend4.68%4.56%5.04%6.47%6.24%6.61%5.48%5.81%7.33%6.93%6.82%7.30%
VZ
Verizon Communications Inc.
7.84%6.86%5.38%4.88%4.77%5.32%5.79%5.89%6.93%6.94%6.69%7.71%
T
AT&T Inc.
7.34%7.69%12.60%11.85%9.34%13.60%10.56%10.09%13.04%14.08%14.10%15.38%
DLR
Digital Realty Trust, Inc.
3.96%5.03%2.82%3.56%4.13%4.50%4.02%4.56%7.42%7.05%9.44%6.76%
OXY
Occidental Petroleum Corporation
1.07%0.83%0.14%4.83%8.01%5.67%4.87%5.21%5.63%4.62%3.55%3.82%
CVX
Chevron Corporation
3.58%3.25%4.82%6.85%4.68%5.08%4.42%4.85%6.62%5.46%4.70%5.05%
CAT
Caterpillar Inc.
1.79%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
MO
Altria Group, Inc.
8.98%8.58%8.57%10.28%8.90%8.78%5.42%5.49%6.10%6.92%8.57%10.17%

Expense Ratio

The Márkó Dividend 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
VZ
Verizon Communications Inc.
-0.44
T
AT&T Inc.
-0.03
DLR
Digital Realty Trust, Inc.
0.51
OXY
Occidental Petroleum Corporation
0.04
CVX
Chevron Corporation
0.44
CAT
Caterpillar Inc.
2.10
MO
Altria Group, Inc.
0.41

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-8.13%
-9.93%
Márkó Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Márkó Dividend. 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 Márkó Dividend is 44.10%, recorded on Mar 23, 2020. It took 222 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.1%Oct 10, 2018364Mar 23, 2020222Feb 8, 2021586
-42.34%May 20, 2008130Nov 20, 2008453Sep 10, 2010583
-21.68%Jun 8, 202277Sep 27, 2022
-19.58%Jul 24, 2014275Aug 25, 2015140Mar 16, 2016415
-18.1%May 2, 2011108Oct 3, 201163Jan 3, 2012171

Volatility Chart

The current Márkó Dividend volatility is 3.50%, 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%AprilMayJuneJulyAugustSeptember
3.50%
3.41%
Márkó Dividend
Benchmark (^GSPC)
Portfolio components