Márkó Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
OXY Occidental Petroleum Corporation | Energy | 20% |
CVX Chevron Corporation | Energy | 20% |
VZ Verizon Communications Inc. | Communication Services | 15% |
T AT&T Inc. | Communication Services | 15% |
DLR Digital Realty Trust, Inc. | Real Estate | 10% |
CAT Caterpillar Inc. | Industrials | 10% |
MO Altria Group, Inc. | Consumer Defensive | 10% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| Márkó Dividend | 2.48% | 5.65% | -0.22% | 15.05% | 8.34% | 8.90% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| DLR | MO | OXY | VZ | CAT | T | CVX | |
|---|---|---|---|---|---|---|---|
| DLR | 1.00 | 0.26 | 0.22 | 0.31 | 0.31 | 0.30 | 0.25 |
| MO | 0.26 | 1.00 | 0.26 | 0.38 | 0.32 | 0.40 | 0.33 |
| OXY | 0.22 | 0.26 | 1.00 | 0.25 | 0.51 | 0.32 | 0.73 |
| VZ | 0.31 | 0.38 | 0.25 | 1.00 | 0.34 | 0.67 | 0.35 |
| CAT | 0.31 | 0.32 | 0.51 | 0.34 | 1.00 | 0.40 | 0.55 |
| T | 0.30 | 0.40 | 0.32 | 0.67 | 0.40 | 1.00 | 0.39 |
| CVX | 0.25 | 0.33 | 0.73 | 0.35 | 0.55 | 0.39 | 1.00 |
Dividend yield
Márkó Dividend granted a 4.68% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Márkó Dividend | 4.68% | 4.56% | 5.04% | 6.47% | 6.24% | 6.61% | 5.48% | 5.81% | 7.33% | 6.93% | 6.82% | 7.30% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2018 | 364 | Mar 23, 2020 | 222 | Feb 8, 2021 | 586 |
| -42.34% | May 20, 2008 | 130 | Nov 20, 2008 | 453 | Sep 10, 2010 | 583 |
| -21.68% | Jun 8, 2022 | 77 | Sep 27, 2022 | — | — | — |
| -19.58% | Jul 24, 2014 | 275 | Aug 25, 2015 | 140 | Mar 16, 2016 | 415 |
| -18.1% | May 2, 2011 | 108 | Oct 3, 2011 | 63 | Jan 3, 2012 | 171 |
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.