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Márkó Dividend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


OXY 20%CVX 20%VZ 15%T 15%DLR 10%CAT 10%MO 10%EquityEquity
PositionCategory/SectorWeight
CAT
Caterpillar Inc.
Industrials

10%

CVX
Chevron Corporation
Energy

20%

DLR
Digital Realty Trust, Inc.
Real Estate

10%

MO
Altria Group, Inc.
Consumer Defensive

10%

OXY
Occidental Petroleum Corporation
Energy

20%

T
AT&T Inc.
Communication Services

15%

VZ
Verizon Communications Inc.
Communication Services

15%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.13%
15.60%
Márkó Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 29, 2004, corresponding to the inception date of DLR

Returns By Period

As of Jun 20, 2024, the Márkó Dividend returned 8.94% Year-To-Date and 8.79% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.37%16.79%25.03%13.26%10.85%
Márkó Dividend8.94%-1.21%9.13%19.32%12.47%8.78%
VZ
Verizon Communications Inc.
9.86%1.16%10.65%20.17%-2.00%2.82%
T
AT&T Inc.
11.11%4.52%13.06%23.88%1.71%3.63%
DLR
Digital Realty Trust, Inc.
13.00%4.53%12.73%48.48%7.77%14.47%
OXY
Occidental Petroleum Corporation
3.35%-2.94%2.10%8.02%5.99%-1.83%
CVX
Chevron Corporation
4.97%-4.15%3.89%3.13%8.92%5.83%
CAT
Caterpillar Inc.
10.88%-9.45%13.02%37.14%22.34%14.70%
MO
Altria Group, Inc.
16.02%-1.19%16.10%11.44%7.00%6.96%

Monthly Returns

The table below presents the monthly returns of Márkó Dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.86%1.96%5.37%-1.38%2.09%8.94%
20234.72%-6.54%0.82%-0.09%-6.94%5.94%1.99%1.37%-0.50%-3.18%4.54%1.98%3.20%
20228.86%3.86%12.45%-1.03%10.53%-11.27%4.22%-2.07%-11.58%16.78%3.23%-3.50%29.57%
20213.10%12.31%5.87%-0.10%0.14%2.56%-3.91%-0.24%0.03%5.86%-4.76%4.49%27.07%
2020-4.82%-10.41%-17.14%17.60%-5.30%7.82%-0.83%-1.39%-7.62%-3.59%22.55%3.29%-6.46%
20194.53%3.24%3.12%-3.20%-7.10%6.04%-0.18%-3.36%3.44%0.30%0.30%3.61%10.38%
20180.64%-9.27%0.23%4.39%2.07%0.75%2.73%-1.33%2.31%-7.30%3.93%-8.37%-10.05%
2017-1.15%0.51%-2.58%0.11%-0.22%-0.48%3.49%-1.17%5.62%-1.30%5.46%5.49%14.11%
20162.36%0.94%7.58%3.41%0.05%6.83%0.05%-2.12%-0.13%-2.21%3.34%4.85%27.31%
2015-1.48%2.37%-3.88%5.62%-1.69%-1.70%-3.33%-2.16%-3.81%11.43%-0.50%-1.47%-1.65%
2014-4.47%3.31%2.53%3.10%2.24%2.75%-0.14%2.44%-3.16%0.86%-2.67%-1.92%4.51%
20137.10%-0.33%0.57%6.47%-2.94%-0.94%0.52%-2.51%1.41%2.96%-0.39%2.16%14.43%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of Márkó Dividend is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Márkó Dividend is 3535
Márkó Dividend
The Sharpe Ratio Rank of Márkó Dividend is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of Márkó Dividend is 2525Sortino Ratio Rank
The Omega Ratio Rank of Márkó Dividend is 2626Omega Ratio Rank
The Calmar Ratio Rank of Márkó Dividend is 3737Calmar Ratio Rank
The Martin Ratio Rank of Márkó Dividend is 6060Martin 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.


Márkó Dividend
Sharpe ratio
The chart of Sharpe ratio for Márkó Dividend, currently valued at 1.28, compared to the broader market0.002.004.006.001.28
Sortino ratio
The chart of Sortino ratio for Márkó Dividend, currently valued at 1.89, compared to the broader market-2.000.002.004.006.001.89
Omega ratio
The chart of Omega ratio for Márkó Dividend, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for Márkó Dividend, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.001.20
Martin ratio
The chart of Martin ratio for Márkó Dividend, currently valued at 7.50, compared to the broader market0.0010.0020.0030.0040.0050.007.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
Verizon Communications Inc.
0.781.321.170.442.80
T
AT&T Inc.
0.871.431.180.523.73
DLR
Digital Realty Trust, Inc.
1.772.411.311.279.47
OXY
Occidental Petroleum Corporation
0.300.581.070.260.78
CVX
Chevron Corporation
0.080.241.030.070.19
CAT
Caterpillar Inc.
1.361.911.251.654.74
MO
Altria Group, Inc.
0.650.951.140.521.89

Sharpe Ratio

The current Márkó Dividend Sharpe ratio is 1.28. 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 1.41 to 2.40, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Márkó Dividend 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 Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.28
2.17
Márkó Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Márkó Dividend granted a 4.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Márkó Dividend4.35%4.57%4.36%4.55%5.61%5.22%5.10%4.06%4.15%5.00%4.41%4.12%
VZ
Verizon Communications Inc.
6.61%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
T
AT&T Inc.
6.15%6.62%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%6.78%
DLR
Digital Realty Trust, Inc.
3.26%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%6.35%
OXY
Occidental Petroleum Corporation
1.31%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%
CVX
Chevron Corporation
4.10%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
CAT
Caterpillar Inc.
1.60%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
MO
Altria Group, Inc.
8.75%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.88%
0
Márkó Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Márkó Dividend. 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 Márkó Dividend was 44.10%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current Márkó Dividend drawdown is 2.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.1%Oct 10, 2018364Mar 23, 2020222Feb 8, 2021586
-42.36%May 20, 2008130Nov 20, 2008453Sep 10, 2010583
-21.68%Jun 8, 202277Sep 27, 2022358Mar 1, 2024435
-18.98%Jul 24, 2014275Aug 25, 2015137Mar 11, 2016412
-18.1%May 2, 2011108Oct 3, 201163Jan 3, 2012171

Volatility

Volatility Chart

The current Márkó Dividend volatility is 3.90%, 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%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.90%
2.33%
Márkó Dividend
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.

DLRMOOXYVZCATTCVX
DLR1.000.260.220.300.310.290.24
MO0.261.000.250.380.320.400.33
OXY0.220.251.000.250.500.320.73
VZ0.300.380.251.000.340.680.34
CAT0.310.320.500.341.000.390.55
T0.290.400.320.680.391.000.39
CVX0.240.330.730.340.550.391.00
The correlation results are calculated based on daily price changes starting from Nov 1, 2004