Márkó Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Oct 29, 2004, corresponding to the inception date of DLR
Returns By Period
As of Jul 25, 2024, the Márkó Dividend returned 11.85% Year-To-Date and 8.78% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Márkó Dividend | 12.56% | 1.24% | 9.06% | 19.84% | 12.86% | 8.80% |
| Portfolio components: | ||||||
VZ Verizon Communications Inc. | 11.29% | -1.01% | -2.69% | 27.73% | -1.71% | 2.39% |
T AT&T Inc. | 19.89% | 3.82% | 14.49% | 41.30% | 0.67% | 2.40% |
DLR Digital Realty Trust, Inc. | 11.35% | 0.33% | 4.64% | 32.57% | 9.61% | 13.09% |
OXY Occidental Petroleum Corporation | 2.12% | -3.72% | 4.41% | -0.83% | 5.32% | -1.38% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.17% |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.82% | 15.77% |
MO Altria Group, Inc. | 28.96% | 7.42% | 29.41% | 19.40% | 8.46% | 8.40% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.86% | 1.96% | 5.36% | -1.38% | 2.11% | 0.74% | 12.56% | ||||||
| 2023 | 4.72% | -6.54% | 0.82% | -0.09% | -6.94% | 5.94% | 1.99% | 1.37% | -0.50% | -3.18% | 4.54% | 1.98% | 3.20% |
| 2022 | 8.75% | 3.87% | 12.46% | -1.03% | 10.53% | -11.27% | 4.22% | -2.07% | -11.58% | 16.78% | 3.23% | -3.50% | 29.47% |
| 2021 | 3.01% | 12.33% | 5.87% | -0.19% | 0.15% | 2.56% | -4.00% | -0.24% | 0.04% | 5.76% | -4.76% | 4.49% | 26.65% |
| 2020 | -4.88% | -10.41% | -17.14% | 17.51% | -5.31% | 7.83% | -0.92% | -1.40% | -7.62% | -3.68% | 22.56% | 3.30% | -6.75% |
| 2019 | 4.44% | 3.24% | 3.12% | -3.28% | -7.10% | 6.04% | -0.25% | -3.36% | 3.44% | 0.23% | 0.30% | 3.61% | 10.02% |
| 2018 | 0.57% | -9.27% | 0.24% | 4.33% | 2.07% | 0.75% | 2.65% | -1.34% | 2.31% | -7.36% | 3.94% | -8.37% | -10.30% |
| 2017 | -1.21% | 0.51% | -2.58% | 0.05% | -0.22% | -0.48% | 3.42% | -1.17% | 5.62% | -1.36% | 5.46% | 5.49% | 13.84% |
| 2016 | 2.29% | 0.94% | 7.58% | 3.35% | 0.04% | 6.83% | 0.00% | -2.12% | -0.13% | -2.27% | 3.34% | 4.84% | 27.00% |
| 2015 | -1.55% | 2.37% | -3.87% | 5.54% | -1.69% | -1.71% | -3.39% | -2.16% | -3.82% | 11.36% | -0.50% | -1.48% | -1.93% |
| 2014 | -4.53% | 3.32% | 2.52% | 3.03% | 2.24% | 2.75% | -0.20% | 2.44% | -3.17% | 0.79% | -2.67% | -1.92% | 4.25% |
| 2013 | 7.03% | -0.33% | 0.57% | 6.41% | -2.94% | -0.94% | 0.46% | -2.51% | 1.41% | 2.89% | -0.39% | 2.16% | 14.15% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Márkó Dividend is 42, 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VZ Verizon Communications Inc. | 1.13 | 1.83 | 1.23 | 0.61 | 5.71 |
T AT&T Inc. | 1.81 | 2.73 | 1.32 | 0.96 | 10.06 |
DLR Digital Realty Trust, Inc. | 1.00 | 1.50 | 1.19 | 0.87 | 5.24 |
OXY Occidental Petroleum Corporation | -0.14 | -0.05 | 0.99 | -0.13 | -0.36 |
CVX Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
CAT Caterpillar Inc. | 1.28 | 1.85 | 1.24 | 1.58 | 4.11 |
MO Altria Group, Inc. | 1.15 | 1.56 | 1.24 | 0.92 | 3.82 |
Dividends
Dividend yield
Márkó Dividend granted a 4.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Márkó Dividend | 4.20% | 4.57% | 4.26% | 4.14% | 5.26% | 4.96% | 4.76% | 3.81% | 3.93% | 4.74% | 4.14% | 3.87% |
| Portfolio components: | ||||||||||||
VZ Verizon Communications Inc. | 6.66% | 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. | 5.78% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
DLR Digital Realty Trust, Inc. | 3.31% | 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 | 1.32% | 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 | 3.99% | 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. | 1.54% | 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. | 7.87% | 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.
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 44.32%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The current Márkó Dividend drawdown is 3.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.32% | Oct 10, 2018 | 364 | Mar 23, 2020 | 224 | Feb 10, 2021 | 588 |
| -42.42% | May 20, 2008 | 130 | Nov 20, 2008 | 454 | Sep 13, 2010 | 584 |
| -21.68% | Jun 8, 2022 | 77 | Sep 27, 2022 | 358 | Mar 1, 2024 | 435 |
| -19.21% | Jul 24, 2014 | 275 | Aug 25, 2015 | 140 | Mar 16, 2016 | 415 |
| -18.16% | May 2, 2011 | 108 | Oct 3, 2011 | 63 | Jan 3, 2012 | 171 |
Volatility
Volatility Chart
The current Márkó Dividend volatility is 3.74%, 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.
Diversification
Asset Correlations Table
| DLR | MO | OXY | VZ | CAT | T | CVX | |
|---|---|---|---|---|---|---|---|
| DLR | 1.00 | 0.25 | 0.22 | 0.30 | 0.31 | 0.29 | 0.24 |
| MO | 0.25 | 1.00 | 0.25 | 0.38 | 0.32 | 0.40 | 0.33 |
| OXY | 0.22 | 0.25 | 1.00 | 0.25 | 0.50 | 0.32 | 0.73 |
| VZ | 0.30 | 0.38 | 0.25 | 1.00 | 0.34 | 0.68 | 0.34 |
| CAT | 0.31 | 0.32 | 0.50 | 0.34 | 1.00 | 0.39 | 0.55 |
| T | 0.29 | 0.40 | 0.32 | 0.68 | 0.39 | 1.00 | 0.39 |
| CVX | 0.24 | 0.33 | 0.73 | 0.34 | 0.55 | 0.39 | 1.00 |