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TR Dividend Portfolio

Last updated Sep 23, 2023

Tracking my dividend portfolio from different industries

Asset Allocation


INTC 69.6%DIS 16.9%BTI 13.5%EquityEquity
PositionCategory/SectorWeight
INTC
Intel Corporation
Technology69.6%
DIS
The Walt Disney Company
Communication Services16.9%
BTI
British American Tobacco p.l.c.
Consumer Defensive13.5%

Performance

The chart shows the growth of an initial investment of $10,000 in TR Dividend Portfolio, 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%20.00%AprilMayJuneJulyAugustSeptember
9.16%
8.61%
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the TR Dividend Portfolio returned 18.53% Year-To-Date and 6.67% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
TR Dividend Portfolio-0.17%9.02%18.53%12.88%-1.62%6.67%
BTI
British American Tobacco p.l.c.
2.24%-3.53%-13.26%-7.75%0.45%1.01%
DIS
The Walt Disney Company
-5.34%-13.64%-6.48%-20.47%-5.58%3.35%
INTC
Intel Corporation
0.59%17.31%31.91%25.88%-3.38%6.78%

Asset Correlations Table

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

BTIINTCDIS
BTI1.000.190.23
INTC0.191.000.34
DIS0.230.341.00

Sharpe Ratio

The current TR Dividend Portfolio Sharpe ratio is 0.36. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.36

The Sharpe ratio of TR Dividend Portfolio 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-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.36
0.81
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

TR Dividend Portfolio granted a 3.16% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
TR Dividend Portfolio3.16%4.96%3.20%3.19%2.96%3.92%3.01%3.45%3.57%3.47%4.36%5.35%
BTI
British American Tobacco p.l.c.
8.65%7.71%8.95%8.76%8.32%11.97%6.25%5.90%6.82%7.68%7.13%7.67%
DIS
The Walt Disney Company
0.00%0.00%0.00%0.00%1.22%1.59%1.55%1.49%1.38%1.31%1.22%1.66%
INTC
Intel Corporation
2.87%5.63%2.86%2.88%2.35%2.92%2.73%3.45%3.47%3.18%4.59%5.80%

Expense Ratio

The TR Dividend Portfolio 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
BTI
British American Tobacco p.l.c.
-0.38
DIS
The Walt Disney Company
-0.67
INTC
Intel Corporation
0.60

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-41.37%
-9.93%
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the TR Dividend Portfolio. 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 TR Dividend Portfolio is 69.70%, recorded on Oct 8, 2002. It took 2358 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.7%Sep 1, 2000525Oct 8, 20022358Feb 17, 20122883
-53.09%Apr 12, 2021380Oct 11, 2022
-52%Oct 6, 198715Oct 26, 1987494Oct 9, 1989509
-36.83%Jul 17, 199062Oct 11, 199099Mar 5, 1991161
-35.12%Apr 28, 198670Aug 5, 1986113Jan 15, 1987183

Volatility Chart

The current TR Dividend Portfolio volatility is 7.32%, 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%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.32%
3.41%
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components