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TR Dividend Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


INTC 69.6%DIS 16.9%BTI 13.5%EquityEquity
PositionCategory/SectorWeight
BTI
British American Tobacco p.l.c.
Consumer Defensive
13.50%
DIS
The Walt Disney Company
Communication Services
16.90%
INTC
Intel Corporation
Technology
69.60%

Performance

Performance Chart

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


-30.00%-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-16.04%
15.83%
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of BTI

Returns By Period

As of Oct 30, 2024, the TR Dividend Portfolio returned -36.73% Year-To-Date and 1.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
TR Dividend Portfolio-36.73%-3.79%-16.04%-17.01%-8.14%1.22%
BTI
British American Tobacco p.l.c.
25.88%-6.46%22.35%26.57%8.03%1.40%
DIS
The Walt Disney Company
6.96%0.12%-13.08%20.09%-5.60%1.43%
INTC
Intel Corporation
-53.82%-4.22%-24.06%-34.76%-14.36%-1.24%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.70%3.48%4.43%-23.63%0.67%-0.10%0.68%-18.98%4.91%-36.73%
20238.50%-9.08%20.23%-2.31%-3.47%5.36%5.27%-2.12%-0.08%1.31%19.29%8.02%58.40%
2022-2.89%0.04%0.80%-11.63%2.61%-13.48%-0.92%-6.34%-17.18%10.94%4.17%-10.50%-38.93%
20216.48%8.76%4.91%-7.34%-0.35%-1.22%-3.35%1.50%-2.79%-5.77%-2.29%6.21%3.33%
20204.51%-12.66%-6.13%11.12%5.94%-4.62%-14.98%7.63%0.78%-11.87%12.32%7.75%-5.37%
20191.99%9.78%2.81%-0.35%-10.99%7.27%4.70%-4.78%5.89%6.24%6.60%2.65%34.43%
20183.39%-0.45%3.43%-1.34%4.41%-6.40%0.43%-1.06%-1.25%-1.63%1.76%-4.99%-4.22%
20173.37%-0.23%1.25%0.83%0.13%-5.54%3.10%-1.57%5.80%13.85%0.29%3.41%26.27%
2016-8.35%-2.95%8.54%-3.15%2.72%3.30%4.00%2.20%3.83%-6.69%0.78%4.66%7.78%
2015-6.19%3.95%-4.97%4.29%4.96%-8.06%-1.04%-4.60%4.50%11.48%2.10%-2.34%2.28%
2014-6.07%4.95%3.51%2.64%3.97%9.23%6.56%3.69%-0.92%-1.11%7.82%-2.44%35.42%
20133.15%0.49%4.60%9.04%1.55%-0.94%-1.73%-4.84%4.49%6.47%-1.18%8.01%32.04%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of TR Dividend Portfolio is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TR Dividend Portfolio is 11
Combined Rank
The Sharpe Ratio Rank of TR Dividend Portfolio is 11Sharpe Ratio Rank
The Sortino Ratio Rank of TR Dividend Portfolio is 11Sortino Ratio Rank
The Omega Ratio Rank of TR Dividend Portfolio is 11Omega Ratio Rank
The Calmar Ratio Rank of TR Dividend Portfolio is 11Calmar Ratio Rank
The Martin Ratio Rank of TR Dividend Portfolio is 11Martin 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.


TR Dividend Portfolio
Sharpe ratio
The chart of Sharpe ratio for TR Dividend Portfolio, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47
Sortino ratio
The chart of Sortino ratio for TR Dividend Portfolio, currently valued at -0.41, compared to the broader market-2.000.002.004.006.00-0.41
Omega ratio
The chart of Omega ratio for TR Dividend Portfolio, currently valued at 0.94, compared to the broader market0.801.001.201.401.601.802.000.94
Calmar ratio
The chart of Calmar ratio for TR Dividend Portfolio, currently valued at -0.29, compared to the broader market0.005.0010.00-0.29
Martin ratio
The chart of Martin ratio for TR Dividend Portfolio, currently valued at -0.68, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTI
British American Tobacco p.l.c.
1.562.081.310.796.43
DIS
The Walt Disney Company
0.851.351.190.371.40
INTC
Intel Corporation
-0.70-0.720.89-0.50-0.96

Sharpe Ratio

The current TR Dividend Portfolio Sharpe ratio is -0.47. 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 2.49 to 3.44, 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 TR Dividend Portfolio 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-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.47
3.43
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TR Dividend Portfolio provided a 2.80% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
TR Dividend Portfolio2.80%2.37%4.84%2.96%2.82%2.53%3.20%2.44%2.75%2.73%2.55%3.15%
BTI
British American Tobacco p.l.c.
8.48%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.77%4.21%4.55%4.04%
DIS
The Walt Disney Company
0.78%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
INTC
Intel Corporation
2.18%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-50.43%
-0.54%
TR Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TR Dividend Portfolio. 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 TR Dividend Portfolio was 69.70%, occurring on Oct 8, 2002. Recovery took 2358 trading sessions.

The current TR Dividend Portfolio drawdown is 50.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.7%Sep 1, 2000525Oct 8, 20022358Feb 17, 20122883
-56.67%Apr 12, 2021837Aug 7, 2024
-52.01%Oct 6, 198715Oct 26, 1987494Oct 9, 1989509
-36.78%Jul 17, 199062Oct 11, 199099Mar 5, 1991161
-35.09%Apr 28, 198670Aug 5, 1986113Jan 15, 1987183

Volatility

Volatility Chart

The current TR Dividend Portfolio volatility is 6.24%, 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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
6.24%
2.71%
TR Dividend Portfolio
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.

BTIINTCDIS
BTI1.000.190.23
INTC0.191.000.34
DIS0.230.341.00
The correlation results are calculated based on daily price changes starting from Nov 6, 1984