TR Dividend Portfolio
Tracking my dividend portfolio from different industries
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of BTI
Returns By Period
As of Dec 19, 2024, the TR Dividend Portfolio returned -41.19% Year-To-Date and -0.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.11% | -0.36% | 7.02% | 23.15% | 12.80% | 11.01% |
| TR Dividend Portfolio | -41.19% | -15.42% | -21.83% | -38.18% | -10.92% | -0.04% |
| Portfolio components: | ||||||
BTI British American Tobacco p.l.c. | 35.16% | 0.87% | 24.19% | 35.67% | 5.37% | 2.52% |
DIS The Walt Disney Company | 24.44% | -1.49% | 10.70% | 19.62% | -5.17% | 2.68% |
INTC Intel Corporation | -61.08% | -22.30% | -36.59% | -58.08% | -18.03% | -3.63% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -8.70% | 3.48% | 4.43% | -23.63% | 0.67% | -0.10% | 0.68% | -18.98% | 4.91% | -6.32% | 13.20% | -41.19% | |
| 2023 | 8.50% | -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% |
| 2021 | 6.48% | 8.76% | 4.91% | -7.34% | -0.35% | -1.22% | -3.35% | 1.50% | -2.79% | -5.77% | -2.29% | 6.21% | 3.33% |
| 2020 | 4.51% | -12.66% | -6.13% | 11.12% | 5.94% | -4.62% | -14.98% | 7.63% | 0.78% | -11.87% | 12.32% | 7.75% | -5.37% |
| 2019 | 1.99% | 9.78% | 2.81% | -0.35% | -10.99% | 7.27% | 4.70% | -4.78% | 5.89% | 6.24% | 6.60% | 2.65% | 34.43% |
| 2018 | 3.39% | -0.45% | 3.43% | -1.34% | 4.41% | -6.40% | 0.43% | -1.06% | -1.25% | -1.63% | 1.76% | -4.99% | -4.22% |
| 2017 | 3.37% | -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% |
| 2013 | 3.15% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TR Dividend Portfolio is 0, meaning it’s performing worse than 100% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BTI British American Tobacco p.l.c. | 2.19 | 3.14 | 1.41 | 1.00 | 8.80 |
DIS The Walt Disney Company | 0.81 | 1.32 | 1.19 | 0.37 | 1.28 |
INTC Intel Corporation | -1.11 | -1.66 | 0.77 | -0.82 | -1.39 |
Dividends
Dividend yield
TR Dividend Portfolio provided a 2.56% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.56% | 2.37% | 4.84% | 2.96% | 2.82% | 2.53% | 3.20% | 2.44% | 2.75% | 2.73% | 2.55% | 3.15% |
| Portfolio components: | ||||||||||||
BTI British American Tobacco p.l.c. | 7.90% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% | 4.04% |
DIS The Walt Disney Company | 0.85% | 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 | 1.94% | 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.
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 53.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.7% | Sep 1, 2000 | 525 | Oct 8, 2002 | 2358 | Feb 17, 2012 | 2883 |
| -56.67% | Apr 12, 2021 | 837 | Aug 7, 2024 | — | — | — |
| -52.01% | Oct 6, 1987 | 15 | Oct 26, 1987 | 494 | Oct 9, 1989 | 509 |
| -36.78% | Jul 17, 1990 | 62 | Oct 11, 1990 | 99 | Mar 5, 1991 | 161 |
| -35.09% | Apr 28, 1986 | 70 | Aug 5, 1986 | 113 | Jan 15, 1987 | 183 |
Volatility
Volatility Chart
The current TR Dividend Portfolio volatility is 8.28%, 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
| BTI | INTC | DIS | |
|---|---|---|---|
| BTI | 1.00 | 0.19 | 0.23 |
| INTC | 0.19 | 1.00 | 0.34 |
| DIS | 0.23 | 0.34 | 1.00 |