TR Dividend Portfolio
Tracking my dividend portfolio from different industries
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
INTC Intel Corporation | Technology | 69.6% |
DIS The Walt Disney Company | Communication Services | 16.9% |
BTI British American Tobacco p.l.c. | Consumer Defensive | 13.5% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
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 |
Dividend yield
TR Dividend Portfolio granted a 3.16% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TR Dividend Portfolio | 3.16% | 4.96% | 3.20% | 3.19% | 2.96% | 3.92% | 3.01% | 3.45% | 3.57% | 3.47% | 4.36% | 5.35% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2000 | 525 | Oct 8, 2002 | 2358 | Feb 17, 2012 | 2883 |
| -53.09% | Apr 12, 2021 | 380 | Oct 11, 2022 | — | — | — |
| -52% | Oct 6, 1987 | 15 | Oct 26, 1987 | 494 | Oct 9, 1989 | 509 |
| -36.83% | Jul 17, 1990 | 62 | Oct 11, 1990 | 99 | Mar 5, 1991 | 161 |
| -35.12% | Apr 28, 1986 | 70 | Aug 5, 1986 | 113 | Jan 15, 1987 | 183 |
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.