Dividend bros

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dividend bros

Last updated May 17, 2024

Asset Allocation

Position	Category/Sector	Weight
AIRE.L Alternative Income REIT plc	Real Estate	16.67%
ARDGX Archer Dividend Growth Fund	Large Cap Value Equities	16.67%
BIBDX BlackRock Global Dividend Portfolio	Global Equities	16.67%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	16.67%
KCR.L KCR Residential Reit plc	Real Estate	16.67%
NRR.L NewRiver REIT plc	Real Estate	16.67%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend bros , 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

Dividend bros

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 6, 2017, corresponding to the inception date of AIRE.L

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.05%	4.86%	17.50%	27.37%	13.14%	10.90%
Dividend bros	0.82%	5.37%	7.33%	13.85%	0.01%	N/A
Portfolio components:
DGRO iShares Core Dividend Growth ETF	9.10%	5.74%	16.56%	20.21%	11.83%	N/A
AIRE.L Alternative Income REIT plc	0.25%	7.90%	11.77%	11.97%	4.44%	N/A
ARDGX Archer Dividend Growth Fund	7.32%	5.61%	15.91%	14.25%	6.25%	N/A
BIBDX BlackRock Global Dividend Portfolio	7.33%	6.17%	14.53%	16.09%	8.24%	6.44%
KCR.L KCR Residential Reit plc	-10.28%	1.95%	-7.94%	21.96%	-28.83%	N/A
NRR.L NewRiver REIT plc	-9.51%	5.05%	-6.84%	-2.73%	-14.83%	-7.11%

Monthly Returns

The table below presents the monthly returns of Dividend bros , 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	-1.35%	-0.32%	1.58%	-2.26%									0.82%
2023	5.69%	-5.48%	-1.43%	-1.16%	-1.63%	7.82%	0.71%	-2.37%	-3.74%	0.63%	6.89%	4.19%	9.49%
2022	0.18%	-1.21%	-2.20%	-7.21%	7.46%	-7.22%	4.06%	-3.79%	-11.34%	6.31%	8.97%	-4.58%	-12.16%
2021	-0.66%	5.58%	1.38%	4.66%	-0.02%	-3.97%	1.34%	5.94%	-2.45%	0.95%	-4.87%	5.82%	13.70%
2020	-2.06%	-9.39%	-23.12%	5.57%	-1.59%	0.97%	1.73%	6.43%	-9.99%	3.98%	12.00%	6.39%	-13.60%
2019	4.74%	2.42%	0.95%	-0.50%	-5.75%	0.02%	-2.72%	-2.37%	4.83%	5.47%	0.48%	3.48%	10.92%
2018	-2.39%	-4.80%	0.49%	0.68%	-0.63%	1.24%	0.48%	0.23%	-1.07%	-5.04%	-2.31%	-6.28%	-18.06%
2017						0.70%	0.03%	-1.34%	2.92%	3.64%	0.62%	1.54%	8.31%

Expense Ratio

Dividend bros has a high expense ratio of 0.34%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

DGRO

iShares Core Dividend Growth ETF

ARDGX

Archer Dividend Growth Fund

BIBDX

BlackRock Global Dividend Portfolio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend bros is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Dividend bros

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Dividend bros

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DGRO iShares Core Dividend Growth ETF	2.25	3.23	1.40	1.84	6.73
AIRE.L Alternative Income REIT plc	0.65	1.04	1.14	0.39	1.20
ARDGX Archer Dividend Growth Fund	1.44	2.10	1.26	0.96	3.93
BIBDX BlackRock Global Dividend Portfolio	1.82	2.63	1.33	1.37	5.41
KCR.L KCR Residential Reit plc	0.97	1.71	1.37	0.25	2.71
NRR.L NewRiver REIT plc	-0.02	0.17	1.02	-0.01	-0.04

Sharpe Ratio

The current Dividend bros Sharpe ratio is 1.48. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.83 to 2.69, 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 Dividend bros 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.

Dividend bros

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Dividend bros granted a 1.22% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Dividend bros	1.22%	1.30%	1.90%	3.67%	1.89%	2.20%	2.12%	1.93%	0.94%	0.89%	1.03%	0.44%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	2.28%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%	0.97%	0.00%
AIRE.L Alternative Income REIT plc	0.09%	0.09%	0.08%	0.07%	0.08%	0.08%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
ARDGX Archer Dividend Growth Fund	2.94%	3.18%	2.38%	1.93%	3.04%	2.85%	3.07%	2.66%	0.85%	0.00%	0.00%	0.00%
BIBDX BlackRock Global Dividend Portfolio	1.94%	2.00%	6.51%	18.01%	5.94%	7.97%	7.05%	6.82%	2.47%	2.76%	5.14%	2.60%
KCR.L KCR Residential Reit plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NRR.L NewRiver REIT plc	0.09%	0.08%	0.09%	0.08%	0.00%	0.11%	0.10%	0.07%	0.07%	0.07%	0.07%	0.05%

Drawdowns

Drawdowns Chart

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

Dividend bros

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend bros . 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 Dividend bros was 45.67%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Dividend bros drawdown is 13.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-45.67%	Jan 3, 2018	571	Mar 23, 2020	—	—	—
-3.39%	Jul 17, 2017	24	Aug 17, 2017	16	Sep 8, 2017	40
-1.44%	Nov 23, 2017	2	Nov 24, 2017	1	Nov 27, 2017	3
-1.34%	Sep 18, 2017	15	Oct 6, 2017	8	Oct 18, 2017	23
-1.19%	Jul 3, 2017	7	Jul 11, 2017	3	Jul 14, 2017	10

Volatility

Volatility Chart

The current Dividend bros volatility is 1.46%, 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.

Dividend bros

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.

	NRR.L	AIRE.L	KCR.L	ARDGX	DGRO	BIBDX
NRR.L	1.00	0.30	0.35	0.24	0.22	0.27
AIRE.L	0.30	1.00	0.52	0.23	0.21	0.27
KCR.L	0.35	0.52	1.00	0.22	0.22	0.30
ARDGX	0.24	0.23	0.22	1.00	0.91	0.82
DGRO	0.22	0.21	0.22	0.91	1.00	0.88
BIBDX	0.27	0.27	0.30	0.82	0.88	1.00