PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Dividend bros
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DGRO 16.67%AIRE.L 16.67%ARDGX 16.67%BIBDX 16.67%KCR.L 16.67%NRR.L 16.67%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%50.00%100.00%FebruaryMarchAprilMayJuneJuly
-2.55%
123.40%
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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
Dividend bros 4.78%5.38%6.83%10.14%1.57%N/A
DGRO
iShares Core Dividend Growth ETF
10.75%1.41%9.97%13.55%10.88%11.57%
AIRE.L
Alternative Income REIT plc
3.68%4.47%9.88%23.99%6.07%N/A
ARDGX
Archer Dividend Growth Fund
9.16%3.17%9.84%10.37%6.18%N/A
BIBDX
BlackRock Global Dividend Portfolio
8.07%0.21%8.62%11.59%7.51%6.46%
KCR.L
KCR Residential Reit plc
-8.75%7.78%-8.71%-5.22%-27.67%N/A
NRR.L
NewRiver REIT plc
4.13%15.64%10.06%4.32%-7.49%-5.75%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.35%-0.32%1.58%-2.26%1.54%0.00%4.78%
20235.69%-5.48%-1.43%-1.16%-1.63%7.82%0.71%-2.37%-3.74%0.63%6.89%4.19%9.49%
20220.18%-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%
20194.74%2.42%0.95%-0.50%-5.75%0.02%-2.72%-2.37%4.83%5.46%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%
20170.70%0.03%-1.34%2.92%3.64%0.62%1.54%8.31%

Expense Ratio

Dividend bros features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for ARDGX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%
Expense ratio chart for BIBDX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend bros is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Dividend bros is 2525
Dividend bros
The Sharpe Ratio Rank of Dividend bros is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend bros is 2929Sortino Ratio Rank
The Omega Ratio Rank of Dividend bros is 3232Omega Ratio Rank
The Calmar Ratio Rank of Dividend bros is 1212Calmar Ratio Rank
The Martin Ratio Rank of Dividend bros is 2828Martin 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
Sharpe ratio
The chart of Sharpe ratio for Dividend bros , currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for Dividend bros , currently valued at 1.81, compared to the broader market-2.000.002.004.006.001.81
Omega ratio
The chart of Omega ratio for Dividend bros , currently valued at 1.23, compared to the broader market0.801.001.201.401.601.23
Calmar ratio
The chart of Calmar ratio for Dividend bros , currently valued at 0.45, compared to the broader market0.002.004.006.008.000.45
Martin ratio
The chart of Martin ratio for Dividend bros , currently valued at 3.90, compared to the broader market0.0010.0020.0030.0040.003.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGRO
iShares Core Dividend Growth ETF
1.442.091.261.174.93
AIRE.L
Alternative Income REIT plc
1.331.911.290.843.71
ARDGX
Archer Dividend Growth Fund
1.011.501.180.672.98
BIBDX
BlackRock Global Dividend Portfolio
1.161.691.210.874.35
KCR.L
KCR Residential Reit plc
-0.22-0.170.96-0.05-0.39
NRR.L
NewRiver REIT plc
0.350.741.090.120.88

Sharpe Ratio

The current Dividend bros Sharpe ratio is 1.18. 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 1.23 to 1.94, 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.18
1.66
Dividend bros
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend bros granted a 1.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend bros 1.16%1.30%1.90%3.67%1.89%2.19%2.11%1.93%0.94%0.89%1.03%0.44%
DGRO
iShares Core Dividend Growth ETF
2.31%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%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARDGX
Archer Dividend Growth Fund
2.83%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
1.65%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
0.08%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.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-10.13%
-4.24%
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 10.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.67%Jan 3, 2018571Mar 23, 2020
-3.39%Jul 17, 201724Aug 17, 201716Sep 8, 201740
-1.44%Nov 23, 20172Nov 24, 20171Nov 27, 20173
-1.34%Sep 18, 201715Oct 6, 20178Oct 18, 201723
-1.19%Jul 3, 20177Jul 11, 20173Jul 14, 201710

Volatility

Volatility Chart

The current Dividend bros volatility is 2.29%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.29%
3.80%
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.LAIRE.LKCR.LARDGXDGROBIBDX
NRR.L1.000.300.350.240.220.27
AIRE.L0.301.000.510.230.210.27
KCR.L0.350.511.000.220.210.29
ARDGX0.240.230.221.000.910.82
DGRO0.220.210.210.911.000.88
BIBDX0.270.270.290.820.881.00
The correlation results are calculated based on daily price changes starting from Jun 7, 2017