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BoA Dividend

Last updated Sep 30, 2023

Asset Allocation


GPC 16.67%UNH 16.67%GIS 16.67%NOC 16.67%PG 16.67%PKG 16.67%EquityEquity
PositionCategory/SectorWeight
GPC
Genuine Parts Company
Consumer Cyclical16.67%
UNH
UnitedHealth Group Incorporated
Healthcare16.67%
GIS
General Mills, Inc.
Consumer Defensive16.67%
NOC
Northrop Grumman Corporation
Industrials16.67%
PG
The Procter & Gamble Company
Consumer Defensive16.67%
PKG
Packaging Corporation of America
Consumer Cyclical16.67%

Performance

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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-5.40%
3.96%
BoA Dividend
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the BoA Dividend returned -6.89% Year-To-Date and 14.65% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%7.97%9.75%
BoA Dividend-0.95%-4.00%-6.89%6.24%13.73%14.71%
GPC
Genuine Parts Company
-5.49%-12.60%-15.25%-1.04%10.89%8.95%
UNH
UnitedHealth Group Incorporated
6.21%7.54%-3.80%1.30%15.12%23.32%
GIS
General Mills, Inc.
-5.42%-24.07%-22.12%-14.17%12.18%6.41%
NOC
Northrop Grumman Corporation
1.64%-3.83%-18.32%-4.93%8.46%18.57%
PG
The Procter & Gamble Company
-5.49%-0.67%-1.94%18.56%14.72%9.90%
PKG
Packaging Corporation of America
2.98%11.66%22.36%40.71%10.29%13.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.00%2.04%-6.63%3.58%2.12%-3.82%

Sharpe Ratio

The current BoA Dividend Sharpe ratio is 0.25. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.25

The Sharpe ratio of BoA Dividend is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.25
0.89
BoA Dividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

BoA Dividend granted a 2.48% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
BoA Dividend2.48%2.22%2.28%2.58%2.69%3.42%2.69%2.94%3.27%2.79%3.07%3.72%
GPC
Genuine Parts Company
2.59%2.10%2.44%3.37%3.18%3.43%3.35%3.34%3.57%2.77%3.40%4.21%
UNH
UnitedHealth Group Incorporated
1.40%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
GIS
General Mills, Inc.
3.45%2.56%3.18%3.66%4.11%5.89%3.99%3.80%3.90%4.05%3.94%4.48%
NOC
Northrop Grumman Corporation
1.64%1.25%1.63%1.95%1.59%2.07%1.39%1.67%1.86%2.12%2.44%3.85%
PG
The Procter & Gamble Company
2.54%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
PKG
Packaging Corporation of America
3.26%3.79%3.10%2.66%3.17%4.16%2.49%3.39%4.39%2.67%3.18%3.56%

Expense Ratio

The BoA Dividend 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GPC
Genuine Parts Company
-0.14
UNH
UnitedHealth Group Incorporated
-0.02
GIS
General Mills, Inc.
-0.88
NOC
Northrop Grumman Corporation
-0.31
PG
The Procter & Gamble Company
0.86
PKG
Packaging Corporation of America
1.49

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

UNHGISPKGNOCPGGPC
UNH1.000.260.290.310.300.35
GIS0.261.000.230.280.460.32
PKG0.290.231.000.310.280.46
NOC0.310.280.311.000.320.39
PG0.300.460.280.321.000.37
GPC0.350.320.460.390.371.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptember
-9.70%
-10.60%
BoA Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the BoA Dividend. 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 BoA Dividend is 48.36%, recorded on Mar 9, 2009. It took 407 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.36%Dec 11, 2007312Mar 9, 2009407Oct 18, 2010719
-29.43%Jan 17, 202045Mar 23, 202052Jun 5, 202097
-19.73%Jan 29, 2018229Dec 24, 2018113Jun 7, 2019342
-18.63%Jun 20, 200222Jul 22, 2002353Dec 12, 2003375
-17.55%Jul 7, 201125Aug 10, 2011102Jan 5, 2012127

Volatility Chart

The current BoA Dividend volatility is 2.64%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
2.64%
3.17%
BoA Dividend
Benchmark (^GSPC)
Portfolio components