BoA Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GPC Genuine Parts Company | Consumer Cyclical | 16.67% |
UNH UnitedHealth Group Incorporated | Healthcare | 16.67% |
GIS General Mills, Inc. | Consumer Defensive | 16.67% |
NOC Northrop Grumman Corporation | Industrials | 16.67% |
PG The Procter & Gamble Company | Consumer Defensive | 16.67% |
PKG Packaging Corporation of America | Consumer Cyclical | 16.67% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.00% | 2.04% | -6.63% | 3.58% | 2.12% | -3.82% |
Dividend yield
BoA Dividend granted a 2.48% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BoA Dividend | 2.48% | 2.22% | 2.28% | 2.58% | 2.69% | 3.42% | 2.69% | 2.94% | 3.27% | 2.79% | 3.07% | 3.72% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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
| UNH | GIS | PKG | NOC | PG | GPC | |
|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.26 | 0.29 | 0.31 | 0.30 | 0.35 |
| GIS | 0.26 | 1.00 | 0.23 | 0.28 | 0.46 | 0.32 |
| PKG | 0.29 | 0.23 | 1.00 | 0.31 | 0.28 | 0.46 |
| NOC | 0.31 | 0.28 | 0.31 | 1.00 | 0.32 | 0.39 |
| PG | 0.30 | 0.46 | 0.28 | 0.32 | 1.00 | 0.37 |
| GPC | 0.35 | 0.32 | 0.46 | 0.39 | 0.37 | 1.00 |
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 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, 2007 | 312 | Mar 9, 2009 | 407 | Oct 18, 2010 | 719 |
| -29.43% | Jan 17, 2020 | 45 | Mar 23, 2020 | 52 | Jun 5, 2020 | 97 |
| -19.73% | Jan 29, 2018 | 229 | Dec 24, 2018 | 113 | Jun 7, 2019 | 342 |
| -18.63% | Jun 20, 2002 | 22 | Jul 22, 2002 | 353 | Dec 12, 2003 | 375 |
| -17.55% | Jul 7, 2011 | 25 | Aug 10, 2011 | 102 | Jan 5, 2012 | 127 |
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.