BoA Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GIS General Mills, Inc. | Consumer Defensive | 16.67% |
GPC Genuine Parts Company | Consumer Cyclical | 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% |
UNH UnitedHealth Group Incorporated | Healthcare | 16.67% |
Performance
Performance Chart
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
The earliest data available for this chart is Jan 28, 2000, corresponding to the inception date of PKG
Returns By Period
As of Aug 31, 2024, the BoA Dividend returned 16.11% Year-To-Date and 14.75% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| BoA Dividend | 16.11% | 3.02% | 11.96% | 19.12% | 15.25% | 14.66% |
| Portfolio components: | ||||||
GPC Genuine Parts Company | 4.85% | 0.52% | -3.81% | -5.10% | 12.50% | 7.91% |
UNH UnitedHealth Group Incorporated | 13.02% | 0.06% | 23.49% | 25.86% | 22.99% | 22.93% |
GIS General Mills, Inc. | 14.04% | 4.34% | 14.35% | 13.20% | 9.42% | 6.55% |
NOC Northrop Grumman Corporation | 12.72% | 5.80% | 14.23% | 21.62% | 8.83% | 17.06% |
PG The Procter & Gamble Company | 19.27% | 0.86% | 8.85% | 13.83% | 9.55% | 10.54% |
PKG Packaging Corporation of America | 30.38% | 6.53% | 14.55% | 44.29% | 19.74% | 15.00% |
Monthly Returns
The table below presents the monthly returns of BoA Dividend, 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 | 0.70% | 2.76% | 4.16% | -0.92% | -1.49% | -1.81% | 7.61% | 16.11% | |||||
| 2023 | -4.51% | -0.42% | 2.00% | 2.04% | -6.63% | 3.58% | 2.12% | -3.81% | -0.55% | 1.42% | 2.92% | -1.18% | -3.56% |
| 2022 | -0.54% | 0.79% | 2.91% | 2.56% | -0.40% | -0.44% | 3.28% | -0.41% | -5.47% | 11.27% | 4.42% | -1.80% | 16.38% |
| 2021 | -4.58% | 0.47% | 9.64% | 5.64% | 2.83% | -2.91% | 1.85% | 0.80% | -2.70% | 5.35% | -2.00% | 10.52% | 26.36% |
| 2020 | -4.37% | -7.77% | -4.58% | 13.07% | 3.39% | -0.87% | 3.68% | 4.29% | -0.18% | -2.37% | 7.00% | 2.21% | 12.40% |
| 2019 | 9.87% | 2.31% | 3.27% | -0.58% | -1.96% | 5.66% | 3.19% | -0.45% | 3.11% | 1.73% | 3.17% | 1.77% | 35.24% |
| 2018 | 4.37% | -6.71% | -3.37% | -1.07% | 1.01% | 0.83% | 2.94% | 1.40% | -0.07% | -4.37% | 3.92% | -7.93% | -9.53% |
| 2017 | 2.79% | 1.58% | -1.71% | 2.28% | 1.57% | 2.36% | 0.35% | 0.89% | 2.94% | 0.08% | 5.62% | 1.38% | 21.87% |
| 2016 | -3.42% | 1.87% | 9.10% | 1.02% | 2.43% | 5.37% | 2.46% | 0.04% | -0.04% | -0.85% | 4.04% | -0.39% | 23.22% |
| 2015 | -1.96% | 4.94% | -0.60% | -4.80% | 2.06% | -1.31% | 4.21% | -5.18% | -1.31% | 8.24% | -1.30% | 0.00% | 2.14% |
| 2014 | -1.74% | 6.56% | 1.69% | -1.44% | 1.75% | 0.06% | -2.61% | 5.57% | -0.97% | 7.88% | 3.45% | 3.23% | 25.33% |
| 2013 | 3.52% | 3.90% | 6.77% | 3.31% | 2.14% | 1.81% | 8.39% | -2.68% | 2.03% | 4.71% | 3.59% | 0.63% | 44.95% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of BoA Dividend is 34, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GPC Genuine Parts Company | -0.22 | -0.13 | 0.98 | -0.18 | -0.55 |
UNH UnitedHealth Group Incorporated | 0.98 | 1.50 | 1.20 | 1.10 | 2.99 |
GIS General Mills, Inc. | 0.51 | 0.84 | 1.10 | 0.32 | 1.98 |
NOC Northrop Grumman Corporation | 1.02 | 1.72 | 1.23 | 0.98 | 3.79 |
PG The Procter & Gamble Company | 0.94 | 1.37 | 1.18 | 1.47 | 5.19 |
PKG Packaging Corporation of America | 2.32 | 3.20 | 1.40 | 4.27 | 13.47 |
Dividends
Dividend yield
BoA Dividend granted a 2.18% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BoA Dividend | 2.18% | 2.46% | 2.18% | 2.18% | 2.41% | 2.44% | 3.00% | 2.29% | 2.45% | 2.65% | 2.21% | 2.37% |
| Portfolio components: | ||||||||||||
GPC Genuine Parts Company | 2.72% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% | 2.58% |
UNH UnitedHealth Group Incorporated | 1.31% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
GIS General Mills, Inc. | 3.28% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
NOC Northrop Grumman Corporation | 1.11% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
PG The Procter & Gamble Company | 2.27% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
PKG Packaging Corporation of America | 2.39% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the BoA Dividend. 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 BoA Dividend was 48.36%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.
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 |
| -18.7% | Jun 20, 2002 | 22 | Jul 22, 2002 | 355 | Dec 16, 2003 | 377 |
| -17.55% | Jul 7, 2011 | 25 | Aug 10, 2011 | 102 | Jan 5, 2012 | 127 |
Volatility
Volatility Chart
The current BoA Dividend volatility is 3.04%, 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.
Diversification
Asset Correlations Table
| UNH | GIS | PKG | NOC | PG | GPC | |
|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.26 | 0.28 | 0.31 | 0.30 | 0.34 |
| GIS | 0.26 | 1.00 | 0.23 | 0.28 | 0.46 | 0.31 |
| PKG | 0.28 | 0.23 | 1.00 | 0.31 | 0.28 | 0.46 |
| NOC | 0.31 | 0.28 | 0.31 | 1.00 | 0.32 | 0.38 |
| PG | 0.30 | 0.46 | 0.28 | 0.32 | 1.00 | 0.37 |
| GPC | 0.34 | 0.31 | 0.46 | 0.38 | 0.37 | 1.00 |