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My Dividend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GPC 14.29%SJM 14.29%DE 14.29%PKG 14.29%EQIX 14.29%BHP 14.29%ELV 14.29%EquityEquity
PositionCategory/SectorWeight
BHP
BHP Group
Basic Materials
14.29%
DE
Deere & Company
Industrials
14.29%
ELV
Elevance Health Inc
Healthcare
14.29%
EQIX
Equinix, Inc.
Real Estate
14.29%
GPC
Genuine Parts Company
Consumer Cyclical
14.29%
PKG
Packaging Corporation of America
Consumer Cyclical
14.29%
SJM
The J. M. Smucker Company
Consumer Defensive
14.29%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My 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%15.00%MayJuneJulyAugustSeptemberOctober
2.14%
16.83%
My Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 30, 2001, corresponding to the inception date of ELV

Returns By Period

As of Oct 18, 2024, the My Dividend returned 5.75% Year-To-Date and 14.95% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.73%2.66%16.83%38.58%14.32%11.57%
My Dividend4.85%-1.00%2.14%17.67%14.84%14.50%
GPC
Genuine Parts Company
5.51%4.45%-10.99%14.42%9.58%7.39%
SJM
The J. M. Smucker Company
-1.05%2.52%5.56%11.99%5.70%4.67%
DE
Deere & Company
2.91%0.62%2.60%10.10%20.11%19.13%
PKG
Packaging Corporation of America
37.78%3.39%24.35%56.53%18.62%15.69%
EQIX
Equinix, Inc.
10.95%0.31%17.82%27.35%11.19%19.05%
BHP
BHP Group
-13.08%4.70%-1.01%8.25%11.41%7.12%
ELV
Elevance Health Inc
-9.62%-21.78%-20.18%-5.79%11.27%14.98%

Monthly Returns

The table below presents the monthly returns of My Dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.42%0.72%3.60%-5.33%1.16%-1.35%3.34%1.99%4.39%4.85%
20233.77%-4.28%1.92%-2.41%-5.76%7.37%4.34%-4.18%-4.32%-2.52%5.36%4.88%3.00%
20220.76%-0.88%8.10%-2.26%-1.11%-7.55%5.63%1.15%-7.44%9.94%10.89%-2.82%13.04%
2021-0.39%4.61%7.02%5.30%2.15%-1.79%2.75%-1.75%-6.13%5.36%-1.45%7.04%24.09%
2020-7.57%-4.79%-5.38%11.48%5.64%-0.33%5.40%6.93%0.10%-1.43%10.02%5.05%25.64%
201910.97%3.17%3.56%-1.58%-2.72%6.00%-0.75%-4.06%4.41%2.13%2.04%2.98%28.41%
20185.62%-6.22%-2.05%-0.98%0.61%1.09%3.85%-1.48%2.10%-5.90%3.77%-6.30%-6.62%
20177.18%0.34%-0.74%2.37%3.28%1.12%2.51%-1.20%1.64%2.24%6.59%2.85%31.69%
2016-4.65%0.84%8.89%4.69%-0.83%4.78%1.42%0.53%2.19%-1.48%5.53%1.09%24.72%
2015-2.33%8.22%-1.12%0.90%2.28%-4.16%1.61%-4.77%-4.36%6.83%-2.83%-0.99%-1.67%
2014-2.94%5.74%0.91%0.57%2.36%2.36%-2.53%2.18%-3.11%5.99%0.96%0.50%13.24%
20134.26%0.45%3.51%2.75%-0.16%-1.92%5.25%-2.12%3.24%1.20%0.80%3.25%22.18%

Expense Ratio

My 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

Risk-Adjusted Performance Rank

The current rank of My Dividend is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of My Dividend is 66
Combined Rank
The Sharpe Ratio Rank of My Dividend is 55Sharpe Ratio Rank
The Sortino Ratio Rank of My Dividend is 55Sortino Ratio Rank
The Omega Ratio Rank of My Dividend is 55Omega Ratio Rank
The Calmar Ratio Rank of My Dividend is 99Calmar Ratio Rank
The Martin Ratio Rank of My Dividend is 66Martin 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.


My Dividend
Sharpe ratio
The chart of Sharpe ratio for My Dividend, currently valued at 1.23, compared to the broader market0.002.004.001.23
Sortino ratio
The chart of Sortino ratio for My Dividend, currently valued at 1.82, compared to the broader market-2.000.002.004.006.001.82
Omega ratio
The chart of Omega ratio for My Dividend, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.802.001.22
Calmar ratio
The chart of Calmar ratio for My Dividend, currently valued at 1.15, compared to the broader market0.002.004.006.008.0010.0012.001.15
Martin ratio
The chart of Martin ratio for My Dividend, currently valued at 5.39, compared to the broader market0.0010.0020.0030.0040.0050.005.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.002.004.002.98
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.95, compared to the broader market-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.0012.002.60
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.43, compared to the broader market0.0010.0020.0030.0040.0050.0019.43

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GPC
Genuine Parts Company
0.591.091.130.421.42
SJM
The J. M. Smucker Company
0.500.871.100.341.14
DE
Deere & Company
0.370.671.080.381.23
PKG
Packaging Corporation of America
2.723.721.474.9315.97
EQIX
Equinix, Inc.
1.111.881.221.142.67
BHP
BHP Group
0.200.451.050.210.38
ELV
Elevance Health Inc
-0.34-0.300.95-0.31-1.71

Sharpe Ratio

The current My Dividend Sharpe ratio is 0.91. 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 2.19 to 3.02, 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 My Dividend 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 Ratio-0.500.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.23
2.98
My Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Dividend granted a 2.66% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Dividend2.66%2.64%3.22%3.07%2.31%3.16%2.93%2.21%2.22%4.09%2.73%2.05%
GPC
Genuine Parts Company
2.76%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
SJM
The J. M. Smucker Company
3.50%3.29%2.54%2.78%3.08%3.32%3.49%2.46%2.22%2.12%2.42%2.12%
DE
Deere & Company
1.44%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
PKG
Packaging Corporation of America
2.27%3.07%3.71%2.94%2.44%2.82%3.59%2.09%2.78%3.49%2.05%2.39%
EQIX
Equinix, Inc.
1.94%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
BHP
BHP Group
5.18%4.98%10.27%9.98%3.67%8.59%4.89%3.61%1.68%9.32%5.11%3.40%
ELV
Elevance Health Inc
1.51%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%1.62%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.90%
-0.18%
My Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My 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 My Dividend was 53.08%, occurring on Mar 2, 2009. Recovery took 215 trading sessions.

The current My Dividend drawdown is 3.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.08%Nov 1, 2007334Mar 2, 2009215Jan 6, 2010549
-32.35%Jan 21, 202044Mar 23, 202050Jun 3, 202094
-29.35%Dec 28, 2001302Mar 12, 200363Jun 11, 2003365
-21.12%Jul 8, 201122Aug 8, 2011113Jan 19, 2012135
-17.94%May 26, 2015182Feb 11, 201652Apr 27, 2016234

Volatility

Volatility Chart

The current My Dividend volatility is 3.52%, 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%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.52%
2.56%
My Dividend
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.

SJMEQIXELVBHPDEPKGGPC
SJM1.000.230.250.210.230.290.35
EQIX0.231.000.250.270.280.310.31
ELV0.250.251.000.270.300.320.35
BHP0.210.270.271.000.490.430.40
DE0.230.280.300.491.000.470.49
PKG0.290.310.320.430.471.000.49
GPC0.350.310.350.400.490.491.00
The correlation results are calculated based on daily price changes starting from Oct 31, 2001