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DIVIDEND FOCUS

Last updated Sep 21, 2023

Asset Allocation


SBMO.AS 20%SHELL.AS 20%HAL.AS 20%NN.AS 20%AGS.BR 20%EquityEquity
PositionCategory/SectorWeight
SBMO.AS
SBM Offshore NV
Energy20%
SHELL.AS
Shell plc
Energy20%
HAL.AS
HAL Trust
Financial Services20%
NN.AS
NN Group N.V.
Financial Services20%
AGS.BR
Ageas
Financial Services20%

Performance

The chart shows the growth of an initial investment of $10,000 in DIVIDEND FOCUS, 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%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.42%
10.79%
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the DIVIDEND FOCUS returned 3.07% Year-To-Date and 4.82% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.42%14.59%16.08%7.85%8.54%
DIVIDEND FOCUS3.67%7.45%3.07%13.17%1.68%4.82%
SBMO.AS
SBM Offshore NV
-3.11%7.26%-3.97%11.31%-0.12%1.93%
SHELL.AS
Shell plc
5.93%17.60%17.72%27.70%3.86%2.71%
HAL.AS
HAL Trust
-0.16%-6.24%-1.48%9.19%-5.13%-0.62%
NN.AS
NN Group N.V.
7.21%15.77%2.67%2.95%3.59%9.18%
AGS.BR
Ageas
8.44%3.26%-0.76%12.13%-0.27%4.72%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

HAL.ASSBMO.ASSHELL.ASNN.ASAGS.BR
HAL.AS1.000.390.380.450.46
SBMO.AS0.391.000.630.430.42
SHELL.AS0.380.631.000.440.46
NN.AS0.450.430.441.000.64
AGS.BR0.460.420.460.641.00

Sharpe Ratio

The current DIVIDEND FOCUS Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.21

The Sharpe ratio of DIVIDEND FOCUS lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.21
1.20
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components

Dividend yield

DIVIDEND FOCUS granted a 5.72% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
DIVIDEND FOCUS5.72%6.08%4.80%6.18%4.92%5.10%5.00%5.62%5.09%4.50%5.72%3.87%
SBMO.AS
SBM Offshore NV
7.60%6.72%6.52%5.77%2.56%2.05%1.95%1.67%0.00%0.00%0.00%0.00%
SHELL.AS
Shell plc
3.57%3.67%3.85%6.35%7.49%7.73%7.82%9.18%12.23%8.27%8.79%9.25%
HAL.AS
HAL Trust
2.15%2.42%1.63%2.53%1.87%2.36%2.34%3.66%3.19%7.46%9.29%4.38%
NN.AS
NN Group N.V.
7.80%7.08%5.58%9.30%7.66%6.71%6.25%7.74%5.03%0.00%0.00%0.00%
AGS.BR
Ageas
7.46%10.54%6.41%6.93%5.03%6.67%6.65%5.84%5.00%6.79%10.53%5.71%

Expense Ratio

The DIVIDEND FOCUS 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
SBMO.AS
SBM Offshore NV
0.42
SHELL.AS
Shell plc
1.11
HAL.AS
HAL Trust
0.35
NN.AS
NN Group N.V.
-0.08
AGS.BR
Ageas
0.43

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-6.92%
-8.26%
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the DIVIDEND FOCUS. 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 DIVIDEND FOCUS is 46.05%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.05%Sep 26, 2018380Mar 23, 2020202Jan 6, 2021582
-24.69%Feb 10, 2022161Sep 26, 2022
-19.72%Jul 4, 2014178Mar 13, 2015147Oct 9, 2015325
-14.98%Oct 22, 201579Feb 11, 201642Apr 13, 2016121
-14.74%May 3, 201647Jul 6, 201667Oct 7, 2016114

Volatility Chart

The current DIVIDEND FOCUS volatility is 4.39%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.39%
3.27%
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components