Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGS.BR Ageas | Financial Services | 20% |
HAL.AS HAL Trust | Financial Services | 20% |
NN.AS NN Group N.V. | Financial Services | 20% |
SBMO.AS SBM Offshore NV | Energy | 20% |
SHELL.AS Shell plc | Energy | 20% |
Performance
Performance Chart
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 Every 3 months.
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The earliest data available for this chart is Jul 2, 2014, corresponding to the inception date of NN.AS
Returns By Period
As of Apr 4, 2026, the DIVIDEND FOCUS returned 20.06% Year-To-Date and 13.61% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio DIVIDEND FOCUS | 1.24% | 7.45% | 20.06% | 28.81% | 67.73% | 31.57% | 17.52% | 13.61% |
| Portfolio components: | ||||||||
SBMO.AS SBM Offshore NV | 2.33% | 12.21% | 42.28% | 62.47% | 109.07% | 48.10% | 24.15% | 17.64% |
SHELL.AS Shell plc | 2.28% | 12.88% | 27.96% | 30.75% | 50.71% | 20.72% | 23.56% | 12.33% |
HAL.AS HAL Trust | 1.35% | -1.51% | 18.26% | 22.27% | 55.87% | 16.18% | 4.65% | 2.05% |
NN.AS NN Group N.V. | 0.02% | 4.20% | 4.02% | 15.50% | 60.55% | 40.13% | 17.92% | 16.31% |
AGS.BR Ageas | 0.34% | 5.79% | 6.54% | 12.78% | 31.30% | 28.85% | 12.13% | 13.64% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 3, 2014, DIVIDEND FOCUS's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +22.6%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DIVIDEND FOCUS closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +13.8%, while the worst single day was Mar 12, 2020 at -13.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.54% | 7.86% | 1.41% | 1.12% | 20.06% | ||||||||
| 2025 | 5.86% | 5.56% | 6.84% | 2.08% | 5.82% | 8.22% | 0.42% | 4.92% | -1.32% | -0.40% | 4.49% | 2.98% | 55.50% |
| 2024 | -1.64% | 3.42% | 8.90% | -0.02% | 2.96% | -1.55% | 4.37% | 5.91% | -0.94% | -1.53% | -2.69% | -3.16% | 14.09% |
| 2023 | 5.19% | -3.76% | -3.47% | 3.48% | -4.89% | 2.99% | 2.83% | -0.02% | -4.98% | -2.54% | 10.41% | 1.59% | 5.79% |
| 2022 | 2.09% | -2.46% | 4.20% | -3.66% | 6.26% | -11.14% | 1.73% | -3.88% | -8.82% | 6.05% | 10.41% | 0.23% | -1.22% |
| 2021 | -2.78% | 9.43% | 3.98% | 0.75% | 3.35% | -5.66% | -0.57% | 5.30% | 1.98% | -1.86% | -5.46% | 4.52% | 12.52% |
Benchmark Metrics
DIVIDEND FOCUS has an annualized alpha of 5.65%, beta of 0.53, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since July 03, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.97%) than losses (74.08%) — typical of diversified or defensive assets.
- Beta of 0.53 may look defensive, but with R² of 0.21 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.21 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.65%
- Beta
- 0.53
- R²
- 0.21
- Upside Capture
- 75.97%
- Downside Capture
- 74.08%
Expense Ratio
DIVIDEND FOCUS has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
DIVIDEND FOCUS ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.33 | 0.88 | +2.45 |
Sortino ratioReturn per unit of downside risk | 3.93 | 1.37 | +2.56 |
Omega ratioGain probability vs. loss probability | 1.67 | 1.21 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 15.65 | 1.39 | +14.26 |
Martin ratioReturn relative to average drawdown | 46.30 | 6.43 | +39.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SBMO.AS SBM Offshore NV | 98 | 3.56 | 3.98 | 1.59 | 12.75 | 32.98 |
SHELL.AS Shell plc | 86 | 1.49 | 1.87 | 1.29 | 6.20 | 23.26 |
HAL.AS HAL Trust | 96 | 2.87 | 3.94 | 1.52 | 8.04 | 18.18 |
NN.AS NN Group N.V. | 94 | 2.42 | 3.04 | 1.44 | 7.40 | 22.28 |
AGS.BR Ageas | 84 | 1.52 | 2.12 | 1.28 | 4.62 | 9.77 |
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Dividends
Dividend yield
DIVIDEND FOCUS provided a 3.53% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.53% | 4.16% | 5.22% | 5.97% | 5.83% | 4.34% | 5.07% | 4.05% | 4.04% | 3.80% | 4.09% | 3.50% |
| Portfolio components: | ||||||||||||
SBMO.AS SBM Offshore NV | 2.40% | 3.47% | 4.51% | 8.00% | 6.23% | 5.68% | 4.79% | 1.99% | 1.56% | 1.46% | 1.24% | 0.00% |
SHELL.AS Shell plc | 3.07% | 4.01% | 4.18% | 3.84% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% |
HAL.AS HAL Trust | 1.70% | 2.05% | 2.47% | 2.24% | 2.38% | 1.57% | 2.40% | 1.73% | 2.15% | 2.09% | 3.14% | 2.66% |
NN.AS NN Group N.V. | 5.09% | 5.38% | 7.99% | 8.14% | 6.71% | 5.04% | 6.36% | 5.91% | 4.89% | 4.35% | 5.13% | 3.16% |
AGS.BR Ageas | 5.40% | 5.85% | 6.93% | 7.63% | 10.26% | 5.82% | 6.08% | 4.18% | 5.34% | 5.16% | 4.39% | 3.60% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DIVIDEND FOCUS. 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 DIVIDEND FOCUS was 45.81%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.81% | Sep 26, 2018 | 380 | Mar 23, 2020 | 202 | Jan 6, 2021 | 582 |
| -24.39% | Feb 10, 2022 | 161 | Sep 26, 2022 | 371 | Mar 7, 2024 | 532 |
| -19.76% | Jul 4, 2014 | 178 | Mar 13, 2015 | 147 | Oct 9, 2015 | 325 |
| -14.99% | Oct 22, 2015 | 79 | Feb 11, 2016 | 42 | Apr 13, 2016 | 121 |
| -14.5% | May 3, 2016 | 47 | Jul 6, 2016 | 65 | Oct 5, 2016 | 112 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | HAL.AS | SHELL.AS | SBMO.AS | NN.AS | AGS.BR | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.29 | 0.30 | 0.30 | 0.31 | 0.31 | 0.38 |
| HAL.AS | 0.29 | 1.00 | 0.37 | 0.39 | 0.44 | 0.45 | 0.65 |
| SHELL.AS | 0.30 | 0.37 | 1.00 | 0.61 | 0.40 | 0.41 | 0.74 |
| SBMO.AS | 0.30 | 0.39 | 0.61 | 1.00 | 0.40 | 0.39 | 0.78 |
| NN.AS | 0.31 | 0.44 | 0.40 | 0.40 | 1.00 | 0.65 | 0.73 |
| AGS.BR | 0.31 | 0.45 | 0.41 | 0.39 | 0.65 | 1.00 | 0.73 |
| Portfolio | 0.38 | 0.65 | 0.74 | 0.78 | 0.73 | 0.73 | 1.00 |