DIVIDEND FOCUS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SBMO.AS SBM Offshore NV | Energy | 20% |
SHELL.AS Shell plc | Energy | 20% |
HAL.AS HAL Trust | Financial Services | 20% |
NN.AS NN Group N.V. | Financial Services | 20% |
AGS.BR Ageas | Financial Services | 20% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.42% | 14.59% | 16.08% | 7.85% | 8.54% |
| DIVIDEND FOCUS | 3.67% | 7.45% | 3.07% | 13.17% | 1.68% | 4.82% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| HAL.AS | SBMO.AS | SHELL.AS | NN.AS | AGS.BR | |
|---|---|---|---|---|---|
| HAL.AS | 1.00 | 0.39 | 0.38 | 0.45 | 0.46 |
| SBMO.AS | 0.39 | 1.00 | 0.63 | 0.43 | 0.42 |
| SHELL.AS | 0.38 | 0.63 | 1.00 | 0.44 | 0.46 |
| NN.AS | 0.45 | 0.43 | 0.44 | 1.00 | 0.64 |
| AGS.BR | 0.46 | 0.42 | 0.46 | 0.64 | 1.00 |
Dividend yield
DIVIDEND FOCUS granted a 5.72% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DIVIDEND FOCUS | 5.72% | 6.08% | 4.80% | 6.18% | 4.92% | 5.10% | 5.00% | 5.62% | 5.09% | 4.50% | 5.72% | 3.87% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2018 | 380 | Mar 23, 2020 | 202 | Jan 6, 2021 | 582 |
| -24.69% | Feb 10, 2022 | 161 | Sep 26, 2022 | — | — | — |
| -19.72% | Jul 4, 2014 | 178 | Mar 13, 2015 | 147 | Oct 9, 2015 | 325 |
| -14.98% | Oct 22, 2015 | 79 | Feb 11, 2016 | 42 | Apr 13, 2016 | 121 |
| -14.74% | May 3, 2016 | 47 | Jul 6, 2016 | 67 | Oct 7, 2016 | 114 |
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.