DIVIDEND FOCUS
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
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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 May 11, 2025, the DIVIDEND FOCUS returned 23.32% Year-To-Date and 9.45% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.44% | 8.08% | -3.32% | 10.99% | 15.15% | 10.61% |
| DIVIDEND FOCUS | 17.29% | 8.45% | 11.00% | 15.10% | 14.04% | 6.74% |
| Portfolio components: | ||||||
SBMO.AS SBM Offshore NV | 27.63% | 17.15% | 17.39% | 48.72% | 17.03% | 8.42% |
SHELL.AS Shell plc | 6.43% | 7.98% | 0.12% | -7.77% | 19.26% | 5.39% |
HAL.AS HAL Trust | 11.47% | 3.97% | 8.41% | 1.97% | 2.71% | -0.62% |
NN.AS NN Group N.V. | 42.14% | 14.27% | 27.98% | 35.66% | 25.85% | 14.26% |
AGS.BR Ageas | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of DIVIDEND FOCUS, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.67% | 4.42% | 5.09% | 1.09% | 1.01% | 17.29% | |||||||
| 2024 | -1.59% | 3.86% | 7.11% | 0.07% | 1.43% | -0.69% | 3.43% | 4.48% | -1.75% | -1.07% | -2.04% | -3.02% | 10.12% |
| 2023 | 3.23% | -2.28% | -2.64% | 2.89% | -3.51% | 2.64% | 1.90% | 1.23% | -5.68% | -1.86% | 7.98% | 1.37% | 4.59% |
| 2022 | 3.71% | -2.56% | 3.27% | -2.74% | 5.38% | -9.79% | 2.01% | -2.72% | -6.72% | 6.51% | 7.57% | -1.98% | 0.30% |
| 2021 | -2.07% | 7.54% | 2.75% | 0.44% | 1.65% | -3.45% | 0.42% | 6.44% | 1.76% | -1.64% | -6.92% | 4.67% | 11.20% |
| 2020 | -4.89% | -5.44% | -15.53% | 1.94% | 5.44% | 3.86% | 0.62% | 3.57% | -4.79% | -3.26% | 19.34% | 1.66% | -1.25% |
| 2019 | 8.40% | 3.51% | -1.52% | 2.40% | -3.21% | 3.14% | 0.35% | -7.82% | 1.95% | 2.38% | 1.30% | 2.28% | 13.02% |
| 2018 | 4.56% | -4.39% | -2.97% | 4.93% | -3.38% | -1.53% | 2.80% | -0.42% | 4.36% | -4.41% | -4.04% | -6.05% | -10.84% |
| 2017 | 1.21% | -4.74% | 3.78% | 1.49% | 1.71% | 1.46% | 5.71% | -3.34% | 5.72% | -0.39% | 0.34% | 2.40% | 15.85% |
| 2016 | -3.14% | 0.45% | 4.67% | 7.18% | -5.82% | -1.93% | 2.50% | 4.73% | -0.45% | -0.05% | 0.60% | 4.82% | 13.56% |
| 2015 | -4.73% | 3.68% | 0.32% | 3.54% | 1.27% | -3.81% | 3.37% | -0.58% | -2.95% | 6.80% | 0.97% | -2.29% | 5.05% |
| 2014 | -3.99% | 2.83% | -2.33% | -6.42% | 5.33% | -4.58% | -9.32% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, DIVIDEND FOCUS is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SBMO.AS SBM Offshore NV | 1.39 | 2.36 | 1.31 | 2.41 | 9.84 |
SHELL.AS Shell plc | -0.30 | -0.27 | 0.96 | -0.34 | -0.83 |
HAL.AS HAL Trust | 0.15 | 0.36 | 1.04 | 0.08 | 0.43 |
NN.AS NN Group N.V. | 1.72 | 2.36 | 1.35 | 2.31 | 6.08 |
AGS.BR Ageas | — | — | — | — | — |
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Dividends
Dividend yield
DIVIDEND FOCUS provided a 3.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.48% | 3.84% | 4.44% | 3.77% | 3.18% | 4.14% | 3.21% | 2.96% | 2.76% | 3.21% | 2.78% | 2.24% |
| Portfolio components: | ||||||||||||
SBMO.AS SBM Offshore NV | 4.50% | 4.51% | 8.00% | 6.23% | 5.68% | 4.79% | 1.99% | 1.56% | 1.46% | 1.24% | 0.00% | 0.00% |
SHELL.AS Shell plc | 4.40% | 4.21% | 3.86% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% | 5.12% |
HAL.AS HAL Trust | 2.41% | 2.47% | 2.20% | 2.33% | 1.55% | 2.34% | 1.70% | 2.11% | 2.05% | 3.14% | 2.66% | 6.10% |
NN.AS NN Group N.V. | 6.10% | 7.99% | 8.14% | 6.71% | 5.04% | 7.88% | 5.91% | 4.89% | 4.35% | 5.13% | 3.16% | 0.00% |
AGS.BR Ageas | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 37.54%, occurring on Mar 18, 2020. Recovery took 238 trading sessions.
The current DIVIDEND FOCUS drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.54% | Jan 24, 2018 | 549 | Mar 18, 2020 | 238 | Feb 22, 2021 | 787 |
| -19.61% | Feb 10, 2022 | 161 | Sep 26, 2022 | 371 | Mar 7, 2024 | 532 |
| -16.52% | Jul 7, 2014 | 135 | Jan 14, 2015 | 322 | Apr 19, 2016 | 457 |
| -12.3% | Mar 28, 2025 | 9 | Apr 9, 2025 | — | — | — |
| -12.2% | May 2, 2016 | 48 | Jul 6, 2016 | 31 | Aug 18, 2016 | 79 |
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 indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AGS.BR | HAL.AS | NN.AS | SHELL.AS | SBMO.AS | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.25 | 0.26 | 0.25 | 0.26 | 0.31 |
| AGS.BR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| HAL.AS | 0.25 | 0.00 | 1.00 | 0.46 | 0.38 | 0.37 | 0.64 |
| NN.AS | 0.26 | 0.00 | 0.46 | 1.00 | 0.44 | 0.42 | 0.71 |
| SHELL.AS | 0.25 | 0.00 | 0.38 | 0.44 | 1.00 | 0.61 | 0.78 |
| SBMO.AS | 0.26 | 0.00 | 0.37 | 0.42 | 0.61 | 1.00 | 0.81 |
| Portfolio | 0.31 | 0.00 | 0.64 | 0.71 | 0.78 | 0.81 | 1.00 |