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DIVIDEND FOCUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SBMO.AS 20%SHELL.AS 20%HAL.AS 20%NN.AS 20%AGS.BR 20%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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 Quarterly


60.00%80.00%100.00%120.00%140.00%160.00%180.00%FebruaryMarchAprilMayJuneJuly
97.38%
183.00%
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 2, 2014, corresponding to the inception date of NN.AS

Returns By Period

As of Jul 17, 2024, the DIVIDEND FOCUS returned 15.40% Year-To-Date and 7.05% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
DIVIDEND FOCUS16.11%4.90%18.89%20.03%6.18%7.10%
SBMO.AS
SBM Offshore NV
21.18%6.92%25.35%12.92%1.21%4.62%
SHELL.AS
Shell plc
13.52%4.45%22.45%22.54%7.31%4.18%
HAL.AS
HAL Trust
0.60%2.35%1.71%-0.41%-0.61%1.28%
NN.AS
NN Group N.V.
31.90%9.05%28.69%41.54%12.12%11.37%
AGS.BR
Ageas
13.55%1.72%16.45%22.21%4.11%7.85%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.64%3.42%8.94%-0.03%2.91%-1.47%16.11%
20235.18%-3.74%-3.54%3.54%-4.43%2.98%2.79%-0.01%-5.00%-2.49%10.41%1.56%6.26%
20222.23%-2.44%4.18%-3.65%6.72%-11.15%1.67%-3.76%-8.88%6.13%10.35%0.26%-0.63%
2021-2.73%9.44%3.92%0.78%3.70%-5.68%-0.53%5.27%2.03%-1.91%-5.48%4.40%12.77%
2020-6.60%-11.04%-14.97%-1.64%2.00%7.97%1.18%7.02%-5.56%-1.86%22.64%4.26%-1.79%
20195.50%4.74%-0.82%3.21%-4.19%5.41%0.92%-7.58%2.21%3.27%1.65%2.16%16.79%
20186.24%-4.33%-2.99%6.50%-3.44%-1.70%4.09%-1.75%5.12%-6.05%-4.49%-4.18%-7.87%
20173.28%-7.04%3.89%2.51%3.56%0.87%8.67%-2.55%5.65%0.25%0.50%1.57%22.26%
2016-4.04%-2.21%5.98%5.93%-3.58%-4.81%1.89%5.33%0.97%-0.65%1.00%6.38%11.86%
2015-6.02%5.15%-0.18%5.01%0.98%-1.60%4.56%-1.79%-2.29%8.51%0.17%-1.12%11.00%
2014-6.44%2.21%-2.88%-4.88%4.68%-3.76%-11.00%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of DIVIDEND FOCUS is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DIVIDEND FOCUS is 2727
DIVIDEND FOCUS
The Sharpe Ratio Rank of DIVIDEND FOCUS is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of DIVIDEND FOCUS is 2121Sortino Ratio Rank
The Omega Ratio Rank of DIVIDEND FOCUS is 2222Omega Ratio Rank
The Calmar Ratio Rank of DIVIDEND FOCUS is 3636Calmar Ratio Rank
The Martin Ratio Rank of DIVIDEND FOCUS is 3333Martin 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.


DIVIDEND FOCUS
Sharpe ratio
The chart of Sharpe ratio for DIVIDEND FOCUS, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.005.001.38
Sortino ratio
The chart of Sortino ratio for DIVIDEND FOCUS, currently valued at 1.99, compared to the broader market-2.000.002.004.006.001.99
Omega ratio
The chart of Omega ratio for DIVIDEND FOCUS, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for DIVIDEND FOCUS, currently valued at 1.34, compared to the broader market0.002.004.006.008.0010.001.34
Martin ratio
The chart of Martin ratio for DIVIDEND FOCUS, currently valued at 5.52, compared to the broader market0.0010.0020.0030.0040.005.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SBMO.AS
SBM Offshore NV
0.530.901.110.431.20
SHELL.AS
Shell plc
1.301.891.232.125.67
HAL.AS
HAL Trust
-0.040.071.01-0.02-0.11
NN.AS
NN Group N.V.
1.391.801.391.015.16
AGS.BR
Ageas
1.051.561.200.774.75

Sharpe Ratio

The current DIVIDEND FOCUS Sharpe ratio is 1.37. 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 1.63 to 2.48, 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 DIVIDEND FOCUS 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-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.38
2.10
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DIVIDEND FOCUS granted a 5.22% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
DIVIDEND FOCUS5.22%5.97%5.83%4.35%5.39%4.07%4.07%3.85%4.18%3.59%3.38%4.08%
SBMO.AS
SBM Offshore NV
5.30%8.00%6.23%5.68%4.79%1.99%1.56%1.46%1.24%0.00%0.00%0.00%
SHELL.AS
Shell plc
3.71%3.86%3.56%3.61%5.72%6.43%6.24%5.96%6.55%8.08%5.12%5.18%
HAL.AS
HAL Trust
2.52%2.20%2.38%1.61%2.48%1.84%2.33%2.31%3.61%3.06%7.03%8.12%
NN.AS
NN Group N.V.
7.05%8.14%6.71%5.04%7.88%5.91%4.89%4.35%5.13%3.16%0.00%0.00%
AGS.BR
Ageas
7.50%7.63%10.26%5.82%6.08%4.18%5.34%5.16%4.39%3.62%4.74%7.11%

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-1.39%
DIVIDEND FOCUS
Benchmark (^GSPC)
Portfolio components

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 45.64%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current DIVIDEND FOCUS drawdown is 0.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.64%Sep 26, 2018380Mar 23, 2020201Jan 5, 2021581
-24.09%Feb 10, 2022161Sep 26, 2022371Mar 7, 2024532
-19.72%Jul 4, 2014178Mar 13, 2015147Oct 9, 2015325
-14.98%Oct 22, 201579Feb 11, 201642Apr 13, 2016121
-14.45%Jun 9, 201620Jul 6, 201665Oct 5, 201685

Volatility

Volatility Chart

The current DIVIDEND FOCUS volatility is 2.63%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.63%
2.59%
DIVIDEND FOCUS
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.

HAL.ASSBMO.ASSHELL.ASNN.ASAGS.BR
HAL.AS1.000.390.380.450.46
SBMO.AS0.391.000.630.420.40
SHELL.AS0.380.631.000.430.44
NN.AS0.450.420.431.000.64
AGS.BR0.460.400.440.641.00
The correlation results are calculated based on daily price changes starting from Jul 3, 2014