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Dividend-Paying Stocks Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


PG 10%MMM 10%KO 10%WMT 10%CL 10%APD 10%IBM 10%KMB 10%EMR 10%JNJ 10%EquityEquity
PositionCategory/SectorWeight
PG
The Procter & Gamble Company
Consumer Defensive

10%

MMM
3M Company
Industrials

10%

KO
The Coca-Cola Company
Consumer Defensive

10%

WMT
Walmart Inc.
Consumer Defensive

10%

CL
Colgate-Palmolive Company
Consumer Defensive

10%

APD
Air Products and Chemicals, Inc.
Basic Materials

10%

IBM
International Business Machines Corporation
Technology

10%

KMB
Kimberly-Clark Corporation
Consumer Defensive

10%

EMR
Emerson Electric Co.
Industrials

10%

JNJ
Johnson & Johnson
Healthcare

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend-Paying Stocks Portfolio, 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


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%NovemberDecember2024FebruaryMarchApril
13,712.96%
2,939.16%
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of EMR

Returns By Period

As of Apr 13, 2024, the Dividend-Paying Stocks Portfolio returned 4.26% Year-To-Date and 7.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Dividend-Paying Stocks Portfolio4.26%-2.05%10.73%9.48%7.76%7.84%
PG
The Procter & Gamble Company
6.67%-3.75%7.69%5.48%10.59%9.75%
MMM
3M Company
1.89%4.01%26.18%11.21%-8.41%1.73%
KO
The Coca-Cola Company
-0.31%-2.67%10.83%-4.62%7.59%7.01%
WMT
Walmart Inc.
14.83%-0.89%12.71%23.28%13.72%11.14%
CL
Colgate-Palmolive Company
8.35%-2.94%20.49%16.47%7.00%4.90%
APD
Air Products and Chemicals, Inc.
-14.82%-4.66%-18.25%-16.99%5.64%10.46%
IBM
International Business Machines Corporation
12.46%-4.61%33.62%48.84%11.82%4.37%
KMB
Kimberly-Clark Corporation
2.97%-0.47%3.80%-6.33%3.52%4.80%
EMR
Emerson Electric Co.
16.32%1.86%18.20%33.43%12.11%8.18%
JNJ
Johnson & Johnson
-5.88%-6.74%-5.60%-9.00%3.92%6.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.72%2.30%4.47%
2023-4.70%-0.08%3.36%2.42%

Expense Ratio

The Dividend-Paying Stocks Portfolio 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 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-Paying Stocks Portfolio
Sharpe ratio
The chart of Sharpe ratio for Dividend-Paying Stocks Portfolio, currently valued at 0.94, compared to the broader market0.002.004.000.94
Sortino ratio
The chart of Sortino ratio for Dividend-Paying Stocks Portfolio, currently valued at 1.40, compared to the broader market-2.000.002.004.006.001.40
Omega ratio
The chart of Omega ratio for Dividend-Paying Stocks Portfolio, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.801.17
Calmar ratio
The chart of Calmar ratio for Dividend-Paying Stocks Portfolio, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.000.96
Martin ratio
The chart of Martin ratio for Dividend-Paying Stocks Portfolio, currently valued at 3.35, compared to the broader market0.0010.0020.0030.0040.0050.003.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PG
The Procter & Gamble Company
0.380.651.080.521.34
MMM
3M Company
0.440.831.110.221.27
KO
The Coca-Cola Company
-0.32-0.350.96-0.24-0.59
WMT
Walmart Inc.
1.501.901.302.096.17
CL
Colgate-Palmolive Company
1.101.581.201.002.43
APD
Air Products and Chemicals, Inc.
-0.62-0.600.89-0.54-1.43
IBM
International Business Machines Corporation
2.584.081.502.7516.47
KMB
Kimberly-Clark Corporation
-0.38-0.410.95-0.32-0.49
EMR
Emerson Electric Co.
1.732.611.351.617.09
JNJ
Johnson & Johnson
-0.52-0.660.92-0.43-1.03

Sharpe Ratio

The current Dividend-Paying Stocks Portfolio Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.94

The Sharpe ratio of Dividend-Paying Stocks Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.94
2.15
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend-Paying Stocks Portfolio granted a 3.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend-Paying Stocks Portfolio3.13%3.17%2.99%2.71%2.81%2.83%3.25%2.73%2.98%3.08%2.55%2.50%
PG
The Procter & Gamble Company
2.42%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
MMM
3M Company
6.58%6.56%5.94%3.99%4.02%3.90%3.41%2.39%2.97%3.26%2.49%2.17%
KO
The Coca-Cola Company
3.20%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
WMT
Walmart Inc.
1.29%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
CL
Colgate-Palmolive Company
2.24%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
APD
Air Products and Chemicals, Inc.
3.03%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.30%2.49%2.13%2.54%
IBM
International Business Machines Corporation
3.64%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
KMB
Kimberly-Clark Corporation
3.84%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.82%3.10%
EMR
Emerson Electric Co.
1.86%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
JNJ
Johnson & Johnson
3.23%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.35%
-2.49%
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend-Paying Stocks Portfolio. 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-Paying Stocks Portfolio was 35.59%, occurring on Mar 9, 2009. Recovery took 176 trading sessions.

The current Dividend-Paying Stocks Portfolio drawdown is 3.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.59%Jun 6, 2008190Mar 9, 2009176Nov 16, 2009366
-35.56%Aug 26, 198738Oct 19, 1987442Jul 19, 1989480
-28.63%Jan 10, 200043Mar 10, 2000186Dec 4, 2000229
-27.61%Feb 7, 202031Mar 23, 202096Aug 7, 2020127
-21.37%Mar 20, 200286Jul 22, 2002349Dec 8, 2003435

Volatility

Volatility Chart

The current Dividend-Paying Stocks Portfolio volatility is 2.55%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.55%
3.24%
Dividend-Paying Stocks Portfolio
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.

IBMWMTAPDKMBJNJEMRCLKOMMMPG
IBM1.000.320.340.270.330.430.290.320.410.30
WMT0.321.000.310.310.350.330.330.360.350.36
APD0.340.311.000.330.320.460.320.350.450.33
KMB0.270.310.331.000.340.300.460.390.360.47
JNJ0.330.350.320.341.000.330.390.420.380.44
EMR0.430.330.460.300.331.000.310.350.500.34
CL0.290.330.320.460.390.311.000.440.350.54
KO0.320.360.350.390.420.350.441.000.390.49
MMM0.410.350.450.360.380.500.350.391.000.39
PG0.300.360.330.470.440.340.540.490.391.00