Dividends
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ENB Enbridge Inc. | Energy | 12.04% |
ET Energy Transfer LP | Energy | 4.86% |
IRM Iron Mountain Incorporated | Real Estate | 34.23% |
NEP NextEra Energy Partners, LP | Utilities | 7.75% |
O Realty Income Corporation | Real Estate | 18.65% |
ORI Old Republic International Corporation | Financial Services | 10.62% |
WTRG Essential Utilities, Inc. | Utilities | 11.86% |
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Jan 2, 2024 | Buy | Old Republic International Corporation | 1 | $29.46 |
Jan 2, 2024 | Buy | Enbridge Inc. | 1 | $36.30 |
Jan 1, 2024 | Buy | Energy Transfer LP | 1 | $13.88 |
Jan 1, 2024 | Buy | Iron Mountain Incorporated | 1 | $68.63 |
Jan 1, 2024 | Buy | NextEra Energy Partners, LP | 1 | $30.87 |
Jan 1, 2024 | Buy | Essential Utilities, Inc. | 1 | $37.82 |
Jan 1, 2024 | Buy | Realty Income Corporation | 1 | $58.57 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividends, 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 By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Dividends | N/A | 6.86% | 24.28% | N/A | N/A | N/A |
Portfolio components: | ||||||
ET Energy Transfer LP | 24.19% | 1.01% | 14.10% | 33.30% | 14.05% | 1.73% |
IRM Iron Mountain Incorporated | 64.59% | 15.13% | 55.65% | 92.09% | 36.91% | 20.44% |
NEP NextEra Energy Partners, LP | -7.17% | 1.60% | 0.41% | -39.75% | -7.57% | 1.70% |
WTRG Essential Utilities, Inc. | 7.82% | -2.71% | 14.75% | 8.70% | 0.37% | 7.27% |
O Realty Income Corporation | 11.26% | 6.86% | 21.56% | 16.90% | 1.88% | 8.40% |
ORI Old Republic International Corporation | 21.78% | 4.64% | 23.50% | 33.54% | 17.44% | 15.75% |
ENB Enbridge Inc. | 17.00% | 10.68% | 19.77% | 24.91% | 11.25% | 3.62% |
Monthly Returns
The table below presents the monthly returns of Dividends, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.65% | 2.09% | 4.82% | -2.44% | 4.36% | 0.31% | 8.40% | 20.24% |
Expense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
ET Energy Transfer LP | 2.12 | 3.01 | 1.37 | 1.42 | 16.62 |
IRM Iron Mountain Incorporated | 3.95 | 4.83 | 1.63 | 9.11 | 24.96 |
NEP NextEra Energy Partners, LP | -0.63 | -0.63 | 0.91 | -0.52 | -0.94 |
WTRG Essential Utilities, Inc. | 0.47 | 0.82 | 1.10 | 0.30 | 1.65 |
O Realty Income Corporation | 0.82 | 1.26 | 1.16 | 0.47 | 2.05 |
ORI Old Republic International Corporation | 1.83 | 2.25 | 1.35 | 3.56 | 10.29 |
ENB Enbridge Inc. | 1.51 | 2.05 | 1.27 | 0.91 | 5.74 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividends. 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 Dividends was 7.27%, occurring on Apr 16, 2024. Recovery took 14 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-7.27% | Apr 1, 2024 | 12 | Apr 16, 2024 | 14 | May 6, 2024 | 26 |
-6.8% | Jan 9, 2024 | 25 | Feb 13, 2024 | 16 | Mar 7, 2024 | 41 |
-5.04% | May 22, 2024 | 5 | May 29, 2024 | 29 | Jul 11, 2024 | 34 |
-2.47% | Aug 2, 2024 | 2 | Aug 5, 2024 | 9 | Aug 16, 2024 | 11 |
-1.93% | Jul 24, 2024 | 2 | Jul 25, 2024 | 3 | Jul 30, 2024 | 5 |
Volatility
Volatility Chart
The current Dividends volatility is 4.19%, 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.
Diversification
Asset Correlations Table
ET | ORI | IRM | NEP | O | WTRG | ENB | |
---|---|---|---|---|---|---|---|
ET | 1.00 | 0.36 | 0.27 | 0.20 | 0.17 | 0.18 | 0.42 |
ORI | 0.36 | 1.00 | 0.30 | 0.20 | 0.23 | 0.29 | 0.33 |
IRM | 0.27 | 0.30 | 1.00 | 0.35 | 0.34 | 0.16 | 0.33 |
NEP | 0.20 | 0.20 | 0.35 | 1.00 | 0.32 | 0.47 | 0.38 |
O | 0.17 | 0.23 | 0.34 | 0.32 | 1.00 | 0.48 | 0.53 |
WTRG | 0.18 | 0.29 | 0.16 | 0.47 | 0.48 | 1.00 | 0.54 |
ENB | 0.42 | 0.33 | 0.33 | 0.38 | 0.53 | 0.54 | 1.00 |