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Dividends

Last updated Feb 24, 2024

Asset Allocation


IRM 27.93%O 19.71%WTRG 13.08%ENB 12.95%ORI 10.7%NEP 10.09%ET 5.54%EquityEquity
PositionCategory/SectorWeight
IRM
Iron Mountain Incorporated
Real Estate

27.93%

O
Realty Income Corporation
Real Estate

19.71%

WTRG
Essential Utilities, Inc.
Utilities

13.08%

ENB
Enbridge Inc.
Energy

12.95%

ORI
Old Republic International Corporation
Financial Services

10.70%

NEP
NextEra Energy Partners, LP
Utilities

10.09%

ET
Energy Transfer LP
Energy

5.54%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Jan 2, 2024BuyOld Republic International Corporation1$29.46
Jan 2, 2024BuyEnbridge Inc.1$36.30
Jan 1, 2024BuyEnergy Transfer LP1$13.88
Jan 1, 2024BuyIron Mountain Incorporated1$68.63
Jan 1, 2024BuyNextEra Energy Partners, LP1$30.87
Jan 1, 2024BuyEssential Utilities, Inc.1$37.82
Jan 1, 2024BuyRealty Income Corporation1$58.57

1–7 of 7

Performance

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


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
-2.50%
6.69%
Dividends
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
DividendsN/A0.88%N/AN/AN/AN/A
ET
Energy Transfer LP
10.33%5.29%18.42%25.76%9.06%4.09%
IRM
Iron Mountain Incorporated
7.22%11.06%25.13%48.41%23.49%18.16%
NEP
NextEra Energy Partners, LP
-8.22%-3.12%-40.44%-56.14%-4.05%N/A
WTRG
Essential Utilities, Inc.
-5.13%-3.15%-4.35%-19.64%1.77%6.15%
O
Realty Income Corporation
-7.37%-3.24%-2.67%-15.44%-0.40%6.81%
ORI
Old Republic International Corporation
-2.24%2.68%7.20%13.47%15.07%13.56%
ENB
Enbridge Inc.
-3.39%-3.09%3.14%-2.93%5.27%3.23%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.65%

Sharpe Ratio


Chart placeholderNot enough data

Expense Ratio

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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Dividends
ET
Energy Transfer LP
1.55
IRM
Iron Mountain Incorporated
2.43
NEP
NextEra Energy Partners, LP
-0.96
WTRG
Essential Utilities, Inc.
-0.92
O
Realty Income Corporation
-0.73
ORI
Old Republic International Corporation
0.69
ENB
Enbridge Inc.
-0.15

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ORIIRMETONEPWTRGENB
ORI1.000.220.27-0.050.070.180.16
IRM0.221.000.220.480.500.290.35
ET0.270.221.000.340.440.530.56
O-0.050.480.341.000.590.460.71
NEP0.070.500.440.591.000.710.50
WTRG0.180.290.530.460.711.000.67
ENB0.160.350.560.710.500.671.00

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%Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
-3.04%
0
Dividends
Benchmark (^GSPC)
Portfolio components

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 6.80%, occurring on Feb 13, 2024. The portfolio has not yet recovered.

The current Dividends drawdown is 3.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.8%Jan 9, 202425Feb 13, 2024
-1.74%Jan 3, 20242Jan 4, 20242Jan 8, 20244

Volatility Chart

The current Dividends volatility is 5.36%, 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.


3.00%3.50%4.00%4.50%5.00%5.50%FebruarySat 03Mon 05Wed 07Fri 09Feb 11Tue 13Thu 15Sat 17Mon 19Wed 21Fri 23
5.36%
3.90%
Dividends
Benchmark (^GSPC)
Portfolio components
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