Dividends
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ENB Enbridge Inc. | Energy | 11.88% |
ET Energy Transfer LP | Energy | 5.27% |
IRM Iron Mountain Incorporated | Real Estate | 31.68% |
NEP NextEra Energy Partners, LP | Utilities | 8.48% |
O Realty Income Corporation | Real Estate | 18.75% |
ORI Old Republic International Corporation | Financial Services | 10.66% |
WTRG Essential Utilities, Inc. | Utilities | 13.28% |
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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dividends | N/A | 6.05% | 14.88% | N/A | N/A | N/A |
| Portfolio components: | ||||||
ET Energy Transfer LP | 21.90% | 1.32% | 16.34% | 34.02% | 11.80% | 1.90% |
IRM Iron Mountain Incorporated | 40.64% | 9.55% | 45.68% | 60.83% | 34.07% | 19.18% |
NEP NextEra Energy Partners, LP | -9.57% | -7.92% | -4.55% | -49.18% | -7.25% | 1.58% |
WTRG Essential Utilities, Inc. | 10.63% | 8.81% | 12.93% | -1.81% | 2.08% | 7.80% |
O Realty Income Corporation | 2.84% | 9.43% | 7.43% | -4.68% | 1.44% | 7.62% |
ORI Old Republic International Corporation | 12.92% | 6.71% | 18.61% | 24.19% | 16.23% | 15.20% |
ENB Enbridge Inc. | 4.75% | 2.80% | 5.07% | 4.85% | 8.77% | 2.30% |
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% | 11.03% |
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 | 2.22 | 3.09 | 1.38 | 1.15 | 16.11 |
IRM Iron Mountain Incorporated | 2.69 | 3.48 | 1.43 | 5.98 | 15.93 |
NEP NextEra Energy Partners, LP | -0.81 | -1.03 | 0.86 | -0.66 | -1.13 |
WTRG Essential Utilities, Inc. | -0.06 | 0.08 | 1.01 | -0.04 | -0.10 |
O Realty Income Corporation | -0.18 | -0.12 | 0.99 | -0.11 | -0.27 |
ORI Old Republic International Corporation | 1.44 | 1.85 | 1.28 | 2.75 | 7.54 |
ENB Enbridge Inc. | 0.27 | 0.48 | 1.06 | 0.16 | 0.79 |
Not enough dataDrawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Dividends drawdown is 1.45%.
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 |
| -1.93% | Jul 24, 2024 | 2 | Jul 25, 2024 | — | — | — |
| -1.82% | Mar 12, 2024 | 3 | Mar 14, 2024 | 9 | Mar 27, 2024 | 12 |
Volatility
Volatility Chart
The current Dividends volatility is 4.10%, 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 | 0.31 | 0.25 | 0.20 | 0.18 | 0.18 | 0.43 |
| ORI | 0.31 | 1.00 | 0.28 | 0.20 | 0.23 | 0.30 | 0.30 |
| IRM | 0.25 | 0.28 | 1.00 | 0.39 | 0.34 | 0.20 | 0.32 |
| NEP | 0.20 | 0.20 | 0.39 | 1.00 | 0.33 | 0.48 | 0.42 |
| O | 0.18 | 0.23 | 0.34 | 0.33 | 1.00 | 0.54 | 0.52 |
| WTRG | 0.18 | 0.30 | 0.20 | 0.48 | 0.54 | 1.00 | 0.58 |
| ENB | 0.43 | 0.30 | 0.32 | 0.42 | 0.52 | 0.58 | 1.00 |