Asset Allocation
Find the right asset allocation for Best Dividend Portfolio- Improved
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Best Dividend Portfolio- Improved, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.05% | -2.98% | 7.43% | 6.12% | 19.13% | 18.87% | 11.43% | 13.70% |
Portfolio Best Dividend Portfolio- Improved | 2.43% | 2.75% | 12.47% | 10.98% | 35.24% | 27.74% | — | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 4.20% | 16.37% | 12.70% | 11.97% | 43.49% | 28.62% | 22.02% | 20.35% |
DIVO Amplify CWP Enhanced Dividend Income ETF | -0.11% | -1.21% | 4.73% | 3.22% | 15.07% | 14.72% | 10.50% | — |
IBM International Business Machines Corporation | 5.17% | -8.79% | -7.10% | -9.80% | -3.84% | 31.25% | 18.67% | 11.47% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.18% | -1.92% | 7.06% | 5.89% | 21.78% | 19.41% | — | — |
JNJ Johnson & Johnson | 3.99% | 13.02% | 24.42% | 24.01% | 71.26% | 19.40% | 12.29% | 10.97% |
ONEQ Fidelity Nasdaq Composite Index ETF | -0.50% | -6.19% | 9.43% | 7.78% | 25.86% | 24.15% | 13.10% | 19.57% |
PLD Prologis, Inc. | -0.40% | -1.73% | 11.33% | 10.42% | 36.82% | 8.42% | 5.79% | 14.51% |
SOXX iShares Semiconductor ETF | -5.64% | 3.71% | 96.11% | 92.98% | 148.13% | 53.08% | 33.16% | 35.98% |
VYM Vanguard High Dividend Yield ETF | -0.46% | 0.01% | 11.58% | 10.37% | 22.37% | 17.97% | 11.76% | 11.98% |
WELL Welltower Inc. | 1.61% | 10.71% | 23.33% | 21.85% | 51.73% | 44.16% | 25.07% | 15.91% |
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2022, Best Dividend Portfolio- Improved's average daily return is +0.07%, while the average monthly return is +1.54%. At this rate, an investment would double in approximately 3.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2025 with a return of +8.3%, while the worst month was Sep 2022 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Best Dividend Portfolio- Improved closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.44% | 1.16% | -3.20% | 2.24% | 5.70% | 2.75% | 12.47% | ||||||
| 2025 | 8.32% | 5.64% | -2.05% | -3.32% | 3.42% | 3.38% | 1.09% | 3.95% | 6.82% | 3.38% | 6.10% | -3.16% | 38.10% |
| 2024 | 2.41% | 4.26% | 1.30% | -7.76% | 4.40% | 2.33% | 7.48% | 5.35% | 3.20% | -1.33% | 2.73% | -5.34% | 19.49% |
| 2023 | 2.38% | -2.10% | 1.15% | 2.33% | -2.15% | 4.82% | 4.19% | -0.26% | -3.41% | -1.73% | 7.63% | 4.57% | 18.16% |
| 2022 | -0.87% | -3.09% | 1.62% | -5.52% | -8.11% | 6.91% | 8.25% | -4.25% | -6.09% |
Benchmark Metrics
Best Dividend Portfolio- Improved has an annualized alpha of 10.14%, beta of 0.58, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.40%) than losses (75.41%) - typical of diversified or defensive assets.
- Beta of 0.58 may look defensive, but with R2 of 0.49 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 10.14%
- Beta
- 0.58
- R²
- 0.49
- Upside Capture
- 96.40%
- Downside Capture
- 75.41%
Expense Ratio
Best Dividend Portfolio- Improved has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Best Dividend Portfolio- Improved ranks 90 for risk / return — in the top 90% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Best Dividend Portfolio- Improved and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.79 | 1.59 | +1.20 |
| Sortino ratioReturn per unit of downside risk | 3.95 | 2.19 | +1.75 |
| Omega ratioGain probability vs. loss probability | 1.49 | 1.29 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.38 | 2.18 | +3.20 |
| Martin ratioReturn relative to average drawdown | 16.93 | 9.54 | +7.39 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 81 | 1.56 | 2.27 | 1.28 | 2.32 | 5.16 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 60 | 1.70 | 2.53 | 1.30 | 2.61 | 9.25 |
IBM International Business Machines Corporation | 38 | -0.11 | 0.12 | 1.02 | -0.15 | -0.31 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 63 | 1.69 | 2.28 | 1.33 | 2.52 | 11.78 |
JNJ Johnson & Johnson | 97 | 4.04 | 5.72 | 1.72 | 6.58 | 19.12 |
ONEQ Fidelity Nasdaq Composite Index ETF | 50 | 1.54 | 2.10 | 1.27 | 2.11 | 7.83 |
PLD Prologis, Inc. | 88 | 1.77 | 2.54 | 1.31 | 4.03 | 13.12 |
SOXX iShares Semiconductor ETF | 95 | 3.73 | 3.76 | 1.54 | 9.44 | 33.30 |
VYM Vanguard High Dividend Yield ETF | 80 | 2.21 | 3.16 | 1.40 | 3.40 | 12.62 |
WELL Welltower Inc. | 90 | 2.29 | 2.95 | 1.38 | 4.02 | 9.80 |
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Dividends
Dividend yield
Best Dividend Portfolio- Improved provided a 2.43% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.43% | 2.56% | 2.94% | 3.13% | 3.39% | 3.07% | 3.61% | 4.11% | 3.99% | 3.34% | 3.03% | 3.07% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.66% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.10% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% |
IBM International Business Machines Corporation | 2.48% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.30% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 2.06% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
ONEQ Fidelity Nasdaq Composite Index ETF | 0.89% | 0.54% | 0.65% | 0.71% | 0.97% | 0.54% | 0.71% | 2.51% | 1.08% | 0.84% | 1.12% | 1.04% |
PLD Prologis, Inc. | 2.97% | 3.16% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% |
SOXX iShares Semiconductor ETF | 0.25% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
VYM Vanguard High Dividend Yield ETF | 2.29% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
WELL Welltower Inc. | 1.30% | 1.52% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Best Dividend Portfolio- Improved. 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 Best Dividend Portfolio- Improved was 18.64%, occurring on Oct 10, 2022. Recovery took 194 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.64%Oct 2022 | 5mo 8d | 9mo 13d | 1y 2moMay 2022 - Jul 2023 |
2025 selloff2025 | -14.04%Apr 2025 | 1mo 5d | 2mo 17d | 3mo 22dMar 2025 - Jun 2025 |
2024 pullback2024 | -8.76%Apr 2024 | 1mo 18d | 2mo 13d | 4mo 1dMar 2024 - Jul 2024 |
2023 pullback2023 | -8.36%Oct 2023 | 2mo 20d | 1mo 4d | 3mo 24dAug 2023 - Nov 2023 |
2025 pullback2025 | -6.74%Jan 2025 | 2mo 25d | 20d | 3mo 15dOct 2024 - Jan 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 6.25, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.84 | 1.67 | 1.58 |
The portfolio has a diversification ratio of 1.58, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Best Dividend Portfolio- Improved correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.63 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ONEQ has the highest benchmark correlation at 0.95, while JNJ has the lowest at 0.16.
Asset Correlations Table
| JNJ | ABBV | WELL | IBM | SOXX | PLD | ONEQ | JEPQ | DIVO | VYM | |
|---|---|---|---|---|---|---|---|---|---|---|
| JNJ | 1.00 | 0.49 | 0.31 | 0.17 | -0.02 | 0.35 | 0.02 | 0.03 | 0.36 | 0.38 |
| ABBV | 0.49 | 1.00 | 0.28 | 0.23 | 0.06 | 0.30 | 0.08 | 0.12 | 0.38 | 0.40 |
| WELL | 0.31 | 0.28 | 1.00 | 0.23 | 0.16 | 0.51 | 0.23 | 0.23 | 0.38 | 0.41 |
| IBM | 0.17 | 0.23 | 0.23 | 1.00 | 0.34 | 0.30 | 0.39 | 0.40 | 0.54 | 0.51 |
| SOXX | -0.02 | 0.06 | 0.16 | 0.34 | 1.00 | 0.35 | 0.83 | 0.83 | 0.49 | 0.57 |
| PLD | 0.35 | 0.30 | 0.51 | 0.30 | 0.35 | 1.00 | 0.40 | 0.39 | 0.57 | 0.61 |
| ONEQ | 0.02 | 0.08 | 0.23 | 0.39 | 0.83 | 0.40 | 1.00 | 0.96 | 0.62 | 0.61 |
| JEPQ | 0.03 | 0.12 | 0.23 | 0.40 | 0.83 | 0.39 | 0.96 | 1.00 | 0.63 | 0.61 |
| DIVO | 0.36 | 0.38 | 0.38 | 0.54 | 0.49 | 0.57 | 0.62 | 0.63 | 1.00 | 0.90 |
| VYM | 0.38 | 0.40 | 0.41 | 0.51 | 0.57 | 0.61 | 0.61 | 0.61 | 0.90 | 1.00 |
Find what Best Dividend Portfolio- Improved is missing
See which holdings overlap, where Best Dividend Portfolio- Improved is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification