Dividend
Dividend Stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CUBE CubeSmart | Real Estate | 11.11% |
ET Energy Transfer LP | Energy | 11.11% |
EXR Extra Space Storage Inc. | Real Estate | 11.11% |
HTGC Hercules Capital, Inc. | Financial Services | 11.11% |
MAIN Main Street Capital Corporation | Financial Services | 11.11% |
MO Altria Group, Inc. | Consumer Defensive | 11.11% |
O Realty Income Corporation | Real Estate | 11.11% |
REXR Rexford Industrial Realty, Inc. | Real Estate | 11.11% |
T AT&T Inc. | Communication Services | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend, 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
The earliest data available for this chart is Jul 19, 2013, corresponding to the inception date of REXR
Returns By Period
As of Nov 14, 2024, the Dividend returned 18.46% Year-To-Date and 13.11% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Dividend | 18.46% | -0.32% | 12.43% | 32.45% | 12.73% | 13.11% |
| Portfolio components: | ||||||
T AT&T Inc. | 41.11% | 4.89% | 32.28% | 51.49% | 0.75% | 4.14% |
MO Altria Group, Inc. | 45.89% | 10.81% | 25.56% | 49.78% | 11.62% | 7.86% |
MAIN Main Street Capital Corporation | 30.12% | 2.65% | 10.43% | 39.67% | 12.47% | 13.48% |
CUBE CubeSmart | 8.37% | -2.62% | 15.34% | 31.58% | 13.88% | 13.12% |
REXR Rexford Industrial Realty, Inc. | -23.39% | -11.52% | -7.17% | -7.71% | 0.02% | 13.51% |
EXR Extra Space Storage Inc. | 5.48% | -4.15% | 9.98% | 32.00% | 12.91% | 15.05% |
O Realty Income Corporation | 3.81% | -7.98% | 6.11% | 15.38% | -0.78% | 7.32% |
ET Energy Transfer LP | 34.32% | 5.28% | 11.85% | 39.27% | 18.46% | 2.29% |
HTGC Hercules Capital, Inc. | 25.27% | -1.03% | 4.91% | 32.42% | 18.43% | 13.21% |
Monthly Returns
The table below presents the monthly returns of Dividend, 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 | -0.91% | 0.31% | 4.68% | -3.07% | 4.01% | 3.50% | 5.37% | 3.59% | 2.23% | -2.67% | 18.46% | ||
| 2023 | 9.14% | 0.91% | -3.00% | -0.74% | -2.36% | 1.82% | 1.83% | -2.43% | -2.57% | -6.47% | 10.97% | 8.60% | 15.02% |
| 2022 | 0.04% | -1.64% | 5.19% | -1.21% | -3.51% | -6.32% | 9.51% | -2.31% | -13.06% | 11.96% | 0.45% | -3.12% | -6.32% |
| 2021 | 0.16% | 7.66% | 6.56% | 8.05% | 1.52% | 2.83% | 2.39% | 2.21% | -5.22% | 7.21% | -2.33% | 7.27% | 44.39% |
| 2020 | 1.32% | -8.26% | -24.34% | 16.62% | 6.07% | -2.44% | 4.02% | 3.38% | -3.14% | -1.60% | 8.22% | 3.57% | -2.50% |
| 2019 | 9.66% | 2.72% | 2.97% | 0.56% | -0.77% | 2.43% | 2.34% | 3.26% | -0.12% | 1.99% | -0.49% | 1.01% | 28.29% |
| 2018 | -2.12% | -6.24% | 2.22% | 1.19% | 3.91% | 2.01% | 1.23% | 1.43% | -1.27% | -0.74% | 0.94% | -7.32% | -5.29% |
| 2017 | -1.72% | 4.77% | -0.49% | 0.84% | -1.88% | 0.82% | 0.50% | -0.74% | 2.04% | -0.72% | 3.93% | 2.01% | 9.51% |
| 2016 | -2.70% | -0.97% | 8.25% | 6.43% | 4.10% | 7.47% | 2.72% | -1.26% | -0.86% | -5.19% | 2.02% | 7.40% | 29.73% |
| 2015 | 5.73% | 1.68% | -1.87% | -0.42% | 0.49% | -2.42% | 3.51% | -3.75% | -0.60% | 6.87% | 1.69% | -0.38% | 10.43% |
| 2014 | 1.73% | 4.02% | -0.46% | 3.01% | 2.37% | 4.52% | -2.57% | 3.59% | -1.99% | 7.65% | 1.73% | -1.25% | 24.20% |
| 2013 | -1.72% | -2.47% | 4.08% | 3.66% | 0.30% | 0.78% | 4.53% |
Expense Ratio
Dividend 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend is 67, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
T AT&T Inc. | 2.64 | 3.65 | 1.46 | 1.64 | 15.29 |
MO Altria Group, Inc. | 2.84 | 4.05 | 1.56 | 2.58 | 15.99 |
MAIN Main Street Capital Corporation | 2.92 | 3.72 | 1.56 | 4.24 | 16.27 |
CUBE CubeSmart | 1.68 | 2.35 | 1.30 | 1.50 | 5.91 |
REXR Rexford Industrial Realty, Inc. | -0.10 | 0.04 | 1.01 | -0.06 | -0.19 |
EXR Extra Space Storage Inc. | 1.62 | 2.36 | 1.29 | 1.13 | 5.22 |
O Realty Income Corporation | 1.13 | 1.68 | 1.21 | 0.80 | 2.98 |
ET Energy Transfer LP | 2.57 | 3.66 | 1.46 | 1.75 | 21.17 |
HTGC Hercules Capital, Inc. | 1.57 | 1.90 | 1.33 | 1.87 | 6.27 |
Dividends
Dividend yield
Dividend provided a 5.93% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.93% | 6.83% | 6.71% | 5.33% | 6.96% | 5.59% | 6.27% | 5.06% | 4.86% | 5.36% | 4.71% | 4.64% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 4.98% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
MO Altria Group, Inc. | 7.17% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
MAIN Main Street Capital Corporation | 7.87% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
CUBE CubeSmart | 4.19% | 4.27% | 4.42% | 2.55% | 3.96% | 4.10% | 4.25% | 3.84% | 3.36% | 2.25% | 2.49% | 2.89% |
REXR Rexford Industrial Realty, Inc. | 3.90% | 2.71% | 2.31% | 1.18% | 1.75% | 1.62% | 2.17% | 1.99% | 2.33% | 3.12% | 3.06% | 1.59% |
EXR Extra Space Storage Inc. | 3.95% | 4.04% | 4.08% | 1.98% | 3.11% | 3.37% | 3.71% | 3.57% | 3.79% | 2.54% | 3.09% | 3.44% |
O Realty Income Corporation | 5.48% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
ET Energy Transfer LP | 7.46% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
HTGC Hercules Capital, Inc. | 8.33% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
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 Dividend. 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 was 43.71%, occurring on Mar 23, 2020. Recovery took 231 trading sessions.
The current Dividend drawdown is 2.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.71% | Feb 18, 2020 | 25 | Mar 23, 2020 | 231 | Feb 22, 2021 | 256 |
| -23.01% | Apr 21, 2022 | 112 | Sep 29, 2022 | 374 | Mar 27, 2024 | 486 |
| -13.62% | Aug 21, 2018 | 87 | Dec 24, 2018 | 36 | Feb 15, 2019 | 123 |
| -11.38% | Jan 6, 2016 | 23 | Feb 8, 2016 | 26 | Mar 16, 2016 | 49 |
| -11.09% | Jul 25, 2016 | 73 | Nov 3, 2016 | 35 | Dec 23, 2016 | 108 |
Volatility
Volatility Chart
The current Dividend volatility is 3.94%, 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 | MO | T | HTGC | MAIN | REXR | EXR | CUBE | O | |
|---|---|---|---|---|---|---|---|---|---|
| ET | 1.00 | 0.21 | 0.23 | 0.32 | 0.33 | 0.21 | 0.14 | 0.14 | 0.16 |
| MO | 0.21 | 1.00 | 0.40 | 0.20 | 0.24 | 0.26 | 0.26 | 0.25 | 0.34 |
| T | 0.23 | 0.40 | 1.00 | 0.26 | 0.29 | 0.26 | 0.23 | 0.24 | 0.33 |
| HTGC | 0.32 | 0.20 | 0.26 | 1.00 | 0.58 | 0.29 | 0.20 | 0.21 | 0.23 |
| MAIN | 0.33 | 0.24 | 0.29 | 0.58 | 1.00 | 0.33 | 0.25 | 0.25 | 0.30 |
| REXR | 0.21 | 0.26 | 0.26 | 0.29 | 0.33 | 1.00 | 0.57 | 0.57 | 0.57 |
| EXR | 0.14 | 0.26 | 0.23 | 0.20 | 0.25 | 0.57 | 1.00 | 0.82 | 0.59 |
| CUBE | 0.14 | 0.25 | 0.24 | 0.21 | 0.25 | 0.57 | 0.82 | 1.00 | 0.59 |
| O | 0.16 | 0.34 | 0.33 | 0.23 | 0.30 | 0.57 | 0.59 | 0.59 | 1.00 |