DOD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMGN Amgen Inc. | Healthcare | 10% |
CSCO Cisco Systems, Inc. | Technology | 10% |
CVX Chevron Corporation | Energy | 10% |
DOW Dow Inc. | Basic Materials | 10% |
IBM International Business Machines Corporation | Technology | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
MMM 3M Company | Industrials | 10% |
VZ Verizon Communications Inc. | Communication Services | 10% |
WBA Walgreens Boots Alliance, Inc. | Healthcare | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DOD, 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.
The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| DOD | 3.84% | -7.82% | -5.93% | 8.49% | 7.39% | N/A |
| Portfolio components: | ||||||
WBA Walgreens Boots Alliance, Inc. | 16.72% | -2.42% | 3.99% | -33.78% | -20.45% | -15.66% |
VZ Verizon Communications Inc. | 13.94% | 1.84% | 3.58% | 17.20% | 0.11% | 4.13% |
DOW Dow Inc. | -28.55% | -24.31% | -45.15% | -47.11% | 1.87% | N/A |
CVX Chevron Corporation | -3.76% | -15.96% | -6.59% | -8.72% | 14.61% | 6.80% |
IBM International Business Machines Corporation | 9.36% | -5.34% | 4.35% | 36.02% | 21.25% | 8.89% |
CSCO Cisco Systems, Inc. | -4.54% | -8.16% | -0.43% | 19.38% | 8.88% | 10.28% |
JNJ Johnson & Johnson | 9.76% | -3.39% | -3.10% | 11.51% | 3.58% | 7.57% |
KO The Coca-Cola Company | 18.12% | 5.37% | 5.19% | 27.62% | 12.14% | 9.43% |
AMGN Amgen Inc. | 7.25% | -12.18% | -12.40% | 8.75% | 6.61% | 8.20% |
MMM 3M Company | 1.37% | -15.01% | -2.66% | 45.58% | 5.34% | 2.89% |
Monthly Returns
The table below presents the monthly returns of DOD, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.71% | 5.77% | -0.22% | -7.80% | 3.84% | ||||||||
| 2024 | 2.44% | -1.11% | 3.40% | -4.04% | 3.16% | -0.80% | 6.20% | 2.51% | 1.77% | -3.79% | 1.30% | -5.71% | 4.73% |
| 2023 | -0.49% | -4.40% | 1.58% | 0.37% | -5.89% | 3.91% | 3.75% | 0.76% | -3.31% | -3.35% | 4.51% | 4.67% | 1.35% |
| 2022 | 0.39% | -0.84% | 4.01% | -1.75% | 4.28% | -8.17% | 2.15% | -4.63% | -8.16% | 13.00% | 6.47% | -3.39% | 1.31% |
| 2021 | -0.52% | 2.27% | 8.97% | -0.22% | 2.97% | -1.17% | -0.16% | 0.40% | -5.31% | 0.81% | -2.99% | 9.62% | 14.55% |
| 2020 | -5.08% | -9.13% | -9.27% | 11.91% | 1.96% | -1.53% | 1.48% | 2.88% | -2.04% | -6.14% | 11.09% | 3.13% | -3.29% |
| 2019 | 1.21% | -1.46% | -7.58% | 7.25% | 0.31% | -2.63% | 2.85% | 0.56% | 3.34% | 2.79% | 6.06% |
Expense Ratio
DOD has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DOD is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | -0.54 | -0.54 | 0.93 | -0.41 | -0.89 |
VZ Verizon Communications Inc. | 0.81 | 1.14 | 1.17 | 0.78 | 3.39 |
DOW Dow Inc. | -1.40 | -2.25 | 0.71 | -0.83 | -2.09 |
CVX Chevron Corporation | -0.32 | -0.26 | 0.96 | -0.37 | -1.04 |
IBM International Business Machines Corporation | 1.24 | 1.86 | 1.27 | 2.04 | 5.84 |
CSCO Cisco Systems, Inc. | 0.88 | 1.37 | 1.20 | 0.83 | 4.37 |
JNJ Johnson & Johnson | 0.66 | 1.00 | 1.14 | 0.71 | 2.04 |
KO The Coca-Cola Company | 1.80 | 2.53 | 1.33 | 1.90 | 4.21 |
AMGN Amgen Inc. | 0.27 | 0.58 | 1.08 | 0.33 | 0.77 |
MMM 3M Company | 1.34 | 2.45 | 1.33 | 1.16 | 9.32 |
Dividends
Dividend yield
DOD provided a 4.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.47% | 4.72% | 4.52% | 4.14% | 3.68% | 4.00% | 3.36% | 3.08% | 2.70% | 2.76% | 2.85% | 2.45% |
| Portfolio components: | ||||||||||||
WBA Walgreens Boots Alliance, Inc. | 6.89% | 10.72% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% |
VZ Verizon Communications Inc. | 6.13% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
DOW Dow Inc. | 9.95% | 6.98% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.79% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
IBM International Business Machines Corporation | 2.80% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
CSCO Cisco Systems, Inc. | 2.89% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KO The Coca-Cola Company | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
AMGN Amgen Inc. | 3.29% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% |
MMM 3M Company | 2.17% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
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 DOD. 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 DOD was 31.36%, occurring on Mar 23, 2020. Recovery took 231 trading sessions.
The current DOD drawdown is 9.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.36% | Dec 24, 2019 | 61 | Mar 23, 2020 | 231 | Feb 22, 2021 | 292 |
| -19.52% | Apr 22, 2022 | 112 | Sep 30, 2022 | 407 | May 15, 2024 | 519 |
| -13.14% | Mar 10, 2025 | 22 | Apr 8, 2025 | — | — | — |
| -10.55% | May 18, 2021 | 138 | Dec 1, 2021 | 23 | Jan 4, 2022 | 161 |
| -9.95% | Oct 21, 2024 | 43 | Dec 19, 2024 | 37 | Feb 14, 2025 | 80 |
Volatility
Volatility Chart
The current DOD volatility is 9.94%, 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
| CVX | AMGN | VZ | JNJ | WBA | KO | DOW | CSCO | MMM | IBM | |
|---|---|---|---|---|---|---|---|---|---|---|
| CVX | 1.00 | 0.22 | 0.28 | 0.23 | 0.35 | 0.27 | 0.54 | 0.36 | 0.38 | 0.41 |
| AMGN | 0.22 | 1.00 | 0.33 | 0.50 | 0.32 | 0.35 | 0.27 | 0.38 | 0.35 | 0.37 |
| VZ | 0.28 | 0.33 | 1.00 | 0.41 | 0.31 | 0.45 | 0.32 | 0.31 | 0.33 | 0.38 |
| JNJ | 0.23 | 0.50 | 0.41 | 1.00 | 0.33 | 0.47 | 0.24 | 0.36 | 0.34 | 0.35 |
| WBA | 0.35 | 0.32 | 0.31 | 0.33 | 1.00 | 0.30 | 0.43 | 0.39 | 0.45 | 0.40 |
| KO | 0.27 | 0.35 | 0.45 | 0.47 | 0.30 | 1.00 | 0.33 | 0.39 | 0.39 | 0.40 |
| DOW | 0.54 | 0.27 | 0.32 | 0.24 | 0.43 | 0.33 | 1.00 | 0.42 | 0.54 | 0.48 |
| CSCO | 0.36 | 0.38 | 0.31 | 0.36 | 0.39 | 0.39 | 0.42 | 1.00 | 0.48 | 0.53 |
| MMM | 0.38 | 0.35 | 0.33 | 0.34 | 0.45 | 0.39 | 0.54 | 0.48 | 1.00 | 0.52 |
| IBM | 0.41 | 0.37 | 0.38 | 0.35 | 0.40 | 0.40 | 0.48 | 0.53 | 0.52 | 1.00 |