DOD
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| DOD | 3.83% | -4.82% | 0.34% | 12.37% | 4.40% | N/A |
| Portfolio components: | ||||||
WBA Walgreens Boots Alliance, Inc. | -63.77% | 0.11% | -47.72% | -55.15% | -28.71% | -15.25% |
VZ Verizon Communications Inc. | 14.30% | -6.46% | 2.99% | 20.10% | -2.22% | 2.64% |
DOW Dow Inc. | -14.70% | -15.88% | -21.78% | -7.11% | 1.25% | N/A |
CVX Chevron Corporation | 7.50% | 2.31% | -2.72% | 11.70% | 9.78% | 7.33% |
IBM International Business Machines Corporation | 33.59% | -9.67% | 27.41% | 45.26% | 15.74% | 7.55% |
CSCO Cisco Systems, Inc. | 19.99% | 8.18% | 20.12% | 14.01% | 8.79% | 11.83% |
JNJ Johnson & Johnson | -0.33% | -5.54% | 1.55% | 6.64% | 5.38% | 6.40% |
KO The Coca-Cola Company | 9.69% | -10.15% | 1.58% | 14.11% | 7.00% | 7.36% |
AMGN Amgen Inc. | 6.04% | -7.94% | -5.01% | 14.00% | 9.40% | 9.62% |
MMM 3M Company | 46.77% | -3.98% | 30.35% | 71.61% | 2.19% | 3.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.78% | -1.31% | 3.96% | -4.29% | 2.41% | -2.00% | 6.12% | 1.09% | 1.78% | -2.76% | 3.83% | ||
| 2023 | 0.02% | -4.22% | 1.15% | 0.26% | -6.23% | 3.70% | 3.85% | -0.02% | -4.41% | -2.53% | 4.51% | 6.44% | 1.67% |
| 2022 | 0.28% | -1.05% | 3.71% | -2.31% | 4.29% | -8.06% | 2.53% | -5.25% | -8.60% | 12.68% | 6.86% | -3.77% | -0.82% |
| 2021 | 0.68% | 2.44% | 9.20% | -0.12% | 2.73% | -0.96% | -0.44% | 0.58% | -5.12% | 1.02% | -2.98% | 9.60% | 16.81% |
| 2020 | -5.19% | -9.18% | -9.01% | 12.49% | 2.46% | -1.28% | 0.95% | 2.64% | -2.45% | -5.70% | 12.34% | 2.88% | -1.81% |
| 2019 | 1.21% | -1.52% | -7.58% | 7.33% | 0.29% | -2.69% | 2.88% | 0.54% | 3.48% | 2.81% | 6.17% |
Expense Ratio
DOD 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 DOD is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | -1.08 | -1.67 | 0.78 | -0.64 | -1.26 |
VZ Verizon Communications Inc. | 1.00 | 1.46 | 1.20 | 0.66 | 5.02 |
DOW Dow Inc. | -0.21 | -0.15 | 0.98 | -0.15 | -0.54 |
CVX Chevron Corporation | 0.71 | 1.08 | 1.14 | 0.62 | 2.21 |
IBM International Business Machines Corporation | 2.10 | 2.81 | 1.43 | 2.76 | 6.60 |
CSCO Cisco Systems, Inc. | 0.75 | 1.09 | 1.17 | 0.64 | 2.04 |
JNJ Johnson & Johnson | 0.46 | 0.78 | 1.09 | 0.39 | 1.35 |
KO The Coca-Cola Company | 1.20 | 1.74 | 1.22 | 1.16 | 4.92 |
AMGN Amgen Inc. | 0.61 | 1.03 | 1.14 | 0.82 | 2.01 |
MMM 3M Company | 2.24 | 3.72 | 1.54 | 1.50 | 12.48 |
Dividends
Dividend yield
DOD provided a 4.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.33% | 4.52% | 4.14% | 3.68% | 4.00% | 3.36% | 3.08% | 2.70% | 2.76% | 2.85% | 2.45% | 2.26% |
| Portfolio components: | ||||||||||||
WBA Walgreens Boots Alliance, Inc. | 8.32% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
VZ Verizon Communications Inc. | 6.62% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
DOW Dow Inc. | 6.22% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.12% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
CSCO Cisco Systems, Inc. | 2.71% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
JNJ Johnson & Johnson | 3.18% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KO The Coca-Cola Company | 3.03% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
AMGN Amgen Inc. | 2.97% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
MMM 3M Company | 3.00% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
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 31.52%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current DOD drawdown is 7.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.52% | Dec 24, 2019 | 61 | Mar 23, 2020 | 201 | Jan 7, 2021 | 262 |
| -20.38% | Apr 22, 2022 | 112 | Sep 30, 2022 | 491 | Sep 16, 2024 | 603 |
| -10.2% | Jun 11, 2021 | 121 | Dec 1, 2021 | 23 | Jan 4, 2022 | 144 |
| -9.95% | Apr 2, 2019 | 42 | May 31, 2019 | 109 | Nov 4, 2019 | 151 |
| -7.23% | Oct 17, 2024 | 19 | Nov 12, 2024 | — | — | — |
Volatility
Volatility Chart
The current DOD volatility is 4.09%, 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 | KO | WBA | DOW | CSCO | MMM | IBM | |
|---|---|---|---|---|---|---|---|---|---|---|
| CVX | 1.00 | 0.22 | 0.27 | 0.22 | 0.27 | 0.36 | 0.55 | 0.36 | 0.38 | 0.42 |
| AMGN | 0.22 | 1.00 | 0.32 | 0.50 | 0.35 | 0.34 | 0.26 | 0.39 | 0.36 | 0.37 |
| VZ | 0.27 | 0.32 | 1.00 | 0.39 | 0.44 | 0.33 | 0.32 | 0.33 | 0.36 | 0.40 |
| JNJ | 0.22 | 0.50 | 0.39 | 1.00 | 0.47 | 0.34 | 0.22 | 0.38 | 0.36 | 0.37 |
| KO | 0.27 | 0.35 | 0.44 | 0.47 | 1.00 | 0.32 | 0.34 | 0.40 | 0.41 | 0.42 |
| WBA | 0.36 | 0.34 | 0.33 | 0.34 | 0.32 | 1.00 | 0.44 | 0.41 | 0.47 | 0.42 |
| DOW | 0.55 | 0.26 | 0.32 | 0.22 | 0.34 | 0.44 | 1.00 | 0.42 | 0.56 | 0.50 |
| CSCO | 0.36 | 0.39 | 0.33 | 0.38 | 0.40 | 0.41 | 0.42 | 1.00 | 0.47 | 0.53 |
| MMM | 0.38 | 0.36 | 0.36 | 0.36 | 0.41 | 0.47 | 0.56 | 0.47 | 1.00 | 0.53 |
| IBM | 0.42 | 0.37 | 0.40 | 0.37 | 0.42 | 0.42 | 0.50 | 0.53 | 0.53 | 1.00 |