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dividend 2
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Risk-Adjusted Performance
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dividend 2

Currency in USD · Last updated May 20, 2025

Asset Allocation

MSFT 5%META 4%LLY 4%RHM.DE 4%MELI 4%MSTR 4%FTNT 4%HWM 4%BABA 4%V 3%CCEP.L 3%AAPL 3%AMZN 3%ICE 3%STRL 3%TSM 3%TKO 2%GOOGL 2%RTX 2%PLTR 2%NVDA 2%BN 2%NOW 2%LRN 1%ISRG 1%CVS 1%LMB 1%MO 1%AVGO 1%LEU 1%DRS 1%TPR 1%PSA 1%RYCEY 1%SMMT 1%NVO 1%SPOT 1%UL 1%ADMA 1%HOOD 1%ACHR 1%HNRG 1%CICHY 1%III.L 1%CRS 1%BYDDY 1%TSLA 1%MP 1%AMD 1%AMAT 1%TDY 1%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
3%
ACHR
Archer Aviation Inc.		Industrials
1%
ADMA
ADMA Biologics, Inc.		Healthcare
1%
AMAT
Applied Materials, Inc.		Technology
1%
AMD
Advanced Micro Devices, Inc.		Technology
1%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3%
AVGO
Broadcom Inc.		Technology
1%
BABA
Alibaba Group Holding Limited		Consumer Cyclical
4%
BN
Brookfield Corp		Financial Services
2%
BYDDY
BYD Company Limited ADR		Consumer Cyclical
1%
CCEP.L
Coca-Cola Europacific Partners plc		Consumer Defensive
3%
CICHY
China Construction Bank Corp		Financial Services
1%
CRS
Carpenter Technology Corporation		Industrials
1%
CVS
CVS Health Corporation		Healthcare
1%
DRS
Leonardo DRS Inc. Common Stock		Industrials
1%
FTNT
Fortinet, Inc.		Technology
4%
GOOGL
Alphabet Inc Class A		Communication Services
2%
HNRG
Hallador Energy Company		Energy
1%
HOOD
Robinhood Markets, Inc.		Technology
1%
HWM
Howmet Aerospace Inc.		Industrials
4%
ICE
Intercontinental Exchange, Inc.		Financial Services
3%
III.L
3I Group plc		Financial Services
1%
ISRG
Intuitive Surgical, Inc.		Healthcare
1%
LEU
Centrus Energy Corp.		Energy
1%
LLY
Eli Lilly and Company		Healthcare
4%
LMB
Limbach Holdings, Inc.		Industrials
1%
LRN
Stride, Inc.		Consumer Defensive
1%
MELI
MercadoLibre, Inc.		Consumer Cyclical
4%
META
Meta Platforms, Inc.		Communication Services
4%
MO
Altria Group, Inc.		Consumer Defensive
1%
MP
MP Materials Corp.		Basic Materials
1%
MSFT
Microsoft Corporation		Technology
5%
MSTR
MicroStrategy Incorporated		Technology
4%
NOW
ServiceNow, Inc.		Technology
2%
NVDA
NVIDIA Corporation		Technology
2%
NVO
Novo Nordisk A/S		Healthcare
1%
PLTR
Palantir Technologies Inc.		Technology
2%
PSA
Public Storage		Real Estate
1%
RHM.DE
Rheinmetall AG		Industrials
4%
RTX
Raytheon Technologies Corporation		Industrials
2%
RYCEY
Rolls-Royce Holdings plc		Industrials
1%
SMMT
Summit Therapeutics Inc.		Healthcare
1%
SPOT
Spotify Technology S.A.		Communication Services
1%
STRL
Sterling Construction Company, Inc.		Industrials
3%
TDY
Teledyne Technologies Incorporated		Technology
1%
TKO
TKO Group Holdings Inc.		Communication Services
2%
TPR
Tapestry, Inc.		Consumer Cyclical
1%
TSLA
Tesla, Inc.		Consumer Cyclical
1%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
3%
UL
The Unilever Group		Consumer Defensive
1%
V
Visa Inc.		Financial Services
3%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Sep 12, 2023, corresponding to the inception date of TKO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
dividend 228.22%18.57%27.43%435.94%N/AN/A
Portfolio components:
V
Visa Inc.		16.46%11.48%18.03%32.66%14.80%18.91%
MSFT
Microsoft Corporation		9.12%24.81%10.31%8.54%21.12%27.40%
META
Meta Platforms, Inc.		8.91%27.04%13.74%36.38%22.57%23.03%
LLY
Eli Lilly and Company		-2.87%-10.88%2.75%-3.97%39.06%28.25%
RHM.DE
Rheinmetall AG		215.76%21.30%214.79%250.03%94.79%46.28%
CCEP.L
Coca-Cola Europacific Partners plc		15.54%-2.12%17.63%10,218.76%189.52%151.01%
MELI
MercadoLibre, Inc.		51.68%22.86%34.58%44.27%25.92%33.25%
MSTR
MicroStrategy Incorporated		43.95%31.44%-3.16%141.38%103.07%37.29%
AAPL
Apple Inc		-17.20%5.15%-9.16%8.79%21.85%21.43%
FTNT
Fortinet, Inc.		10.91%9.01%15.42%68.09%29.59%29.57%
AMZN
Amazon.com, Inc.		-6.98%18.23%-0.26%11.19%10.78%25.31%
ICE
Intercontinental Exchange, Inc.		18.64%11.13%12.26%30.26%15.16%15.51%
STRL
Sterling Construction Company, Inc.		11.12%33.45%-3.00%42.68%84.52%48.13%
TSM
Taiwan Semiconductor Manufacturing Company Limited		-1.67%27.49%2.71%27.73%33.09%26.37%
TKO
TKO Group Holdings Inc.		15.71%9.90%25.63%52.82%N/AN/A
HWM
Howmet Aerospace Inc.		51.17%34.06%42.53%97.00%68.16%N/A
LRN
Stride, Inc.		51.02%15.52%54.39%124.05%46.09%27.29%
GOOGL
Alphabet Inc Class A		-13.28%8.48%-7.73%-6.87%18.56%19.51%
ISRG
Intuitive Surgical, Inc.		6.74%15.42%3.40%39.28%25.08%26.05%
CVS
CVS Health Corporation		45.28%-4.30%16.94%16.18%3.37%-2.01%
RTX
Raytheon Technologies Corporation		19.14%6.43%15.90%32.69%20.71%8.82%
BABA
Alibaba Group Holding Limited		47.61%14.96%43.68%42.99%-9.63%3.21%
LMB
Limbach Holdings, Inc.		48.75%46.93%27.98%162.35%114.53%29.16%
MO
Altria Group, Inc.		16.62%2.99%11.29%41.12%18.94%8.37%
PLTR
Palantir Technologies Inc.		66.06%33.92%99.41%480.90%N/AN/A
NVDA
NVIDIA Corporation		0.08%32.41%-8.58%41.82%72.71%74.79%
BN
Brookfield Corp		2.85%18.67%4.21%32.52%20.73%13.52%
AVGO
Broadcom Inc.		0.23%35.49%40.92%65.85%57.13%36.59%
NOW
ServiceNow, Inc.		-3.61%32.34%-0.03%31.99%21.64%29.21%
LEU
Centrus Energy Corp.		42.92%41.54%38.98%87.29%61.37%34.32%
DRS
Leonardo DRS Inc. Common Stock		30.37%15.19%19.97%72.98%N/AN/A
TPR
Tapestry, Inc.		26.63%29.43%49.56%99.18%47.37%11.53%
PSA
Public Storage		3.83%3.99%-6.17%11.92%15.79%8.82%
RYCEY
Rolls-Royce Holdings plc		55.43%14.23%64.30%101.41%51.01%6.17%
SMMT
Summit Therapeutics Inc.		34.55%-2.44%20.05%428.85%46.57%7.94%
NVO
Novo Nordisk A/S		-19.44%17.42%-32.48%-47.67%17.96%11.22%
SPOT
Spotify Technology S.A.		47.21%14.69%41.99%113.69%27.86%N/A
UL
The Unilever Group		13.50%-0.03%11.22%20.78%8.22%7.08%
ADMA
ADMA Biologics, Inc.		17.73%-5.26%-2.13%114.56%48.88%9.09%
HOOD
Robinhood Markets, Inc.		74.21%57.63%84.19%211.47%N/AN/A
ACHR
Archer Aviation Inc.		16.82%57.54%122.03%210.35%N/AN/A
HNRG
Hallador Energy Company		65.76%32.08%47.25%213.20%93.48%8.59%
CICHY
China Construction Bank Corp		12.65%5.53%21.50%34.17%10.91%6.04%
III.L
3I Group plc		20.41%-1.64%23.13%44.76%42.27%25.21%
CRS
Carpenter Technology Corporation		39.20%38.65%28.04%115.78%63.15%20.83%
BYDDY
BYD Company Limited ADR		68.31%24.52%67.23%101.92%59.53%23.86%
TSLA
Tesla, Inc.		-14.86%42.45%-0.63%96.52%44.19%35.47%
MP
MP Materials Corp.		36.22%-19.35%17.92%17.92%N/AN/A
AMD
Advanced Micro Devices, Inc.		-6.03%29.73%-18.57%-31.76%15.74%47.81%
AMAT
Applied Materials, Inc.		2.14%20.57%-1.66%-24.02%25.72%24.96%
TDY
Teledyne Technologies Incorporated		7.09%7.54%6.93%21.96%8.34%17.03%
*Annualized

Monthly Returns

The table below presents the monthly returns of dividend 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.02%3.24%-2.71%7.67%9.77%28.22%
20241.98%13.50%6.75%-3.73%11.05%1.50%3.72%5.46%7.08%249.09%4.76%-3.50%454.31%
2023-4.22%0.37%8.90%7.75%12.80%

Expense Ratio

dividend 2 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, dividend 2 is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of dividend 2 is 9999
Overall Rank
The Sharpe Ratio Rank of dividend 2 is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of dividend 2 is 100100
Sortino Ratio Rank
The Omega Ratio Rank of dividend 2 is 100100
Omega Ratio Rank
The Calmar Ratio Rank of dividend 2 is 100100
Calmar Ratio Rank
The Martin Ratio Rank of dividend 2 is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
V
Visa Inc.		1.472.211.342.428.54
MSFT
Microsoft Corporation		0.330.601.080.310.68
META
Meta Platforms, Inc.		0.971.471.190.972.99
LLY
Eli Lilly and Company		-0.100.001.00-0.27-0.52
RHM.DE
Rheinmetall AG		5.155.441.7514.3033.78
CCEP.L
Coca-Cola Europacific Partners plc		1.15496.6063.061,189.423,305.08
MELI
MercadoLibre, Inc.		1.091.811.252.305.80
MSTR
MicroStrategy Incorporated		1.412.361.282.996.16
AAPL
Apple Inc		0.260.641.090.280.91
FTNT
Fortinet, Inc.		1.582.981.422.9310.64
AMZN
Amazon.com, Inc.		0.320.731.090.391.02
ICE
Intercontinental Exchange, Inc.		1.612.341.372.366.74
STRL
Sterling Construction Company, Inc.		0.681.441.201.122.66
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.590.991.130.631.66
TKO
TKO Group Holdings Inc.		1.682.201.322.436.76
HWM
Howmet Aerospace Inc.		2.463.141.454.8518.14
LRN
Stride, Inc.		2.414.451.614.8919.47
GOOGL
Alphabet Inc Class A		-0.22-0.090.99-0.22-0.47
ISRG
Intuitive Surgical, Inc.		1.141.851.261.504.68
CVS
CVS Health Corporation		0.411.211.150.551.89
RTX
Raytheon Technologies Corporation		1.231.701.281.996.68
BABA
Alibaba Group Holding Limited		0.921.861.241.733.60
LMB
Limbach Holdings, Inc.		2.562.571.313.419.25
MO
Altria Group, Inc.		2.093.101.414.129.47
PLTR
Palantir Technologies Inc.		6.435.231.7212.2336.79
NVDA
NVIDIA Corporation		0.690.821.110.491.20
BN
Brookfield Corp		0.921.541.211.314.36
AVGO
Broadcom Inc.		1.031.801.241.604.42
NOW
ServiceNow, Inc.		0.721.521.221.052.91
LEU
Centrus Energy Corp.		0.861.861.231.603.26
DRS
Leonardo DRS Inc. Common Stock		1.722.381.343.379.51
TPR
Tapestry, Inc.		2.343.371.443.289.78
PSA
Public Storage		0.501.231.150.711.52
RYCEY
Rolls-Royce Holdings plc		2.472.901.434.0117.69
SMMT
Summit Therapeutics Inc.		1.386.231.8318.8927.98
NVO
Novo Nordisk A/S		-1.11-1.660.79-0.81-1.44
SPOT
Spotify Technology S.A.		2.573.321.444.5716.70
UL
The Unilever Group		1.091.591.221.312.70
ADMA
ADMA Biologics, Inc.		1.672.551.333.547.15
HOOD
Robinhood Markets, Inc.		2.742.971.414.5612.11
ACHR
Archer Aviation Inc.		2.023.061.374.439.40
HNRG
Hallador Energy Company		2.472.471.352.409.12
CICHY
China Construction Bank Corp		1.321.871.272.9810.21
III.L
3I Group plc		1.552.261.302.6210.46
CRS
Carpenter Technology Corporation		2.322.831.383.8613.39
BYDDY
BYD Company Limited ADR		2.183.061.404.6910.45
TSLA
Tesla, Inc.		1.312.091.251.763.86
MP
MP Materials Corp.		0.261.121.130.511.90
AMD
Advanced Micro Devices, Inc.		-0.60-0.760.91-0.54-1.11
AMAT
Applied Materials, Inc.		-0.49-0.470.94-0.49-0.84
TDY
Teledyne Technologies Incorporated		0.921.701.231.615.70

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

dividend 2 Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 1.81
  • All Time: 1.33

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of dividend 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

dividend 2 provided a 0.68% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.68%0.69%0.98%0.96%0.78%2.27%1.03%1.14%0.94%1.02%0.93%0.91%
Portfolio components:
V
Visa Inc.		0.62%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
MSFT
Microsoft Corporation		0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
RHM.DE
Rheinmetall AG		0.46%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
CCEP.L
Coca-Cola Europacific Partners plc		0.03%0.03%2.97%3.14%2.85%2.01%2.64%3.00%2.91%1.31%0.00%0.00%
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.49%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
FTNT
Fortinet, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICE
Intercontinental Exchange, Inc.		1.04%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%
STRL
Sterling Construction Company, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.27%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
TKO
TKO Group Holdings Inc.		0.23%0.00%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HWM
Howmet Aerospace Inc.		0.22%0.24%0.31%0.25%0.13%0.05%0.30%1.09%0.68%0.37%0.00%0.00%
LRN
Stride, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc Class A		0.49%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
Intuitive Surgical, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVS
CVS Health Corporation		4.17%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%
RTX
Raytheon Technologies Corporation		1.38%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
BABA
Alibaba Group Holding Limited		0.53%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMB
Limbach Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MO
Altria Group, Inc.		6.74%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
PLTR
Palantir Technologies Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
BN
Brookfield Corp		0.56%0.56%0.87%1.89%0.86%1.16%1.45%1.57%1.69%1.58%1.98%1.76%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
NOW
ServiceNow, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LEU
Centrus Energy Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRS
Leonardo DRS Inc. Common Stock		0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPR
Tapestry, Inc.		1.70%2.14%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%
PSA
Public Storage		3.90%4.01%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%
RYCEY
Rolls-Royce Holdings plc		0.69%0.00%0.00%0.00%0.00%128.87%1.68%1.50%1.29%1.96%4.08%2.74%
SMMT
Summit Therapeutics Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S		2.37%1.68%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%
SPOT
Spotify Technology S.A.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UL
The Unilever Group		3.06%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
ADMA
ADMA Biologics, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HOOD
Robinhood Markets, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACHR
Archer Aviation Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HNRG
Hallador Energy Company		0.00%0.00%0.00%0.00%0.00%2.72%5.39%3.16%2.63%1.76%3.51%1.45%
CICHY
China Construction Bank Corp		12.65%6.61%9.10%8.62%7.36%5.94%5.24%5.61%4.38%5.49%7.22%5.94%
III.L
3I Group plc		1.62%1.82%2.32%3.76%2.78%3.02%3.42%2.97%2.03%1.90%1.68%1.80%
CRS
Carpenter Technology Corporation		0.34%0.47%1.13%2.17%2.74%2.75%1.61%2.13%1.41%1.99%2.38%1.46%
BYDDY
BYD Company Limited ADR		0.75%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MP
MP Materials Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMAT
Applied Materials, Inc.		0.97%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
TDY
Teledyne Technologies Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 dividend 2. 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 2 was 15.73%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.73%Feb 19, 202535Apr 8, 202514Apr 29, 202549
-8.89%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-7.05%Sep 15, 202313Oct 3, 202324Nov 6, 202337
-6.99%Mar 28, 202416Apr 19, 202411May 6, 202427
-5.74%Nov 29, 202415Dec 19, 202419Jan 17, 202534

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 51 assets, with an effective number of assets of 36.76, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCCEP.LCICHYMOCVSRHM.DEULBYDDYRTXPSANVOHNRGSMMTTKOIII.LBABALRNLLYMPLEUAAPLVMSTRICESPOTADMARYCEYTPRMELIFTNTLMBTSLAGOOGLACHRDRSTDYCRSMSFTMETAHWMHOODNVDAAMDNOWSTRLAMZNPLTRTSMAMATAVGOISRGBNPortfolio
^GSPC1.000.000.110.110.190.150.160.200.270.350.320.260.320.350.310.320.310.410.360.350.560.480.400.460.420.410.450.470.500.500.480.560.620.480.510.540.510.710.620.590.520.660.640.620.560.690.610.630.690.680.670.700.77
CCEP.L0.001.000.010.170.110.130.210.040.040.14-0.040.100.07-0.010.200.070.04-0.070.07-0.09-0.030.060.030.12-0.07-0.02-0.010.130.06-0.040.03-0.01-0.090.060.020.07-0.01-0.08-0.15-0.020.05-0.09-0.08-0.060.03-0.12-0.00-0.02-0.05-0.04-0.080.090.19
CICHY0.110.011.000.010.010.070.040.27-0.020.130.060.060.070.110.120.37-0.040.040.100.050.060.060.050.020.040.040.010.090.05-0.010.060.070.080.110.010.100.040.040.09-0.01-0.000.070.150.010.050.040.060.150.140.070.040.150.12
MO0.110.170.011.000.220.070.350.040.180.390.030.030.030.02-0.000.090.080.050.15-0.010.080.280.070.29-0.070.090.010.120.070.020.02-0.01-0.040.120.090.150.03-0.03-0.130.020.05-0.19-0.12-0.07-0.06-0.030.04-0.17-0.08-0.14-0.020.100.05
CVS0.190.110.010.221.000.060.150.110.190.210.060.100.120.060.100.150.040.080.230.100.120.200.110.180.010.080.080.210.02-0.020.100.100.040.140.130.170.170.00-0.030.160.17-0.020.060.000.09-0.000.04-0.02-0.010.020.030.150.17
RHM.DE0.150.130.070.070.061.000.030.090.170.000.080.100.070.070.250.070.240.110.070.05-0.040.150.100.180.110.050.320.100.050.040.110.09-0.020.070.200.130.150.060.070.210.120.110.050.150.160.010.130.060.090.110.080.190.21
UL0.160.210.040.350.150.031.000.060.160.350.160.080.130.020.190.090.130.110.170.100.070.230.050.33-0.030.120.170.200.07-0.050.070.03-0.050.140.150.230.07-0.02-0.040.090.04-0.08-0.02-0.060.06-0.07-0.040.010.01-0.040.130.220.06
BYDDY0.200.040.270.040.110.090.061.000.050.100.050.170.220.090.040.590.030.090.260.170.170.110.140.080.090.100.040.180.150.100.100.190.200.240.180.130.160.100.110.120.220.170.190.110.200.140.210.170.250.150.120.220.27
RTX0.270.04-0.020.180.190.170.160.051.000.220.140.190.070.160.070.060.160.170.140.150.060.270.060.250.090.140.220.150.140.140.190.120.080.150.390.360.290.060.000.400.110.010.070.130.180.080.100.070.080.080.200.300.23
PSA0.350.140.130.390.210.000.350.100.221.000.140.110.160.090.140.210.150.200.250.050.190.310.080.440.030.180.200.270.170.110.160.160.070.260.260.350.160.110.060.130.12-0.030.110.100.150.040.190.120.130.090.190.400.25
NVO0.32-0.040.060.030.060.080.160.050.140.141.000.120.180.020.120.090.090.570.130.050.120.200.120.180.200.220.240.130.180.180.150.100.200.070.210.190.180.270.250.230.130.240.160.250.180.240.130.280.260.230.340.250.27
HNRG0.260.100.060.030.100.100.080.170.190.110.121.000.250.080.180.130.140.130.240.280.060.110.250.240.200.230.190.220.130.180.300.150.120.200.280.190.280.120.170.250.210.180.220.180.240.140.240.170.210.180.190.300.35
SMMT0.320.070.070.030.120.070.130.220.070.160.180.251.000.060.120.180.130.220.170.160.140.180.110.210.150.310.150.240.180.170.250.220.220.240.200.220.230.230.140.190.300.200.200.200.250.270.200.170.220.220.240.310.36
TKO0.35-0.010.110.020.060.070.020.090.160.090.020.080.061.000.090.210.180.090.150.220.200.240.140.180.240.250.120.240.230.280.220.220.230.250.210.300.290.210.290.370.320.230.240.270.230.270.280.230.170.230.280.310.34
III.L0.310.200.12-0.000.100.250.190.040.070.140.120.180.120.091.000.140.250.110.290.180.090.190.240.260.170.160.430.240.240.180.200.180.110.290.230.160.220.140.180.170.310.210.210.210.290.130.220.290.270.250.230.400.38
BABA0.320.070.370.090.150.070.090.590.060.210.090.130.180.210.141.000.050.090.310.260.260.170.200.150.130.130.100.260.220.180.130.240.250.300.160.220.190.170.220.160.240.210.280.110.190.230.210.220.300.220.180.310.38
LRN0.310.04-0.040.080.040.240.130.030.160.150.090.140.130.180.250.051.000.160.090.200.110.210.200.210.220.300.240.210.190.240.270.220.180.220.290.320.330.220.230.320.270.200.190.310.340.230.260.280.220.240.250.340.35
LLY0.41-0.070.040.050.080.110.110.090.170.200.570.130.220.090.110.090.161.000.080.060.220.200.130.230.310.260.270.160.250.280.200.140.190.100.190.250.200.280.350.250.220.330.210.290.250.290.260.310.270.290.360.240.36
MP0.360.070.100.150.230.070.170.260.140.250.130.240.170.150.290.310.090.081.000.320.090.150.280.230.130.280.210.340.200.200.230.310.180.420.220.310.280.130.220.170.320.120.250.140.220.220.300.230.300.210.190.420.38
LEU0.35-0.090.05-0.010.100.050.100.170.150.050.050.280.160.220.180.260.200.060.321.000.100.170.300.170.230.250.290.240.250.240.310.240.210.370.250.280.330.180.240.310.360.260.300.200.320.270.230.290.260.300.280.300.39
AAPL0.56-0.030.060.080.12-0.040.070.170.060.190.120.060.140.200.090.260.110.220.090.101.000.260.170.200.220.170.150.210.290.270.160.410.460.230.140.220.220.470.350.250.260.310.340.310.180.440.340.300.350.360.360.310.38
V0.480.060.060.280.200.150.230.110.270.310.200.110.180.240.190.170.210.200.150.170.261.000.110.450.190.180.260.220.280.270.200.250.250.250.270.330.200.280.240.300.290.150.260.300.280.260.320.150.260.220.350.410.36
MSTR0.400.030.050.070.110.100.050.140.060.080.120.250.110.140.240.200.200.130.280.300.170.111.000.180.260.320.250.270.230.230.310.340.290.420.310.180.300.270.290.280.550.320.360.300.360.300.360.310.290.260.330.330.58
ICE0.460.120.020.290.180.180.330.080.250.440.180.240.210.180.260.150.210.230.230.170.200.450.181.000.200.280.290.270.280.230.330.190.200.290.350.410.240.280.250.310.230.140.230.310.300.200.290.180.240.180.300.440.39
SPOT0.42-0.070.04-0.070.010.11-0.030.090.090.030.200.200.150.240.170.130.220.310.130.230.220.190.260.201.000.250.250.170.310.360.260.230.360.190.250.280.290.410.440.370.370.430.360.450.300.470.370.320.330.390.430.280.43
ADMA0.41-0.020.040.090.080.050.120.100.140.180.220.230.310.250.160.130.300.260.280.250.170.180.320.280.251.000.230.230.240.270.340.250.250.300.400.310.360.270.320.280.390.300.310.340.360.330.360.250.290.260.360.320.43
RYCEY0.45-0.010.010.010.080.320.170.040.220.200.240.190.150.120.430.100.240.270.210.290.150.260.250.290.250.231.000.240.270.240.250.200.220.250.330.310.370.290.320.420.330.320.290.310.380.270.320.380.310.370.370.430.46
TPR0.470.130.090.120.210.100.200.180.150.270.130.220.240.240.240.260.210.160.340.240.210.220.270.270.170.230.241.000.210.230.300.330.190.430.280.360.300.230.240.350.420.240.300.260.270.260.340.340.360.310.280.550.44
MELI0.500.060.050.070.020.050.070.150.140.170.180.130.180.230.240.220.190.250.200.250.290.280.230.280.310.240.270.211.000.310.250.300.340.270.300.270.310.350.330.320.370.370.420.410.340.390.350.350.350.310.400.390.52
FTNT0.50-0.04-0.010.02-0.020.04-0.050.100.140.110.180.180.170.280.180.180.240.280.200.240.270.270.230.230.360.270.240.230.311.000.300.300.330.310.280.350.300.370.360.330.390.380.350.530.390.410.420.340.350.390.440.360.47
LMB0.480.030.060.020.100.110.070.100.190.160.150.300.250.220.200.130.270.200.230.310.160.200.310.330.260.340.250.300.250.301.000.250.220.320.360.400.430.290.310.410.370.360.350.330.590.320.350.410.360.390.360.410.50
TSLA0.56-0.010.07-0.010.100.090.030.190.120.160.100.150.220.220.180.240.220.140.310.240.410.250.340.190.230.250.200.330.300.300.251.000.410.380.280.280.390.410.360.350.420.350.400.340.330.440.480.380.400.440.360.410.48
GOOGL0.62-0.090.08-0.040.04-0.02-0.050.200.080.070.200.120.220.230.110.250.180.190.180.210.460.250.290.200.360.250.220.190.340.330.220.411.000.280.210.190.270.640.560.280.370.440.480.440.290.630.360.380.390.430.420.380.44
ACHR0.480.060.110.120.140.070.140.240.150.260.070.200.240.250.290.300.220.100.420.370.230.250.420.290.190.300.250.430.270.310.320.380.281.000.340.340.350.250.230.290.490.250.320.310.320.300.450.370.290.290.330.510.52
DRS0.510.020.010.090.130.200.150.180.390.260.210.280.200.210.230.160.290.190.220.250.140.270.310.350.250.400.330.280.300.280.360.280.210.341.000.450.450.270.210.510.360.300.260.370.500.270.360.320.370.370.440.450.51
TDY0.540.070.100.150.170.130.230.130.360.350.190.190.220.300.160.220.320.250.310.280.220.330.180.410.280.310.310.360.270.350.400.280.190.340.451.000.400.280.220.440.310.240.340.360.410.280.350.300.330.310.440.530.49
CRS0.51-0.010.040.030.170.150.070.160.290.160.180.280.230.290.220.190.330.200.280.330.220.200.300.240.290.360.370.300.310.300.430.390.270.350.450.401.000.300.320.570.430.320.300.360.460.380.410.340.310.350.390.480.53
MSFT0.71-0.080.04-0.030.000.06-0.020.100.060.110.270.120.230.210.140.170.220.280.130.180.470.280.270.280.410.270.290.230.350.370.290.410.640.250.270.280.301.000.620.360.320.560.490.590.360.710.440.490.520.570.520.360.53
META0.62-0.150.09-0.13-0.030.07-0.040.110.000.060.250.170.140.290.180.220.230.350.220.240.350.240.290.250.440.320.320.240.330.360.310.360.560.230.210.220.320.621.000.390.350.530.490.500.400.650.480.520.440.550.540.400.52
HWM0.59-0.02-0.010.020.160.210.090.120.400.130.230.250.190.370.170.160.320.250.170.310.250.300.280.310.370.280.420.350.320.330.410.350.280.290.510.440.570.360.391.000.370.420.360.430.490.400.380.410.360.400.470.480.58
HOOD0.520.05-0.000.050.170.120.040.220.110.120.130.210.300.320.310.240.270.220.320.360.260.290.550.230.370.390.330.420.370.390.370.420.370.490.360.310.430.320.350.371.000.380.350.360.440.430.490.360.380.370.430.470.62
NVDA0.66-0.090.07-0.19-0.020.11-0.080.170.01-0.030.240.180.200.230.210.210.200.330.120.260.310.150.320.140.430.300.320.240.370.380.360.350.440.250.300.240.320.560.530.420.381.000.590.510.480.540.460.680.630.680.480.370.58
AMD0.64-0.080.15-0.120.060.05-0.020.190.070.110.160.220.200.240.210.280.190.210.250.300.340.260.360.230.360.310.290.300.420.350.350.400.480.320.260.340.300.490.490.360.350.591.000.430.390.490.450.590.630.570.500.400.57
NOW0.62-0.060.01-0.070.000.15-0.060.110.130.100.250.180.200.270.210.110.310.290.140.200.310.300.300.310.450.340.310.260.410.530.330.340.440.310.370.360.360.590.500.430.360.510.431.000.460.600.510.480.490.520.530.420.53
STRL0.560.030.05-0.060.090.160.060.200.180.150.180.240.250.230.290.190.340.250.220.320.180.280.360.300.300.360.380.270.340.390.590.330.290.320.500.410.460.360.400.490.440.480.390.461.000.390.420.470.480.500.470.480.61
AMZN0.69-0.120.04-0.03-0.000.01-0.070.140.080.040.240.140.270.270.130.230.230.290.220.270.440.260.300.200.470.330.270.260.390.410.320.440.630.300.270.280.380.710.650.400.430.540.490.600.391.000.480.480.460.560.520.380.55
PLTR0.61-0.000.060.040.040.13-0.040.210.100.190.130.240.200.280.220.210.260.260.300.230.340.320.360.290.370.360.320.340.350.420.350.480.360.450.360.350.410.440.480.380.490.460.450.510.420.481.000.470.450.520.420.470.63
TSM0.63-0.020.15-0.17-0.020.060.010.170.070.120.280.170.170.230.290.220.280.310.230.290.300.150.310.180.320.250.380.340.350.340.410.380.380.370.320.300.340.490.520.410.360.680.590.480.470.480.471.000.670.690.470.440.63
AMAT0.69-0.050.14-0.08-0.010.090.010.250.080.130.260.210.220.170.270.300.220.270.300.260.350.260.290.240.330.290.310.360.350.350.360.400.390.290.370.330.310.520.440.360.380.630.630.490.480.460.450.671.000.700.520.470.57
AVGO0.68-0.040.07-0.140.020.11-0.040.150.080.090.230.180.220.230.250.220.240.290.210.300.360.220.260.180.390.260.370.310.310.390.390.440.430.290.370.310.350.570.550.400.370.680.570.520.500.560.520.690.701.000.460.420.57
ISRG0.67-0.080.04-0.020.030.080.130.120.200.190.340.190.240.280.230.180.250.360.190.280.360.350.330.300.430.360.370.280.400.440.360.360.420.330.440.440.390.520.540.470.430.480.500.530.470.520.420.470.520.461.000.460.57
BN0.700.090.150.100.150.190.220.220.300.400.250.300.310.310.400.310.340.240.420.300.310.410.330.440.280.320.430.550.390.360.410.410.380.510.450.530.480.360.400.480.470.370.400.420.480.380.470.440.470.420.461.000.64
Portfolio0.770.190.120.050.170.210.060.270.230.250.270.350.360.340.380.380.350.360.380.390.380.360.580.390.430.430.460.440.520.470.500.480.440.520.510.490.530.530.520.580.620.580.570.530.610.550.630.630.570.570.570.641.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2023