DIV
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CINF Cincinnati Financial Corporation | Financial Services | 50% |
KO The Coca-Cola Company | Consumer Defensive | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 26, 1990, corresponding to the inception date of CINF
Returns By Period
As of May 23, 2025, the DIV returned 8.38% Year-To-Date and 12.19% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| DIV | 9.05% | 3.02% | 3.47% | 24.18% | 18.98% | 12.34% |
| Portfolio components: | ||||||
KO The Coca-Cola Company | 16.13% | -2.09% | 13.97% | 19.05% | 13.20% | 9.17% |
CINF Cincinnati Financial Corporation | 2.09% | 8.79% | -5.71% | 27.64% | 23.75% | 14.39% |
Monthly Returns
The table below presents the monthly returns of DIV , 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 | -1.33% | 10.09% | 0.94% | -2.23% | 1.73% | 9.05% | |||||||
| 2024 | 4.02% | 1.92% | 6.32% | -2.94% | 1.76% | 1.60% | 7.75% | 6.68% | -0.12% | -2.82% | 6.66% | -6.66% | 25.64% |
| 2023 | 3.41% | 2.16% | -1.38% | -0.83% | -8.13% | 1.67% | 6.70% | -2.49% | -4.04% | -0.81% | 3.72% | 1.10% | 0.22% |
| 2022 | 3.23% | 3.11% | 5.95% | -2.74% | 0.93% | -3.03% | -8.12% | -2.30% | -7.89% | 11.06% | 7.22% | -3.67% | 1.80% |
| 2021 | -7.97% | 9.41% | 7.13% | 5.84% | 5.30% | -2.60% | 3.24% | 1.64% | -6.53% | 6.88% | -6.22% | 6.77% | 22.92% |
| 2020 | 2.65% | -9.75% | -17.52% | -4.38% | -3.70% | 2.02% | 13.71% | 3.27% | -0.30% | -5.95% | 8.07% | 10.61% | -5.52% |
| 2019 | 3.22% | 0.74% | 1.73% | 8.33% | 1.18% | 5.28% | 3.44% | 4.69% | 1.94% | -1.50% | -3.27% | 1.30% | 30.07% |
| 2018 | 3.15% | -6.12% | 0.80% | -2.90% | -0.92% | 0.06% | 9.69% | -1.45% | 2.60% | 3.02% | 5.02% | -5.34% | 6.74% |
| 2017 | -3.28% | 2.11% | 0.91% | 0.71% | 1.33% | 1.66% | 3.66% | 0.14% | -0.02% | -3.07% | 3.58% | 0.60% | 8.38% |
| 2016 | -1.35% | 4.96% | 6.28% | -1.22% | 2.17% | 5.90% | -2.00% | 1.42% | -1.66% | -2.99% | 2.01% | 0.99% | 14.90% |
| 2015 | -2.52% | 4.81% | -1.85% | -2.46% | 0.45% | -1.71% | 7.39% | -4.76% | 3.32% | 8.75% | 1.44% | -0.47% | 12.05% |
| 2014 | -7.97% | -1.13% | 3.37% | 2.80% | 0.45% | 1.65% | -5.73% | 5.33% | 0.85% | 2.68% | 4.24% | -1.59% | 4.15% |
Expense Ratio
DIV 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
With an overall rank of 87, DIV is among the top 13% 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.
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 | |
|---|---|---|---|---|---|
KO The Coca-Cola Company | 1.13 | 1.56 | 1.19 | 1.13 | 2.47 |
CINF Cincinnati Financial Corporation | 1.10 | 1.47 | 1.20 | 1.30 | 3.27 |
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Dividends
Dividend yield
DIV provided a 2.50% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.50% | 2.69% | 3.01% | 2.73% | 2.52% | 2.87% | 2.51% | 3.02% | 3.28% | 2.96% | 3.48% | 3.14% |
| Portfolio components: | ||||||||||||
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
CINF Cincinnati Financial Corporation | 2.26% | 2.25% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% |
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 DIV . 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 DIV was 44.40%, occurring on Mar 5, 2009. Recovery took 422 trading sessions.
The current DIV drawdown is 2.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.4% | Dec 26, 2007 | 300 | Mar 5, 2009 | 422 | Nov 4, 2010 | 722 |
| -42.6% | Feb 18, 2020 | 63 | May 15, 2020 | 242 | May 3, 2021 | 305 |
| -37.36% | May 22, 1998 | 457 | Mar 14, 2000 | 534 | May 1, 2002 | 991 |
| -29.9% | May 2, 2002 | 215 | Mar 10, 2003 | 802 | May 15, 2006 | 1017 |
| -25.15% | Apr 21, 2022 | 113 | Sep 30, 2022 | 448 | Jul 16, 2024 | 561 |
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 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | KO | CINF | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.54 | 0.61 |
| KO | 0.48 | 1.00 | 0.33 | 0.76 |
| CINF | 0.54 | 0.33 | 1.00 | 0.82 |
| Portfolio | 0.61 | 0.76 | 0.82 | 1.00 |