Maldonado Dividend & Growth (Dividend)

Asset Allocation

Position	Category/Sector	Target Weight
BK The Bank of New York Mellon Corporation	Financial Services	3.70%
CAH Cardinal Health, Inc.	Healthcare	3.70%
CI Cigna Corporation	Healthcare	3.70%
CMCSA Comcast Corporation	Communication Services	3.70%
COF Capital One Financial Corporation	Financial Services	3.70%
COST Costco Wholesale Corporation	Consumer Defensive	3.70%
EMR Emerson Electric Co.	Industrials	3.70%
ENB Enbridge Inc.	Energy	3.70%
EPRT Essential Properties Realty Trust, Inc.	Real Estate	3.70%
ET Energy Transfer LP	Energy	3.70%
ETR Entergy Corporation	Utilities	3.70%
HTGC Hercules Capital, Inc.	Financial Services	3.70%
KDP Keurig Dr Pepper Inc.	Consumer Defensive	3.70%
KO The Coca-Cola Company	Consumer Defensive	3.70%
LTC LTC Properties, Inc.	Real Estate	3.70%
NRG NRG Energy, Inc.	Utilities	3.70%
OSK Oshkosh Corporation	Industrials	3.70%
PAA Plains All American Pipeline, L.P.	Energy	3.70%
PM Philip Morris International Inc.	Consumer Defensive	3.70%
THG The Hanover Insurance Group, Inc.	Financial Services	3.70%
TPL Texas Pacific Land Corporation	Energy	3.70%
UNM Unum Group	Financial Services	3.70%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	3.70%
VICI VICI Properties Inc.	Real Estate	3.70%
WM Waste Management, Inc.	Industrials	3.70%
WMT Walmart Inc.	Consumer Defensive	3.70%
XOM Exxon Mobil Corporation	Energy	3.70%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Maldonado Dividend & Growth (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 Every 3 months.

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The earliest data available for this chart is Jun 21, 2018, corresponding to the inception date of EPRT

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.78%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio Maldonado Dividend & Growth (Dividend)	-0.40%	1.05%	10.11%	15.25%	25.43%	23.65%	17.49%	—
Portfolio components:
BK The Bank of New York Mellon Corporation	-0.79%	9.80%	10.37%	23.17%	67.69%	44.72%	24.75%	16.39%
CAH Cardinal Health, Inc.	-0.13%	-0.48%	5.39%	38.05%	65.40%	41.49%	32.13%	13.22%
CI Cigna Corporation	-2.59%	1.52%	-0.90%	-8.80%	-16.11%	2.49%	3.82%	8.19%
CMCSA Comcast Corporation	-1.34%	-6.32%	7.98%	9.55%	-2.38%	-3.05%	-7.25%	2.76%
COST Costco Wholesale Corporation	-3.25%	-0.99%	15.94%	7.66%	4.21%	27.76%	23.76%	22.92%
EMR Emerson Electric Co.	-0.62%	8.72%	8.74%	15.03%	45.45%	21.70%	11.60%	13.02%
ENB Enbridge Inc.	-0.33%	0.44%	15.09%	17.06%	32.98%	18.61%	15.30%	9.56%
EPRT Essential Properties Realty Trust, Inc.	0.31%	-0.21%	10.83%	13.74%	10.19%	14.33%	10.59%	—
ET Energy Transfer LP	0.52%	2.35%	18.56%	22.43%	26.85%	24.98%	28.74%	17.78%
ETR Entergy Corporation	-0.83%	10.31%	26.84%	23.89%	46.43%	32.91%	22.51%	16.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 22, 2018, Maldonado Dividend & Growth (Dividend)'s average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, an investment would double in approximately 4.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +18.4%, while the worst month was Mar 2020 at -23.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Maldonado Dividend & Growth (Dividend) closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -13.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.18%	7.60%	-4.49%	1.88%									10.11%
2025	6.32%	3.77%	-2.00%	-1.12%	4.41%	2.56%	-0.76%	1.05%	-0.42%	-1.45%	3.40%	-0.05%	16.44%
2024	1.47%	3.20%	5.86%	-1.42%	3.56%	0.59%	5.34%	3.45%	1.72%	1.85%	10.00%	-8.16%	29.82%
2023	4.87%	-2.85%	-2.24%	0.57%	-3.33%	6.68%	3.86%	0.17%	-1.87%	-0.51%	4.38%	4.60%	14.58%
2022	1.57%	0.33%	3.81%	-2.86%	3.63%	-6.83%	7.73%	0.03%	-8.50%	13.17%	4.65%	-5.24%	9.78%
2021	0.50%	6.17%	8.96%	5.19%	2.08%	1.36%	0.40%	0.67%	-5.11%	3.47%	-5.25%	6.83%	27.10%

Benchmark Metrics

Maldonado Dividend & Growth (Dividend) has an annualized alpha of 5.77%, beta of 0.84, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since June 22, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.01%) than losses (79.62%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.77% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 5.77%

Beta: 0.84

R²: 0.71

Upside Capture: 95.01%

Downside Capture: 79.62%

Expense Ratio

Maldonado Dividend & Growth (Dividend) has an expense ratio of 0.00%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Vanguard Small-Cap ETF

Return for Risk

Risk / Return Rank

Maldonado Dividend & Growth (Dividend) ranks 66 for risk / return — better than 66% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.66	2.23	+0.43
Sortino ratio Return per unit of downside risk	3.76	3.12	+0.64
Omega ratio Gain probability vs. loss probability	1.49	1.42	+0.07
Calmar ratio Return relative to maximum drawdown	5.02	4.05	+0.97
Martin ratio Return relative to average drawdown	18.39	17.91	+0.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BK The Bank of New York Mellon Corporation	94	3.55	4.21	1.58	7.61	21.71
CAH Cardinal Health, Inc.	88	2.41	3.56	1.50	5.77	13.35
CI Cigna Corporation	16	-0.47	-0.42	0.93	-0.43	-0.81
CMCSA Comcast Corporation	27	-0.09	0.04	1.00	0.01	0.02
COST Costco Wholesale Corporation	37	0.22	0.45	1.05	0.54	1.08
EMR Emerson Electric Co.	70	1.62	2.18	1.29	2.36	5.91
ENB Enbridge Inc.	84	2.36	3.20	1.41	4.39	11.07
EPRT Essential Properties Realty Trust, Inc.	52	0.74	1.13	1.13	1.57	3.35
ET Energy Transfer LP	73	1.57	2.44	1.28	3.20	7.08
ETR Entergy Corporation	89	2.55	3.47	1.43	7.64	19.79

Sharpe Ratio

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.

Maldonado Dividend & Growth (Dividend) Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 2.66
5-Year: 1.22
All Time: 0.84

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 2.14 to 3.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Maldonado Dividend & Growth (Dividend) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Maldonado Dividend & Growth (Dividend) provided a 3.39% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.39%	3.28%	3.27%	3.78%	3.72%	3.55%	4.31%	3.47%	3.58%	2.91%	2.81%	3.38%
Portfolio components:
BK The Bank of New York Mellon Corporation	1.61%	1.72%	2.32%	3.04%	3.12%	2.24%	2.92%	2.34%	2.21%	1.60%	1.52%	1.65%
CAH Cardinal Health, Inc.	0.95%	0.99%	1.28%	1.98%	2.57%	3.80%	3.62%	3.80%	4.24%	3.00%	2.41%	1.68%
CI Cigna Corporation	2.25%	2.19%	2.03%	1.64%	1.35%	1.74%	0.02%	0.02%	0.02%	0.02%	0.03%	0.03%
CMCSA Comcast Corporation	10.39%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
EMR Emerson Electric Co.	1.51%	1.61%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%
ENB Enbridge Inc.	5.06%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%
EPRT Essential Properties Realty Trust, Inc.	3.75%	4.06%	3.71%	4.38%	4.58%	3.47%	4.39%	3.55%	1.62%	0.00%	0.00%	0.00%
ET Energy Transfer LP	6.90%	7.97%	6.51%	8.95%	7.33%	7.41%	17.27%	9.51%	9.24%	6.66%	5.90%	7.42%
ETR Entergy Corporation	2.13%	2.64%	3.03%	4.29%	3.64%	3.43%	3.75%	3.06%	4.16%	4.30%	4.65%	4.89%

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 Maldonado Dividend & Growth (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 Maldonado Dividend & Growth (Dividend) was 42.32%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Maldonado Dividend & Growth (Dividend) drawdown is 3.08%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.32%	Feb 14, 2020	26	Mar 23, 2020	200	Jan 6, 2021	226
-16.08%	Sep 24, 2018	64	Dec 24, 2018	33	Feb 12, 2019	97
-13.56%	Apr 21, 2022	41	Jun 17, 2022	38	Aug 12, 2022	79
-12.44%	Aug 17, 2022	32	Sep 30, 2022	26	Nov 7, 2022	58
-12.37%	Mar 3, 2025	27	Apr 8, 2025	23	May 12, 2025	50

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 27 assets, with an effective number of assets of 27.00, 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.

	Benchmark	WMT	KDP	COST	TPL	ETR	PM	NRG	CI	CAH	LTC	WM	KO	HTGC	ET	CMCSA	XOM	EPRT	PAA	THG	VICI	ENB	UNM	COF	BK	OSK	EMR	VB	Portfolio
Benchmark	1.00	0.36	0.32	0.53	0.37	0.32	0.31	0.47	0.36	0.38	0.32	0.40	0.37	0.49	0.42	0.51	0.36	0.41	0.40	0.39	0.44	0.42	0.46	0.61	0.58	0.60	0.68	0.85	0.74
WMT	0.36	1.00	0.30	0.59	0.12	0.32	0.29	0.20	0.21	0.26	0.18	0.35	0.36	0.16	0.15	0.25	0.15	0.21	0.14	0.23	0.20	0.21	0.20	0.18	0.22	0.20	0.23	0.28	0.39
KDP	0.32	0.30	1.00	0.30	0.09	0.33	0.30	0.18	0.24	0.24	0.27	0.34	0.50	0.20	0.16	0.30	0.17	0.28	0.12	0.25	0.29	0.23	0.20	0.20	0.21	0.23	0.25	0.31	0.41
COST	0.53	0.59	0.30	1.00	0.15	0.25	0.25	0.25	0.22	0.24	0.20	0.39	0.35	0.23	0.17	0.31	0.13	0.26	0.15	0.23	0.26	0.23	0.17	0.21	0.24	0.23	0.30	0.40	0.42
TPL	0.37	0.12	0.09	0.15	1.00	0.14	0.14	0.27	0.22	0.23	0.18	0.16	0.10	0.29	0.44	0.21	0.50	0.22	0.44	0.24	0.24	0.39	0.33	0.35	0.33	0.37	0.38	0.46	0.55
ETR	0.32	0.32	0.33	0.25	0.14	1.00	0.34	0.40	0.27	0.26	0.41	0.45	0.47	0.21	0.19	0.27	0.16	0.37	0.19	0.35	0.36	0.36	0.22	0.20	0.22	0.19	0.25	0.30	0.45
PM	0.31	0.29	0.30	0.25	0.14	0.34	1.00	0.21	0.31	0.32	0.33	0.33	0.49	0.20	0.22	0.31	0.28	0.29	0.21	0.31	0.32	0.34	0.30	0.26	0.32	0.26	0.26	0.29	0.47
NRG	0.47	0.20	0.18	0.25	0.27	0.40	0.21	1.00	0.23	0.28	0.25	0.24	0.21	0.30	0.31	0.23	0.24	0.27	0.31	0.26	0.28	0.31	0.31	0.32	0.34	0.34	0.37	0.47	0.52
CI	0.36	0.21	0.24	0.22	0.22	0.27	0.31	0.23	1.00	0.45	0.24	0.32	0.32	0.25	0.24	0.31	0.31	0.23	0.26	0.36	0.28	0.31	0.37	0.32	0.34	0.32	0.35	0.37	0.52
CAH	0.38	0.26	0.24	0.24	0.23	0.26	0.32	0.28	0.45	1.00	0.25	0.33	0.30	0.23	0.25	0.28	0.27	0.25	0.26	0.36	0.26	0.30	0.41	0.30	0.35	0.32	0.35	0.38	0.51
LTC	0.32	0.18	0.27	0.20	0.18	0.41	0.33	0.25	0.24	0.25	1.00	0.31	0.38	0.30	0.22	0.28	0.22	0.55	0.28	0.34	0.49	0.33	0.27	0.26	0.28	0.29	0.28	0.41	0.51
WM	0.40	0.35	0.34	0.39	0.16	0.45	0.33	0.24	0.32	0.33	0.31	1.00	0.51	0.22	0.18	0.32	0.21	0.35	0.22	0.39	0.34	0.34	0.27	0.20	0.27	0.22	0.34	0.33	0.48
KO	0.37	0.36	0.50	0.35	0.10	0.47	0.49	0.21	0.32	0.30	0.38	0.51	1.00	0.23	0.18	0.36	0.23	0.37	0.17	0.36	0.37	0.34	0.27	0.22	0.28	0.24	0.29	0.30	0.48
HTGC	0.49	0.16	0.20	0.23	0.29	0.21	0.20	0.30	0.25	0.23	0.30	0.22	0.23	1.00	0.38	0.32	0.31	0.37	0.40	0.32	0.38	0.36	0.40	0.46	0.41	0.41	0.42	0.56	0.58
ET	0.42	0.15	0.16	0.17	0.44	0.19	0.22	0.31	0.24	0.25	0.22	0.18	0.18	0.38	1.00	0.26	0.54	0.26	0.66	0.27	0.27	0.48	0.41	0.42	0.40	0.40	0.44	0.48	0.60
CMCSA	0.51	0.25	0.30	0.31	0.21	0.27	0.31	0.23	0.31	0.28	0.28	0.32	0.36	0.32	0.26	1.00	0.30	0.34	0.27	0.36	0.37	0.31	0.36	0.41	0.36	0.40	0.40	0.50	0.55
XOM	0.36	0.15	0.17	0.13	0.50	0.16	0.28	0.24	0.31	0.27	0.22	0.21	0.23	0.31	0.54	0.30	1.00	0.23	0.56	0.31	0.29	0.49	0.45	0.42	0.41	0.43	0.47	0.44	0.61
EPRT	0.41	0.21	0.28	0.26	0.22	0.37	0.29	0.27	0.23	0.25	0.55	0.35	0.37	0.37	0.26	0.34	0.23	1.00	0.30	0.36	0.57	0.34	0.29	0.34	0.32	0.34	0.34	0.50	0.55
PAA	0.40	0.14	0.12	0.15	0.44	0.19	0.21	0.31	0.26	0.26	0.28	0.22	0.17	0.40	0.66	0.27	0.56	0.30	1.00	0.30	0.32	0.50	0.42	0.41	0.38	0.40	0.43	0.49	0.62
THG	0.39	0.23	0.25	0.23	0.24	0.35	0.31	0.26	0.36	0.36	0.34	0.39	0.36	0.32	0.27	0.36	0.31	0.36	0.30	1.00	0.35	0.32	0.54	0.44	0.47	0.41	0.38	0.47	0.59
VICI	0.44	0.20	0.29	0.26	0.24	0.36	0.32	0.28	0.28	0.26	0.49	0.34	0.37	0.38	0.27	0.37	0.29	0.57	0.32	0.35	1.00	0.39	0.34	0.36	0.33	0.38	0.36	0.54	0.58
ENB	0.42	0.21	0.23	0.23	0.39	0.36	0.34	0.31	0.31	0.30	0.33	0.34	0.34	0.36	0.48	0.31	0.49	0.34	0.50	0.32	0.39	1.00	0.36	0.35	0.37	0.36	0.40	0.46	0.61
UNM	0.46	0.20	0.20	0.17	0.33	0.22	0.30	0.31	0.37	0.41	0.27	0.27	0.27	0.40	0.41	0.36	0.45	0.29	0.42	0.54	0.34	0.36	1.00	0.60	0.58	0.53	0.52	0.56	0.68
COF	0.61	0.18	0.20	0.21	0.35	0.20	0.26	0.32	0.32	0.30	0.26	0.20	0.22	0.46	0.42	0.41	0.42	0.34	0.41	0.44	0.36	0.35	0.60	1.00	0.67	0.60	0.57	0.68	0.69
BK	0.58	0.22	0.21	0.24	0.33	0.22	0.32	0.34	0.34	0.35	0.28	0.27	0.28	0.41	0.40	0.36	0.41	0.32	0.38	0.47	0.33	0.37	0.58	0.67	1.00	0.56	0.57	0.63	0.67
OSK	0.60	0.20	0.23	0.23	0.37	0.19	0.26	0.34	0.32	0.32	0.29	0.22	0.24	0.41	0.40	0.40	0.43	0.34	0.40	0.41	0.38	0.36	0.53	0.60	0.56	1.00	0.69	0.73	0.70
EMR	0.68	0.23	0.25	0.30	0.38	0.25	0.26	0.37	0.35	0.35	0.28	0.34	0.29	0.42	0.44	0.40	0.47	0.34	0.43	0.38	0.36	0.40	0.52	0.57	0.57	0.69	1.00	0.72	0.72
VB	0.85	0.28	0.31	0.40	0.46	0.30	0.29	0.47	0.37	0.38	0.41	0.33	0.30	0.56	0.48	0.50	0.44	0.50	0.49	0.47	0.54	0.46	0.56	0.68	0.63	0.73	0.72	1.00	0.82
Portfolio	0.74	0.39	0.41	0.42	0.55	0.45	0.47	0.52	0.52	0.51	0.51	0.48	0.48	0.58	0.60	0.55	0.61	0.55	0.62	0.59	0.58	0.61	0.68	0.69	0.67	0.70	0.72	0.82	1.00

The correlation results are calculated based on daily price changes starting from Jun 22, 2018

Maldonado Dividend & Growth (Dividend)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table