dividend 1

Asset Allocation

Position	Category/Sector	Target Weight
ASML ASML Holding N.V.	Technology	9%
AVGO Broadcom Inc.	Technology	14%
ENB Enbridge Inc.	Energy	6%
ITW Illinois Tool Works Inc.	Industrials	7%
JNJ Johnson & Johnson	Healthcare	7%
LOW Lowe's Companies, Inc.	Consumer Cyclical	6%
MSFT Microsoft Corporation	Technology	13%
NEE NextEra Energy, Inc.	Utilities	6%
O Realty Income Corporation	Real Estate	8%
PEP PepsiCo, Inc.	Consumer Defensive	7%
PG The Procter & Gamble Company	Consumer Defensive	8%
V Visa Inc.	Financial Services	9%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in dividend 1, 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.

Loading graphics...

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns By Period

As of Apr 3, 2026, the dividend 1 returned 1.88% Year-To-Date and 19.60% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio dividend 1	-0.09%	-4.52%	1.88%	1.79%	27.72%	20.39%	16.04%	19.60%
Portfolio components:
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
V Visa Inc.	0.77%	-6.24%	-14.05%	-12.70%	-12.50%	10.35%	7.55%	15.28%
ASML ASML Holding N.V.	-3.13%	-3.21%	23.29%	28.26%	99.10%	26.32%	16.83%	30.54%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
PEP PepsiCo, Inc.	1.53%	-3.94%	10.38%	12.40%	9.51%	-1.63%	5.35%	7.43%
JNJ Johnson & Johnson	-0.44%	-1.50%	18.06%	32.21%	60.80%	19.22%	11.44%	11.41%
ITW Illinois Tool Works Inc.	-0.89%	-9.14%	5.50%	0.30%	4.88%	4.28%	5.57%	12.27%
LOW Lowe's Companies, Inc.	-2.10%	-10.35%	-3.77%	-5.71%	0.17%	6.30%	5.79%	13.82%
O Realty Income Corporation	0.53%	-6.12%	11.80%	6.39%	15.07%	5.34%	4.90%	5.14%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2009, dividend 1's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, your investment would double in approximately 3.4 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +11.4%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, dividend 1 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -13.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.45%	3.78%	-6.20%	0.21%									1.88%
2025	1.62%	-0.15%	-4.06%	0.88%	8.33%	3.67%	1.21%	3.92%	4.53%	1.80%	2.37%	-3.18%	22.32%
2024	3.08%	3.65%	3.05%	-4.02%	3.54%	2.86%	1.84%	3.18%	1.89%	-3.84%	2.45%	2.10%	21.19%
2023	3.64%	-2.47%	6.36%	1.85%	2.10%	5.68%	1.38%	-2.66%	-7.36%	0.03%	8.73%	6.10%	24.64%
2022	-5.21%	-2.92%	3.00%	-5.73%	0.76%	-7.10%	8.40%	-5.71%	-8.96%	7.70%	10.18%	-2.81%	-10.24%
2021	0.02%	1.09%	5.47%	3.79%	0.81%	1.64%	4.41%	2.76%	-5.16%	8.14%	-0.60%	8.59%	34.70%

Benchmark Metrics

dividend 1 has an annualized alpha of 9.29%, beta of 0.93, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.

This portfolio captured 117.26% of S&P 500 Index gains but only 73.94% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R² of 0.85, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 9.29%

Beta: 0.93

R²: 0.85

Upside Capture: 117.26%

Downside Capture: 73.94%

Expense Ratio

dividend 1 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.

Return for Risk

Risk / Return Rank

dividend 1 ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	1.77	0.88	+0.89
Sortino ratio Return per unit of downside risk	2.67	1.37	+1.31
Omega ratio Gain probability vs. loss probability	1.38	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	3.25	1.39	+1.86
Martin ratio Return relative to average drawdown	12.02	6.43	+5.58
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
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
ASML ASML Holding N.V.	92	2.37	2.97	1.38	5.58	15.42
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
PEP PepsiCo, Inc.	51	0.42	0.81	1.09	0.60	1.23
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
ITW Illinois Tool Works Inc.	46	0.21	0.48	1.06	0.45	1.12
LOW Lowe's Companies, Inc.	37	0.01	0.20	1.02	0.03	0.08
O Realty Income Corporation	66	0.90	1.29	1.16	1.35	4.03

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.

dividend 1 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.77
5-Year: 0.99
10-Year: 1.07
All Time: 1.23

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 0.98 to 1.66, 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 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

dividend 1 provided a 2.18% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.18%	2.32%	2.30%	2.40%	2.46%	2.03%	2.35%	2.41%	2.67%	2.21%	2.30%	2.29%
Portfolio components:
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
V Visa Inc.	0.84%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
ASML ASML Holding N.V.	0.71%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
PEP PepsiCo, Inc.	3.62%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
ITW Illinois Tool Works Inc.	2.45%	2.53%	2.29%	2.07%	2.30%	1.91%	2.17%	2.30%	2.81%	1.71%	1.96%	2.23%
LOW Lowe's Companies, Inc.	2.06%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the dividend 1. 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 1 was 33.54%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current dividend 1 drawdown is 6.47%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.54%	Feb 18, 2020	25	Mar 23, 2020	82	Jul 20, 2020	107
-23.85%	Dec 30, 2021	200	Oct 14, 2022	154	May 26, 2023	354
-16.57%	Jul 8, 2011	22	Aug 8, 2011	107	Jan 10, 2012	129
-14.16%	Apr 27, 2010	46	Jun 30, 2010	108	Dec 2, 2010	154
-14.06%	Dec 17, 2024	76	Apr 8, 2025	24	May 13, 2025	100

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 10.99, 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	ENB	O	NEE	AVGO	JNJ	PG	PEP	LOW	ASML	MSFT	V	ITW	Portfolio
Benchmark	1.00	0.47	0.40	0.39	0.61	0.46	0.43	0.44	0.58	0.66	0.71	0.65	0.69	0.88
ENB	0.47	1.00	0.31	0.30	0.26	0.29	0.26	0.28	0.30	0.30	0.28	0.33	0.37	0.48
O	0.40	0.31	1.00	0.43	0.17	0.33	0.37	0.39	0.32	0.23	0.24	0.31	0.35	0.47
NEE	0.39	0.30	0.43	1.00	0.16	0.37	0.42	0.44	0.29	0.22	0.28	0.27	0.31	0.46
AVGO	0.61	0.26	0.17	0.16	1.00	0.20	0.16	0.20	0.34	0.57	0.49	0.39	0.40	0.74
JNJ	0.46	0.29	0.33	0.37	0.20	1.00	0.49	0.49	0.32	0.27	0.29	0.37	0.42	0.48
PG	0.43	0.26	0.37	0.42	0.16	0.49	1.00	0.60	0.34	0.24	0.31	0.35	0.40	0.49
PEP	0.44	0.28	0.39	0.44	0.20	0.49	0.60	1.00	0.34	0.25	0.32	0.36	0.40	0.51
LOW	0.58	0.30	0.32	0.29	0.34	0.32	0.34	0.34	1.00	0.38	0.37	0.41	0.52	0.59
ASML	0.66	0.30	0.23	0.22	0.57	0.27	0.24	0.25	0.38	1.00	0.52	0.44	0.45	0.73
MSFT	0.71	0.28	0.24	0.28	0.49	0.29	0.31	0.32	0.37	0.52	1.00	0.50	0.43	0.71
V	0.65	0.33	0.31	0.27	0.39	0.37	0.35	0.36	0.41	0.44	0.50	1.00	0.48	0.66
ITW	0.69	0.37	0.35	0.31	0.40	0.42	0.40	0.40	0.52	0.45	0.43	0.48	1.00	0.66
Portfolio	0.88	0.48	0.47	0.46	0.74	0.48	0.49	0.51	0.59	0.73	0.71	0.66	0.66	1.00

The correlation results are calculated based on daily price changes starting from Aug 7, 2009

dividend 1

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