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Dividents2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HYG 20%VTI 32.37%KO 18%HIW 11%O 8.72%VZ 5.7%BWMX 4.21%BondBondEquityEquity
PositionCategory/SectorWeight
BWMX
Betterware de Mexico, S.A.B. de C.V.
Consumer Cyclical
4.21%
HIW
Highwoods Properties, Inc.
Real Estate
11%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds
20%
KO
The Coca-Cola Company
Consumer Defensive
18%
O
Realty Income Corporation
Real Estate
8.72%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
32.37%
VZ
Verizon Communications Inc.
Communication Services
5.70%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividents2, 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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.24%
12.76%
Dividents2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 16, 2020, corresponding to the inception date of BWMX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
25.48%2.14%12.76%33.14%13.96%11.39%
Dividents218.76%-2.56%8.24%28.14%N/AN/A
KO
The Coca-Cola Company
9.34%-10.44%1.26%13.75%6.93%7.33%
O
Realty Income Corporation
3.81%-7.98%6.11%15.38%-0.78%7.32%
VZ
Verizon Communications Inc.
16.39%-4.75%4.88%22.30%-1.86%2.83%
BWMX
Betterware de Mexico, S.A.B. de C.V.
-4.20%-1.32%-25.88%3.18%N/AN/A
VTI
Vanguard Total Stock Market ETF
26.15%2.74%13.54%35.28%15.15%12.89%
HIW
Highwoods Properties, Inc.
48.31%-5.93%21.85%81.45%-1.47%2.54%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
8.49%0.25%6.15%13.41%3.55%3.97%

Monthly Returns

The table below presents the monthly returns of Dividents2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.01%3.38%3.87%-2.46%2.50%1.15%4.99%3.79%1.87%-2.85%18.76%
20235.61%-2.71%1.95%1.29%-3.29%5.15%2.78%-1.10%-5.85%-3.18%8.10%5.14%13.63%
2022-2.01%-1.50%1.29%-4.87%-0.27%-6.86%6.12%-6.04%-8.57%5.61%4.57%-2.98%-15.62%
2021-3.50%3.35%3.92%4.43%0.38%1.11%1.99%0.67%-4.70%3.52%-2.63%4.54%13.26%
20203.49%8.21%2.66%0.72%6.10%5.88%-2.19%-0.77%9.90%4.90%45.53%

Expense Ratio

Dividents2 has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for HYG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Dividents2 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Dividents2 is 7777
Combined Rank
The Sharpe Ratio Rank of Dividents2 is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of Dividents2 is 9090Sortino Ratio Rank
The Omega Ratio Rank of Dividents2 is 8787Omega Ratio Rank
The Calmar Ratio Rank of Dividents2 is 3030Calmar Ratio Rank
The Martin Ratio Rank of Dividents2 is 8989Martin 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.


Dividents2
Sharpe ratio
The chart of Sharpe ratio for Dividents2, currently valued at 3.30, compared to the broader market0.002.004.006.003.30
Sortino ratio
The chart of Sortino ratio for Dividents2, currently valued at 4.62, compared to the broader market-2.000.002.004.006.004.62
Omega ratio
The chart of Omega ratio for Dividents2, currently valued at 1.61, compared to the broader market0.801.001.201.401.601.802.001.61
Calmar ratio
The chart of Calmar ratio for Dividents2, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Martin ratio
The chart of Martin ratio for Dividents2, currently valued at 22.65, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
KO
The Coca-Cola Company
1.131.651.211.074.50
O
Realty Income Corporation
1.131.681.210.802.98
VZ
Verizon Communications Inc.
1.081.571.220.725.43
BWMX
Betterware de Mexico, S.A.B. de C.V.
0.070.441.050.050.16
VTI
Vanguard Total Stock Market ETF
3.044.051.574.4719.73
HIW
Highwoods Properties, Inc.
2.973.831.471.7422.63
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
3.064.841.602.6123.68

Sharpe Ratio

The current Dividents2 Sharpe ratio is 3.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.06 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Dividents2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.30
2.91
Dividents2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividents2 provided a 4.27% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio4.27%4.29%4.48%3.17%3.26%3.07%3.49%3.18%3.43%3.46%3.31%3.54%
KO
The Coca-Cola Company
3.04%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
O
Realty Income Corporation
5.48%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
VZ
Verizon Communications Inc.
6.50%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
BWMX
Betterware de Mexico, S.A.B. de C.V.
14.44%7.02%19.38%8.54%2.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
HIW
Highwoods Properties, Inc.
6.21%8.71%7.15%4.40%4.84%3.88%4.79%3.46%4.90%3.90%3.84%4.70%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.89%5.75%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.79%
-0.27%
Dividents2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividents2. 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 Dividents2 was 22.99%, occurring on Oct 10, 2022. Recovery took 356 trading sessions.

The current Dividents2 drawdown is 3.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.99%Jan 5, 2022192Oct 10, 2022356Mar 12, 2024548
-14.79%Mar 18, 20204Mar 23, 202011Apr 7, 202015
-8.51%Jun 9, 202014Jun 26, 202026Aug 4, 202040
-6.85%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.67%Apr 30, 202012May 15, 20207May 27, 202019

Volatility

Volatility Chart

The current Dividents2 volatility is 2.35%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.35%
3.75%
Dividents2
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BWMXVZKOOHYGHIWVTI
BWMX1.000.060.050.100.210.160.21
VZ0.061.000.440.350.270.380.30
KO0.050.441.000.500.400.390.45
O0.100.350.501.000.440.590.46
HYG0.210.270.400.441.000.480.75
HIW0.160.380.390.590.481.000.56
VTI0.210.300.450.460.750.561.00
The correlation results are calculated based on daily price changes starting from Mar 17, 2020