Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Sharpe , 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 11, 2019, corresponding to the inception date of AMCR
Returns By Period
| 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 Sharpe | -0.11% | -5.58% | 2.28% | 4.65% | 8.10% | 8.63% | 7.52% | — |
| Portfolio components: | ||||||||
IBM International Business Machines Corporation | 2.06% | 1.17% | -15.74% | -12.48% | 1.74% | 27.71% | 18.92% | 10.02% |
CAT Caterpillar Inc. | -1.79% | -0.69% | 25.49% | 46.96% | 117.26% | 48.52% | 27.57% | 28.19% |
NEE NextEra Energy, Inc. | 0.32% | 0.60% | 16.82% | 20.77% | 36.09% | 9.87% | 6.95% | 15.01% |
ESS Essex Property Trust, Inc. | 1.75% | -2.15% | -3.51% | -4.32% | -16.25% | 10.00% | 1.36% | 3.95% |
ALB Albemarle Corporation | -0.21% | 8.38% | 26.22% | 104.39% | 150.82% | -5.16% | 4.62% | 12.05% |
BRO Brown & Brown, Inc. | 2.41% | -8.61% | -17.06% | -29.12% | -46.52% | 5.28% | 7.96% | 15.06% |
CB Chubb Limited | 0.36% | -2.66% | 5.50% | 17.41% | 10.30% | 20.29% | 17.37% | 12.58% |
EXPD Expeditors International of Washington, Inc. | 1.04% | -1.51% | -2.15% | 19.11% | 21.08% | 11.75% | 7.26% | 13.22% |
O Realty Income Corporation | 0.53% | -6.12% | 11.80% | 6.39% | 15.07% | 5.34% | 4.90% | 5.14% |
LIN Linde plc | 1.78% | 0.52% | 18.27% | 7.81% | 8.44% | 13.42% | 13.89% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 12, 2019, Dividend Sharpe 's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Dividend Sharpe closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.29% | 4.45% | -6.89% | -0.11% | 2.28% | ||||||||
| 2025 | 4.18% | 1.02% | -2.52% | -3.96% | 2.32% | 1.71% | 0.35% | 3.67% | -0.50% | -1.11% | 3.93% | -0.17% | 8.91% |
| 2024 | -0.52% | 3.06% | 4.76% | -4.73% | 1.33% | -1.37% | 5.84% | 3.23% | 2.21% | -2.78% | 4.65% | -7.13% | 7.88% |
| 2023 | 3.64% | -2.43% | 0.55% | 1.98% | -6.31% | 8.40% | 2.77% | -2.09% | -5.47% | -3.70% | 7.00% | 5.42% | 8.80% |
| 2022 | -4.39% | -2.71% | 3.86% | -3.52% | 0.35% | -7.08% | 7.23% | -2.78% | -9.16% | 10.45% | 7.07% | -4.02% | -6.59% |
| 2021 | -2.05% | 2.71% | 7.71% | 4.63% | 2.39% | -0.79% | 2.73% | 2.19% | -5.97% | 6.59% | -1.50% | 7.44% | 28.24% |
Benchmark Metrics
Dividend Sharpe has an annualized alpha of 0.14%, beta of 0.81, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 12, 2019.
- This portfolio participated in 94.15% of S&P 500 Index downside but only 85.60% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.14%
- Beta
- 0.81
- R²
- 0.77
- Upside Capture
- 85.60%
- Downside Capture
- 94.15%
Expense Ratio
Dividend Sharpe 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.
Return for Risk
Risk / Return Rank
Dividend Sharpe ranks 11 for risk / return — in the bottom 11% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.88 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.37 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.39 | -0.68 |
Martin ratioReturn relative to average drawdown | 2.67 | 6.43 | -3.77 |
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 | |
|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 39 | 0.05 | 0.29 | 1.04 | 0.06 | 0.15 |
CAT Caterpillar Inc. | 96 | 3.39 | 4.01 | 1.54 | 6.61 | 23.24 |
NEE NextEra Energy, Inc. | 79 | 1.41 | 1.88 | 1.26 | 3.17 | 7.01 |
ESS Essex Property Trust, Inc. | 13 | -0.66 | -0.77 | 0.90 | -0.80 | -1.22 |
ALB Albemarle Corporation | 90 | 2.34 | 2.61 | 1.35 | 5.12 | 12.58 |
BRO Brown & Brown, Inc. | 2 | -1.65 | -2.39 | 0.68 | -0.96 | -1.58 |
CB Chubb Limited | 55 | 0.52 | 0.85 | 1.11 | 0.88 | 1.75 |
EXPD Expeditors International of Washington, Inc. | 61 | 0.65 | 1.03 | 1.16 | 1.31 | 3.08 |
O Realty Income Corporation | 66 | 0.90 | 1.29 | 1.16 | 1.35 | 4.03 |
LIN Linde plc | 50 | 0.42 | 0.74 | 1.09 | 0.47 | 1.29 |
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Dividends
Dividend yield
Dividend Sharpe provided a 2.49% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.49% | 2.48% | 2.74% | 2.53% | 2.46% | 2.11% | 2.43% | 2.24% | 2.60% | 2.09% | 2.27% | 2.43% |
| Portfolio components: | ||||||||||||
IBM International Business Machines Corporation | 2.71% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
CAT Caterpillar Inc. | 0.83% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
NEE NextEra Energy, Inc. | 2.49% | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% |
ESS Essex Property Trust, Inc. | 4.16% | 3.88% | 2.57% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% |
ALB Albemarle Corporation | 0.91% | 1.15% | 1.87% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% |
BRO Brown & Brown, Inc. | 0.96% | 0.77% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% |
CB Chubb Limited | 1.18% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
EXPD Expeditors International of Washington, Inc. | 1.06% | 1.03% | 1.32% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% |
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% |
LIN Linde plc | 1.21% | 1.41% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 0.53% | 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 Sharpe . 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 Sharpe was 35.00%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Dividend Sharpe drawdown is 7.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35% | Feb 18, 2020 | 25 | Mar 23, 2020 | 99 | Aug 12, 2020 | 124 |
| -18% | Jan 5, 2022 | 186 | Sep 30, 2022 | 200 | Jul 20, 2023 | 386 |
| -15.92% | Dec 2, 2024 | 87 | Apr 8, 2025 | 94 | Aug 22, 2025 | 181 |
| -12.54% | Jul 27, 2023 | 66 | Oct 27, 2023 | 40 | Dec 26, 2023 | 106 |
| -9.41% | Feb 12, 2026 | 26 | Mar 20, 2026 | — | — | — |
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 63 assets, with an effective number of assets of 62.06, 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.