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Dividend Sharpe

Last updated Nov 13, 2024

Asset Allocation

DOV 3.13%IBM 1.56%CAT 1.56%NEE 1.56%ESS 1.56%ALB 1.56%BRO 1.56%CB 1.56%EXPD 1.56%O 1.56%LIN 1.56%WST 1.56%AOS 1.56%ECL 1.56%ROP 1.56%GD 1.56%CVX 1.56%CAH 1.56%TROW 1.56%MKC 1.56%ATO 1.56%CTAS 1.56%AMCR 1.56%XOM 1.56%APD 1.56%AFL 1.56%BEN 1.56%SHW 1.56%CLX 1.56%MDT 1.56%MCD 1.56%PNR 1.56%WBA 1.56%ADP 1.56%LOW 1.56%ED 1.56%WMT 1.56%ADM 1.56%SPGI 1.56%NUE 1.56%VFC 1.56%PEP 1.56%KMB 1.56%ABT 1.56%GWW 1.56%BDX 1.56%ABBV 1.56%ITW 1.56%PPG 1.56%TGT 1.56%SYY 1.56%SWK 1.56%FRT 1.56%HRL 1.56%JNJ 1.56%NDSN 1.56%CL 1.56%KO 1.56%CINF 1.56%MMM 1.56%EMR 1.56%GPC 1.56%PG 1.56%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare
1.56%
ABT
Abbott Laboratories		Healthcare
1.56%
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.56%
ADP
Automatic Data Processing, Inc.		Industrials
1.56%
AFL
Aflac Incorporated		Financial Services
1.56%
ALB
Albemarle Corporation		Basic Materials
1.56%
AMCR
Amcor plc		Consumer Cyclical
1.56%
AOS
A. O. Smith Corporation		Industrials
1.56%
APD
Air Products and Chemicals, Inc.		Basic Materials
1.56%
ATO
Atmos Energy Corporation		Utilities
1.56%
BDX
Becton, Dickinson and Company		Healthcare
1.56%
BEN
Franklin Resources, Inc.		Financial Services
1.56%
BRO
Brown & Brown, Inc.		Financial Services
1.56%
CAH
Cardinal Health, Inc.		Healthcare
1.56%
CAT
Caterpillar Inc.		Industrials
1.56%
CB
Chubb Limited		Financial Services
1.56%
CINF
Cincinnati Financial Corporation		Financial Services
1.56%
CL
Colgate-Palmolive Company		Consumer Defensive
1.56%
CLX
The Clorox Company		Consumer Defensive
1.56%
CTAS
Cintas Corporation		Industrials
1.56%
CVX
1.56%
DOV
3.13%
ECL
1.56%
ED
1.56%
EMR
1.56%
ESS
1.56%
EXPD
1.56%
FRT
1.56%
GD
1.56%
GPC
1.56%
GWW
1.56%
HRL
1.56%
IBM
1.56%
ITW
1.56%
JNJ
1.56%
KMB
1.56%
KO
1.56%
LIN
1.56%
LOW
1.56%
MCD
1.56%
MDT
1.56%
MKC
1.56%
MMM
1.56%
NDSN
1.56%
NEE
1.56%
NUE
1.56%
O
1.56%
PEP
1.56%
PG
1.56%
PNR
1.56%
PPG
1.56%
ROP
1.56%
SHW
1.56%
SPGI
1.56%
SWK
1.56%
SYY
1.56%
TGT
1.56%
TROW
1.56%
VFC
1.56%
WBA
1.56%
WMT
1.56%
WST
1.56%
XOM
1.56%

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 Quarterly

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.71%
12.73%
Dividend Sharpe
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Dividend Sharpe 13.55%-0.95%7.71%22.40%11.33%N/A
Portfolio components:
IBM
33.59%-9.67%27.41%45.26%15.73%N/A
CAT
Caterpillar Inc.		35.05%0.12%10.00%61.10%24.81%17.66%
NEE
24.98%-10.43%-2.37%32.98%7.62%N/A
ESS
24.73%3.25%14.28%44.41%2.34%N/A
ALB
Albemarle Corporation		-28.03%3.21%-18.75%-16.79%10.51%6.74%
BRO
Brown & Brown, Inc.		59.04%6.26%27.08%54.50%25.28%22.78%
CB
Chubb Limited		26.42%-2.02%12.57%30.63%15.47%12.10%
EXPD
-6.08%-2.74%1.41%1.53%10.55%N/A
O
4.03%-7.79%6.34%15.62%-0.74%N/A
LIN
11.94%-4.60%6.40%14.22%18.59%N/A
WST
-6.78%10.95%-6.72%-5.53%17.22%N/A
AOS
A. O. Smith Corporation		-9.85%-11.08%-15.01%-2.23%9.66%12.47%
ECL
26.08%-3.17%7.09%36.41%6.47%N/A
ROP
4.17%1.98%6.56%8.23%10.98%N/A
GD
22.60%3.38%6.97%28.44%13.52%N/A
CVX
7.50%2.31%-2.72%11.70%9.77%N/A
CAH
Cardinal Health, Inc.		24.28%10.36%28.43%22.36%20.73%7.48%
TROW
13.34%7.65%4.94%27.31%3.38%N/A
MKC
13.82%-5.50%3.78%18.17%0.63%N/A
ATO
Atmos Energy Corporation		29.28%4.66%26.29%32.22%8.78%13.44%
CTAS
Cintas Corporation		50.09%6.26%30.09%65.50%29.79%30.14%
AMCR
Amcor plc		9.74%-10.14%0.91%15.79%4.90%N/A
XOM
23.47%-3.01%2.31%18.36%17.13%N/A
APD
Air Products and Chemicals, Inc.		15.94%-2.88%25.26%19.03%7.79%12.36%
AFL
Aflac Incorporated		36.40%-3.00%27.82%37.53%18.18%16.89%
BEN
Franklin Resources, Inc.		-24.17%6.71%-9.84%-5.64%-0.49%-5.17%
SHW
23.81%-0.13%21.79%45.32%15.22%N/A
CLX
The Clorox Company		19.44%2.82%21.01%24.74%5.55%8.05%
MDT
9.90%-1.90%5.98%25.76%-1.99%N/A
MCD
2.55%-3.61%10.40%12.67%11.62%N/A
PNR
44.79%5.57%22.97%66.44%20.92%N/A
WBA
-63.77%0.11%-47.72%-55.15%-28.70%N/A
ADP
Automatic Data Processing, Inc.		34.37%5.81%26.21%36.68%14.92%16.32%
LOW
23.58%-3.45%15.37%36.00%20.72%N/A
ED
9.49%-5.82%0.96%10.06%5.69%N/A
WMT
63.30%5.85%42.46%54.13%18.36%N/A
ADM
Archer-Daniels-Midland Company		-26.91%-11.19%-13.67%-28.53%6.53%2.86%
SPGI
14.98%-4.56%16.01%25.67%14.91%N/A
NUE
-10.70%0.69%-12.05%0.59%25.51%N/A
VFC
9.71%4.70%60.36%33.13%-22.69%N/A
PEP
-0.98%-6.68%-7.00%0.80%7.23%N/A
KMB
11.73%-7.94%0.24%13.16%3.57%N/A
ABT
Abbott Laboratories		7.90%-0.22%12.45%22.34%8.22%12.42%
GWW
46.97%10.20%26.59%51.97%31.96%N/A
BDX
Becton, Dickinson and Company		-4.00%-3.65%-1.75%0.73%0.49%7.84%
ABBV
AbbVie Inc.		14.44%-11.85%6.26%28.46%19.12%15.03%
ITW
5.30%3.71%10.15%17.28%11.75%N/A
PPG
-16.89%-4.74%-8.83%-6.90%0.59%N/A
TGT
11.72%-1.47%-0.41%43.62%9.07%N/A
SYY
8.58%2.75%3.17%15.13%1.59%N/A
SWK
-8.42%-19.63%-2.58%1.79%-8.74%N/A
FRT
13.77%1.90%12.63%25.07%1.22%N/A
HRL
-1.95%-1.80%-13.06%-4.36%-4.06%N/A
JNJ
-0.33%-5.54%1.55%6.64%5.37%N/A
NDSN
-1.69%-0.10%-5.65%12.11%10.66%N/A
CL
Colgate-Palmolive Company		17.32%-8.71%-2.23%21.99%9.20%5.52%
KO
9.69%-10.15%1.58%14.11%7.00%N/A
CINF
Cincinnati Financial Corporation		49.05%10.45%30.59%52.00%10.06%14.79%
MMM
46.77%-3.98%30.35%71.61%2.19%N/A
EMR
33.86%13.99%12.91%48.01%14.39%N/A
GPC
-9.54%-12.01%-19.71%-8.74%6.12%N/A
PG
15.99%-3.30%0.79%11.73%9.28%N/A
DOV
32.72%4.45%9.90%49.76%14.80%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.52%3.06%4.76%-4.73%1.33%-1.37%5.84%3.23%2.21%-2.78%13.55%
20233.64%-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%
2020-1.13%-8.54%-12.60%10.76%6.24%0.90%5.32%3.91%-1.37%-2.01%11.25%1.86%12.46%
20191.54%1.07%-0.54%3.16%0.48%2.94%2.17%11.26%

Expense Ratio

Dividend Sharpe has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend Sharpe is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Dividend Sharpe is 3939
Combined Rank
The Sharpe Ratio Rank of Dividend Sharpe is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Sharpe is 4141Sortino Ratio Rank
The Omega Ratio Rank of Dividend Sharpe is 3636Omega Ratio Rank
The Calmar Ratio Rank of Dividend Sharpe is 5757Calmar Ratio Rank
The Martin Ratio Rank of Dividend Sharpe is 2525Martin 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.

Dividend Sharpe
Sharpe ratio
The chart of Sharpe ratio for Dividend Sharpe , currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Sortino ratio
The chart of Sortino ratio for Dividend Sharpe , currently valued at 3.32, compared to the broader market-2.000.002.004.006.003.32
Omega ratio
The chart of Omega ratio for Dividend Sharpe , currently valued at 1.42, compared to the broader market0.801.001.201.401.601.802.001.42
Calmar ratio
The chart of Calmar ratio for Dividend Sharpe , currently valued at 3.55, compared to the broader market0.005.0010.0015.003.55
Martin ratio
The chart of Martin ratio for Dividend Sharpe , currently valued at 10.68, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IBM
2.152.861.442.826.70
CAT
Caterpillar Inc.		2.463.221.434.129.54
NEE
1.542.031.271.077.09
ESS
2.363.241.391.3812.51
ALB
Albemarle Corporation		-0.150.211.02-0.11-0.30
BRO
Brown & Brown, Inc.		2.883.811.526.4518.33
CB
Chubb Limited		1.692.371.323.419.26
EXPD
0.280.501.070.350.83
O
1.151.691.210.813.02
LIN
1.001.421.201.323.06
WST
-0.080.151.02-0.07-0.16
AOS
A. O. Smith Corporation		0.050.231.030.060.16
ECL
2.143.001.451.9717.23
ROP
0.570.821.120.932.44
GD
1.832.641.344.5214.14
CVX
0.671.021.130.582.07
CAH
Cardinal Health, Inc.		0.921.361.181.102.38
TROW
1.402.031.250.645.29
MKC
0.921.551.180.563.90
ATO
Atmos Energy Corporation		2.423.521.433.6813.75
CTAS
Cintas Corporation		3.695.841.7412.6737.83
AMCR
Amcor plc		0.901.431.190.674.72
XOM
0.981.471.171.004.43
APD
Air Products and Chemicals, Inc.		0.731.121.190.652.44
AFL
Aflac Incorporated		1.922.331.393.5011.64
BEN
Franklin Resources, Inc.		0.010.221.030.010.02
SHW
2.493.331.452.237.99
CLX
The Clorox Company		1.332.051.250.693.59
MDT
1.502.151.280.635.52
MCD
0.771.141.150.791.76
PNR
2.883.681.493.7917.14
WBA
-1.08-1.660.79-0.64-1.25
ADP
Automatic Data Processing, Inc.		2.653.651.482.9414.59
LOW
1.882.651.331.985.33
ED
0.821.261.151.253.33
WMT
2.883.791.595.0015.04
ADM
Archer-Daniels-Midland Company		-0.81-0.860.84-0.59-1.36
SPGI
1.792.311.321.955.98
NUE
0.060.331.040.060.11
VFC
0.771.641.190.542.01
PEP
0.060.211.020.070.21
KMB
0.721.061.160.773.92
ABT
Abbott Laboratories		1.331.951.240.833.01
GWW
2.503.501.463.769.37
BDX
Becton, Dickinson and Company		-0.020.101.01-0.02-0.08
ABBV
AbbVie Inc.		1.211.551.261.745.43
ITW
1.261.831.221.523.11
PPG
-0.22-0.180.98-0.12-0.34
TGT
1.442.571.320.894.43
SYY
0.981.511.200.902.70
SWK
0.240.581.070.130.77
FRT
1.612.341.291.048.77
HRL
-0.110.031.00-0.06-0.28
JNJ
0.440.761.090.371.29
NDSN
0.761.171.160.861.80
CL
Colgate-Palmolive Company		1.502.041.281.395.40
KO
1.161.691.211.124.62
CINF
Cincinnati Financial Corporation		2.653.361.482.2016.76
MMM
2.243.731.541.5312.48
EMR
1.972.961.413.028.36
GPC
-0.22-0.070.99-0.19-0.59
PG
0.751.121.151.294.12
DOV
2.623.901.462.4016.46

Sharpe Ratio

The current Dividend Sharpe Sharpe ratio is 2.35. 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 2.07 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Dividend Sharpe 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.35
2.90
Dividend Sharpe
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend Sharpe provided a 2.35% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.35%2.54%2.46%2.11%2.42%2.24%2.61%2.07%2.26%2.37%2.04%1.99%
Portfolio components:
IBM
3.16%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%1.97%
CAT
Caterpillar Inc.		1.38%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
NEE
2.71%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
ESS
3.21%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%3.37%
ALB
Albemarle Corporation		1.56%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%1.51%
BRO
Brown & Brown, Inc.		0.48%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
CB
Chubb Limited		1.25%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
EXPD
1.20%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%1.36%
O
5.47%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
LIN
1.20%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%1.85%
WST
0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%0.78%
AOS
A. O. Smith Corporation		1.78%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%
ECL
0.92%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
ROP
0.53%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
GD
1.79%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
CVX
4.12%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
CAH
Cardinal Health, Inc.		1.63%1.98%2.57%3.80%3.62%3.79%4.24%2.99%2.41%1.68%1.65%1.77%
TROW
4.18%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%
MKC
2.19%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%2.02%
ATO
Atmos Energy Corporation		2.19%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%3.13%
CTAS
Cintas Corporation		0.47%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%1.29%
AMCR
Amcor plc		4.91%5.12%4.06%3.95%3.93%2.17%0.00%0.00%0.00%0.00%0.00%0.00%
XOM
2.37%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
APD
Air Products and Chemicals, Inc.		2.27%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.14%2.54%
AFL
Aflac Incorporated		1.36%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
BEN
Franklin Resources, Inc.		5.78%3.02%4.44%3.37%4.36%4.04%13.32%1.92%1.87%1.71%1.82%0.72%
SHW
0.72%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
CLX
The Clorox Company		2.94%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%2.91%
MDT
3.15%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
MCD
2.24%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
PNR
0.88%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%1.24%
WBA
8.32%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%2.05%
ADP
Automatic Data Processing, Inc.		1.82%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%
LOW
1.67%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
ED
3.42%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
WMT
0.96%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
ADM
Archer-Daniels-Midland Company		2.92%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
SPGI
0.72%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
NUE
1.40%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.53%3.70%3.02%2.76%
VFC
1.78%5.27%7.28%2.69%2.26%1.91%2.65%2.33%2.87%2.14%1.48%1.47%
PEP
3.20%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%2.70%
KMB
3.66%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%0.00%
ABT
Abbott Laboratories		1.89%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
GWW
0.66%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
BDX
Becton, Dickinson and Company		1.64%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%1.84%
ABBV
AbbVie Inc.		3.62%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
ITW
2.10%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
PPG
2.18%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
TGT
2.13%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
SYY
2.61%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
SWK
3.72%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%2.45%
FRT
3.85%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%
HRL
3.72%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%
JNJ
3.18%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
NDSN
1.09%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
CL
Colgate-Palmolive Company		2.16%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
KO
3.03%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
CINF
Cincinnati Financial Corporation		2.10%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%3.16%
MMM
3.00%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%
EMR
1.64%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
GPC
3.22%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
PG
2.39%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%2.91%
DOV
1.01%1.33%1.49%1.10%1.57%1.68%2.02%0.00%0.00%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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.00%
-0.29%
Dividend Sharpe
Benchmark (^GSPC)
Portfolio components

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 2.00%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35%Feb 18, 202025Mar 23, 202099Aug 12, 2020124
-18%Jan 5, 2022186Sep 30, 2022200Jul 20, 2023386
-12.54%Jul 27, 202366Oct 27, 202340Dec 26, 2023106
-7.15%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-6.56%Sep 3, 202014Sep 23, 202011Oct 8, 202025

Volatility

Volatility Chart

The current Dividend Sharpe volatility is 3.06%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.06%
3.86%
Dividend Sharpe
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.
CLXHRLABBVWMTXOMWSTCVXALBMKCKMBBDXEDCAHJNJNEECLTGTWBAABTATOPGONUEVFCESSMCDEXPDSYYADMPEPCBFRTSPGICATIBMMDTLOWROPAOSSHWGDCINFGWWKOAPDBROMMMAMCRAFLBENCTASLINSWKGPCTROWADPNDSNEMRPNRPPGECLDOVITW
CLX1.000.420.210.32-0.010.210.010.030.420.590.270.310.180.270.270.500.200.160.280.270.500.230.080.150.170.270.180.170.090.460.150.140.190.050.160.170.220.240.170.310.150.160.180.360.230.250.220.260.130.150.170.200.140.170.140.220.170.090.170.190.250.160.19
HRL0.421.000.210.320.130.130.130.090.560.500.290.450.250.350.310.460.220.310.260.420.450.280.120.180.270.310.170.240.290.500.250.220.210.150.240.230.200.230.190.270.280.260.220.430.270.260.280.290.240.190.190.210.210.250.200.260.210.140.170.220.250.200.27
ABBV0.210.211.000.250.270.290.280.130.280.310.370.240.380.440.210.340.250.310.390.240.350.240.220.190.230.300.230.250.280.360.310.240.250.290.340.390.280.320.260.280.310.300.260.380.290.310.300.300.330.240.290.320.260.300.270.330.280.310.270.290.270.290.34
WMT0.320.320.251.000.160.250.180.160.380.370.270.330.250.340.320.410.410.300.310.330.460.210.220.210.260.340.300.290.230.470.280.230.310.210.280.290.340.310.260.340.280.270.310.380.310.350.270.320.270.240.350.320.240.280.280.320.280.240.270.260.350.290.32
XOM-0.010.130.270.161.000.090.870.350.120.080.170.150.310.180.170.110.260.340.110.250.110.220.460.350.240.220.300.380.530.170.380.380.190.580.390.280.260.210.310.130.460.380.340.260.310.240.350.330.490.440.280.320.340.410.350.310.320.540.350.320.250.420.40
WST0.210.130.290.250.091.000.130.320.270.230.420.190.230.280.330.260.330.220.490.210.300.230.260.260.270.310.350.170.210.300.190.200.480.250.210.400.370.440.350.420.230.260.320.240.350.410.270.340.230.310.420.390.380.280.430.400.480.330.420.360.430.400.37
CVX0.010.130.280.180.870.131.000.360.150.090.200.170.340.220.190.120.280.360.160.260.120.240.480.360.270.240.300.380.550.170.400.380.230.600.410.300.280.250.320.160.480.380.350.270.340.270.380.350.500.450.300.350.350.420.390.340.350.550.350.350.280.470.43
ALB0.030.090.130.160.350.320.361.000.120.050.190.110.250.130.250.070.360.390.210.210.110.250.460.400.290.220.390.310.410.140.270.360.330.500.330.300.380.300.430.350.340.350.390.220.400.300.390.420.370.500.380.410.490.410.500.350.470.500.500.470.420.500.46
MKC0.420.560.280.380.120.270.150.121.000.510.330.460.260.390.420.530.290.310.380.420.520.370.140.230.310.370.230.300.260.580.290.290.340.170.250.330.320.320.250.360.290.310.260.490.330.360.330.340.280.240.300.310.270.280.270.360.290.200.260.300.360.270.32
KMB0.590.500.310.370.080.230.090.050.511.000.340.500.280.420.400.680.250.270.390.430.700.360.120.210.300.410.240.250.240.600.300.270.280.130.290.340.280.370.260.380.290.300.270.540.350.370.330.360.270.220.320.320.230.260.230.360.260.190.270.320.380.280.31
BDX0.270.290.370.270.170.420.200.190.330.341.000.360.370.440.330.380.270.280.560.350.400.280.240.220.290.340.290.230.260.410.280.230.350.270.300.480.300.380.280.340.290.300.290.400.380.390.330.360.280.300.330.380.310.300.310.370.360.310.330.340.390.350.38
ED0.310.450.240.330.150.190.170.110.460.500.361.000.270.410.620.500.230.300.330.730.520.500.160.210.450.390.230.310.300.520.340.390.290.160.310.360.240.290.240.300.370.360.270.520.330.370.290.350.330.250.320.300.200.290.230.370.220.200.240.280.340.290.31
CAH0.180.250.380.250.310.230.340.250.260.280.370.271.000.380.190.310.260.410.310.330.330.260.360.280.250.330.250.350.370.310.400.290.270.370.430.370.260.290.300.270.430.390.380.350.330.370.360.340.450.340.310.370.300.400.330.340.340.400.310.360.350.350.38
JNJ0.270.350.440.340.180.280.220.130.390.420.440.410.381.000.350.450.270.340.490.390.480.320.220.200.290.370.280.240.320.480.320.270.320.240.370.450.290.350.250.320.330.320.280.470.330.360.360.350.330.300.320.370.250.320.310.380.290.280.270.300.360.320.37
NEE0.270.310.210.320.170.330.190.250.420.400.330.620.190.351.000.420.300.260.390.540.480.460.160.260.450.390.300.280.280.460.310.350.410.170.260.380.360.340.260.390.340.310.260.470.380.420.290.360.280.280.400.370.270.250.320.410.300.250.290.320.430.340.32
CL0.500.460.340.410.110.260.120.070.530.680.380.500.310.450.421.000.280.260.430.440.750.370.150.200.370.450.270.320.240.650.370.290.350.180.320.370.320.400.250.390.310.350.300.610.390.410.330.340.300.230.380.360.250.300.240.400.260.230.270.320.440.300.34
TGT0.200.220.250.410.260.330.280.360.290.250.270.230.260.270.300.281.000.410.310.270.290.290.360.450.310.300.420.340.330.310.290.350.360.350.330.320.510.370.430.410.320.350.410.320.370.370.400.400.330.430.380.360.460.440.460.380.430.410.470.410.400.450.46
WBA0.160.310.310.300.340.220.360.390.310.270.280.300.410.340.260.260.411.000.300.330.270.350.400.420.350.290.330.380.410.280.310.440.270.450.410.370.390.290.370.300.430.400.370.330.340.290.480.420.400.490.320.330.440.450.450.360.410.440.450.430.350.450.47
ABT0.280.260.390.310.110.490.160.210.380.390.560.330.310.490.390.430.310.301.000.310.440.340.200.290.350.410.370.270.250.440.310.280.490.230.340.560.390.460.300.430.290.310.320.430.410.460.350.350.300.350.440.440.360.290.420.480.400.330.390.380.450.400.40
ATO0.270.420.240.330.250.210.260.210.420.430.350.730.330.390.540.440.270.330.311.000.450.500.240.260.490.380.270.350.360.470.380.460.330.250.380.380.300.340.290.340.420.410.340.500.360.410.350.380.410.330.350.340.280.370.310.420.300.300.340.330.400.360.37
PG0.500.450.350.460.110.300.120.110.520.700.400.520.330.480.480.750.290.270.440.451.000.370.190.240.340.450.280.320.290.670.370.300.370.180.340.400.320.400.260.400.330.360.300.630.400.410.340.360.310.240.400.410.250.320.260.420.310.250.280.350.440.320.37
O0.230.280.240.210.220.230.240.250.370.360.280.500.260.320.460.370.290.350.340.500.371.000.250.370.640.400.290.400.340.420.360.670.430.260.360.450.360.370.330.420.370.400.300.500.390.420.360.400.400.370.450.350.360.400.390.440.360.300.370.390.450.410.38
NUE0.080.120.220.220.460.260.480.460.140.120.240.160.360.220.160.150.360.400.200.240.190.251.000.430.290.260.410.400.510.190.380.410.310.610.430.300.390.350.470.360.460.420.470.280.440.360.450.440.490.530.390.470.500.540.470.390.500.600.510.550.430.550.56
VFC0.150.180.190.210.350.260.360.400.230.210.220.210.280.200.260.200.450.420.290.260.240.370.431.000.390.330.380.460.400.240.350.500.350.460.400.370.450.320.450.360.380.430.370.360.390.330.480.450.430.560.380.360.570.520.530.390.460.470.510.520.420.540.51
ESS0.170.270.230.260.240.270.270.290.310.300.290.450.250.290.450.370.310.350.350.490.340.640.290.391.000.350.310.420.330.380.350.650.430.310.370.440.390.390.350.410.400.430.370.440.410.440.360.400.420.390.460.360.410.400.430.460.400.370.430.410.500.450.41
MCD0.270.310.300.340.220.310.240.220.370.410.340.390.330.370.390.450.300.290.410.380.450.400.260.330.351.000.330.460.320.500.440.380.440.290.380.430.400.430.320.390.390.400.360.550.410.470.350.400.420.350.490.410.350.410.380.470.400.350.350.400.460.410.42
EXPD0.180.170.230.300.300.350.300.390.230.240.290.230.250.280.300.270.420.330.370.270.280.290.410.380.310.331.000.300.360.300.290.350.430.420.380.340.480.470.500.470.370.330.490.330.450.390.480.430.360.480.460.460.530.480.530.450.540.500.540.500.460.560.56
SYY0.170.240.250.290.380.170.380.310.300.250.230.310.350.240.280.320.340.380.270.350.320.400.400.460.420.460.301.000.430.380.450.480.320.420.430.410.380.340.390.330.450.480.400.470.400.420.400.450.520.460.450.410.440.490.430.440.410.470.430.460.450.460.46
ADM0.090.290.280.230.530.210.550.410.260.240.260.300.370.320.280.240.330.410.250.360.290.340.510.400.330.320.360.431.000.330.480.400.290.560.440.380.340.340.390.290.500.470.430.390.400.350.450.450.540.450.390.400.450.500.430.400.450.530.430.450.350.510.50
PEP0.460.500.360.470.170.300.170.140.580.600.410.520.310.480.460.650.310.280.440.470.670.420.190.240.380.500.300.380.331.000.400.320.420.180.340.420.370.430.280.430.370.360.330.710.420.460.340.400.340.280.460.430.290.360.340.490.310.270.290.350.440.320.37
CB0.150.250.310.280.380.190.400.270.290.300.280.340.400.320.310.370.290.310.310.380.370.360.380.350.350.440.290.450.480.401.000.420.350.420.410.400.330.390.380.360.540.690.400.500.430.560.410.430.650.420.440.450.380.480.400.480.390.460.400.430.430.460.47
FRT0.140.220.240.230.380.200.380.360.290.270.230.390.290.270.350.290.350.440.280.460.300.670.410.500.650.380.350.480.400.320.421.000.380.430.440.430.420.330.450.390.460.480.380.410.390.410.440.440.520.500.440.370.490.490.480.450.430.470.490.480.480.510.48
SPGI0.190.210.250.310.190.480.230.330.340.280.350.290.270.320.410.350.360.270.490.330.370.430.310.350.430.440.430.320.290.420.350.381.000.330.390.480.490.600.400.560.380.360.440.430.490.540.390.420.390.420.610.500.460.380.540.560.520.440.490.470.570.510.49
CAT0.050.150.290.210.580.250.600.500.170.130.270.160.370.240.170.180.350.450.230.250.180.260.610.460.310.290.420.420.560.180.420.430.331.000.520.380.420.360.530.340.530.470.530.310.470.350.570.470.560.590.410.470.590.570.540.390.540.740.570.550.420.650.63
IBM0.160.240.340.280.390.210.410.330.250.290.300.310.430.370.260.320.330.410.340.380.340.360.430.400.370.380.380.430.440.340.410.440.390.521.000.420.390.420.460.380.490.460.470.420.430.420.530.440.500.510.430.450.480.500.480.490.480.550.490.470.460.540.55
MDT0.170.230.390.290.280.400.300.300.330.340.480.360.370.450.380.370.320.370.560.380.400.450.300.370.440.430.340.410.380.420.400.430.480.380.421.000.380.430.360.420.400.430.360.500.450.480.450.450.430.420.460.480.450.390.460.510.450.450.430.470.510.490.48
LOW0.220.200.280.340.260.370.280.380.320.280.300.240.260.290.360.320.510.390.390.300.320.360.390.450.390.400.480.380.340.370.330.420.490.420.390.381.000.470.540.600.380.360.510.340.430.440.480.450.380.470.500.460.600.530.540.470.560.500.590.520.500.550.55
ROP0.240.230.320.310.210.440.250.300.320.370.380.290.290.350.340.400.370.290.460.340.400.370.350.320.390.430.470.340.340.430.390.330.600.360.420.430.471.000.450.550.440.390.510.420.470.580.450.430.400.420.590.510.480.440.500.560.550.500.510.490.550.560.56
AOS0.170.190.260.260.310.350.320.430.250.260.280.240.300.250.260.250.430.370.300.290.260.330.470.450.350.320.500.390.390.280.380.450.400.530.460.360.540.451.000.500.440.430.580.350.460.440.540.500.470.550.480.500.630.560.550.440.600.610.650.570.520.630.65
SHW0.310.270.280.340.130.420.160.350.360.380.340.300.270.320.390.390.410.300.430.340.400.420.360.360.410.390.470.330.290.430.360.390.560.340.380.420.600.550.501.000.380.380.510.420.510.510.450.500.370.420.520.520.530.470.500.520.530.430.560.610.620.520.54
GD0.150.280.310.280.460.230.480.340.290.290.290.370.430.330.340.310.320.430.290.420.330.370.460.380.400.390.370.450.500.370.540.460.380.530.490.400.380.440.440.381.000.550.530.450.420.500.470.410.590.460.480.440.440.500.470.510.480.570.460.450.460.550.53
CINF0.160.260.300.270.380.260.380.350.310.300.300.360.390.320.310.350.350.400.310.410.360.400.420.430.430.400.330.480.470.360.690.480.360.470.460.430.360.390.430.380.551.000.470.470.430.550.460.450.680.520.440.450.470.520.490.520.440.500.480.490.480.530.52
GWW0.180.220.260.310.340.320.350.390.260.270.290.270.380.280.260.300.410.370.320.340.300.300.470.370.370.360.490.400.430.330.400.380.440.530.470.360.510.510.580.510.530.471.000.350.460.510.490.440.470.480.530.490.530.570.500.490.600.610.590.520.500.620.67
KO0.360.430.380.380.260.240.270.220.490.540.400.520.350.470.470.610.320.330.430.500.630.500.280.360.440.550.330.470.390.710.500.410.430.310.420.500.340.420.350.420.450.470.351.000.480.470.420.480.460.370.470.490.360.410.360.510.370.380.360.440.500.410.46
APD0.230.270.290.310.310.350.340.400.330.350.380.330.330.330.380.390.370.340.410.360.400.390.440.390.410.410.450.400.400.420.430.390.490.470.430.450.430.470.460.510.420.430.460.481.000.480.470.510.450.460.510.690.490.470.490.500.520.510.480.570.610.560.56
BRO0.250.260.310.350.240.410.270.300.360.370.390.370.370.360.420.410.370.290.460.410.410.420.360.330.440.470.390.420.350.460.560.410.540.350.420.480.440.580.440.510.500.550.510.470.481.000.390.410.540.420.590.540.440.470.510.600.500.450.470.470.560.500.52
MMM0.220.280.300.270.350.270.380.390.330.330.330.290.360.360.290.330.400.480.350.350.340.360.450.480.360.350.480.400.450.340.410.440.390.570.530.450.480.450.540.450.470.460.490.420.470.391.000.550.480.560.430.480.620.530.540.450.540.590.580.570.510.600.63
AMCR0.260.290.300.320.330.340.350.420.340.360.360.350.340.350.360.340.400.420.350.380.360.400.440.450.400.400.430.450.450.400.430.440.420.470.440.450.450.430.500.500.410.450.440.480.510.410.551.000.470.540.460.530.550.500.520.480.550.530.520.590.560.570.55
AFL0.130.240.330.270.490.230.500.370.280.270.280.330.450.330.280.300.330.400.300.410.310.400.490.430.420.420.360.520.540.340.650.520.390.560.500.430.380.400.470.370.590.680.470.460.450.540.480.471.000.560.480.510.510.550.530.500.470.590.500.530.490.570.56
BEN0.150.190.240.240.440.310.450.500.240.220.300.250.340.300.280.230.430.490.350.330.240.370.530.560.390.350.480.460.450.280.420.500.420.590.510.420.470.420.550.420.460.520.480.370.460.420.560.540.561.000.450.490.620.560.740.470.570.620.630.580.500.640.61
CTAS0.170.190.290.350.280.420.300.380.300.320.330.320.310.320.400.380.380.320.440.350.400.450.390.380.460.490.460.450.390.460.440.440.610.410.430.460.500.590.480.520.480.440.530.470.510.590.430.460.480.451.000.570.490.500.560.610.570.530.520.520.600.570.55
LIN0.200.210.320.320.320.390.350.410.310.320.380.300.370.370.370.360.360.330.440.340.410.350.470.360.360.410.460.410.400.430.450.370.500.470.450.480.460.510.500.520.440.450.490.490.690.540.480.530.510.490.571.000.510.490.510.540.540.550.520.600.620.570.59
SWK0.140.210.260.240.340.380.350.490.270.230.310.200.300.250.270.250.460.440.360.280.250.360.500.570.410.350.530.440.450.290.380.490.460.590.480.450.600.480.630.530.440.470.530.360.490.440.620.550.510.620.490.511.000.570.630.490.630.620.700.650.550.670.68
GPC0.170.250.300.280.410.280.420.410.280.260.300.290.400.320.250.300.440.450.290.370.320.400.540.520.400.410.480.490.500.360.480.490.380.570.500.390.530.440.560.470.500.520.570.410.470.470.530.500.550.560.500.490.571.000.540.500.570.610.590.580.490.620.65
TROW0.140.200.270.280.350.430.390.500.270.230.310.230.330.310.320.240.460.450.420.310.260.390.470.530.430.380.530.430.430.340.400.480.540.540.480.460.540.500.550.500.470.490.500.360.490.510.540.520.530.740.560.510.630.541.000.550.600.610.640.580.550.650.61
ADP0.220.260.330.320.310.400.340.350.360.360.370.370.340.380.410.400.380.360.480.420.420.440.390.390.460.470.450.440.400.490.480.450.560.390.490.510.470.560.440.520.510.520.490.510.500.600.450.480.500.470.610.540.490.500.551.000.520.500.520.510.560.560.54
NDSN0.170.210.280.280.320.480.350.470.290.260.360.220.340.290.300.260.430.410.400.300.310.360.500.460.400.400.540.410.450.310.390.430.520.540.480.450.560.550.600.530.480.440.600.370.520.500.540.550.470.570.570.540.630.570.600.521.000.640.670.610.570.690.68
EMR0.090.140.310.240.540.330.550.500.200.190.310.200.400.280.250.230.410.440.330.300.250.300.600.470.370.350.500.470.530.270.460.470.440.740.550.450.500.500.610.430.570.500.610.380.510.450.590.530.590.620.530.550.620.610.610.500.641.000.650.610.530.730.70
PNR0.170.170.270.270.350.420.350.500.260.270.330.240.310.270.290.270.470.450.390.340.280.370.510.510.430.350.540.430.430.290.400.490.490.570.490.430.590.510.650.560.460.480.590.360.480.470.580.520.500.630.520.520.700.590.640.520.670.651.000.630.580.720.71
PPG0.190.220.290.260.320.360.350.470.300.320.340.280.360.300.320.320.410.430.380.330.350.390.550.520.410.400.500.460.450.350.430.480.470.550.470.470.520.490.570.610.450.490.520.440.570.470.570.590.530.580.520.600.650.580.580.510.610.610.631.000.640.680.66
ECL0.250.250.270.350.250.430.280.420.360.380.390.340.350.360.430.440.400.350.450.400.440.450.430.420.500.460.460.450.350.440.430.480.570.420.460.510.500.550.520.620.460.480.500.500.610.560.510.560.490.500.600.620.550.490.550.560.570.530.580.641.000.590.59
DOV0.160.200.290.290.420.400.470.500.270.280.350.290.350.320.340.300.450.450.400.360.320.410.550.540.450.410.560.460.510.320.460.510.510.650.540.490.550.560.630.520.550.530.620.410.560.500.600.570.570.640.570.570.670.620.650.560.690.730.720.680.591.000.76
ITW0.190.270.340.320.400.370.430.460.320.310.380.310.380.370.320.340.460.470.400.370.370.380.560.510.410.420.560.460.500.370.470.480.490.630.550.480.550.560.650.540.530.520.670.460.560.520.630.550.560.610.550.590.680.650.610.540.680.700.710.660.590.761.00
The correlation results are calculated based on daily price changes starting from Jun 12, 2019