Qualified Div Income (Stocks - Highest Yields)

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	10%
CVX Chevron Corporation	Energy	10%
KO The Coca-Cola Company	Consumer Defensive	10%
MO Altria Group, Inc.	Consumer Defensive	10%
PEP PepsiCo, Inc.	Consumer Defensive	10%
PFE Pfizer Inc.	Healthcare	10%
PM Philip Morris International Inc.	Consumer Defensive	10%
T AT&T Inc.	Communication Services	10%
VZ Verizon Communications Inc.	Communication Services	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Qualified Div Income (Stocks - Highest Yields), 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 Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 3, 2026, the Qualified Div Income (Stocks - Highest Yields) returned 15.14% Year-To-Date and 10.55% 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 Qualified Div Income (Stocks - Highest Yields)	0.03%	-1.30%	15.14%	13.88%	17.96%	13.28%	14.03%	10.55%
Portfolio components:
ABBV AbbVie Inc.	-2.86%	-10.70%	-7.86%	-10.37%	5.19%	13.21%	18.43%	18.22%
MO Altria Group, Inc.	0.43%	-2.94%	15.96%	3.55%	23.23%	22.72%	13.73%	7.41%
PFE Pfizer Inc.	-0.81%	6.55%	15.64%	8.20%	22.98%	-6.37%	0.03%	4.18%
T AT&T Inc.	0.07%	-1.19%	15.38%	7.25%	5.08%	19.93%	10.68%	5.53%
VZ Verizon Communications Inc.	0.02%	-2.89%	23.39%	17.79%	17.97%	15.58%	2.85%	4.39%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
XOM Exxon Mobil Corporation	-0.06%	5.84%	34.42%	46.62%	40.06%	15.29%	27.66%	11.56%
PM Philip Morris International Inc.	0.49%	-10.35%	-0.55%	2.89%	4.82%	22.66%	17.88%	9.96%
KO The Coca-Cola Company	0.84%	-2.64%	10.50%	17.69%	10.67%	10.37%	11.14%	8.39%
PEP PepsiCo, Inc.	1.53%	-3.94%	10.38%	12.40%	9.51%	-1.63%	5.35%	7.43%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Qualified Div Income (Stocks - Highest Yields)'s average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +13.4%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Qualified Div Income (Stocks - Highest Yields) closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -9.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.13%	7.86%	-0.31%	-1.89%									15.14%
2025	2.33%	9.24%	2.94%	-4.33%	-0.18%	1.48%	0.19%	5.91%	-0.60%	-4.19%	3.94%	-0.80%	16.16%
2024	2.19%	0.24%	5.24%	-1.49%	3.83%	0.31%	5.82%	2.68%	1.21%	0.62%	0.73%	-5.96%	15.93%
2023	-0.64%	-3.54%	1.74%	1.41%	-8.00%	2.78%	0.82%	-1.01%	-1.36%	-3.14%	3.58%	0.54%	-7.15%
2022	5.60%	0.43%	3.55%	0.46%	5.75%	-5.69%	1.08%	-3.83%	-7.67%	13.40%	4.91%	-0.39%	17.02%
2021	-2.35%	4.98%	7.36%	2.26%	0.89%	0.94%	1.61%	0.74%	-3.51%	3.83%	-1.54%	9.19%	26.36%

Benchmark Metrics

Qualified Div Income (Stocks - Highest Yields) has an annualized alpha of 3.59%, beta of 0.62, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.51%) than losses (68.64%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.59% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.62 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.59%

Beta: 0.62

R²: 0.51

Upside Capture: 72.51%

Downside Capture: 68.64%

Expense Ratio

Qualified Div Income (Stocks - Highest Yields) 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

Qualified Div Income (Stocks - Highest Yields) ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.32	0.88	+0.44
Sortino ratio Return per unit of downside risk	1.82	1.37	+0.46
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.92	1.39	+0.53
Martin ratio Return relative to average drawdown	6.11	6.43	-0.32
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
ABBV AbbVie Inc.	43	0.19	0.44	1.06	0.28	0.62
MO Altria Group, Inc.	68	1.12	1.53	1.22	1.20	3.11
PFE Pfizer Inc.	68	0.87	1.38	1.17	1.89	4.26
T AT&T Inc.	43	0.23	0.46	1.06	0.19	0.42
VZ Verizon Communications Inc.	64	0.79	1.35	1.17	1.22	2.79
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
XOM Exxon Mobil Corporation	80	1.58	2.06	1.28	2.51	6.57
PM Philip Morris International Inc.	42	0.19	0.40	1.06	0.17	0.36
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
PEP PepsiCo, Inc.	51	0.42	0.81	1.09	0.60	1.23

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.

Qualified Div Income (Stocks - Highest Yields) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.32
5-Year: 1.07
10-Year: 0.68
All Time: 0.74

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 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 Qualified Div Income (Stocks - Highest Yields) 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

Qualified Div Income (Stocks - Highest Yields) provided a 4.10% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.10%	4.63%	4.81%	5.18%	4.45%	4.79%	5.40%	4.42%	4.64%	3.61%	3.72%	3.97%
Portfolio components:
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
MO Altria Group, Inc.	6.39%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
PFE Pfizer Inc.	6.07%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%
T AT&T Inc.	3.92%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%
VZ Verizon Communications Inc.	5.54%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
PM Philip Morris International Inc.	3.64%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
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%

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 Qualified Div Income (Stocks - Highest Yields). 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 Qualified Div Income (Stocks - Highest Yields) was 33.52%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.

The current Qualified Div Income (Stocks - Highest Yields) drawdown is 2.19%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.52%	Jan 17, 2020	45	Mar 23, 2020	233	Feb 24, 2021	278
-17.24%	Jan 29, 2018	229	Dec 24, 2018	226	Nov 15, 2019	455
-16.52%	Jun 8, 2022	80	Sep 30, 2022	67	Jan 6, 2023	147
-14.36%	Jan 9, 2023	203	Oct 27, 2023	137	May 15, 2024	340
-11.34%	May 18, 2015	70	Aug 25, 2015	47	Oct 30, 2015	117

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	ABBV	PFE	XOM	CVX	VZ	T	MO	PEP	PM	KO	Portfolio
Benchmark	1.00	0.42	0.42	0.44	0.46	0.33	0.38	0.33	0.42	0.37	0.42	0.58
ABBV	0.42	1.00	0.45	0.26	0.25	0.28	0.28	0.28	0.33	0.29	0.32	0.58
PFE	0.42	0.45	1.00	0.26	0.26	0.33	0.31	0.28	0.36	0.29	0.34	0.58
XOM	0.44	0.26	0.26	1.00	0.82	0.27	0.33	0.30	0.23	0.29	0.27	0.63
CVX	0.46	0.25	0.26	0.82	1.00	0.28	0.32	0.29	0.23	0.28	0.27	0.62
VZ	0.33	0.28	0.33	0.27	0.28	1.00	0.68	0.39	0.40	0.36	0.42	0.63
T	0.38	0.28	0.31	0.33	0.32	0.68	1.00	0.39	0.34	0.39	0.40	0.64
MO	0.33	0.28	0.28	0.30	0.29	0.39	0.39	1.00	0.46	0.65	0.48	0.66
PEP	0.42	0.33	0.36	0.23	0.23	0.40	0.34	0.46	1.00	0.46	0.69	0.62
PM	0.37	0.29	0.29	0.29	0.28	0.36	0.39	0.65	0.46	1.00	0.51	0.66
KO	0.42	0.32	0.34	0.27	0.27	0.42	0.40	0.48	0.69	0.51	1.00	0.66
Portfolio	0.58	0.58	0.58	0.63	0.62	0.63	0.64	0.66	0.62	0.66	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Qualified Div Income (Stocks - Highest Yields)

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