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Dividend-Paying Stocks Portfolio

Last updated Mar 2, 2024

This portfolio consists of 10 dividend-paying stocks that could generate constant money flow in the long term.

Asset Allocation


PG 10%MMM 10%KO 10%WMT 10%CL 10%APD 10%IBM 10%KMB 10%EMR 10%JNJ 10%EquityEquity
PositionCategory/SectorWeight
PG
The Procter & Gamble Company
Consumer Defensive

10%

MMM
3M Company
Industrials

10%

KO
The Coca-Cola Company
Consumer Defensive

10%

WMT
Walmart Inc.
Consumer Defensive

10%

CL
Colgate-Palmolive Company
Consumer Defensive

10%

APD
Air Products and Chemicals, Inc.
Basic Materials

10%

IBM
International Business Machines Corporation
Technology

10%

KMB
Kimberly-Clark Corporation
Consumer Defensive

10%

EMR
Emerson Electric Co.
Industrials

10%

JNJ
Johnson & Johnson
Healthcare

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend-Paying Stocks Portfolio, 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


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%OctoberNovemberDecember2024FebruaryMarch
12,475.29%
2,947.27%
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of EMR

Returns

As of Mar 2, 2024, the Dividend-Paying Stocks Portfolio returned 3.40% Year-To-Date and 8.07% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dividend-Paying Stocks Portfolio3.40%1.62%4.27%11.97%8.64%8.07%
PG
The Procter & Gamble Company
9.08%0.48%4.11%15.56%12.71%10.51%
MMM
3M Company
-15.97%-3.17%-12.76%-13.59%-11.38%-0.58%
KO
The Coca-Cola Company
1.02%-1.67%1.97%3.31%8.84%7.85%
WMT
Walmart Inc.
11.82%3.96%9.51%27.23%14.30%11.31%
CL
Colgate-Palmolive Company
9.15%2.21%19.53%19.94%8.23%5.67%
APD
Air Products and Chemicals, Inc.
-13.81%-8.59%-19.81%-17.93%8.13%10.25%
IBM
International Business Machines Corporation
16.12%2.22%29.83%51.90%12.72%4.83%
KMB
Kimberly-Clark Corporation
1.14%0.52%-1.72%0.86%4.50%4.91%
EMR
Emerson Electric Co.
11.66%15.64%10.52%29.32%12.65%8.29%
JNJ
Johnson & Johnson
3.43%3.52%1.83%7.68%5.86%8.59%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.72%2.18%
2023-0.43%-4.70%-0.08%3.33%2.42%

Sharpe Ratio

The current Dividend-Paying Stocks Portfolio Sharpe ratio is 1.26. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.26

The Sharpe ratio of Dividend-Paying Stocks Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.26
2.44
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend-Paying Stocks Portfolio granted a 3.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend-Paying Stocks Portfolio3.07%3.06%2.89%2.64%2.75%2.77%3.20%2.69%2.93%3.03%2.36%2.23%
PG
The Procter & Gamble Company
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
MMM
3M Company
6.54%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%
KO
The Coca-Cola Company
3.09%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
WMT
Walmart Inc.
1.29%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
CL
Colgate-Palmolive Company
2.22%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
APD
Air Products and Chemicals, Inc.
2.97%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.30%2.49%2.13%2.54%
IBM
International Business Machines Corporation
3.53%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
KMB
Kimberly-Clark Corporation
3.84%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%1.25%0.77%
EMR
Emerson Electric Co.
1.93%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%

Expense Ratio

The Dividend-Paying Stocks Portfolio 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

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Dividend-Paying Stocks Portfolio
1.26
PG
The Procter & Gamble Company
1.25
MMM
3M Company
-0.47
KO
The Coca-Cola Company
0.33
WMT
Walmart Inc.
1.83
CL
Colgate-Palmolive Company
1.49
APD
Air Products and Chemicals, Inc.
-0.57
IBM
International Business Machines Corporation
2.91
KMB
Kimberly-Clark Corporation
0.15
EMR
Emerson Electric Co.
1.43
JNJ
Johnson & Johnson
0.55

Asset Correlations Table

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

IBMWMTAPDKMBJNJEMRCLKOMMMPG
IBM1.000.320.350.270.330.420.290.310.410.30
WMT0.321.000.310.310.350.330.330.370.350.36
APD0.350.311.000.330.320.460.320.350.450.33
KMB0.270.310.331.000.340.300.460.390.360.47
JNJ0.330.350.320.341.000.330.390.420.380.44
EMR0.420.330.460.300.331.000.310.350.500.34
CL0.290.330.320.460.390.311.000.440.350.54
KO0.310.370.350.390.420.350.441.000.390.49
MMM0.410.350.450.360.380.500.350.391.000.39
PG0.300.360.330.470.440.340.540.490.391.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend-Paying Stocks Portfolio. 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-Paying Stocks Portfolio was 35.76%, occurring on Mar 9, 2009. Recovery took 178 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.76%Jun 6, 2008190Mar 9, 2009178Nov 18, 2009368
-35.59%Aug 26, 198738Oct 19, 1987442Jul 19, 1989480
-28.62%Jan 10, 200043Mar 10, 2000186Dec 4, 2000229
-27.63%Feb 7, 202031Mar 23, 202096Aug 7, 2020127
-21.41%Mar 20, 200286Jul 22, 2002349Dec 8, 2003435

Volatility Chart

The current Dividend-Paying Stocks Portfolio volatility is 3.59%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.59%
3.47%
Dividend-Paying Stocks Portfolio
Benchmark (^GSPC)
Portfolio components
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