High Dividends
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Dividends, 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
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Sep 6, 2024, the High Dividends returned 14.18% Year-To-Date and 15.33% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| High Dividends | 14.18% | 5.43% | 11.05% | 20.47% | 14.82% | 15.33% |
| Portfolio components: | ||||||
MMM 3M Company | 47.95% | 5.78% | 71.78% | 54.45% | 3.32% | 4.28% |
O Realty Income Corporation | 12.75% | 3.56% | 22.74% | 20.09% | 1.39% | 8.48% |
CVX Chevron Corporation | -2.44% | -0.50% | -3.63% | -11.76% | 8.29% | 5.52% |
SBUX Starbucks Corporation | -2.75% | 22.21% | 2.05% | -2.15% | 1.23% | 11.01% |
MA Mastercard Inc | 12.42% | 6.48% | 2.39% | 16.22% | 11.02% | 20.92% |
JNJ Johnson & Johnson | 7.73% | 4.57% | 5.49% | 7.72% | 8.13% | 7.65% |
MSFT Microsoft Corporation | 9.20% | 2.38% | 0.18% | 23.60% | 25.25% | 26.30% |
AAPL Apple Inc | 15.94% | 7.43% | 31.92% | 22.20% | 34.03% | 26.18% |
VZ Verizon Communications Inc. | 15.08% | 2.61% | 7.93% | 29.64% | -1.73% | 3.23% |
KO The Coca-Cola Company | 22.68% | 4.58% | 21.63% | 24.96% | 8.54% | 8.89% |
AVGO Broadcom Inc. | 37.92% | 6.18% | 9.42% | 78.28% | 43.75% | 37.26% |
XOM Exxon Mobil Corporation | 16.10% | -0.07% | 7.11% | 2.30% | 15.38% | 6.00% |
HD The Home Depot, Inc. | 6.41% | 2.86% | -2.65% | 13.88% | 12.10% | 17.57% |
ABBV AbbVie Inc. | 27.98% | 3.85% | 8.79% | 37.57% | 28.97% | 18.07% |
NKE NIKE, Inc. | -24.65% | 12.00% | -16.98% | -18.06% | -0.75% | 8.20% |
Monthly Returns
The table below presents the monthly returns of High Dividends, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.69% | 2.65% | 2.25% | -2.88% | 1.77% | 1.36% | 5.15% | 4.96% | 14.18% | ||||
| 2023 | 2.53% | -3.67% | 3.47% | 3.03% | -4.93% | 4.92% | 2.93% | -1.53% | -4.63% | -1.77% | 7.52% | 3.89% | 11.39% |
| 2022 | -0.81% | -1.88% | 3.49% | -4.35% | 2.53% | -7.03% | 7.70% | -5.58% | -8.63% | 10.32% | 7.00% | -1.49% | -0.77% |
| 2021 | -2.06% | 4.79% | 4.26% | 3.35% | 0.52% | 1.98% | 3.12% | -0.44% | -4.47% | 6.81% | -0.36% | 7.52% | 27.21% |
| 2020 | -1.10% | -7.56% | -13.04% | 13.78% | 4.96% | 1.52% | 1.88% | 7.80% | -3.15% | -4.24% | 12.07% | 4.39% | 14.87% |
| 2019 | 4.53% | 3.35% | 4.15% | 2.02% | -6.71% | 6.90% | 1.02% | 0.46% | 2.22% | 1.61% | 2.80% | 3.07% | 27.86% |
| 2018 | 3.99% | -3.93% | -2.45% | 0.84% | 3.13% | 0.63% | 2.60% | 3.34% | 2.54% | -5.11% | 5.29% | -5.80% | 4.36% |
| 2017 | 0.54% | 4.17% | 1.39% | 1.06% | 2.19% | 0.28% | 1.43% | 1.21% | 2.78% | 3.80% | 4.19% | 0.80% | 26.48% |
| 2016 | -1.29% | 0.16% | 7.21% | -1.33% | 1.07% | 2.25% | 3.10% | -0.71% | -0.50% | -2.86% | 1.88% | 3.11% | 12.35% |
| 2015 | -1.53% | 6.24% | -1.68% | 1.53% | 2.17% | -2.16% | 2.00% | -4.91% | -0.08% | 9.03% | 0.97% | -0.41% | 10.92% |
| 2014 | -5.22% | 4.92% | 0.69% | 2.11% | 3.02% | 2.05% | -1.30% | 5.01% | -0.13% | 4.64% | 3.42% | -0.68% | 19.60% |
| 2013 | 4.86% | 1.80% | 3.97% | 4.93% | 0.51% | -0.92% | 4.23% | -2.39% | 3.86% | 5.53% | 2.52% | 3.16% | 36.78% |
Expense Ratio
High Dividends 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of High Dividends is 66, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MMM 3M Company | 1.57 | 2.73 | 1.39 | 0.91 | 6.13 |
O Realty Income Corporation | 0.99 | 1.48 | 1.19 | 0.57 | 2.60 |
CVX Chevron Corporation | -0.57 | -0.65 | 0.92 | -0.52 | -1.25 |
SBUX Starbucks Corporation | -0.08 | 0.17 | 1.02 | -0.08 | -0.18 |
MA Mastercard Inc | 1.02 | 1.38 | 1.20 | 1.33 | 3.08 |
JNJ Johnson & Johnson | 0.39 | 0.66 | 1.08 | 0.32 | 1.01 |
MSFT Microsoft Corporation | 1.17 | 1.62 | 1.21 | 1.51 | 4.74 |
AAPL Apple Inc | 0.79 | 1.26 | 1.16 | 1.07 | 2.51 |
VZ Verizon Communications Inc. | 1.31 | 2.02 | 1.26 | 0.71 | 7.20 |
KO The Coca-Cola Company | 1.84 | 2.55 | 1.35 | 1.44 | 9.29 |
AVGO Broadcom Inc. | 1.81 | 2.52 | 1.32 | 3.10 | 10.21 |
XOM Exxon Mobil Corporation | 0.16 | 0.37 | 1.04 | 0.17 | 0.34 |
HD The Home Depot, Inc. | 0.64 | 1.06 | 1.12 | 0.44 | 1.43 |
ABBV AbbVie Inc. | 1.96 | 2.52 | 1.36 | 2.34 | 6.63 |
NKE NIKE, Inc. | -0.54 | -0.49 | 0.92 | -0.31 | -0.83 |
Dividends
Dividend yield
High Dividends granted a 2.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| High Dividends | 2.75% | 3.03% | 2.83% | 2.65% | 3.13% | 2.79% | 2.95% | 2.51% | 2.67% | 2.70% | 2.39% | 2.50% |
| Portfolio components: | ||||||||||||
MMM 3M Company | 2.98% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
O Realty Income Corporation | 4.98% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
CVX Chevron Corporation | 4.54% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
SBUX Starbucks Corporation | 2.49% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
MA Mastercard Inc | 0.53% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
JNJ Johnson & Johnson | 2.95% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
VZ Verizon Communications Inc. | 6.44% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
KO The Coca-Cola Company | 2.66% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
AVGO Broadcom Inc. | 1.33% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
XOM Exxon Mobil Corporation | 3.36% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
HD The Home Depot, Inc. | 2.44% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
ABBV AbbVie Inc. | 3.18% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
NKE NIKE, Inc. | 1.83% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the High Dividends. 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 High Dividends was 35.09%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current High Dividends drawdown is 2.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.09% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -16.5% | Mar 30, 2022 | 128 | Sep 30, 2022 | 71 | Jan 12, 2023 | 199 |
| -12.49% | Dec 4, 2018 | 14 | Dec 24, 2018 | 34 | Feb 13, 2019 | 48 |
| -11.87% | Jul 21, 2015 | 26 | Aug 25, 2015 | 41 | Oct 22, 2015 | 67 |
| -10.9% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current High Dividends volatility is 3.80%, 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.
Diversification
Asset Correlations Table
| O | VZ | ABBV | XOM | CVX | AAPL | AVGO | JNJ | KO | NKE | SBUX | MSFT | HD | MMM | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.33 | 0.22 | 0.20 | 0.19 | 0.19 | 0.17 | 0.30 | 0.42 | 0.27 | 0.32 | 0.25 | 0.31 | 0.30 | 0.29 |
| VZ | 0.33 | 1.00 | 0.27 | 0.29 | 0.29 | 0.17 | 0.15 | 0.39 | 0.42 | 0.25 | 0.27 | 0.23 | 0.31 | 0.36 | 0.25 |
| ABBV | 0.22 | 0.27 | 1.00 | 0.28 | 0.27 | 0.22 | 0.25 | 0.45 | 0.32 | 0.27 | 0.26 | 0.29 | 0.30 | 0.34 | 0.35 |
| XOM | 0.20 | 0.29 | 0.28 | 1.00 | 0.82 | 0.24 | 0.27 | 0.28 | 0.29 | 0.29 | 0.25 | 0.23 | 0.28 | 0.41 | 0.35 |
| CVX | 0.19 | 0.29 | 0.27 | 0.82 | 1.00 | 0.24 | 0.29 | 0.28 | 0.30 | 0.28 | 0.26 | 0.27 | 0.29 | 0.41 | 0.35 |
| AAPL | 0.19 | 0.17 | 0.22 | 0.24 | 0.24 | 1.00 | 0.53 | 0.24 | 0.25 | 0.39 | 0.39 | 0.57 | 0.37 | 0.35 | 0.47 |
| AVGO | 0.17 | 0.15 | 0.25 | 0.27 | 0.29 | 0.53 | 1.00 | 0.22 | 0.23 | 0.40 | 0.39 | 0.51 | 0.38 | 0.39 | 0.47 |
| JNJ | 0.30 | 0.39 | 0.45 | 0.28 | 0.28 | 0.24 | 0.22 | 1.00 | 0.45 | 0.29 | 0.34 | 0.31 | 0.34 | 0.45 | 0.37 |
| KO | 0.42 | 0.42 | 0.32 | 0.29 | 0.30 | 0.25 | 0.23 | 0.45 | 1.00 | 0.33 | 0.40 | 0.32 | 0.35 | 0.42 | 0.39 |
| NKE | 0.27 | 0.25 | 0.27 | 0.29 | 0.28 | 0.39 | 0.40 | 0.29 | 0.33 | 1.00 | 0.54 | 0.43 | 0.50 | 0.42 | 0.49 |
| SBUX | 0.32 | 0.27 | 0.26 | 0.25 | 0.26 | 0.39 | 0.39 | 0.34 | 0.40 | 0.54 | 1.00 | 0.44 | 0.46 | 0.40 | 0.50 |
| MSFT | 0.25 | 0.23 | 0.29 | 0.23 | 0.27 | 0.57 | 0.51 | 0.31 | 0.32 | 0.43 | 0.44 | 1.00 | 0.44 | 0.39 | 0.57 |
| HD | 0.31 | 0.31 | 0.30 | 0.28 | 0.29 | 0.37 | 0.38 | 0.34 | 0.35 | 0.50 | 0.46 | 0.44 | 1.00 | 0.48 | 0.45 |
| MMM | 0.30 | 0.36 | 0.34 | 0.41 | 0.41 | 0.35 | 0.39 | 0.45 | 0.42 | 0.42 | 0.40 | 0.39 | 0.48 | 1.00 | 0.45 |
| MA | 0.29 | 0.25 | 0.35 | 0.35 | 0.35 | 0.47 | 0.47 | 0.37 | 0.39 | 0.49 | 0.50 | 0.57 | 0.45 | 0.45 | 1.00 |