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Dividend Portfolio

Last updated Oct 3, 2023

Asset Allocation


ANGL 10%SCHD 50%JEPI 20%SRET 20%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
High Yield Bonds10%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend20%
SRET
Global X SuperDividend REIT ETF
REIT20%

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend 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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-2.09%
4.58%
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.69%19.60%11.81%N/A
Dividend Portfolio-5.38%-2.67%-2.38%9.00%10.94%N/A
SCHD
Schwab US Dividend Equity ETF
-5.17%-2.85%-4.61%9.48%14.17%N/A
JEPI
JPMorgan Equity Premium Income ETF
-4.34%0.81%2.81%14.04%11.25%N/A
SRET
Global X SuperDividend REIT ETF
-8.29%-6.41%-4.73%3.06%5.38%N/A
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
-2.69%-1.27%3.18%8.04%4.14%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.75%-0.03%-3.07%4.20%3.51%-1.37%-4.14%

Sharpe Ratio

The current Dividend Portfolio Sharpe ratio is 0.62. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.62

The Sharpe ratio of Dividend 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 Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.62
1.04
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend Portfolio granted a 6.17% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend Portfolio6.17%6.44%4.89%5.88%4.36%4.99%4.81%5.01%5.55%2.80%2.70%2.84%
SCHD
Schwab US Dividend Equity ETF
3.73%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
JEPI
JPMorgan Equity Premium Income ETF
10.10%12.35%7.80%7.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SRET
Global X SuperDividend REIT ETF
8.51%8.71%7.16%10.73%10.25%12.16%12.62%12.03%13.91%0.00%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.82%4.91%4.24%5.29%6.20%7.54%6.99%8.08%8.67%10.69%10.24%8.46%

Expense Ratio

The Dividend Portfolio has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.58%
0.00%2.15%
0.35%
0.00%2.15%
0.06%
0.00%2.15%

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
SCHD
Schwab US Dividend Equity ETF
0.54
JEPI
JPMorgan Equity Premium Income ETF
1.20
SRET
Global X SuperDividend REIT ETF
0.20
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.80

Asset Correlations Table

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

ANGLSRETJEPISCHD
ANGL1.000.570.580.58
SRET0.571.000.600.73
JEPI0.580.601.000.80
SCHD0.580.730.801.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptemberOctober
-10.29%
-10.59%
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dividend Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dividend Portfolio is 17.70%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.7%Jan 5, 2022186Sep 30, 2022
-10.25%Jun 9, 202014Jun 26, 202031Aug 11, 202045
-6.06%Sep 3, 202014Sep 23, 202011Oct 8, 202025
-5.79%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.64%Nov 8, 202117Dec 1, 202111Dec 16, 202128

Volatility Chart

The current Dividend Portfolio volatility is 2.97%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptemberOctober
2.97%
3.15%
Dividend Portfolio
Benchmark (^GSPC)
Portfolio components