Dividents
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BWMX Betterware de Mexico, S.A.B. de C.V. | Consumer Cyclical | 2.21% |
HIW Highwoods Properties, Inc. | Real Estate | 8% |
KO The Coca-Cola Company | Consumer Defensive | 9% |
O Realty Income Corporation | Real Estate | 3.72% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 74.37% |
VZ Verizon Communications Inc. | Communication Services | 2.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividents, 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 Jan 2, 2019, corresponding to the inception date of BWMX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Dividents | 20.13% | 3.35% | 13.73% | 28.40% | 13.20% | N/A |
| Portfolio components: | ||||||
KO The Coca-Cola Company | 22.11% | 5.65% | 19.26% | 20.72% | 8.53% | 8.87% |
O Realty Income Corporation | 11.26% | 6.86% | 21.56% | 15.93% | 1.74% | 8.40% |
VZ Verizon Communications Inc. | 15.58% | 3.49% | 7.32% | 32.65% | -1.26% | 3.21% |
BWMX Betterware de Mexico, S.A.B. de C.V. | 9.19% | -0.80% | -10.46% | -0.89% | 14.95% | N/A |
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.06% | 12.29% |
HIW Highwoods Properties, Inc. | 46.84% | 5.78% | 39.68% | 47.83% | 0.20% | 2.31% |
Monthly Returns
The table below presents the monthly returns of Dividents, 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 | 1.16% | 5.01% | 3.87% | -3.62% | 3.87% | 2.34% | 3.77% | 20.13% | |||||
| 2023 | 6.66% | -2.78% | 2.10% | 1.23% | -1.42% | 6.68% | 3.56% | -1.71% | -5.82% | -3.37% | 9.18% | 5.78% | 20.59% |
| 2022 | -4.33% | -2.04% | 2.74% | -7.60% | -0.53% | -7.86% | 7.91% | -5.02% | -9.45% | 7.25% | 5.11% | -4.89% | -18.85% |
| 2021 | -2.00% | 3.73% | 4.08% | 5.15% | 0.53% | 1.88% | 2.08% | 1.83% | -4.94% | 5.66% | -2.09% | 4.26% | 21.43% |
| 2020 | 0.85% | -8.00% | -14.91% | 11.41% | 4.19% | 1.68% | 5.97% | 7.06% | -3.26% | -1.76% | 12.17% | 5.05% | 18.38% |
| 2019 | 8.26% | 2.75% | 1.85% | 2.77% | -4.99% | 5.31% | 2.10% | -1.04% | 1.89% | 2.19% | 2.85% | 2.42% | 29.10% |
Expense Ratio
Dividents has an expense ratio of 0.02%, which is considered low compared to other funds. 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 Dividents is 68, 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 | |
|---|---|---|---|---|---|
KO The Coca-Cola Company | 1.62 | 2.28 | 1.30 | 1.25 | 5.94 |
O Realty Income Corporation | 0.82 | 1.26 | 1.16 | 0.47 | 2.05 |
VZ Verizon Communications Inc. | 1.50 | 2.30 | 1.30 | 0.81 | 7.55 |
BWMX Betterware de Mexico, S.A.B. de C.V. | 0.06 | 0.51 | 1.09 | 0.05 | 0.20 |
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
HIW Highwoods Properties, Inc. | 1.39 | 2.08 | 1.25 | 0.87 | 5.00 |
Dividends
Dividend yield
Dividents granted a 2.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividents | 2.31% | 2.59% | 2.84% | 1.97% | 2.06% | 2.13% | 2.47% | 2.12% | 2.39% | 2.35% | 2.17% | 2.24% |
| Portfolio components: | ||||||||||||
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
O Realty Income Corporation | 5.01% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
VZ Verizon Communications Inc. | 6.41% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
BWMX Betterware de Mexico, S.A.B. de C.V. | 9.96% | 7.02% | 19.37% | 8.54% | 2.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
HIW Highwoods Properties, Inc. | 6.27% | 8.71% | 7.15% | 4.40% | 4.84% | 3.88% | 4.78% | 3.46% | 4.85% | 3.84% | 3.78% | 4.63% |
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 Dividents. 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 Dividents was 35.59%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -25.63% | Jan 5, 2022 | 194 | Oct 12, 2022 | 332 | Feb 8, 2024 | 526 |
| -8.71% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -5.83% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
| -5.71% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
Volatility
Volatility Chart
The current Dividents volatility is 4.93%, 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
| BWMX | VZ | KO | VTI | O | HIW | |
|---|---|---|---|---|---|---|
| BWMX | 1.00 | 0.05 | 0.05 | 0.18 | 0.09 | 0.14 |
| VZ | 0.05 | 1.00 | 0.43 | 0.33 | 0.35 | 0.37 |
| KO | 0.05 | 0.43 | 1.00 | 0.45 | 0.49 | 0.39 |
| VTI | 0.18 | 0.33 | 0.45 | 1.00 | 0.43 | 0.55 |
| O | 0.09 | 0.35 | 0.49 | 0.43 | 1.00 | 0.59 |
| HIW | 0.14 | 0.37 | 0.39 | 0.55 | 0.59 | 1.00 |