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Divident
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VZ 6.67%T 6.67%PM 6.67%PFE 6.67%IBM 6.67%UPS 6.67%MS 6.67%BMY 6.67%ABBV 6.67%BAC 6.67%NEE 6.67%CVS 6.67%XOM 6.67%RTX 6.67%TXN 6.67%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.
Healthcare
6.67%
BAC
Bank of America Corporation
Financial Services
6.67%
BMY
Bristol-Myers Squibb Company
Healthcare
6.67%
CVS
CVS Health Corporation
Healthcare
6.67%
IBM
International Business Machines Corporation
Technology
6.67%
MS
Morgan Stanley
Financial Services
6.67%
NEE
NextEra Energy, Inc.
Utilities
6.67%
PFE
Pfizer Inc.
Healthcare
6.67%
PM
Philip Morris International Inc.
Consumer Defensive
6.67%
RTX
Raytheon Technologies Corporation
Industrials
6.67%
T
AT&T Inc.
Communication Services
6.67%
TXN
Texas Instruments Incorporated
Technology
6.67%
UPS
United Parcel Service, Inc.
Industrials
6.67%
VZ
Verizon Communications Inc.
Communication Services
6.67%
XOM
Exxon Mobil Corporation
Energy
6.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Divident, 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%15.00%20.00%MayJuneJulyAugustSeptemberOctober
17.50%
15.83%
Divident
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns By Period

As of Oct 30, 2024, the Divident returned 21.49% Year-To-Date and 10.14% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Divident21.49%0.95%17.50%35.33%11.43%10.14%
VZ
Verizon Communications Inc.
16.93%-6.49%8.03%27.34%-2.08%3.13%
T
AT&T Inc.
40.35%2.58%35.00%54.33%-5.12%0.43%
PM
Philip Morris International Inc.
45.25%9.08%41.96%54.98%16.31%9.48%
PFE
Pfizer Inc.
3.29%-2.17%14.35%-1.35%-0.73%3.99%
IBM
International Business Machines Corporation
32.27%-4.71%28.99%53.39%15.88%7.50%
UPS
United Parcel Service, Inc.
-11.55%0.04%-6.74%1.39%6.67%5.87%
MS
Morgan Stanley
31.56%14.59%32.51%73.79%24.84%16.12%
BMY
Bristol-Myers Squibb Company
7.49%4.28%22.66%7.62%1.78%2.11%
ABBV
AbbVie Inc.
26.73%-1.96%18.50%38.41%24.25%16.31%
BAC
Bank of America Corporation
28.81%7.94%16.37%70.17%9.05%11.81%
NEE
NextEra Energy, Inc.
33.90%-5.89%20.34%43.34%8.47%15.20%
CVS
CVS Health Corporation
-25.78%-7.34%-15.05%-13.83%-0.29%-1.51%
XOM
Exxon Mobil Corporation
20.32%1.26%0.77%14.65%17.36%6.50%
RTX
Raytheon Technologies Corporation
48.57%1.99%22.33%60.28%10.47%9.62%
TXN
Texas Instruments Incorporated
26.69%1.06%21.45%53.70%15.44%18.71%

Monthly Returns

The table below presents the monthly returns of Divident, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.83%0.44%6.37%-4.01%4.54%-0.75%6.86%2.66%2.88%21.49%
20231.67%-3.72%-0.40%-1.40%-5.85%3.12%1.86%-3.54%-3.93%-2.58%4.90%5.00%-5.47%
20221.97%-0.63%1.77%-6.30%5.71%-3.61%1.89%-3.21%-7.30%9.92%7.71%-4.04%2.27%
2021-1.17%3.98%6.58%4.75%3.17%0.14%0.17%2.61%-3.50%3.57%-2.64%8.14%28.19%
2020-2.78%-8.38%-11.79%10.27%3.31%-0.48%4.66%3.84%-3.71%-2.74%14.58%2.90%6.91%
20195.39%3.63%0.12%2.21%-7.01%5.51%2.24%-1.68%5.25%2.92%3.37%3.05%27.19%
20185.53%-4.30%-3.88%-1.43%0.27%-0.65%4.85%1.67%1.07%-6.92%5.32%-10.03%-9.41%
2017-1.08%4.58%-0.53%0.13%-0.35%1.74%1.22%0.89%4.40%-0.20%3.62%1.49%16.89%
2016-3.67%1.12%6.20%3.03%1.52%2.13%3.23%-1.44%-1.56%-2.32%6.07%3.14%18.26%
2015-3.45%4.61%-1.95%2.59%1.32%-1.51%1.85%-7.09%-2.80%7.55%-0.26%-0.83%-0.80%
2014-3.41%3.15%2.22%-0.07%1.07%0.08%-1.40%2.71%0.01%3.59%2.66%0.34%11.27%
20136.78%1.88%4.97%2.47%0.49%-1.35%5.94%-4.62%2.74%5.81%2.72%2.56%34.25%

Expense Ratio

Divident 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

Risk-Adjusted Performance Rank

The current rank of Divident is 60, 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.


The Risk-Adjusted Performance Rank of Divident is 6060
Combined Rank
The Sharpe Ratio Rank of Divident is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of Divident is 6969Sortino Ratio Rank
The Omega Ratio Rank of Divident is 6161Omega Ratio Rank
The Calmar Ratio Rank of Divident is 2727Calmar Ratio Rank
The Martin Ratio Rank of Divident is 8282Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Divident
Sharpe ratio
The chart of Sharpe ratio for Divident, currently valued at 3.21, compared to the broader market0.002.004.006.003.21
Sortino ratio
The chart of Sortino ratio for Divident, currently valued at 4.45, compared to the broader market-2.000.002.004.006.004.45
Omega ratio
The chart of Omega ratio for Divident, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.58
Calmar ratio
The chart of Calmar ratio for Divident, currently valued at 2.01, compared to the broader market0.005.0010.002.01
Martin ratio
The chart of Martin ratio for Divident, currently valued at 23.91, compared to the broader market0.0010.0020.0030.0040.0050.0060.0023.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
Verizon Communications Inc.
1.522.111.300.958.38
T
AT&T Inc.
3.014.091.521.1417.38
PM
Philip Morris International Inc.
3.134.841.644.6118.40
PFE
Pfizer Inc.
0.000.181.020.000.01
IBM
International Business Machines Corporation
2.453.181.493.177.95
UPS
United Parcel Service, Inc.
0.160.371.060.100.37
MS
Morgan Stanley
3.123.801.552.4916.36
BMY
Bristol-Myers Squibb Company
0.310.651.080.170.70
ABBV
AbbVie Inc.
2.262.901.402.618.42
BAC
Bank of America Corporation
3.174.411.541.6213.53
NEE
NextEra Energy, Inc.
1.752.271.311.178.46
CVS
CVS Health Corporation
-0.37-0.290.96-0.24-0.61
XOM
Exxon Mobil Corporation
0.771.201.140.803.04
RTX
Raytheon Technologies Corporation
3.415.501.682.4724.72
TXN
Texas Instruments Incorporated
1.972.651.322.0512.65

Sharpe Ratio

The current Divident Sharpe ratio is 3.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Divident with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.21
3.43
Divident
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Divident provided a 3.73% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Divident3.73%4.19%3.64%3.31%3.83%3.41%3.76%2.92%2.90%3.04%2.65%2.54%
VZ
Verizon Communications Inc.
6.47%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
T
AT&T Inc.
5.00%6.62%6.66%6.39%5.46%3.94%5.29%3.81%3.41%4.13%4.14%3.87%
PM
Philip Morris International Inc.
3.99%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
PFE
Pfizer Inc.
5.87%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%
IBM
International Business Machines Corporation
3.16%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%1.97%
UPS
United Parcel Service, Inc.
4.85%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
MS
Morgan Stanley
2.20%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
BMY
Bristol-Myers Squibb Company
4.57%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
ABBV
AbbVie Inc.
3.27%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
BAC
Bank of America Corporation
2.30%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
NEE
NextEra Energy, Inc.
2.53%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
CVS
CVS Health Corporation
4.73%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
XOM
Exxon Mobil Corporation
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
RTX
Raytheon Technologies Corporation
1.99%2.76%2.14%2.33%2.64%2.09%2.84%2.27%2.55%2.84%2.19%2.06%
TXN
Texas Instruments Incorporated
1.85%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.16%
-0.54%
Divident
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Divident. 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 Divident was 33.57%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Divident drawdown is 2.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Jan 23, 202042Mar 23, 2020166Nov 16, 2020208
-21.07%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-19.76%Dec 5, 2022226Oct 27, 2023178Jul 16, 2024404
-15.25%Mar 28, 2022138Oct 12, 202230Nov 23, 2022168
-12.58%Jul 21, 201549Sep 28, 2015137Apr 14, 2016186

Volatility

Volatility Chart

The current Divident volatility is 3.22%, 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%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.22%
2.71%
Divident
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

NEEBMYABBVPMVZXOMTXNPFECVSTUPSBACRTXIBMMS
NEE1.000.230.220.340.350.180.240.280.240.310.300.110.270.230.16
BMY0.231.000.460.300.270.260.270.470.380.290.290.280.310.310.31
ABBV0.220.461.000.300.270.280.290.440.380.280.320.270.310.340.30
PM0.340.300.301.000.380.310.280.310.340.400.320.280.340.370.31
VZ0.350.270.270.381.000.280.250.330.350.680.310.280.300.400.27
XOM0.180.260.280.310.281.000.330.270.320.350.360.470.450.410.47
TXN0.240.270.290.280.250.331.000.290.290.290.460.440.410.460.49
PFE0.280.470.440.310.330.270.291.000.420.330.340.300.320.360.33
CVS0.240.380.380.340.350.320.290.421.000.370.380.400.390.380.38
T0.310.290.280.400.680.350.290.330.371.000.340.360.370.440.35
UPS0.300.290.320.320.310.360.460.340.380.341.000.450.440.440.48
BAC0.110.280.270.280.280.470.440.300.400.360.451.000.470.460.79
RTX0.270.310.310.340.300.450.410.320.390.370.440.471.000.480.50
IBM0.230.310.340.370.400.410.460.360.380.440.440.460.481.000.49
MS0.160.310.300.310.270.470.490.330.380.350.480.790.500.491.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2012