Divident
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VZ Verizon Communications Inc. | Communication Services | 6.67% |
T AT&T Inc. | Communication Services | 6.67% |
PM Philip Morris International Inc. | Consumer Defensive | 6.67% |
PFE Pfizer Inc. | Healthcare | 6.67% |
IBM International Business Machines Corporation | Technology | 6.67% |
UPS United Parcel Service, Inc. | Industrials | 6.67% |
MS Morgan Stanley | Financial Services | 6.67% |
BMY Bristol-Myers Squibb Company | Healthcare | 6.67% |
ABBV AbbVie Inc. | Healthcare | 6.67% |
BAC Bank of America Corporation | Financial Services | 6.67% |
NEE NextEra Energy, Inc. | Utilities | 6.67% |
CVS CVS Health Corporation | Healthcare | 6.67% |
XOM Exxon Mobil Corporation | Energy | 6.67% |
RTX Raytheon Technologies Corporation | Industrials | 6.67% |
TXN Texas Instruments Incorporated | Technology | 6.67% |
Performance
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
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns
As of Dec 2, 2023, the Divident returned -9.30% Year-To-Date and 9.08% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Divident | -9.30% | 3.64% | -1.27% | -12.97% | 8.26% | 9.10% |
| Portfolio components: | ||||||
VZ Verizon Communications Inc. | 5.11% | 8.98% | 15.99% | 8.04% | -3.81% | 2.34% |
T AT&T Inc. | -2.86% | 7.57% | 14.29% | -6.81% | 1.19% | 3.08% |
PM Philip Morris International Inc. | -3.22% | 5.66% | 5.30% | -3.19% | 7.57% | 6.17% |
PFE Pfizer Inc. | -41.02% | -3.97% | -22.77% | -40.83% | -4.39% | 3.53% |
IBM International Business Machines Corporation | 19.61% | 11.67% | 24.03% | 12.98% | 11.53% | 3.80% |
UPS United Parcel Service, Inc. | -7.35% | 12.11% | -7.05% | -15.31% | 9.55% | 7.55% |
MS Morgan Stanley | -1.17% | 14.01% | -2.03% | -9.65% | 16.32% | 12.84% |
BMY Bristol-Myers Squibb Company | -27.89% | -2.30% | -22.24% | -35.85% | 1.94% | 2.77% |
ABBV AbbVie Inc. | -7.68% | 0.66% | 7.00% | -7.69% | 13.98% | 15.79% |
BAC Bank of America Corporation | -3.61% | 18.21% | 9.60% | -12.66% | 4.37% | 9.22% |
NEE NextEra Energy, Inc. | -27.23% | 2.09% | -18.67% | -28.28% | 7.85% | 13.82% |
CVS CVS Health Corporation | -24.14% | -0.36% | -0.51% | -30.46% | -0.28% | 2.74% |
XOM Exxon Mobil Corporation | -3.44% | -1.62% | -0.92% | -3.88% | 10.86% | 5.32% |
RTX Raytheon Technologies Corporation | -16.29% | 0.95% | -13.09% | -15.09% | 3.97% | 4.26% |
TXN Texas Instruments Incorporated | -3.11% | 8.41% | -9.98% | -9.81% | 12.32% | 16.86% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -5.85% | 3.13% | 1.86% | -3.54% | -3.93% | -2.58% | 4.90% |
Dividend yield
Divident granted a 4.32% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Divident | 4.32% | 3.69% | 3.63% | 4.11% | 3.60% | 4.02% | 3.10% | 3.06% | 3.24% | 2.85% | 2.73% | 2.71% |
| Portfolio components: | ||||||||||||
VZ Verizon Communications Inc. | 6.80% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% | 4.66% |
T AT&T Inc. | 6.62% | 7.35% | 11.20% | 9.58% | 6.91% | 9.28% | 6.68% | 5.98% | 7.23% | 7.25% | 6.78% | 6.91% |
PM Philip Morris International Inc. | 5.43% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% | 3.01% |
PFE Pfizer Inc. | 5.67% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% | 3.51% |
IBM International Business Machines Corporation | 4.13% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% | 1.72% |
UPS United Parcel Service, Inc. | 4.18% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% | 3.09% |
MS Morgan Stanley | 4.02% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% | 1.05% |
BMY Bristol-Myers Squibb Company | 4.55% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% | 4.17% |
ABBV AbbVie Inc. | 4.13% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% | 0.00% |
BAC Bank of America Corporation | 2.97% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% | 0.34% |
NEE NextEra Energy, Inc. | 3.16% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% | 3.47% |
CVS CVS Health Corporation | 3.53% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% | 1.34% |
XOM Exxon Mobil Corporation | 3.57% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% | 2.52% |
RTX Raytheon Technologies Corporation | 2.82% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% | 1.93% | 2.48% |
TXN Texas Instruments Incorporated | 3.23% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% | 2.33% |
Expense Ratio
The 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VZ Verizon Communications Inc. | 0.27 | ||||
T AT&T Inc. | -0.27 | ||||
PM Philip Morris International Inc. | -0.03 | ||||
PFE Pfizer Inc. | -1.79 | ||||
IBM International Business Machines Corporation | 0.78 | ||||
UPS United Parcel Service, Inc. | -0.63 | ||||
MS Morgan Stanley | -0.38 | ||||
BMY Bristol-Myers Squibb Company | -1.86 | ||||
ABBV AbbVie Inc. | -0.38 | ||||
BAC Bank of America Corporation | -0.57 | ||||
NEE NextEra Energy, Inc. | -1.02 | ||||
CVS CVS Health Corporation | -1.28 | ||||
XOM Exxon Mobil Corporation | -0.17 | ||||
RTX Raytheon Technologies Corporation | -0.61 | ||||
TXN Texas Instruments Incorporated | -0.47 |
Asset Correlations Table
| NEE | BMY | ABBV | PM | VZ | XOM | PFE | TXN | CVS | T | UPS | BAC | RTX | MS | IBM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEE | 1.00 | 0.24 | 0.22 | 0.34 | 0.35 | 0.17 | 0.28 | 0.24 | 0.26 | 0.31 | 0.30 | 0.10 | 0.27 | 0.16 | 0.24 |
| BMY | 0.24 | 1.00 | 0.47 | 0.30 | 0.27 | 0.26 | 0.48 | 0.28 | 0.39 | 0.29 | 0.30 | 0.29 | 0.32 | 0.31 | 0.33 |
| ABBV | 0.22 | 0.47 | 1.00 | 0.30 | 0.28 | 0.28 | 0.46 | 0.31 | 0.39 | 0.29 | 0.32 | 0.28 | 0.32 | 0.31 | 0.35 |
| PM | 0.34 | 0.30 | 0.30 | 1.00 | 0.39 | 0.33 | 0.31 | 0.29 | 0.36 | 0.41 | 0.33 | 0.29 | 0.35 | 0.31 | 0.38 |
| VZ | 0.35 | 0.27 | 0.28 | 0.39 | 1.00 | 0.29 | 0.33 | 0.26 | 0.36 | 0.67 | 0.32 | 0.28 | 0.31 | 0.27 | 0.42 |
| XOM | 0.17 | 0.26 | 0.28 | 0.33 | 0.29 | 1.00 | 0.28 | 0.35 | 0.34 | 0.37 | 0.37 | 0.48 | 0.46 | 0.48 | 0.44 |
| PFE | 0.28 | 0.48 | 0.46 | 0.31 | 0.33 | 0.28 | 1.00 | 0.31 | 0.43 | 0.33 | 0.34 | 0.31 | 0.33 | 0.34 | 0.38 |
| TXN | 0.24 | 0.28 | 0.31 | 0.29 | 0.26 | 0.35 | 0.31 | 1.00 | 0.31 | 0.31 | 0.47 | 0.45 | 0.43 | 0.50 | 0.47 |
| CVS | 0.26 | 0.39 | 0.39 | 0.36 | 0.36 | 0.34 | 0.43 | 0.31 | 1.00 | 0.38 | 0.39 | 0.41 | 0.41 | 0.40 | 0.41 |
| T | 0.31 | 0.29 | 0.29 | 0.41 | 0.67 | 0.37 | 0.33 | 0.31 | 0.38 | 1.00 | 0.36 | 0.37 | 0.39 | 0.37 | 0.46 |
| UPS | 0.30 | 0.30 | 0.32 | 0.33 | 0.32 | 0.37 | 0.34 | 0.47 | 0.39 | 0.36 | 1.00 | 0.45 | 0.47 | 0.49 | 0.45 |
| BAC | 0.10 | 0.29 | 0.28 | 0.29 | 0.28 | 0.48 | 0.31 | 0.45 | 0.41 | 0.37 | 0.45 | 1.00 | 0.49 | 0.80 | 0.47 |
| RTX | 0.27 | 0.32 | 0.32 | 0.35 | 0.31 | 0.46 | 0.33 | 0.43 | 0.41 | 0.39 | 0.47 | 0.49 | 1.00 | 0.52 | 0.50 |
| MS | 0.16 | 0.31 | 0.31 | 0.31 | 0.27 | 0.48 | 0.34 | 0.50 | 0.40 | 0.37 | 0.49 | 0.80 | 0.52 | 1.00 | 0.50 |
| IBM | 0.24 | 0.33 | 0.35 | 0.38 | 0.42 | 0.44 | 0.38 | 0.47 | 0.41 | 0.46 | 0.45 | 0.47 | 0.50 | 0.50 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.57% | Jan 23, 2020 | 42 | Mar 23, 2020 | 166 | Nov 16, 2020 | 208 |
| -20.94% | Jan 29, 2018 | 229 | Dec 24, 2018 | 214 | Oct 30, 2019 | 443 |
| -19.76% | Dec 5, 2022 | 226 | Oct 27, 2023 | — | — | — |
| -14.11% | Aug 17, 2022 | 40 | Oct 12, 2022 | 28 | Nov 21, 2022 | 68 |
| -12.58% | Jul 21, 2015 | 49 | Sep 28, 2015 | 137 | Apr 14, 2016 | 186 |
Volatility Chart
The current Divident volatility is 3.41%, 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.