Divident
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Oct 18, 2024, the Divident returned 23.42% Year-To-Date and 10.99% 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 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| Divident | 22.61% | 3.61% | 17.59% | 35.83% | 11.85% | 10.59% |
| Portfolio components: | ||||||
VZ Verizon Communications Inc. | 24.46% | 0.78% | 17.64% | 48.62% | -0.98% | 4.09% |
T AT&T Inc. | 38.26% | 2.74% | 37.72% | 50.85% | -5.03% | 0.57% |
PM Philip Morris International Inc. | 32.71% | 0.64% | 30.92% | 36.75% | 14.13% | 8.61% |
PFE Pfizer Inc. | 6.05% | -0.68% | 14.54% | 0.96% | 0.66% | 4.57% |
IBM International Business Machines Corporation | 45.96% | 6.66% | 30.05% | 76.01% | 18.08% | 8.73% |
UPS United Parcel Service, Inc. | -10.48% | 5.70% | -4.24% | -6.29% | 6.93% | 6.45% |
MS Morgan Stanley | 33.50% | 18.14% | 33.87% | 72.31% | 25.47% | 16.54% |
BMY Bristol-Myers Squibb Company | 6.71% | 6.67% | 8.88% | -3.02% | 2.58% | 2.87% |
ABBV AbbVie Inc. | 24.78% | -2.81% | 13.03% | 32.24% | 24.44% | 16.74% |
BAC Bank of America Corporation | 26.48% | 3.70% | 12.08% | 63.15% | 8.55% | 11.90% |
NEE NextEra Energy, Inc. | 42.01% | 1.96% | 30.88% | 67.36% | 9.98% | 16.10% |
CVS CVS Health Corporation | -23.25% | 2.27% | -14.57% | -12.23% | 0.63% | -1.00% |
XOM Exxon Mobil Corporation | 23.12% | 4.11% | 1.16% | 11.83% | 17.16% | 6.99% |
RTX Raytheon Technologies Corporation | 52.36% | 6.58% | 25.40% | 78.00% | 11.60% | 10.24% |
TXN Texas Instruments Incorporated | 18.97% | -2.38% | 23.11% | 38.45% | 13.98% | 18.57% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.83% | 0.44% | 6.37% | -4.01% | 4.54% | -0.75% | 6.86% | 2.66% | 2.88% | 22.61% | |||
| 2023 | 1.67% | -3.72% | -0.40% | -1.40% | -5.85% | 3.12% | 1.86% | -3.54% | -3.93% | -2.58% | 4.90% | 5.00% | -5.47% |
| 2022 | 1.97% | -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% |
| 2019 | 5.39% | 3.63% | 0.12% | 2.21% | -7.01% | 5.51% | 2.24% | -1.68% | 5.25% | 2.92% | 3.37% | 3.05% | 27.19% |
| 2018 | 5.53% | -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% |
| 2013 | 6.78% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Divident is 61, 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 | |
|---|---|---|---|---|---|
VZ Verizon Communications Inc. | 2.19 | 3.14 | 1.44 | 1.22 | 13.21 |
T AT&T Inc. | 2.64 | 3.58 | 1.46 | 0.98 | 15.29 |
PM Philip Morris International Inc. | 2.51 | 3.43 | 1.45 | 2.79 | 12.19 |
PFE Pfizer Inc. | -0.03 | 0.13 | 1.02 | -0.01 | -0.10 |
IBM International Business Machines Corporation | 3.51 | 4.59 | 1.69 | 4.44 | 11.30 |
UPS United Parcel Service, Inc. | -0.24 | -0.13 | 0.98 | -0.15 | -0.54 |
MS Morgan Stanley | 2.98 | 3.67 | 1.53 | 2.30 | 15.58 |
BMY Bristol-Myers Squibb Company | -0.11 | 0.03 | 1.00 | -0.06 | -0.21 |
ABBV AbbVie Inc. | 1.75 | 2.28 | 1.32 | 2.07 | 6.56 |
BAC Bank of America Corporation | 2.48 | 3.52 | 1.43 | 1.27 | 10.89 |
NEE NextEra Energy, Inc. | 2.47 | 3.08 | 1.42 | 1.55 | 12.27 |
CVS CVS Health Corporation | -0.45 | -0.40 | 0.94 | -0.29 | -0.76 |
XOM Exxon Mobil Corporation | 0.51 | 0.84 | 1.10 | 0.53 | 1.77 |
RTX Raytheon Technologies Corporation | 4.04 | 6.78 | 1.84 | 2.51 | 31.49 |
TXN Texas Instruments Incorporated | 1.35 | 1.93 | 1.23 | 1.39 | 8.73 |
Dividends
Dividend yield
Divident granted a 3.78% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Divident | 3.78% | 4.19% | 3.64% | 3.31% | 3.83% | 3.41% | 3.76% | 2.92% | 2.90% | 3.04% | 2.65% | 2.54% |
| Portfolio components: | ||||||||||||
VZ Verizon Communications Inc. | 6.08% | 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. | 5.08% | 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. | 4.37% | 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. | 5.72% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
IBM International Business Machines Corporation | 2.87% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
UPS United Parcel Service, Inc. | 4.79% | 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 | 2.87% | 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 | 4.60% | 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. | 3.32% | 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 | 2.35% | 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. | 2.39% | 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 | 4.57% | 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 | 3.17% | 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 | 1.94% | 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 | 2.62% | 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.
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 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.57% | Jan 23, 2020 | 42 | Mar 23, 2020 | 166 | Nov 16, 2020 | 208 |
| -21.07% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -19.76% | Dec 5, 2022 | 226 | Oct 27, 2023 | 178 | Jul 16, 2024 | 404 |
| -15.25% | Mar 28, 2022 | 138 | Oct 12, 2022 | 30 | Nov 23, 2022 | 168 |
| -12.58% | Jul 21, 2015 | 49 | Sep 28, 2015 | 137 | Apr 14, 2016 | 186 |
Volatility
Volatility Chart
The current Divident volatility is 2.59%, 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
| NEE | BMY | ABBV | PM | VZ | XOM | TXN | PFE | CVS | T | UPS | BAC | RTX | IBM | MS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEE | 1.00 | 0.23 | 0.22 | 0.34 | 0.35 | 0.18 | 0.24 | 0.28 | 0.24 | 0.31 | 0.30 | 0.11 | 0.27 | 0.23 | 0.16 |
| BMY | 0.23 | 1.00 | 0.46 | 0.30 | 0.27 | 0.26 | 0.27 | 0.47 | 0.38 | 0.29 | 0.29 | 0.28 | 0.31 | 0.31 | 0.31 |
| ABBV | 0.22 | 0.46 | 1.00 | 0.30 | 0.28 | 0.28 | 0.29 | 0.44 | 0.38 | 0.28 | 0.32 | 0.27 | 0.32 | 0.34 | 0.30 |
| PM | 0.34 | 0.30 | 0.30 | 1.00 | 0.38 | 0.31 | 0.28 | 0.31 | 0.34 | 0.40 | 0.32 | 0.28 | 0.35 | 0.37 | 0.31 |
| VZ | 0.35 | 0.27 | 0.28 | 0.38 | 1.00 | 0.28 | 0.25 | 0.33 | 0.35 | 0.68 | 0.31 | 0.28 | 0.30 | 0.40 | 0.27 |
| XOM | 0.18 | 0.26 | 0.28 | 0.31 | 0.28 | 1.00 | 0.33 | 0.27 | 0.32 | 0.36 | 0.36 | 0.47 | 0.45 | 0.41 | 0.47 |
| TXN | 0.24 | 0.27 | 0.29 | 0.28 | 0.25 | 0.33 | 1.00 | 0.29 | 0.29 | 0.29 | 0.46 | 0.44 | 0.41 | 0.46 | 0.49 |
| PFE | 0.28 | 0.47 | 0.44 | 0.31 | 0.33 | 0.27 | 0.29 | 1.00 | 0.42 | 0.33 | 0.34 | 0.30 | 0.32 | 0.36 | 0.33 |
| CVS | 0.24 | 0.38 | 0.38 | 0.34 | 0.35 | 0.32 | 0.29 | 0.42 | 1.00 | 0.37 | 0.38 | 0.40 | 0.39 | 0.39 | 0.38 |
| T | 0.31 | 0.29 | 0.28 | 0.40 | 0.68 | 0.36 | 0.29 | 0.33 | 0.37 | 1.00 | 0.34 | 0.36 | 0.37 | 0.44 | 0.35 |
| UPS | 0.30 | 0.29 | 0.32 | 0.32 | 0.31 | 0.36 | 0.46 | 0.34 | 0.38 | 0.34 | 1.00 | 0.45 | 0.45 | 0.44 | 0.48 |
| BAC | 0.11 | 0.28 | 0.27 | 0.28 | 0.28 | 0.47 | 0.44 | 0.30 | 0.40 | 0.36 | 0.45 | 1.00 | 0.47 | 0.46 | 0.79 |
| RTX | 0.27 | 0.31 | 0.32 | 0.35 | 0.30 | 0.45 | 0.41 | 0.32 | 0.39 | 0.37 | 0.45 | 0.47 | 1.00 | 0.48 | 0.50 |
| IBM | 0.23 | 0.31 | 0.34 | 0.37 | 0.40 | 0.41 | 0.46 | 0.36 | 0.39 | 0.44 | 0.44 | 0.46 | 0.48 | 1.00 | 0.49 |
| MS | 0.16 | 0.31 | 0.30 | 0.31 | 0.27 | 0.47 | 0.49 | 0.33 | 0.38 | 0.35 | 0.48 | 0.79 | 0.50 | 0.49 | 1.00 |