denemeDivArist
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CAT Caterpillar Inc. | Industrials | 11.11% |
CVX Chevron Corporation | Energy | 11.11% |
JNJ Johnson & Johnson | Healthcare | 11.11% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 11.11% |
MCD McDonald's Corporation | Consumer Cyclical | 11.11% |
MRK Merck & Co., Inc. | Healthcare | 11.11% |
PEP PepsiCo, Inc. | Consumer Defensive | 11.11% |
PG The Procter & Gamble Company | Consumer Defensive | 11.11% |
TGT Target Corporation | Consumer Defensive | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in denemeDivArist, 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 Nov 5, 1984, corresponding to the inception date of TGT
Returns By Period
As of Jul 25, 2024, the denemeDivArist returned 6.17% Year-To-Date and 13.46% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| denemeDivArist | 7.10% | 2.07% | 5.37% | 7.74% | 14.54% | 13.58% |
| Portfolio components: | ||||||
LOW Lowe's Companies, Inc. | 7.04% | 7.83% | 11.82% | 2.01% | 19.99% | 19.36% |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.82% | 15.77% |
MCD McDonald's Corporation | -14.16% | -2.47% | -12.91% | -12.79% | 5.55% | 13.06% |
PEP PepsiCo, Inc. | 2.26% | 2.57% | 3.47% | -6.52% | 8.49% | 9.76% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.17% |
PG The Procter & Gamble Company | 16.05% | 0.27% | 8.23% | 12.50% | 10.52% | 10.93% |
JNJ Johnson & Johnson | 3.45% | 8.73% | 1.66% | -5.21% | 7.00% | 7.51% |
TGT Target Corporation | 4.19% | -0.60% | 4.11% | 12.42% | 13.54% | 12.29% |
MRK Merck & Co., Inc. | 16.86% | -4.30% | 5.45% | 22.74% | 13.56% | 11.84% |
Monthly Returns
The table below presents the monthly returns of denemeDivArist, 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 | 1.42% | 5.19% | 4.78% | -4.16% | -1.00% | -1.79% | 7.10% | ||||||
| 2023 | 0.38% | -2.63% | 1.42% | 3.26% | -6.72% | 6.99% | 1.86% | -1.37% | -4.95% | -4.82% | 6.29% | 5.42% | 4.05% |
| 2022 | -0.06% | -3.70% | 5.54% | 1.77% | -2.44% | -6.79% | 6.18% | -2.91% | -5.66% | 14.97% | 5.33% | -2.16% | 8.32% |
| 2021 | -1.31% | 2.03% | 8.63% | 0.82% | 2.95% | 0.33% | 2.31% | -0.31% | -2.60% | 8.80% | -2.89% | 6.21% | 26.97% |
| 2020 | -3.22% | -8.50% | -9.25% | 13.02% | 4.69% | -0.11% | 4.73% | 7.84% | -0.42% | -3.34% | 8.90% | 1.77% | 14.43% |
| 2019 | 3.88% | 4.37% | 4.09% | 0.95% | -4.51% | 7.24% | -0.34% | 4.39% | 0.60% | 0.80% | 3.56% | 2.92% | 31.17% |
| 2018 | 3.45% | -7.41% | -1.60% | 0.59% | 1.60% | 1.40% | 5.04% | 2.26% | 3.33% | -3.51% | 4.47% | -6.26% | 2.46% |
| 2017 | -0.04% | 3.13% | -0.15% | 2.20% | 1.73% | -0.12% | 3.07% | 0.12% | 2.67% | 0.34% | 3.31% | 5.11% | 23.38% |
| 2016 | -1.25% | 0.24% | 7.53% | 1.50% | -1.53% | 3.20% | 3.09% | -1.39% | 0.80% | -2.73% | 4.21% | 0.52% | 14.61% |
| 2015 | -3.53% | 4.18% | -0.92% | 0.29% | -0.18% | -2.27% | 0.33% | -4.91% | -1.68% | 9.14% | -0.34% | 0.32% | -0.28% |
| 2014 | -3.57% | 4.80% | 1.90% | 2.71% | -0.92% | 2.12% | -2.14% | 4.84% | -0.70% | 1.88% | 4.48% | -1.16% | 14.71% |
| 2013 | 7.07% | 1.19% | 2.76% | 2.61% | 0.35% | -0.46% | 4.37% | -3.45% | 0.94% | 2.31% | 2.03% | 0.60% | 21.89% |
Expense Ratio
denemeDivArist 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 denemeDivArist is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
LOW Lowe's Companies, Inc. | 0.11 | 0.32 | 1.04 | 0.09 | 0.23 |
CAT Caterpillar Inc. | 1.28 | 1.85 | 1.24 | 1.58 | 4.11 |
MCD McDonald's Corporation | -0.74 | -0.95 | 0.89 | -0.69 | -1.38 |
PEP PepsiCo, Inc. | -0.47 | -0.55 | 0.93 | -0.43 | -0.78 |
CVX Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
PG The Procter & Gamble Company | 0.82 | 1.26 | 1.16 | 1.17 | 3.28 |
JNJ Johnson & Johnson | -0.28 | -0.30 | 0.96 | -0.24 | -0.45 |
TGT Target Corporation | 0.40 | 0.95 | 1.11 | 0.22 | 1.20 |
MRK Merck & Co., Inc. | 1.13 | 1.79 | 1.22 | 1.42 | 4.93 |
Dividends
Dividend yield
denemeDivArist granted a 2.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| denemeDivArist | 2.64% | 2.67% | 2.41% | 2.38% | 2.68% | 2.54% | 2.94% | 2.71% | 2.98% | 3.19% | 2.78% | 2.67% |
| Portfolio components: | ||||||||||||
LOW Lowe's Companies, Inc. | 1.90% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
CAT Caterpillar Inc. | 1.54% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
MCD McDonald's Corporation | 2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
PEP PepsiCo, Inc. | 3.01% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
CVX Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
PG The Procter & Gamble Company | 2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
JNJ Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
TGT Target Corporation | 3.01% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
MRK Merck & Co., Inc. | 2.42% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
Drawdowns
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 denemeDivArist. 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 denemeDivArist was 42.79%, occurring on Mar 9, 2009. Recovery took 276 trading sessions.
The current denemeDivArist drawdown is 5.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.79% | Dec 11, 2007 | 312 | Mar 9, 2009 | 276 | Apr 13, 2010 | 588 |
| -32.72% | Aug 24, 1987 | 45 | Oct 26, 1987 | 373 | Apr 18, 1989 | 418 |
| -31.76% | Jan 21, 2020 | 44 | Mar 23, 2020 | 87 | Jul 27, 2020 | 131 |
| -28.01% | Apr 13, 1999 | 229 | Mar 7, 2000 | 209 | Jan 3, 2001 | 438 |
| -26.14% | Mar 20, 2002 | 87 | Jul 23, 2002 | 292 | Sep 18, 2003 | 379 |
Volatility
Volatility Chart
The current denemeDivArist volatility is 3.50%, 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
| CVX | TGT | LOW | CAT | MCD | PEP | MRK | PG | JNJ | |
|---|---|---|---|---|---|---|---|---|---|
| CVX | 1.00 | 0.24 | 0.24 | 0.39 | 0.25 | 0.26 | 0.28 | 0.28 | 0.29 |
| TGT | 0.24 | 1.00 | 0.42 | 0.32 | 0.31 | 0.28 | 0.26 | 0.28 | 0.27 |
| LOW | 0.24 | 0.42 | 1.00 | 0.34 | 0.29 | 0.28 | 0.26 | 0.29 | 0.27 |
| CAT | 0.39 | 0.32 | 0.34 | 1.00 | 0.30 | 0.25 | 0.26 | 0.26 | 0.27 |
| MCD | 0.25 | 0.31 | 0.29 | 0.30 | 1.00 | 0.35 | 0.31 | 0.37 | 0.33 |
| PEP | 0.26 | 0.28 | 0.28 | 0.25 | 0.35 | 1.00 | 0.37 | 0.45 | 0.40 |
| MRK | 0.28 | 0.26 | 0.26 | 0.26 | 0.31 | 0.37 | 1.00 | 0.39 | 0.52 |
| PG | 0.28 | 0.28 | 0.29 | 0.26 | 0.37 | 0.45 | 0.39 | 1.00 | 0.44 |
| JNJ | 0.29 | 0.27 | 0.27 | 0.27 | 0.33 | 0.40 | 0.52 | 0.44 | 1.00 |