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denemeDivArist

Last updated Mar 2, 2024

Asset Allocation


LOW 11.11%CAT 11.11%MCD 11.11%PEP 11.11%CVX 11.11%PG 11.11%JNJ 11.11%TGT 11.11%MRK 11.11%EquityEquity
PositionCategory/SectorWeight
LOW
Lowe's Companies, Inc.
Consumer Cyclical

11.11%

CAT
Caterpillar Inc.
Industrials

11.11%

MCD
McDonald's Corporation
Consumer Cyclical

11.11%

PEP
PepsiCo, Inc.
Consumer Defensive

11.11%

CVX
Chevron Corporation
Energy

11.11%

PG
The Procter & Gamble Company
Consumer Defensive

11.11%

JNJ
Johnson & Johnson
Healthcare

11.11%

TGT
Target Corporation
Consumer Defensive

11.11%

MRK
Merck & Co., Inc.
Healthcare

11.11%

S&P 500

Performance

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


0.00%10,000.00%20,000.00%30,000.00%40,000.00%OctoberNovemberDecember2024FebruaryMarch
35,796.79%
2,947.27%
denemeDivArist
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of TGT

Returns

As of Mar 2, 2024, the denemeDivArist returned 6.96% Year-To-Date and 14.19% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
denemeDivArist6.96%2.88%8.08%12.59%16.10%14.19%
LOW
Lowe's Companies, Inc.
10.50%11.48%6.39%25.06%21.29%19.28%
CAT
Caterpillar Inc.
14.40%6.86%18.78%34.56%23.08%16.46%
MCD
McDonald's Corporation
-1.39%-1.57%4.70%10.49%12.41%14.78%
PEP
PepsiCo, Inc.
-3.09%-3.73%-5.40%-2.87%10.06%10.36%
CVX
Chevron Corporation
3.56%1.47%-4.99%-3.53%9.09%7.33%
PG
The Procter & Gamble Company
9.08%0.48%4.11%15.56%12.76%10.47%
JNJ
Johnson & Johnson
3.43%3.52%1.83%7.68%5.82%8.54%
TGT
Target Corporation
9.84%7.53%25.92%-3.32%17.86%13.04%
MRK
Merck & Co., Inc.
16.46%0.44%17.22%22.11%13.98%12.19%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.42%5.02%
2023-1.37%-4.95%-4.82%6.29%5.42%

Sharpe Ratio

The current denemeDivArist Sharpe ratio is 1.28. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.28

The Sharpe ratio of denemeDivArist is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.28
2.44
denemeDivArist
Benchmark (^GSPC)
Portfolio components

Dividend yield

denemeDivArist granted a 2.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
denemeDivArist2.56%2.67%2.41%2.38%2.68%2.54%2.94%2.71%2.98%3.19%2.78%2.67%
LOW
Lowe's Companies, Inc.
1.78%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.
1.51%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
2.19%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.
3.07%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
4.03%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
2.37%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
2.94%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
2.82%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.
2.33%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
denemeDivArist
1.28
LOW
Lowe's Companies, Inc.
1.30
CAT
Caterpillar Inc.
1.35
MCD
McDonald's Corporation
0.95
PEP
PepsiCo, Inc.
-0.08
CVX
Chevron Corporation
-0.08
PG
The Procter & Gamble Company
1.25
JNJ
Johnson & Johnson
0.55
TGT
Target Corporation
-0.04
MRK
Merck & Co., Inc.
1.24

Asset Correlations Table

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

CVXTGTLOWCATMCDPEPMRKPGJNJ
CVX1.000.240.240.390.250.260.280.280.29
TGT0.241.000.420.320.310.280.260.280.27
LOW0.240.421.000.340.290.280.270.290.27
CAT0.390.320.341.000.300.250.270.270.27
MCD0.250.310.290.301.000.350.310.370.33
PEP0.260.280.280.250.351.000.370.450.40
MRK0.280.260.270.270.310.371.000.400.52
PG0.280.280.290.270.370.450.401.000.44
JNJ0.290.270.270.270.330.400.520.441.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
denemeDivArist
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.79%Dec 11, 2007312Mar 9, 2009276Apr 13, 2010588
-32.68%Aug 24, 198745Oct 26, 1987373Apr 18, 1989418
-31.76%Jan 21, 202044Mar 23, 202087Jul 27, 2020131
-27.87%Apr 13, 1999229Mar 7, 2000209Jan 3, 2001438
-26.04%Mar 20, 200287Jul 23, 2002282Sep 4, 2003369

Volatility Chart

The current denemeDivArist volatility is 3.36%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.36%
3.47%
denemeDivArist
Benchmark (^GSPC)
Portfolio components
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