Asset Allocation
Find the right asset allocation for "Daily" Dividend (Based on days the market is open.)
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in "Daily" Dividend (Based on days the market is open.), 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 Every 3 months.
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Returns By Period
As of Jun 6, 2026, the "Daily" Dividend (Based on days the market is open.) returned 18.94% Year-To-Date and 11.46% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio "Daily" Dividend (Based on days the market is open.) | 0.50% | 1.87% | 18.94% | 19.64% | 29.65% | 19.53% | 9.67% | 11.46% |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | -1.83% | 10.68% | -0.77% | 1.62% | 21.34% | 21.59% | 18.74% | 18.63% |
ADM Archer-Daniels-Midland Company | -0.87% | 3.98% | 41.52% | 40.42% | 74.50% | 6.89% | 6.28% | 9.62% |
BLK BlackRock, Inc. | -0.08% | -7.79% | -6.02% | -5.28% | 2.69% | 15.91% | 5.20% | 13.89% |
BNY The Bank of New York Mellon Corporation | -0.43% | 8.64% | 23.16% | 24.93% | 59.92% | 51.12% | 26.33% | 16.08% |
BXP Boston Properties, Inc. | 3.53% | 8.58% | -3.06% | -3.57% | -8.71% | 12.15% | -7.35% | -2.73% |
CAG Conagra Brands, Inc. | 1.08% | -6.94% | -20.58% | -19.65% | -36.19% | -22.89% | -14.59% | -6.18% |
CAT Caterpillar Inc. | 1.26% | 2.03% | 60.51% | 54.15% | 161.94% | 59.74% | 33.67% | 31.20% |
CL Colgate-Palmolive Company | -2.83% | -1.69% | 10.27% | 14.49% | -2.21% | 6.80% | 3.26% | 4.21% |
CLX The Clorox Company | 1.08% | 3.26% | -3.38% | -3.47% | -22.12% | -12.13% | -8.48% | -0.30% |
COP ConocoPhillips Company | 1.49% | 5.18% | 28.95% | 29.96% | 40.83% | 8.10% | 18.98% | 13.80% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 7, 2015, "Daily" Dividend (Based on days the market is open.)'s average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, "Daily" Dividend (Based on days the market is open.) closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.34% | 3.32% | -2.78% | 7.80% | 2.74% | 0.54% | 18.94% | ||||||
| 2025 | 3.30% | 1.57% | -3.35% | -5.59% | 3.78% | 3.99% | 0.85% | 4.82% | 2.38% | -3.29% | 2.31% | -0.66% | 9.92% |
| 2024 | -1.45% | 1.12% | 6.61% | -4.23% | 2.74% | 0.62% | 8.25% | 2.76% | 2.37% | -0.52% | 4.90% | -6.89% | 16.38% |
| 2023 | 5.96% | -5.23% | -2.74% | 0.28% | -6.33% | 6.89% | 6.34% | -2.60% | -4.50% | -4.50% | 9.31% | 6.78% | 8.13% |
| 2022 | 0.07% | -0.83% | 3.17% | -3.75% | 2.26% | -10.16% | 4.34% | -2.81% | -10.81% | 9.97% | 6.28% | -3.64% | -7.77% |
| 2021 | 0.06% | 6.75% | 6.87% | 4.61% | 3.44% | -2.00% | -0.51% | 1.79% | -2.88% | 3.98% | -1.44% | 7.44% | 31.11% |
Benchmark Metrics
"Daily" Dividend (Based on days the market is open.) has an annualized alpha of 0.51%, beta of 0.88, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since July 07, 2015.
- This portfolio participated in 94.45% of S&P 500 Index downside but only 90.11% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R2 of 0.74, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.51%
- Beta
- 0.88
- R²
- 0.74
- Upside Capture
- 90.11%
- Downside Capture
- 94.45%
Expense Ratio
"Daily" Dividend (Based on days the market is open.) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
"Daily" Dividend (Based on days the market is open.) ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for "Daily" Dividend (Based on days the market is open.) and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.57 | 1.94 | +0.64 |
| Sortino ratioReturn per unit of downside risk | 3.66 | 2.63 | +1.03 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.59 | +1.54 |
| Martin ratioReturn relative to average drawdown | 13.02 | 11.84 | +1.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 66 | 0.88 | 1.37 | 1.17 | 1.24 | 2.77 |
ADM Archer-Daniels-Midland Company | 93 | 2.76 | 3.61 | 1.43 | 5.86 | 16.29 |
BLK BlackRock, Inc. | 42 | 0.10 | 0.32 | 1.04 | 0.12 | 0.27 |
BNY The Bank of New York Mellon Corporation | 94 | 3.03 | 3.76 | 1.49 | 5.93 | 16.81 |
BXP Boston Properties, Inc. | 29 | -0.31 | -0.24 | 0.97 | -0.26 | -0.52 |
CAG Conagra Brands, Inc. | 3 | -1.29 | -1.92 | 0.79 | -0.93 | -1.78 |
CAT Caterpillar Inc. | 98 | 4.76 | 5.44 | 1.69 | 11.74 | 38.95 |
CL Colgate-Palmolive Company | 35 | -0.10 | 0.01 | 1.00 | -0.12 | -0.20 |
CLX The Clorox Company | 11 | -0.80 | -0.97 | 0.88 | -0.70 | -1.45 |
COP ConocoPhillips Company | 78 | 1.41 | 1.96 | 1.23 | 2.75 | 6.17 |
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Dividends
Dividend yield
"Daily" Dividend (Based on days the market is open.) provided a 3.59% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.59% | 3.93% | 3.65% | 4.08% | 4.46% | 3.41% | 4.00% | 3.70% | 3.70% | 2.83% | 3.69% | 6.13% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.02% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
BLK BlackRock, Inc. | 2.20% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
BNY The Bank of New York Mellon Corporation | 1.50% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
BXP Boston Properties, Inc. | 4.77% | 4.98% | 5.27% | 5.59% | 5.80% | 3.40% | 4.15% | 2.78% | 3.11% | 2.35% | 2.15% | 3.02% |
CAG Conagra Brands, Inc. | 10.65% | 8.09% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 29.36% | 2.37% |
CAT Caterpillar Inc. | 0.66% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
CL Colgate-Palmolive Company | 2.43% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
CLX The Clorox Company | 5.21% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
COP ConocoPhillips Company | 2.78% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the "Daily" Dividend (Based on days the market is open.). 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 "Daily" Dividend (Based on days the market is open.) was 39.11%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current "Daily" Dividend (Based on days the market is open.) drawdown is 1.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -39.11%Mar 2020 | 1mo 29d | 8mo 6d | 10mo 5dJan 2020 - Nov 2020 |
Bear market2022 | -22.30%Sep 2022 | 5mo 12d | 1y 6mo | 1y 11moApr 2022 - Mar 2024 |
2025 selloff2025 | -19.16%Apr 2025 | 4mo 12d | 3mo 16d | 7mo 28dNov 2024 - Jul 2025 |
Rate-hike selloffLate 2018 | -17.29%Dec 2018 | 10mo 29d | 3mo 12d | 1y 2moJan 2018 - Apr 2019 |
2016 correction2016 | -13.35%Jan 2016 | 6mo 7d | 1mo 28d | 8mo 5dJul 2015 - Mar 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 58 assets, with an effective number of assets of 58.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 2.55 | 1.97 | 1.82 | 1.64 | 1.64 |
The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
"Daily" Dividend (Based on days the market is open.) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.77 |
Benchmark Correlations
Correlation vs. S&P 500 Index. BLK has the highest benchmark correlation at 0.73, while CPB has the lowest at 0.16.
Portfolio Correlations
Correlation vs. "Daily" Dividend (Based on days the market is open.). PRU has the highest portfolio correlation at 0.74, while NEM has the lowest at 0.26.
Asset Correlations Table
Find what "Daily" Dividend (Based on days the market is open.) is missing
See which holdings overlap, where "Daily" Dividend (Based on days the market is open.) is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification