Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 6.67% |
AM Antero Midstream Corporation | Energy | 6.67% |
CME CME Group Inc. | Financial Services | 6.67% |
CNQ Canadian Natural Resources Limited | Energy | 6.67% |
CVX Chevron Corporation | Energy | 6.67% |
ENB Enbridge Inc. | Energy | 6.67% |
EPD Enterprise Products Partners L.P. | Energy | 6.67% |
ET Energy Transfer LP | Energy | 6.67% |
EXR Extra Space Storage Inc. | Real Estate | 6.67% |
HBAN Huntington Bancshares Incorporated | Financial Services | 6.67% |
HD The Home Depot, Inc. | Consumer Cyclical | 6.67% |
MPLX MPLX LP | Energy | 6.67% |
PSA Public Storage | Real Estate | 6.67% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 6.67% |
VZ Verizon Communications Inc. | Communication Services | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend, 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 May 4, 2017, corresponding to the inception date of AM
Returns By Period
| 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% |
| Dividend | 11.03% | 2.86% | 9.37% | 20.28% | 16.82% | N/A |
| Portfolio components: | ||||||
CME CME Group Inc. | -4.28% | 2.14% | -2.51% | 5.12% | 3.66% | 14.80% |
EXR Extra Space Storage Inc. | 2.38% | 2.36% | 11.31% | 17.48% | 11.77% | 15.77% |
PSA Public Storage | -1.22% | 2.36% | 3.93% | 6.79% | 8.79% | 9.48% |
CNQ Canadian Natural Resources Limited | 7.42% | -2.41% | 9.41% | 21.56% | 29.59% | 9.27% |
AM Antero Midstream Corporation | 20.77% | -1.56% | 21.19% | 32.52% | 22.63% | N/A |
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 13.00% | 18.62% |
ABBV AbbVie Inc. | 20.88% | 7.42% | 12.87% | 27.11% | 27.45% | 17.79% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.10% |
VZ Verizon Communications Inc. | 11.29% | -1.01% | -2.69% | 27.73% | -1.71% | 2.46% |
HBAN Huntington Bancshares Incorporated | 21.34% | 18.49% | 18.27% | 32.03% | 5.65% | 8.54% |
ET Energy Transfer LP | 21.90% | 1.32% | 16.34% | 34.22% | 11.80% | 1.90% |
ENB Enbridge Inc. | 4.75% | 2.80% | 5.07% | 6.53% | 8.77% | 2.30% |
EPD Enterprise Products Partners L.P. | 16.39% | 1.86% | 11.89% | 18.22% | 7.68% | 3.89% |
MPLX MPLX LP | 20.54% | 0.02% | 16.79% | 31.22% | 19.11% | 5.08% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
Monthly Returns
The table below presents the monthly returns of Dividend, 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 | 0.74% | 3.26% | 5.05% | -3.89% | 2.37% | 0.95% | 11.03% | ||||||
| 2023 | 4.96% | -2.17% | -1.14% | 1.12% | -6.09% | 4.95% | 3.79% | -0.61% | -1.46% | -3.20% | 7.61% | 5.31% | 12.82% |
| 2022 | 3.71% | 2.51% | 5.54% | -4.31% | 3.03% | -8.98% | 6.71% | -1.04% | -8.09% | 10.96% | 2.62% | -3.81% | 7.03% |
| 2021 | 0.79% | 9.19% | 6.04% | 4.01% | 4.69% | 2.64% | -1.27% | 1.10% | -0.79% | 7.99% | -2.60% | 5.94% | 43.93% |
| 2020 | -4.36% | -8.13% | -22.39% | 27.56% | 5.21% | -2.93% | 3.35% | 5.05% | -7.57% | 1.41% | 16.14% | 3.10% | 8.24% |
| 2019 | 7.97% | 1.30% | 1.14% | 1.59% | -2.67% | 2.88% | -1.86% | -0.30% | 2.38% | -2.40% | -1.19% | 6.88% | 16.19% |
| 2018 | 3.29% | -5.70% | -3.43% | 4.49% | 3.55% | 1.74% | 1.54% | -0.44% | -1.69% | -4.85% | 2.84% | -7.26% | -6.62% |
| 2017 | -0.03% | 2.13% | 1.56% | -1.22% | 6.36% | -0.75% | 2.70% | 3.56% | 14.99% |
Expense Ratio
Dividend 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 Dividend is 71, 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 | |
|---|---|---|---|---|---|
CME CME Group Inc. | 0.54 | 0.88 | 1.11 | 0.56 | 1.87 |
EXR Extra Space Storage Inc. | 0.48 | 0.93 | 1.12 | 0.29 | 1.20 |
PSA Public Storage | 0.21 | 0.46 | 1.06 | 0.13 | 0.52 |
CNQ Canadian Natural Resources Limited | 0.71 | 1.15 | 1.14 | 1.10 | 2.84 |
AM Antero Midstream Corporation | 1.69 | 2.50 | 1.29 | 2.83 | 8.21 |
HD The Home Depot, Inc. | 0.58 | 0.97 | 1.11 | 0.38 | 1.27 |
ABBV AbbVie Inc. | 1.78 | 2.37 | 1.33 | 2.12 | 5.96 |
CVX Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
VZ Verizon Communications Inc. | 1.13 | 1.83 | 1.23 | 0.61 | 5.71 |
HBAN Huntington Bancshares Incorporated | 1.18 | 1.84 | 1.22 | 0.78 | 3.76 |
ET Energy Transfer LP | 2.22 | 3.09 | 1.38 | 5.57 | 16.11 |
ENB Enbridge Inc. | 0.27 | 0.48 | 1.06 | 0.16 | 0.79 |
EPD Enterprise Products Partners L.P. | 1.76 | 2.50 | 1.31 | 3.15 | 7.88 |
MPLX MPLX LP | 2.99 | 4.27 | 1.54 | 4.83 | 19.90 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
Dividends
Dividend yield
Dividend granted a 5.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | 5.12% | 5.46% | 5.69% | 5.08% | 6.83% | 5.42% | 4.93% | 3.71% | 3.61% | 3.72% | 2.75% | 2.88% |
| Portfolio components: | ||||||||||||
CME CME Group Inc. | 4.89% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
EXR Extra Space Storage Inc. | 3.40% | 4.04% | 4.08% | 1.98% | 3.11% | 3.37% | 3.71% | 3.57% | 3.79% | 2.54% | 3.09% | 3.44% |
PSA Public Storage | 4.07% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
CNQ Canadian Natural Resources Limited | 4.27% | 4.17% | 6.29% | 3.69% | 5.14% | 3.42% | 5.90% | 2.34% | 2.19% | 3.20% | 2.58% | 1.60% |
AM Antero Midstream Corporation | 6.25% | 7.18% | 8.34% | 10.15% | 15.95% | 14.25% | 4.04% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.46% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
ABBV AbbVie Inc. | 3.36% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
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% |
VZ Verizon Communications Inc. | 6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
HBAN Huntington Bancshares Incorporated | 4.12% | 4.87% | 4.40% | 3.92% | 4.75% | 3.85% | 5.12% | 2.40% | 2.19% | 2.26% | 2.00% | 1.97% |
ET Energy Transfer LP | 7.78% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
ENB Enbridge Inc. | 7.31% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
EPD Enterprise Products Partners L.P. | 6.87% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
MPLX MPLX LP | 7.84% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.18% | 5.76% | 4.25% | 1.79% | 2.28% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 Dividend. 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 Dividend was 43.60%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Dividend drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.6% | Jan 17, 2020 | 45 | Mar 23, 2020 | 53 | Jun 8, 2020 | 98 |
| -18.01% | Aug 21, 2018 | 87 | Dec 24, 2018 | 135 | Jul 10, 2019 | 222 |
| -17.83% | Apr 21, 2022 | 109 | Sep 26, 2022 | 306 | Dec 13, 2023 | 415 |
| -15.45% | Jun 9, 2020 | 22 | Jul 9, 2020 | 92 | Nov 17, 2020 | 114 |
| -13.68% | Jan 29, 2018 | 39 | Mar 23, 2018 | 103 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current Dividend volatility is 2.36%, 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.
Diversification
Asset Correlations Table
| CME | PSA | ABBV | EXR | VZ | HD | AM | HBAN | MPLX | CNQ | ET | EPD | ENB | CVX | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CME | 1.00 | 0.23 | 0.24 | 0.24 | 0.27 | 0.26 | 0.12 | 0.31 | 0.15 | 0.18 | 0.16 | 0.18 | 0.23 | 0.25 | 0.39 |
| PSA | 0.23 | 1.00 | 0.16 | 0.81 | 0.25 | 0.33 | 0.11 | 0.15 | 0.12 | 0.08 | 0.12 | 0.15 | 0.25 | 0.11 | 0.35 |
| ABBV | 0.24 | 0.16 | 1.00 | 0.16 | 0.28 | 0.30 | 0.18 | 0.25 | 0.22 | 0.22 | 0.21 | 0.22 | 0.29 | 0.26 | 0.46 |
| EXR | 0.24 | 0.81 | 0.16 | 1.00 | 0.23 | 0.34 | 0.14 | 0.21 | 0.15 | 0.13 | 0.16 | 0.20 | 0.28 | 0.16 | 0.39 |
| VZ | 0.27 | 0.25 | 0.28 | 0.23 | 1.00 | 0.29 | 0.17 | 0.30 | 0.21 | 0.17 | 0.18 | 0.20 | 0.28 | 0.27 | 0.48 |
| HD | 0.26 | 0.33 | 0.30 | 0.34 | 0.29 | 1.00 | 0.23 | 0.38 | 0.22 | 0.25 | 0.23 | 0.23 | 0.31 | 0.28 | 0.63 |
| AM | 0.12 | 0.11 | 0.18 | 0.14 | 0.17 | 0.23 | 1.00 | 0.36 | 0.53 | 0.48 | 0.53 | 0.54 | 0.45 | 0.46 | 0.43 |
| HBAN | 0.31 | 0.15 | 0.25 | 0.21 | 0.30 | 0.38 | 0.36 | 1.00 | 0.37 | 0.40 | 0.39 | 0.38 | 0.36 | 0.45 | 0.68 |
| MPLX | 0.15 | 0.12 | 0.22 | 0.15 | 0.21 | 0.22 | 0.53 | 0.37 | 1.00 | 0.49 | 0.63 | 0.65 | 0.48 | 0.50 | 0.44 |
| CNQ | 0.18 | 0.08 | 0.22 | 0.13 | 0.17 | 0.25 | 0.48 | 0.40 | 0.49 | 1.00 | 0.52 | 0.53 | 0.56 | 0.68 | 0.49 |
| ET | 0.16 | 0.12 | 0.21 | 0.16 | 0.18 | 0.23 | 0.53 | 0.39 | 0.63 | 0.52 | 1.00 | 0.66 | 0.50 | 0.54 | 0.48 |
| EPD | 0.18 | 0.15 | 0.22 | 0.20 | 0.20 | 0.23 | 0.54 | 0.38 | 0.65 | 0.53 | 0.66 | 1.00 | 0.54 | 0.56 | 0.47 |
| ENB | 0.23 | 0.25 | 0.29 | 0.28 | 0.28 | 0.31 | 0.45 | 0.36 | 0.48 | 0.56 | 0.50 | 0.54 | 1.00 | 0.54 | 0.53 |
| CVX | 0.25 | 0.11 | 0.26 | 0.16 | 0.27 | 0.28 | 0.46 | 0.45 | 0.50 | 0.68 | 0.54 | 0.56 | 0.54 | 1.00 | 0.57 |
| SCHD | 0.39 | 0.35 | 0.46 | 0.39 | 0.48 | 0.63 | 0.43 | 0.68 | 0.44 | 0.49 | 0.48 | 0.47 | 0.53 | 0.57 | 1.00 |