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Dividend

Last updated Feb 21, 2024

Asset Allocation


CME 6.67%EXR 6.67%PSA 6.67%CNQ 6.67%AM 6.67%HD 6.67%ABBV 6.67%CVX 6.67%VZ 6.67%HBAN 6.67%ET 6.67%ENB 6.67%EPD 6.67%MPLX 6.67%SCHD 6.67%EquityEquity
PositionCategory/SectorWeight
CME
CME Group Inc.
Financial Services

6.67%

EXR
Extra Space Storage Inc.
Real Estate

6.67%

PSA
Public Storage
Real Estate

6.67%

CNQ
Canadian Natural Resources Limited
Energy

6.67%

AM
Antero Midstream Corporation
Energy

6.67%

HD
The Home Depot, Inc.
Consumer Cyclical

6.67%

ABBV
AbbVie Inc.
Healthcare

6.67%

CVX
Chevron Corporation
Energy

6.67%

VZ
Verizon Communications Inc.
Communication Services

6.67%

HBAN
Huntington Bancshares Incorporated
Financial Services

6.67%

ET
Energy Transfer LP
Energy

6.67%

ENB
Enbridge Inc.
Energy

6.67%

EPD
Enterprise Products Partners L.P.
Energy

6.67%

MPLX
MPLX LP
Energy

6.67%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

6.67%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
12.97%
13.40%
Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2017, corresponding to the inception date of AM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Dividend2.21%2.68%12.97%10.78%15.32%N/A
CME
CME Group Inc.
0.19%4.42%9.57%17.28%7.55%15.69%
EXR
Extra Space Storage Inc.
-11.79%-3.64%13.60%-7.03%12.80%15.53%
PSA
Public Storage
-6.85%-2.67%6.10%-0.83%11.80%9.60%
CNQ
Canadian Natural Resources Limited
-3.56%0.33%5.38%18.97%24.43%10.10%
AM
Antero Midstream Corporation
1.36%4.54%9.53%26.79%10.74%N/A
HD
The Home Depot, Inc.
4.62%0.04%13.21%17.21%16.45%19.41%
ABBV
AbbVie Inc.
14.49%6.66%20.89%20.85%23.03%17.95%
CVX
Chevron Corporation
4.37%9.45%-1.09%-1.52%10.05%7.63%
VZ
Verizon Communications Inc.
9.24%2.97%26.69%8.21%-1.35%3.40%
HBAN
Huntington Bancshares Incorporated
0.31%0.31%22.99%-12.49%2.70%7.36%
ET
Energy Transfer LP
8.47%8.55%18.14%25.00%8.47%4.04%
ENB
Enbridge Inc.
-4.39%-4.28%2.38%-6.53%5.09%3.08%
EPD
Enterprise Products Partners L.P.
6.09%4.15%7.96%12.06%7.58%5.05%
MPLX
MPLX LP
9.48%8.38%18.10%23.31%14.71%6.00%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.74%
20233.79%-0.61%-1.46%-3.20%7.61%5.31%

Sharpe Ratio

The current Dividend Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.77

The Sharpe ratio of Dividend 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.77
1.75
Dividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend granted a 5.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend5.41%5.46%5.69%5.08%6.83%5.42%4.68%3.71%3.61%3.72%2.75%2.88%
CME
CME Group Inc.
4.57%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.
4.58%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
4.22%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
4.33%4.17%6.29%3.69%5.14%3.42%4.52%2.34%2.19%3.20%2.58%1.60%
AM
Antero Midstream Corporation
7.22%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.
2.31%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.
3.41%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
4.00%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.
6.51%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
4.86%4.87%4.40%3.92%4.75%3.85%4.19%2.40%2.19%2.26%2.00%1.97%
ET
Energy Transfer LP
8.50%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.
7.68%7.29%6.78%6.86%7.54%5.57%5.22%4.73%3.78%4.51%2.47%2.83%
EPD
Enterprise Products Partners L.P.
7.31%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
8.27%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
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Expense Ratio

The 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.


0.06%
0.00%2.15%

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
CME
CME Group Inc.
0.98
EXR
Extra Space Storage Inc.
-0.22
PSA
Public Storage
-0.04
CNQ
Canadian Natural Resources Limited
0.44
AM
Antero Midstream Corporation
1.01
HD
The Home Depot, Inc.
0.78
ABBV
AbbVie Inc.
1.17
CVX
Chevron Corporation
-0.17
VZ
Verizon Communications Inc.
0.38
HBAN
Huntington Bancshares Incorporated
-0.33
ET
Energy Transfer LP
1.38
ENB
Enbridge Inc.
-0.38
EPD
Enterprise Products Partners L.P.
0.99
MPLX
MPLX LP
2.57
SCHD
Schwab US Dividend Equity ETF
0.33

Asset Correlations Table

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

PSACMEABBVEXRVZHDAMHBANMPLXCNQETEPDENBCVXSCHD
PSA1.000.240.150.800.250.310.100.140.120.080.130.150.250.120.34
CME0.241.000.240.260.280.270.120.320.160.180.160.190.240.250.40
ABBV0.150.241.000.160.290.300.180.250.230.230.220.220.300.270.46
EXR0.800.260.161.000.240.330.140.200.150.130.160.200.280.160.38
VZ0.250.280.290.241.000.300.170.300.210.170.180.200.280.270.48
HD0.310.270.300.330.301.000.230.380.230.250.240.240.310.280.63
AM0.100.120.180.140.170.231.000.370.540.480.540.550.460.470.43
HBAN0.140.320.250.200.300.380.371.000.370.410.390.390.360.470.68
MPLX0.120.160.230.150.210.230.540.371.000.500.640.650.480.510.45
CNQ0.080.180.230.130.170.250.480.410.501.000.520.540.580.690.50
ET0.130.160.220.160.180.240.540.390.640.521.000.660.500.550.49
EPD0.150.190.220.200.200.240.550.390.650.540.661.000.540.560.47
ENB0.250.240.300.280.280.310.460.360.480.580.500.541.000.540.53
CVX0.120.250.270.160.270.280.470.470.510.690.550.560.541.000.58
SCHD0.340.400.460.380.480.630.430.680.450.500.490.470.530.581.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February0
-1.08%
Dividend
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.6%Jan 17, 202045Mar 23, 202053Jun 8, 202098
-18.15%Aug 21, 201887Dec 24, 2018135Jul 10, 2019222
-17.83%Apr 21, 2022109Sep 26, 2022306Dec 13, 2023415
-15.45%Jun 9, 202022Jul 9, 202092Nov 17, 2020114
-13.68%Jan 29, 201839Mar 23, 2018103Aug 20, 2018142

Volatility Chart

The current Dividend volatility is 3.32%, 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%SeptemberOctoberNovemberDecember2024February
3.32%
3.37%
Dividend
Benchmark (^GSPC)
Portfolio components
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