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High Dividend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IEP 4%OHI 4%HSBC 4%ING 4%BCH 4%PAA 4%BBVA 4%STLA 4%UMC 4%SAN 4%BEP 4%LYB 4%FANG 4%RF 4%BP 4%EOG 4%PRU 4%CNQ 4%SHEL 4%SNY 4%K 4%ASX 4%IPG 4%MFG 4%GIS 4%EquityEquity
PositionCategory/SectorWeight
ASX
ASE Technology Holding Co., Ltd.
Technology
4%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Financial Services
4%
BCH
Banco de Chile
Financial Services
4%
BEP
Brookfield Renewable Partners L.P.
Utilities
4%
BP
BP p.l.c.
Energy
4%
CNQ
Canadian Natural Resources Limited
Energy
4%
EOG
EOG Resources, Inc.
Energy
4%
FANG
Diamondback Energy, Inc.
Energy
4%
GIS
General Mills, Inc.
Consumer Defensive
4%
HSBC
HSBC Holdings plc
Financial Services
4%
IEP
Icahn Enterprises L.P.
Industrials
4%
ING
ING Groep N.V.
Financial Services
4%
IPG
The Interpublic Group of Companies, Inc.
Communication Services
4%
K
Kellogg Company
Consumer Defensive
4%
LYB
LyondellBasell Industries N.V.
Basic Materials
4%
MFG
Mizuho Financial Group, Inc.
Financial Services
4%
OHI
Omega Healthcare Investors, Inc.
Real Estate
4%
PAA
Plains All American Pipeline, L.P.
Energy
4%
PRU
Prudential Financial, Inc.
Financial Services
4%
RF
Regions Financial Corporation
Financial Services
4%
SAN
4%
SHEL
4%
SNY
4%
STLA
4%
UMC
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in High 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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
2.50%
15.83%
High Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 12, 2012, corresponding to the inception date of FANG

Returns By Period

As of Oct 30, 2024, the High Dividend returned 10.65% Year-To-Date and 9.95% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
High Dividend10.65%-3.59%2.50%22.57%15.47%9.95%
IEP
Icahn Enterprises L.P.
-12.04%-2.59%-18.63%-5.10%-15.19%-7.50%
OHI
Omega Healthcare Investors, Inc.
45.39%3.84%40.17%36.57%7.32%9.04%
HSBC
HSBC Holdings plc
22.02%1.80%9.02%39.18%8.74%4.36%
ING
ING Groep N.V.
21.32%-7.63%9.72%41.59%14.72%7.16%
BCH
Banco de Chile
10.78%-7.25%7.20%27.96%5.08%6.10%
PAA
Plains All American Pipeline, L.P.
16.78%-4.23%-1.10%18.66%6.65%-4.44%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
14.48%-9.12%-6.07%31.85%20.20%4.14%
STLA
-38.88%-16.94%-40.18%-20.82%5.22%11.79%
UMC
-7.52%-15.12%1.60%10.66%34.09%18.57%
SAN
19.77%-5.45%1.25%35.69%8.77%-1.08%
BEP
Brookfield Renewable Partners L.P.
3.40%-8.02%27.32%26.59%7.55%10.83%
LYB
LyondellBasell Industries N.V.
-4.58%-9.59%-10.38%1.47%5.57%6.62%
FANG
Diamondback Energy, Inc.
17.72%2.94%-10.74%17.72%20.59%12.41%
RF
Regions Financial Corporation
27.74%3.65%26.81%76.57%12.75%12.91%
BP
BP p.l.c.
-13.82%-6.56%-22.27%-19.44%0.26%1.98%
EOG
EOG Resources, Inc.
2.52%-0.88%-7.51%0.11%16.89%5.17%
PRU
Prudential Financial, Inc.
24.97%3.69%15.92%44.82%12.14%8.02%
CNQ
Canadian Natural Resources Limited
8.65%3.61%-7.10%12.95%29.34%12.06%
SHEL
2.21%-1.26%-7.17%2.79%6.79%4.02%
SNY
8.24%-6.63%9.34%20.00%6.33%5.13%
K
Kellogg Company
47.98%-0.26%41.56%66.61%11.43%5.48%
ASX
ASE Technology Holding Co., Ltd.
11.23%-0.20%4.25%42.22%20.58%13.65%
IPG
The Interpublic Group of Companies, Inc.
-5.05%-5.03%0.76%11.98%11.04%8.26%
MFG
Mizuho Financial Group, Inc.
24.85%5.24%9.04%24.12%10.75%5.54%
GIS
General Mills, Inc.
8.10%-7.88%-1.81%8.61%9.49%6.27%

Monthly Returns

The table below presents the monthly returns of High Dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.47%3.44%7.58%-1.54%4.18%-2.34%3.01%2.17%-1.40%10.65%
20239.31%-0.15%-1.06%2.06%-5.73%6.64%6.12%-4.25%-1.44%-2.97%7.00%3.29%18.97%
20227.56%-0.31%1.41%-5.24%8.13%-11.24%4.79%-0.86%-8.10%11.63%8.47%-2.84%11.08%
20211.82%11.44%3.56%3.36%5.31%-1.36%-2.09%1.35%1.06%4.11%-5.70%3.39%28.43%
2020-6.95%-8.18%-24.62%15.62%3.01%1.31%1.68%0.91%-4.07%1.26%25.49%6.24%3.27%
201911.20%0.92%-0.32%4.82%-8.40%6.74%-0.90%-4.36%4.28%1.23%0.30%5.30%21.14%
20185.91%-6.10%0.34%3.07%-1.18%0.16%2.68%-1.84%-0.55%-8.67%1.06%-8.83%-14.14%
20172.87%0.19%2.23%-0.09%0.13%2.03%3.40%-1.29%4.92%0.69%0.47%3.27%20.32%
2016-5.82%-1.47%7.45%4.09%-0.77%-0.40%2.54%3.96%-0.07%1.76%4.26%2.53%18.87%
2015-1.40%5.83%0.48%3.17%-1.09%-2.97%-1.27%-6.74%-4.55%8.66%-1.92%-4.96%-7.59%
2014-2.30%6.46%2.21%2.55%2.69%2.57%-2.99%3.07%-4.42%-0.55%-1.90%-1.50%5.44%
20137.94%-0.22%0.80%5.43%3.37%-1.39%5.84%-2.49%6.11%5.27%1.26%1.08%37.69%

Expense Ratio

High 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of High Dividend is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of High Dividend is 1919
Combined Rank
The Sharpe Ratio Rank of High Dividend is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of High Dividend is 1212Sortino Ratio Rank
The Omega Ratio Rank of High Dividend is 1212Omega Ratio Rank
The Calmar Ratio Rank of High Dividend is 4242Calmar Ratio Rank
The Martin Ratio Rank of High Dividend is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


High Dividend
Sharpe ratio
The chart of Sharpe ratio for High Dividend, currently valued at 1.80, compared to the broader market0.002.004.006.001.80
Sortino ratio
The chart of Sortino ratio for High Dividend, currently valued at 2.47, compared to the broader market-2.000.002.004.006.002.47
Omega ratio
The chart of Omega ratio for High Dividend, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.802.001.32
Calmar ratio
The chart of Calmar ratio for High Dividend, currently valued at 2.69, compared to the broader market0.005.0010.002.69
Martin ratio
The chart of Martin ratio for High Dividend, currently valued at 11.07, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IEP
Icahn Enterprises L.P.
-0.150.101.02-0.09-0.42
OHI
Omega Healthcare Investors, Inc.
1.972.721.372.466.43
HSBC
HSBC Holdings plc
1.692.041.312.2010.01
ING
ING Groep N.V.
1.942.561.352.928.13
BCH
Banco de Chile
1.422.011.251.507.38
PAA
Plains All American Pipeline, L.P.
0.981.431.170.373.63
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
1.181.581.221.813.87
STLA
-0.63-0.670.91-0.40-0.80
UMC
0.340.751.090.301.52
SAN
1.602.051.280.926.57
BEP
Brookfield Renewable Partners L.P.
0.751.441.160.532.67
LYB
LyondellBasell Industries N.V.
0.090.271.030.110.27
FANG
Diamondback Energy, Inc.
0.611.011.130.862.47
RF
Regions Financial Corporation
2.893.851.481.9815.23
BP
BP p.l.c.
-0.94-1.200.85-0.83-2.04
EOG
EOG Resources, Inc.
-0.010.131.02-0.02-0.04
PRU
Prudential Financial, Inc.
2.272.681.422.5210.96
CNQ
Canadian Natural Resources Limited
0.480.841.100.651.37
SHEL
0.130.301.040.220.49
SNY
1.171.851.211.323.97
K
Kellogg Company
2.535.131.622.6617.45
ASX
ASE Technology Holding Co., Ltd.
1.151.661.211.283.20
IPG
The Interpublic Group of Companies, Inc.
0.651.031.130.442.52
MFG
Mizuho Financial Group, Inc.
0.841.281.171.343.66
GIS
General Mills, Inc.
0.420.711.090.261.63

Sharpe Ratio

The current High Dividend Sharpe ratio is 1.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of High Dividend with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
1.80
3.43
High Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

High Dividend provided a 6.25% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
High Dividend6.25%6.72%6.14%4.94%4.57%5.80%5.30%3.98%4.33%4.65%3.69%3.34%
IEP
Icahn Enterprises L.P.
31.32%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.52%4.11%
OHI
Omega Healthcare Investors, Inc.
4.80%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%6.24%
HSBC
HSBC Holdings plc
6.57%6.54%4.33%3.62%0.00%6.52%6.20%4.94%6.35%6.33%5.19%4.35%
ING
ING Groep N.V.
7.06%5.86%7.12%5.05%0.00%6.28%7.64%3.98%5.17%2.86%0.00%0.00%
BCH
Banco de Chile
7.15%9.01%6.39%3.86%4.10%5.03%3.63%2.86%4.35%5.78%5.58%5.49%
PAA
Plains All American Pipeline, L.P.
5.69%7.06%7.08%7.71%13.11%7.50%5.99%9.45%8.21%11.93%4.97%4.49%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.53%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%4.43%
STLA
12.37%6.34%7.90%14.55%0.00%14.86%0.00%0.00%0.09%0.00%0.00%0.00%
UMC
6.15%6.93%7.92%2.45%1.62%3.50%6.49%3.44%5.15%4.50%3.66%3.21%
SAN
3.85%3.65%3.78%2.59%3.93%6.23%5.83%5.27%4.30%9.54%9.77%8.90%
BEP
Brookfield Renewable Partners L.P.
5.39%5.14%5.05%3.39%2.68%6.08%7.57%5.36%7.87%8.33%6.95%10.75%
LYB
LyondellBasell Industries N.V.
5.94%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%3.40%2.49%
FANG
Diamondback Energy, Inc.
6.13%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
RF
Regions Financial Corporation
4.06%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%
BP
BP p.l.c.
6.09%4.71%3.94%4.83%9.21%6.52%6.41%5.71%6.42%7.67%6.14%4.50%
EOG
EOG Resources, Inc.
4.27%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%0.44%
PRU
Prudential Financial, Inc.
4.11%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%1.88%
CNQ
Canadian Natural Resources Limited
4.43%4.17%6.29%3.69%5.14%3.42%5.90%2.34%2.19%3.20%2.58%1.60%
SHEL
4.18%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%4.25%
SNY
3.78%3.82%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.77%4.19%3.47%
K
Kellogg Company
2.79%10.20%2.89%3.16%3.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASX
ASE Technology Holding Co., Ltd.
3.11%5.98%7.64%3.85%2.33%2.87%14.14%4.46%6.23%7.12%4.42%4.58%
IPG
The Interpublic Group of Companies, Inc.
4.33%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
MFG
Mizuho Financial Group, Inc.
1.67%3.73%4.34%5.45%5.52%4.47%4.50%3.69%3.77%3.10%3.71%2.75%
GIS
General Mills, Inc.
3.50%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.27%
-0.54%
High Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the High 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 High Dividend was 47.50%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current High Dividend drawdown is 4.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.5%Jan 29, 2018541Mar 23, 2020179Dec 4, 2020720
-28.47%Jul 7, 2014406Feb 11, 2016208Dec 7, 2016614
-17.04%Jun 8, 202276Sep 26, 202246Nov 30, 2022122
-10.56%Jun 16, 202123Jul 19, 202162Oct 14, 202185
-9.93%Mar 6, 202310Mar 17, 202319Apr 14, 202329

Volatility

Volatility Chart

The current High Dividend volatility is 3.28%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.28%
2.71%
High Dividend
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GISKOHIBEPUMCIEPSNYASXBCHMFGSTLAPAAFANGIPGEOGCNQRFHSBCLYBBPBBVASHELSANINGPRU
GIS1.000.700.230.120.030.110.250.050.130.130.100.110.080.230.110.080.130.150.170.130.150.140.160.170.20
K0.701.000.240.120.030.120.240.060.150.130.120.120.090.260.140.120.140.160.180.140.160.160.150.160.20
OHI0.230.241.000.220.140.170.180.160.150.170.170.220.130.280.140.150.200.180.180.160.190.160.190.210.22
BEP0.120.120.221.000.200.180.190.230.190.160.190.220.170.220.160.240.180.190.210.210.180.210.190.180.19
UMC0.030.030.140.201.000.170.180.540.240.230.310.220.200.270.180.230.270.310.260.220.280.230.270.300.26
IEP0.110.120.170.180.171.000.180.180.170.220.260.280.270.280.270.280.310.280.310.280.270.280.270.300.32
SNY0.250.240.180.190.180.181.000.190.220.240.280.170.140.270.180.210.210.330.240.280.340.310.360.360.29
ASX0.050.060.160.230.540.180.191.000.280.280.320.220.230.290.220.260.290.350.280.270.310.270.320.330.31
BCH0.130.150.150.190.240.170.220.281.000.260.260.260.250.270.270.320.280.350.340.340.350.350.360.360.33
MFG0.130.130.170.160.230.220.240.280.261.000.300.250.250.310.270.280.380.420.300.310.390.320.400.410.39
STLA0.100.120.170.190.310.260.280.320.260.301.000.280.270.400.270.310.400.420.400.340.510.360.500.500.44
PAA0.110.120.220.220.220.280.170.220.260.250.281.000.490.320.530.510.370.320.450.520.340.510.350.340.39
FANG0.080.090.130.170.200.270.140.230.250.250.270.491.000.320.750.630.400.330.480.600.320.580.340.350.42
IPG0.230.260.280.220.270.280.270.290.270.310.400.320.321.000.340.320.510.400.470.360.420.350.440.450.54
EOG0.110.140.140.160.180.270.180.220.270.270.270.530.750.341.000.680.410.370.510.660.360.630.380.380.45
CNQ0.080.120.150.240.230.280.210.260.320.280.310.510.630.320.681.000.400.390.520.670.390.660.420.420.43
RF0.130.140.200.180.270.310.210.290.280.380.400.370.400.510.410.401.000.520.530.400.520.390.540.570.75
HSBC0.150.160.180.190.310.280.330.350.350.420.420.320.330.400.370.390.521.000.470.480.590.480.620.620.57
LYB0.170.180.180.210.260.310.240.280.340.300.400.450.480.470.510.520.530.471.000.520.460.520.480.490.58
BP0.130.140.160.210.220.280.280.270.340.310.340.520.600.360.660.670.400.480.521.000.450.840.480.470.46
BBVA0.150.160.190.180.280.270.340.310.350.390.510.340.320.420.360.390.520.590.460.451.000.460.850.740.57
SHEL0.140.160.160.210.230.280.310.270.350.320.360.510.580.350.630.660.390.480.520.840.461.000.500.480.44
SAN0.160.150.190.190.270.270.360.320.360.400.500.350.340.440.380.420.540.620.480.480.850.501.000.750.58
ING0.170.160.210.180.300.300.360.330.360.410.500.340.350.450.380.420.570.620.490.470.740.480.751.000.62
PRU0.200.200.220.190.260.320.290.310.330.390.440.390.420.540.450.430.750.570.580.460.570.440.580.621.00
The correlation results are calculated based on daily price changes starting from Oct 15, 2012