Dividend
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 6.67% |
ABR Arbor Realty Trust, Inc. | Real Estate | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
BMY Bristol-Myers Squibb Company | Healthcare | 6.67% |
CTAS Cintas Corporation | Industrials | 6.67% |
MAIN Main Street Capital Corporation | Financial Services | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
O Realty Income Corporation | Real Estate | 6.67% |
PEP PepsiCo, Inc. | Consumer Defensive | 6.67% |
PSA Public Storage | Real Estate | 6.67% |
TSN Tyson Foods, Inc. | Consumer Defensive | 6.67% |
TXN Texas Instruments Incorporated | Technology | 6.67% |
UPS United Parcel Service, Inc. | Industrials | 6.67% |
VZ Verizon Communications Inc. | Communication Services | 6.67% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of May 11, 2025, the Dividend returned -3.44% Year-To-Date and 19.33% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Dividend | -3.44% | 4.24% | -6.55% | 9.73% | 20.98% | 19.33% |
| Portfolio components: | ||||||
O Realty Income Corporation | 8.70% | 5.18% | 1.41% | 8.96% | 7.45% | 7.58% |
VZ Verizon Communications Inc. | 12.82% | 1.61% | 11.46% | 15.28% | 0.63% | 3.91% |
MAIN Main Street Capital Corporation | -7.08% | 3.34% | 5.98% | 15.96% | 23.77% | 14.15% |
ABR Arbor Realty Trust, Inc. | -22.49% | -0.77% | -28.85% | -10.31% | 20.58% | 15.32% |
MSFT Microsoft Corporation | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | 26.80% |
ABBV AbbVie Inc. | 5.83% | 6.95% | -5.73% | 19.02% | 20.92% | 15.72% |
BMY Bristol-Myers Squibb Company | -16.07% | -7.95% | -12.32% | 8.44% | -2.31% | -0.51% |
PSA Public Storage | 2.56% | 9.35% | -8.67% | 14.54% | 15.04% | 8.82% |
TSN Tyson Foods, Inc. | -2.93% | -8.03% | -5.70% | -4.25% | 1.02% | 5.42% |
UPS United Parcel Service, Inc. | -22.87% | -0.69% | -25.66% | -32.34% | 4.05% | 3.04% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.60% |
AVGO Broadcom Inc. | -9.92% | 20.84% | 14.02% | 58.12% | 53.95% | 36.26% |
TXN Texas Instruments Incorporated | -6.66% | 10.94% | -20.55% | -5.20% | 11.56% | 15.31% |
PEP PepsiCo, Inc. | -13.46% | -9.50% | -19.62% | -25.04% | 2.36% | 6.15% |
CTAS Cintas Corporation | 17.76% | 5.92% | -4.51% | 23.61% | 33.39% | 27.56% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.25% | 2.63% | -2.84% | -2.95% | 0.03% | -3.44% | |||||||
| 2024 | 1.43% | 4.43% | 5.41% | -3.66% | 3.30% | 4.29% | 2.85% | 4.13% | 2.87% | -0.94% | 2.71% | -3.27% | 25.65% |
| 2023 | 6.20% | 0.51% | 3.60% | -0.67% | 2.28% | 4.96% | 3.49% | -2.21% | -5.43% | -4.27% | 7.40% | 8.40% | 25.78% |
| 2022 | -3.66% | 0.07% | 4.33% | -6.64% | -0.29% | -5.10% | 8.57% | -6.79% | -10.80% | 7.59% | 7.92% | -4.96% | -11.50% |
| 2021 | -2.24% | 4.30% | 4.40% | 5.89% | 2.50% | 2.68% | 1.48% | 3.17% | -4.63% | 8.80% | 0.46% | 6.57% | 37.96% |
| 2020 | -0.60% | -6.59% | -16.09% | 13.29% | 8.00% | 4.94% | 5.36% | 8.48% | -0.50% | -2.95% | 10.20% | 2.14% | 24.29% |
| 2019 | 5.73% | 4.51% | 3.66% | 3.22% | -5.32% | 5.42% | 2.20% | 3.94% | 1.75% | 2.22% | 3.12% | 2.40% | 37.67% |
| 2018 | 3.31% | -2.78% | -1.76% | -1.17% | 4.81% | 0.86% | 2.76% | 4.25% | -1.78% | -5.73% | 4.30% | -7.08% | -0.90% |
| 2017 | -0.55% | 2.38% | 2.86% | 0.35% | 2.31% | 0.88% | 3.42% | 2.24% | 4.21% | 2.64% | 4.30% | -0.01% | 27.93% |
| 2016 | -2.40% | 2.29% | 7.48% | -1.22% | 4.56% | 3.56% | 5.32% | 0.17% | -0.01% | -3.06% | 3.96% | 4.46% | 27.45% |
| 2015 | -0.64% | 6.04% | -1.82% | 1.35% | 3.14% | -3.12% | 2.26% | -3.49% | 0.89% | 8.53% | 3.76% | 1.54% | 19.26% |
| 2014 | 0.21% | 5.66% | 1.03% | 0.17% | 3.29% | 0.06% | -1.55% | 4.82% | -0.05% | 5.51% | 4.41% | -1.49% | 23.98% |
Expense Ratio
Dividend 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 0.53 | 0.79 | 1.10 | 0.36 | 0.97 |
VZ Verizon Communications Inc. | 0.77 | 1.17 | 1.17 | 0.82 | 3.35 |
MAIN Main Street Capital Corporation | 0.60 | 0.95 | 1.14 | 0.62 | 2.15 |
ABR Arbor Realty Trust, Inc. | -0.23 | -0.21 | 0.97 | -0.41 | -0.99 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
ABBV AbbVie Inc. | 0.71 | 0.97 | 1.15 | 0.85 | 2.09 |
BMY Bristol-Myers Squibb Company | 0.30 | 0.76 | 1.09 | 0.22 | 1.34 |
PSA Public Storage | 0.63 | 1.07 | 1.13 | 0.53 | 1.34 |
TSN Tyson Foods, Inc. | -0.19 | -0.03 | 1.00 | -0.07 | -0.38 |
UPS United Parcel Service, Inc. | -1.02 | -1.24 | 0.81 | -0.57 | -1.86 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
AVGO Broadcom Inc. | 0.99 | 1.73 | 1.23 | 1.50 | 4.15 |
TXN Texas Instruments Incorporated | -0.11 | 0.16 | 1.02 | -0.09 | -0.23 |
PEP PepsiCo, Inc. | -1.24 | -1.70 | 0.80 | -0.83 | -1.95 |
CTAS Cintas Corporation | 0.98 | 1.39 | 1.22 | 1.27 | 3.23 |
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Dividends
Dividend yield
Dividend provided a 4.49% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.49% | 4.04% | 4.07% | 4.12% | 3.05% | 3.40% | 3.34% | 3.76% | 3.15% | 3.16% | 3.31% | 3.29% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.60% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
VZ Verizon Communications Inc. | 6.19% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
MAIN Main Street Capital Corporation | 7.86% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
ABR Arbor Realty Trust, Inc. | 16.60% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
ABBV AbbVie Inc. | 3.46% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
BMY Bristol-Myers Squibb Company | 5.25% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
PSA Public Storage | 3.95% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
TSN Tyson Foods, Inc. | 3.58% | 3.43% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% |
UPS United Parcel Service, Inc. | 5.11% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
AVGO Broadcom Inc. | 1.07% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
TXN Texas Instruments Incorporated | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
PEP PepsiCo, Inc. | 4.17% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
CTAS Cintas Corporation | 0.70% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
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 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 34.84%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current Dividend drawdown is 6.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Jul 31, 2020 | 114 |
| -22.26% | Mar 30, 2022 | 138 | Oct 14, 2022 | 165 | Jun 13, 2023 | 303 |
| -15.55% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
| -14.67% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -13.12% | Jul 31, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | BMY | ABR | VZ | TSN | ABBV | PSA | O | NVDA | MAIN | PEP | AVGO | UPS | MSFT | TXN | CTAS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.39 | 0.41 | 0.36 | 0.35 | 0.44 | 0.37 | 0.36 | 0.61 | 0.52 | 0.45 | 0.65 | 0.60 | 0.72 | 0.71 | 0.68 | 0.87 |
| BMY | 0.39 | 1.00 | 0.15 | 0.27 | 0.24 | 0.47 | 0.23 | 0.25 | 0.14 | 0.21 | 0.33 | 0.18 | 0.29 | 0.22 | 0.26 | 0.29 | 0.45 |
| ABR | 0.41 | 0.15 | 1.00 | 0.21 | 0.25 | 0.16 | 0.26 | 0.33 | 0.19 | 0.38 | 0.18 | 0.25 | 0.29 | 0.23 | 0.29 | 0.31 | 0.49 |
| VZ | 0.36 | 0.27 | 0.21 | 1.00 | 0.32 | 0.28 | 0.29 | 0.34 | 0.08 | 0.24 | 0.41 | 0.13 | 0.31 | 0.20 | 0.23 | 0.28 | 0.43 |
| TSN | 0.35 | 0.24 | 0.25 | 0.32 | 1.00 | 0.24 | 0.29 | 0.31 | 0.13 | 0.25 | 0.37 | 0.17 | 0.32 | 0.18 | 0.26 | 0.28 | 0.47 |
| ABBV | 0.44 | 0.47 | 0.16 | 0.28 | 0.24 | 1.00 | 0.22 | 0.24 | 0.19 | 0.25 | 0.33 | 0.24 | 0.32 | 0.28 | 0.29 | 0.32 | 0.50 |
| PSA | 0.37 | 0.23 | 0.26 | 0.29 | 0.29 | 0.22 | 1.00 | 0.59 | 0.14 | 0.24 | 0.40 | 0.17 | 0.30 | 0.26 | 0.24 | 0.35 | 0.49 |
| O | 0.36 | 0.25 | 0.33 | 0.34 | 0.31 | 0.24 | 0.59 | 1.00 | 0.12 | 0.31 | 0.41 | 0.15 | 0.29 | 0.23 | 0.24 | 0.35 | 0.50 |
| NVDA | 0.61 | 0.14 | 0.19 | 0.08 | 0.13 | 0.19 | 0.14 | 0.12 | 1.00 | 0.29 | 0.15 | 0.60 | 0.33 | 0.56 | 0.60 | 0.40 | 0.63 |
| MAIN | 0.52 | 0.21 | 0.38 | 0.24 | 0.25 | 0.25 | 0.24 | 0.31 | 0.29 | 1.00 | 0.25 | 0.31 | 0.34 | 0.33 | 0.35 | 0.38 | 0.54 |
| PEP | 0.45 | 0.33 | 0.18 | 0.41 | 0.37 | 0.33 | 0.40 | 0.41 | 0.15 | 0.25 | 1.00 | 0.21 | 0.36 | 0.33 | 0.30 | 0.42 | 0.51 |
| AVGO | 0.65 | 0.18 | 0.25 | 0.13 | 0.17 | 0.24 | 0.17 | 0.15 | 0.60 | 0.31 | 0.21 | 1.00 | 0.37 | 0.52 | 0.66 | 0.45 | 0.65 |
| UPS | 0.60 | 0.29 | 0.29 | 0.31 | 0.32 | 0.32 | 0.30 | 0.29 | 0.33 | 0.34 | 0.36 | 0.37 | 1.00 | 0.39 | 0.46 | 0.47 | 0.62 |
| MSFT | 0.72 | 0.22 | 0.23 | 0.20 | 0.18 | 0.28 | 0.26 | 0.23 | 0.56 | 0.33 | 0.33 | 0.52 | 0.39 | 1.00 | 0.55 | 0.51 | 0.66 |
| TXN | 0.71 | 0.26 | 0.29 | 0.23 | 0.26 | 0.29 | 0.24 | 0.24 | 0.60 | 0.35 | 0.30 | 0.66 | 0.46 | 0.55 | 1.00 | 0.51 | 0.72 |
| CTAS | 0.68 | 0.29 | 0.31 | 0.28 | 0.28 | 0.32 | 0.35 | 0.35 | 0.40 | 0.38 | 0.42 | 0.45 | 0.47 | 0.51 | 0.51 | 1.00 | 0.68 |
| Portfolio | 0.87 | 0.45 | 0.49 | 0.43 | 0.47 | 0.50 | 0.49 | 0.50 | 0.63 | 0.54 | 0.51 | 0.65 | 0.62 | 0.66 | 0.72 | 0.68 | 1.00 |