Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 6.67% |
VZ Verizon Communications Inc. | Communication Services | 6.67% |
MAIN Main Street Capital Corporation | Financial Services | 6.67% |
ABR Arbor Realty Trust, Inc. | Real Estate | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
ABBV AbbVie Inc. | Healthcare | 6.67% |
BMY Bristol-Myers Squibb Company | Healthcare | 6.67% |
PSA Public Storage | Real Estate | 6.67% |
TSN Tyson Foods, Inc. | Consumer Defensive | 6.67% |
UPS United Parcel Service, Inc. | Industrials | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
TXN Texas Instruments Incorporated | Technology | 6.67% |
PEP PepsiCo, Inc. | Consumer Defensive | 6.67% |
CTAS Cintas Corporation | Industrials | 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
Returns
As of Sep 23, 2023, the Dividend returned 13.74% Year-To-Date and 20.05% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| Dividend | -2.91% | 6.09% | 13.74% | 20.53% | 16.71% | 20.06% |
| Portfolio components: | ||||||
O Realty Income Corporation | -7.51% | -13.35% | -15.98% | -12.37% | 3.39% | 7.51% |
VZ Verizon Communications Inc. | -0.21% | -8.56% | -11.23% | -10.01% | -4.39% | 1.14% |
MAIN Main Street Capital Corporation | 2.98% | 7.83% | 17.09% | 21.21% | 8.37% | 11.18% |
ABR Arbor Realty Trust, Inc. | -4.24% | 42.23% | 23.30% | 29.54% | 16.00% | 18.23% |
MSFT Microsoft Corporation | -1.85% | 13.47% | 33.09% | 34.53% | 24.02% | 27.80% |
ABBV AbbVie Inc. | 4.12% | -1.37% | -2.64% | 11.10% | 15.59% | 17.76% |
BMY Bristol-Myers Squibb Company | -5.12% | -11.48% | -16.07% | -13.95% | 2.21% | 5.29% |
PSA Public Storage | -3.41% | -5.90% | -2.74% | -7.03% | 9.94% | 9.00% |
TSN Tyson Foods, Inc. | -4.51% | -8.78% | -15.71% | -24.43% | -0.87% | 7.99% |
UPS United Parcel Service, Inc. | -8.94% | -15.80% | -9.09% | -2.93% | 9.15% | 8.55% |
NVDA NVIDIA Corporation | -9.57% | 55.41% | 184.83% | 232.66% | 44.46% | 60.65% |
AVGO Broadcom Inc. | -2.14% | 31.73% | 50.96% | 81.60% | 31.90% | 38.39% |
TXN Texas Instruments Incorporated | -4.47% | -9.38% | -0.84% | 2.39% | 11.38% | 17.93% |
PEP PepsiCo, Inc. | -1.63% | -0.76% | -0.95% | 6.84% | 12.56% | 11.26% |
CTAS Cintas Corporation | 1.76% | 16.28% | 12.63% | 30.81% | 20.11% | 27.43% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ABR | BMY | TSN | VZ | ABBV | PSA | O | MAIN | NVDA | PEP | AVGO | UPS | MSFT | TXN | CTAS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABR | 1.00 | 0.15 | 0.25 | 0.22 | 0.15 | 0.25 | 0.32 | 0.38 | 0.21 | 0.19 | 0.25 | 0.28 | 0.25 | 0.27 | 0.32 |
| BMY | 0.15 | 1.00 | 0.24 | 0.27 | 0.47 | 0.23 | 0.24 | 0.22 | 0.20 | 0.34 | 0.23 | 0.29 | 0.26 | 0.28 | 0.32 |
| TSN | 0.25 | 0.24 | 1.00 | 0.32 | 0.23 | 0.29 | 0.30 | 0.28 | 0.18 | 0.36 | 0.23 | 0.32 | 0.23 | 0.28 | 0.31 |
| VZ | 0.22 | 0.27 | 0.32 | 1.00 | 0.28 | 0.30 | 0.34 | 0.25 | 0.12 | 0.42 | 0.18 | 0.32 | 0.26 | 0.26 | 0.30 |
| ABBV | 0.15 | 0.47 | 0.23 | 0.28 | 1.00 | 0.20 | 0.22 | 0.25 | 0.23 | 0.33 | 0.27 | 0.32 | 0.32 | 0.32 | 0.32 |
| PSA | 0.25 | 0.23 | 0.29 | 0.30 | 0.20 | 1.00 | 0.59 | 0.24 | 0.17 | 0.40 | 0.19 | 0.29 | 0.28 | 0.23 | 0.34 |
| O | 0.32 | 0.24 | 0.30 | 0.34 | 0.22 | 0.59 | 1.00 | 0.31 | 0.15 | 0.41 | 0.19 | 0.28 | 0.27 | 0.24 | 0.35 |
| MAIN | 0.38 | 0.22 | 0.28 | 0.25 | 0.25 | 0.24 | 0.31 | 1.00 | 0.30 | 0.27 | 0.32 | 0.35 | 0.34 | 0.35 | 0.39 |
| NVDA | 0.21 | 0.20 | 0.18 | 0.12 | 0.23 | 0.17 | 0.15 | 0.30 | 1.00 | 0.22 | 0.58 | 0.38 | 0.56 | 0.64 | 0.42 |
| PEP | 0.19 | 0.34 | 0.36 | 0.42 | 0.33 | 0.40 | 0.41 | 0.27 | 0.22 | 1.00 | 0.28 | 0.37 | 0.39 | 0.34 | 0.43 |
| AVGO | 0.25 | 0.23 | 0.23 | 0.18 | 0.27 | 0.19 | 0.19 | 0.32 | 0.58 | 0.28 | 1.00 | 0.42 | 0.51 | 0.69 | 0.46 |
| UPS | 0.28 | 0.29 | 0.32 | 0.32 | 0.32 | 0.29 | 0.28 | 0.35 | 0.38 | 0.37 | 0.42 | 1.00 | 0.43 | 0.47 | 0.50 |
| MSFT | 0.25 | 0.26 | 0.23 | 0.26 | 0.32 | 0.28 | 0.27 | 0.34 | 0.56 | 0.39 | 0.51 | 0.43 | 1.00 | 0.58 | 0.52 |
| TXN | 0.27 | 0.28 | 0.28 | 0.26 | 0.32 | 0.23 | 0.24 | 0.35 | 0.64 | 0.34 | 0.69 | 0.47 | 0.58 | 1.00 | 0.52 |
| CTAS | 0.32 | 0.32 | 0.31 | 0.30 | 0.32 | 0.34 | 0.35 | 0.39 | 0.42 | 0.43 | 0.46 | 0.50 | 0.52 | 0.52 | 1.00 |
Dividend yield
Dividend granted a 4.19% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | 4.19% | 4.30% | 3.16% | 3.86% | 4.01% | 4.82% | 4.26% | 4.52% | 5.01% | 5.20% | 5.64% | 4.84% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.87% | 4.84% | 4.67% | 5.27% | 4.52% | 5.33% | 5.95% | 5.85% | 6.44% | 7.03% | 9.40% | 7.51% |
VZ Verizon Communications Inc. | 7.84% | 6.86% | 5.38% | 4.88% | 4.77% | 5.32% | 5.79% | 5.89% | 6.93% | 6.94% | 6.69% | 7.71% |
MAIN Main Street Capital Corporation | 8.48% | 8.28% | 6.35% | 8.23% | 8.51% | 11.79% | 10.62% | 12.05% | 16.14% | 16.80% | 17.09% | 12.88% |
ABR Arbor Realty Trust, Inc. | 11.08% | 12.75% | 9.06% | 11.26% | 11.48% | 15.56% | 14.23% | 15.50% | 16.48% | 16.99% | 17.87% | 12.12% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
ABBV AbbVie Inc. | 3.83% | 3.59% | 4.11% | 4.94% | 5.72% | 4.87% | 3.44% | 4.90% | 4.77% | 3.66% | 4.52% | 0.00% |
BMY Bristol-Myers Squibb Company | 3.82% | 3.08% | 2.49% | 3.99% | 2.87% | 3.58% | 3.04% | 2.39% | 2.71% | 3.14% | 4.35% | 5.71% |
PSA Public Storage | 4.17% | 7.79% | 2.35% | 3.92% | 4.42% | 4.81% | 4.84% | 4.29% | 3.56% | 4.24% | 4.95% | 4.54% |
TSN Tyson Foods, Inc. | 3.76% | 3.07% | 2.16% | 2.85% | 1.87% | 2.69% | 1.38% | 1.28% | 0.99% | 0.96% | 0.81% | 1.68% |
UPS United Parcel Service, Inc. | 4.15% | 3.59% | 2.02% | 2.60% | 3.68% | 4.33% | 3.34% | 3.36% | 3.86% | 3.16% | 3.17% | 4.27% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
AVGO Broadcom Inc. | 2.22% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
TXN Texas Instruments Incorporated | 3.09% | 2.90% | 2.35% | 2.44% | 2.77% | 3.17% | 2.37% | 2.69% | 3.14% | 2.93% | 3.16% | 3.11% |
PEP PepsiCo, Inc. | 2.76% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
CTAS Cintas Corporation | 0.95% | 0.94% | 0.78% | 0.20% | 0.98% | 1.27% | 1.09% | 1.22% | 1.24% | 2.36% | 1.42% | 1.75% |
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
O Realty Income Corporation | -0.69 | ||||
VZ Verizon Communications Inc. | -0.44 | ||||
MAIN Main Street Capital Corporation | 0.66 | ||||
ABR Arbor Realty Trust, Inc. | 0.48 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
ABBV AbbVie Inc. | 0.62 | ||||
BMY Bristol-Myers Squibb Company | -0.68 | ||||
PSA Public Storage | -0.35 | ||||
TSN Tyson Foods, Inc. | -0.93 | ||||
UPS United Parcel Service, Inc. | -0.32 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
AVGO Broadcom Inc. | 2.28 | ||||
TXN Texas Instruments Incorporated | 0.04 | ||||
PEP PepsiCo, Inc. | 0.44 | ||||
CTAS Cintas Corporation | 1.29 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Dividend. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Dividend is 34.84%, recorded on Mar 23, 2020. It took 91 trading sessions for the portfolio to recover.
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 |
| -9.99% | Aug 18, 2015 | 6 | Aug 25, 2015 | 36 | Oct 15, 2015 | 42 |
| -9.71% | Jan 29, 2018 | 9 | Feb 8, 2018 | 104 | Jul 10, 2018 | 113 |
Volatility Chart
The current Dividend volatility is 3.36%, 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.