Dividend

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark Against

Benchmark

S&P 500 Index

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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 Every 3 months.

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Returns By Period

As of Jun 13, 2026, the Dividend returned 8.39% Year-To-Date and 19.07% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Dividend	0.48%	-1.57%	8.39%	6.85%	15.51%	17.57%	14.31%	19.07%
Portfolio components:
ABBV AbbVie Inc.	1.32%	9.22%	1.30%	3.65%	22.21%	22.39%	18.94%	19.10%
ABR Arbor Realty Trust, Inc.	0.97%	-8.77%	-28.34%	-37.31%	-43.98%	-19.02%	-13.68%	7.94%
AVGO Broadcom Inc.	-0.91%	-8.33%	10.62%	6.58%	50.41%	67.17%	55.09%	40.96%
BMY Bristol-Myers Squibb Company	0.40%	1.31%	8.27%	11.43%	18.34%	0.45%	0.73%	1.00%
CTAS Cintas Corporation	-3.08%	8.08%	-5.80%	-5.53%	-20.40%	14.43%	15.92%	23.61%
MAIN Main Street Capital Corporation	0.54%	2.49%	-10.97%	-12.92%	-3.94%	18.74%	12.76%	13.19%
MSFT Microsoft Corporation	0.10%	-3.36%	-18.85%	-17.98%	-17.75%	6.16%	9.56%	24.39%
NVDA NVIDIA Corporation	0.16%	-9.03%	10.16%	17.38%	41.70%	71.13%	63.13%	67.95%
O Realty Income Corporation	1.31%	2.40%	13.70%	11.57%	14.25%	6.59%	3.49%	4.89%
PEP PepsiCo, Inc.	0.38%	-2.33%	2.49%	-2.36%	13.36%	-4.09%	2.73%	6.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2013, Dividend's average daily return is +0.08%, while the average monthly return is +1.68%. At this rate, an investment would double in approximately 3.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -14.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.88%	3.45%	-6.13%	9.61%	-0.92%	-2.00%							8.39%
2025	-0.26%	2.63%	-2.84%	-2.95%	4.76%	4.88%	0.02%	4.56%	0.31%	-2.14%	1.36%	-0.46%	9.85%
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%	4.39%	5.89%	2.50%	2.68%	1.48%	3.17%	-4.63%	8.80%	0.25%	6.57%	37.67%

Benchmark Metrics

Dividend has an annualized alpha of 8.68%, beta of 0.88, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

This portfolio captured 113.38% of S&P 500 Index gains but only 76.13% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.88 and R2 of 0.84, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.68%

Beta: 0.88

R²: 0.84

Upside Capture: 113.38%

Downside Capture: 76.13%

See how alpha, beta & R² have trended over time →

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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Dividend ranks 19 for risk / return — in the bottom 19% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Dividend and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.23	1.86	-0.63
Sortino ratioReturn per unit of downside risk	1.82	2.53	-0.71
Omega ratioGain probability vs. loss probability	1.21	1.34	-0.12
Calmar ratioReturn relative to maximum drawdown	1.54	2.53	-0.99
Martin ratioReturn relative to average drawdown	5.38	11.37	-5.99

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	68	0.92	1.42	1.18	1.29	2.88
ABR Arbor Realty Trust, Inc.	6	-1.07	-1.50	0.81	-0.81	-1.56
AVGO Broadcom Inc.	74	1.11	1.69	1.22	1.77	4.11
BMY Bristol-Myers Squibb Company	65	0.68	1.18	1.14	1.53	3.32
CTAS Cintas Corporation	10	-1.00	-1.34	0.84	-0.75	-1.31
MAIN Main Street Capital Corporation	34	-0.16	-0.05	0.99	-0.18	-0.35
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
NVDA NVIDIA Corporation	75	1.20	1.75	1.21	2.07	4.94
O Realty Income Corporation	66	0.88	1.26	1.15	1.29	3.12
PEP PepsiCo, Inc.	60	0.62	1.11	1.12	0.83	2.11

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Dividend Sharpe ratio is 1.23 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Dividend compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Dividend provided a 4.53% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.53%	4.57%	4.04%	4.07%	4.12%	2.85%	3.40%	3.31%	3.84%	3.15%	3.15%	3.31%
Portfolio components:
ABBV AbbVie Inc.	2.96%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
ABR Arbor Realty Trust, Inc.	20.54%	17.14%	12.42%	11.07%	11.68%	7.53%	8.67%	7.94%	11.22%	8.33%	8.31%	8.11%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BMY Bristol-Myers Squibb Company	4.38%	4.60%	4.24%	4.44%	3.00%	2.36%	3.69%	2.55%	3.08%	2.55%	1.95%	2.17%
CTAS Cintas Corporation	1.02%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%
MAIN Main Street Capital Corporation	8.25%	7.00%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.49%	7.42%	9.15%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
O Realty Income Corporation	5.16%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
PEP PepsiCo, Inc.	3.98%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%

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 3.26%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.84%Mar 2020	1mo 2d	4mo 10d	5mo 12dFeb 2020 - Jul 2020
Bear market2022	-22.26%Oct 2022	6mo 18d	8mo 2d	1y 2moMar 2022 - Jun 2023
Rate-hike selloffLate 2018	-15.55%Dec 2018	3mo 26d	2mo 19d	6mo 15dAug 2018 - Mar 2019
2025 selloff2025	-14.67%Apr 2025	1mo 16d	2mo 3d	3mo 19dFeb 2025 - Jun 2025
2023 correction2023	-13.12%Oct 2023	2mo 28d	1mo 17d	4mo 15dJul 2023 - Dec 2023

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.47	2.08	1.83	1.67	1.68

The portfolio has a diversification ratio of 1.68, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend correlation to the S&P 500 Index

Dividend has a 0.63 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while VZ has the lowest at 0.32.

0.32

0.33

0.34

0.35

0.37

0.41

0.41

0.41

0.51

0.58

0.61

0.64

0.65

0.69

0.70

Portfolio Correlations

Correlation vs. Dividend. TXN has the highest portfolio correlation at 0.70, while VZ has the lowest at 0.41.

0.41

BMY

0.45

TSN

0.46

0.49

0.49

0.50

0.50

0.50

0.53

0.60

0.61

0.63

0.63

0.66

0.70

Asset Correlations Table

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

	VZ	BMY	TSN	ABR	ABBV	PSA	NVDA	O	MAIN	PEP	AVGO	MSFT	UPS	TXN	CTAS
VZ	1.00	0.27	0.32	0.20	0.28	0.30	0.05	0.35	0.22	0.40	0.09	0.17	0.30	0.22	0.27
BMY	0.27	1.00	0.25	0.16	0.47	0.24	0.12	0.26	0.21	0.34	0.15	0.20	0.29	0.25	0.29
TSN	0.32	0.25	1.00	0.24	0.24	0.29	0.10	0.31	0.24	0.38	0.15	0.17	0.31	0.25	0.28
ABR	0.20	0.16	0.24	1.00	0.16	0.28	0.18	0.32	0.38	0.18	0.24	0.22	0.30	0.28	0.30
ABBV	0.28	0.47	0.24	0.16	1.00	0.22	0.17	0.24	0.23	0.33	0.21	0.25	0.31	0.28	0.31
PSA	0.30	0.24	0.29	0.28	0.22	1.00	0.12	0.59	0.23	0.40	0.15	0.22	0.31	0.25	0.35
NVDA	0.05	0.12	0.10	0.18	0.17	0.12	1.00	0.09	0.28	0.12	0.59	0.55	0.31	0.56	0.37
O	0.35	0.26	0.31	0.32	0.24	0.59	0.09	1.00	0.29	0.41	0.12	0.20	0.28	0.23	0.34
MAIN	0.22	0.21	0.24	0.38	0.23	0.23	0.28	0.29	1.00	0.23	0.30	0.32	0.33	0.34	0.37
PEP	0.40	0.34	0.38	0.18	0.33	0.40	0.12	0.41	0.23	1.00	0.18	0.28	0.35	0.29	0.41
AVGO	0.09	0.15	0.15	0.24	0.21	0.15	0.59	0.12	0.30	0.18	1.00	0.50	0.34	0.62	0.41
MSFT	0.17	0.20	0.17	0.22	0.25	0.22	0.55	0.20	0.32	0.28	0.50	1.00	0.36	0.49	0.48
UPS	0.30	0.29	0.31	0.30	0.31	0.31	0.31	0.28	0.33	0.35	0.34	0.36	1.00	0.45	0.45
TXN	0.22	0.25	0.25	0.28	0.28	0.25	0.56	0.23	0.34	0.29	0.62	0.49	0.45	1.00	0.47
CTAS	0.27	0.29	0.28	0.30	0.31	0.35	0.37	0.34	0.37	0.41	0.41	0.48	0.45	0.47	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2013

Diversification Analysis

Find what Dividend is missing

See which holdings overlap, where Dividend is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification