Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Chris Sacco 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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The earliest data available for this chart is Jun 21, 2018, corresponding to the inception date of EPRT
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Chris Sacco Dividend | 0.44% | -2.27% | 5.98% | 8.96% | 19.38% | 23.16% | 19.01% | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | -2.86% | -10.70% | -7.86% | -10.37% | 5.19% | 13.21% | 18.43% | 18.22% |
BK The Bank of New York Mellon Corporation | 0.96% | 3.54% | 5.67% | 15.88% | 48.07% | 43.25% | 24.26% | 15.59% |
CAH Cardinal Health, Inc. | 0.96% | -5.20% | 4.67% | 35.75% | 56.10% | 43.13% | 31.59% | 13.07% |
CAT Caterpillar Inc. | -1.79% | -0.69% | 25.49% | 46.96% | 117.26% | 48.52% | 27.57% | 28.19% |
CCEP Coca-Cola European Partners plc | 0.00% | -12.12% | 1.96% | 6.96% | 8.59% | 19.14% | 16.00% | 8.92% |
CI Cigna Corporation | 1.01% | -4.38% | -1.35% | -8.06% | -16.93% | 2.91% | 4.09% | 7.72% |
COST Costco Wholesale Corporation | 1.85% | 0.71% | 17.86% | 11.02% | 5.74% | 28.60% | 24.74% | 22.54% |
DTE DTE Energy Company | 0.63% | 0.74% | 15.68% | 8.09% | 10.87% | 14.62% | 9.02% | 10.31% |
EMR Emerson Electric Co. | -0.51% | -10.15% | -0.39% | -0.20% | 20.04% | 16.92% | 10.03% | 12.12% |
EOG EOG Resources, Inc. | 1.58% | 11.43% | 37.13% | 31.69% | 13.82% | 9.26% | 19.31% | 10.73% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 22, 2018, Chris Sacco Dividend 's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, your investment would double in approximately 4.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +16.2%, while the worst month was Mar 2020 at -17.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Chris Sacco Dividend closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.39% | 5.97% | -3.69% | 0.45% | 5.98% | ||||||||
| 2025 | 5.80% | 3.84% | -0.03% | -1.84% | 3.22% | 3.52% | 0.16% | 3.18% | 1.99% | -1.46% | 3.65% | 0.48% | 24.62% |
| 2024 | 2.23% | 4.94% | 5.01% | -1.80% | 2.39% | -0.89% | 6.16% | 3.07% | 1.47% | 0.13% | 7.62% | -6.86% | 25.10% |
| 2023 | 3.75% | -2.49% | -1.39% | 1.73% | -3.20% | 6.14% | 2.85% | -1.11% | -1.55% | -0.28% | 4.23% | 5.04% | 13.99% |
| 2022 | 2.17% | 1.57% | 4.91% | -2.82% | 4.48% | -7.33% | 4.87% | -0.49% | -7.25% | 12.47% | 4.21% | -3.12% | 12.58% |
| 2021 | -0.28% | 4.95% | 7.08% | 4.43% | 4.02% | -0.48% | 0.44% | 0.53% | -3.40% | 3.83% | -4.33% | 8.34% | 27.18% |
Benchmark Metrics
Chris Sacco Dividend has an annualized alpha of 7.25%, beta of 0.80, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since June 22, 2018.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.91%) than losses (71.31%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 7.25% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 7.25%
- Beta
- 0.80
- R²
- 0.74
- Upside Capture
- 92.91%
- Downside Capture
- 71.31%
Expense Ratio
Chris Sacco Dividend has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Chris Sacco Dividend ranks 63 for risk / return — better than 63% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.88 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.37 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.39 | +0.46 |
Martin ratioReturn relative to average drawdown | 9.49 | 6.43 | +3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 43 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
BK The Bank of New York Mellon Corporation | 88 | 2.04 | 2.52 | 1.38 | 3.77 | 11.60 |
CAH Cardinal Health, Inc. | 89 | 1.88 | 2.85 | 1.40 | 4.49 | 10.26 |
CAT Caterpillar Inc. | 96 | 3.39 | 4.01 | 1.54 | 6.61 | 23.24 |
CCEP Coca-Cola European Partners plc | 49 | 0.38 | 0.65 | 1.09 | 0.50 | 1.11 |
CI Cigna Corporation | 18 | -0.51 | -0.48 | 0.93 | -0.61 | -1.17 |
COST Costco Wholesale Corporation | 45 | 0.29 | 0.56 | 1.07 | 0.36 | 0.72 |
DTE DTE Energy Company | 58 | 0.64 | 0.94 | 1.12 | 1.08 | 2.47 |
EMR Emerson Electric Co. | 58 | 0.61 | 1.03 | 1.14 | 0.93 | 2.28 |
EOG EOG Resources, Inc. | 52 | 0.46 | 0.82 | 1.11 | 0.74 | 1.26 |
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Dividends
Dividend yield
Chris Sacco Dividend provided a 2.95% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.95% | 2.85% | 2.98% | 3.21% | 3.28% | 3.45% | 4.13% | 3.11% | 3.18% | 2.50% | 2.51% | 2.85% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
BK The Bank of New York Mellon Corporation | 1.69% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
CAH Cardinal Health, Inc. | 0.95% | 0.99% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% |
CAT Caterpillar Inc. | 0.83% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
CCEP Coca-Cola European Partners plc | 2.52% | 2.57% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.97% | 3.65% | 2.27% |
CI Cigna Corporation | 2.26% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
COST Costco Wholesale Corporation | 0.51% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
DTE DTE Energy Company | 3.05% | 3.44% | 3.44% | 3.52% | 3.07% | 2.98% | 3.40% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% |
EMR Emerson Electric Co. | 1.64% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
EOG EOG Resources, Inc. | 2.80% | 3.76% | 2.97% | 4.80% | 6.79% | 5.19% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% |
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 Chris Sacco 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 Chris Sacco Dividend was 38.91%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Chris Sacco Dividend drawdown is 3.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.91% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -16.72% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -12.93% | Apr 21, 2022 | 41 | Jun 17, 2022 | 101 | Nov 10, 2022 | 142 |
| -10.83% | Apr 3, 2025 | 4 | Apr 8, 2025 | 27 | May 16, 2025 | 31 |
| -8.8% | Feb 14, 2023 | 27 | Mar 23, 2023 | 68 | Jun 30, 2023 | 95 |
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 49 assets, with an effective number of assets of 43.68, 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.