Dividend Stocks Porfolio v.1, May 25

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	2.50%
AVGO Broadcom Inc.	Technology	5%
BIP-UN.TO Brookfield Infrastructure Partners L.P	Utilities	4%
BLK BlackRock, Inc.	Financial Services	4%
BRO Brown & Brown, Inc.	Financial Services	3%
CAH Cardinal Health, Inc.	Healthcare	2%
CALM Cal-Maine Foods, Inc.	Consumer Defensive	2%
CM Canadian Imperial Bank of Commerce	Financial Services	3%
CNQ Canadian Natural Resources Limited	Energy	5%
CSWC Capital Southwest Corporation	Financial Services	4%
ENB Enbridge Inc.	Energy	5%
EPD Enterprise Products Partners L.P.	Energy	5%
FNV Franco-Nevada Corporation	Basic Materials	3%
JPM JPMorgan Chase & Co.	Financial Services	4%
MAIN Main Street Capital Corporation	Financial Services	5%
MFC Manulife Financial Corporation	Financial Services	2%
NTR Nutrien Ltd.	Basic Materials	4%
O Realty Income Corporation	Real Estate	4%
PM Philip Morris International Inc.	Consumer Defensive	4%
RIO Rio Tinto Group	Basic Materials	4%
STAG STAG Industrial, Inc.	Real Estate	3%
STX Seagate Technology plc	Technology	3%
SYF Synchrony Financial	Financial Services	1.50%
T AT&T Inc.	Communication Services	5%
TXN Texas Instruments Incorporated	Technology	4%
UL The Unilever Group	Consumer Defensive	4%
WMB The Williams Companies, Inc.	Energy	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend Stocks Porfolio v.1, May 25, 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 Jan 2, 2018, corresponding to the inception date of NTR

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 Dividend Stocks Porfolio v.1, May 25	0.37%	-2.43%	8.26%	10.46%	30.59%	25.82%	19.47%	—
Portfolio components:
CNQ Canadian Natural Resources Limited	2.08%	8.68%	41.69%	54.54%	58.66%	22.81%	31.58%	20.07%
ENB Enbridge Inc.	0.93%	-0.33%	14.73%	11.97%	26.98%	19.09%	15.26%	10.18%
EPD Enterprise Products Partners L.P.	0.37%	0.51%	19.11%	23.67%	18.18%	21.21%	19.41%	12.15%
MAIN Main Street Capital Corporation	1.39%	-7.08%	-11.22%	-14.68%	-1.57%	19.10%	14.06%	13.84%
STAG STAG Industrial, Inc.	0.94%	-6.16%	0.51%	3.92%	5.35%	7.35%	5.35%	11.30%
BIP-UN.TO Brookfield Infrastructure Partners L.P	0.00%	-7.43%	6.25%	12.58%	28.06%	9.90%	6.64%	15.75%
NTR Nutrien Ltd.	1.22%	2.14%	23.16%	28.34%	56.43%	4.58%	10.56%	—
PM Philip Morris International Inc.	0.49%	-10.35%	-0.55%	2.89%	4.82%	22.66%	17.88%	9.96%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%
FNV Franco-Nevada Corporation	0.88%	-1.62%	24.55%	18.90%	65.43%	20.85%	15.86%	16.92%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2018, Dividend Stocks Porfolio v.1, May 25's average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, your investment would double in approximately 4.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend Stocks Porfolio v.1, May 25 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.08%	4.71%	-3.65%	0.20%									8.26%
2025	4.22%	2.07%	-0.66%	0.24%	6.34%	4.68%	-0.57%	4.45%	2.80%	-2.53%	4.71%	-0.01%	28.49%
2024	-0.16%	2.37%	5.34%	-2.31%	4.69%	1.17%	5.35%	3.28%	2.11%	1.16%	3.84%	-2.44%	26.83%
2023	8.01%	-3.86%	0.52%	0.60%	-3.06%	5.76%	3.62%	-1.84%	-2.29%	-4.01%	8.55%	6.53%	18.76%
2022	1.05%	1.73%	4.75%	-4.38%	2.37%	-9.20%	6.64%	-2.88%	-10.01%	9.11%	6.80%	-3.52%	0.30%
2021	0.34%	6.21%	5.64%	5.49%	3.48%	-0.35%	0.11%	0.94%	-2.07%	5.80%	-2.74%	6.02%	32.22%

Benchmark Metrics

Dividend Stocks Porfolio v.1, May 25 has an annualized alpha of 6.62%, beta of 0.84, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 03, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.12%) than losses (77.52%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.62% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 6.62%

Beta: 0.84

R²: 0.77

Upside Capture: 98.12%

Downside Capture: 77.52%

Expense Ratio

Dividend Stocks Porfolio v.1, May 25 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 Stocks Porfolio v.1, May 25 ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.08	0.88	+1.20
Sortino ratio Return per unit of downside risk	2.76	1.37	+1.39
Omega ratio Gain probability vs. loss probability	1.45	1.21	+0.25
Calmar ratio Return relative to maximum drawdown	8.94	1.39	+7.55
Martin ratio Return relative to average drawdown	33.85	6.43	+27.41
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
CNQ Canadian Natural Resources Limited	85	1.87	2.44	1.32	2.96	9.42
ENB Enbridge Inc.	82	1.59	2.14	1.28	3.05	7.57
EPD Enterprise Products Partners L.P.	66	0.97	1.36	1.19	1.17	3.43
MAIN Main Street Capital Corporation	34	-0.06	0.09	1.01	-0.10	-0.23
STAG STAG Industrial, Inc.	45	0.23	0.48	1.06	0.31	1.11
BIP-UN.TO Brookfield Infrastructure Partners L.P	75	1.23	1.74	1.24	2.37	5.59
NTR Nutrien Ltd.	86	1.83	2.48	1.31	4.37	10.46
PM Philip Morris International Inc.	42	0.19	0.40	1.06	0.17	0.36
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89
FNV Franco-Nevada Corporation	83	1.78	2.15	1.31	3.14	8.19

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.

Dividend Stocks Porfolio v.1, May 25 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.08
5-Year: 1.34
All Time: 0.89

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dividend Stocks Porfolio v.1, May 25 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 Stocks Porfolio v.1, May 25 provided a 4.00% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.00%	4.21%	4.41%	4.86%	5.30%	4.58%	5.00%	4.72%	5.13%	3.80%	3.79%	4.46%
Portfolio components:
CNQ Canadian Natural Resources Limited	3.66%	5.01%	5.02%	4.17%	6.31%	3.78%	5.26%	3.49%	4.56%	3.08%	2.94%	4.21%
ENB Enbridge Inc.	5.07%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%
EPD Enterprise Products Partners L.P.	5.79%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
MAIN Main Street Capital Corporation	8.09%	7.00%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.49%	7.42%	9.15%
STAG STAG Industrial, Inc.	4.12%	4.05%	4.38%	3.74%	4.52%	3.02%	4.60%	4.53%	5.71%	5.14%	5.82%	7.40%
BIP-UN.TO Brookfield Infrastructure Partners L.P	6.59%	7.01%	6.75%	6.92%	6.21%	4.61%	5.86%	6.33%	7.94%	6.15%	6.97%	7.98%
NTR Nutrien Ltd.	2.90%	3.53%	4.83%	3.76%	3.51%	2.45%	3.74%	3.67%	3.47%	0.00%	0.00%	0.00%
PM Philip Morris International Inc.	3.64%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
FNV Franco-Nevada Corporation	0.61%	0.73%	1.22%	1.23%	0.94%	1.10%	0.82%	0.96%	1.35%	1.14%	1.46%	1.81%

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 Stocks Porfolio v.1, May 25. 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 Stocks Porfolio v.1, May 25 was 40.83%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.

The current Dividend Stocks Porfolio v.1, May 25 drawdown is 4.00%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.83%	Feb 13, 2020	27	Mar 23, 2020	168	Nov 16, 2020	195
-19.51%	Apr 21, 2022	124	Oct 12, 2022	197	Jul 20, 2023	321
-17.53%	Jan 29, 2018	233	Dec 24, 2018	41	Feb 22, 2019	274
-12.52%	Feb 21, 2025	33	Apr 8, 2025	20	May 7, 2025	53
-8.9%	Jul 26, 2023	67	Oct 27, 2023	25	Dec 1, 2023	92

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 27 assets, with an effective number of assets of 24.97, 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

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

	Benchmark	FNV	CALM	UL	ABBV	PM	CAH	O	T	CSWC	AVGO	NTR	BIP-UN.TO	STX	BRO	CNQ	EPD	RIO	STAG	MAIN	TXN	WMB	ENB	SYF	JPM	CM	BLK	MFC	Portfolio
Benchmark	1.00	0.21	0.22	0.32	0.37	0.32	0.39	0.35	0.33	0.40	0.68	0.39	0.45	0.57	0.53	0.40	0.40	0.48	0.51	0.52	0.71	0.42	0.43	0.59	0.62	0.59	0.74	0.62	0.80
FNV	0.21	1.00	0.03	0.22	0.08	0.15	0.08	0.18	0.11	0.08	0.15	0.20	0.22	0.17	0.11	0.19	0.15	0.31	0.18	0.12	0.16	0.20	0.27	0.07	0.07	0.21	0.18	0.16	0.33
CALM	0.22	0.03	1.00	0.14	0.13	0.17	0.20	0.15	0.18	0.16	0.11	0.16	0.14	0.13	0.20	0.16	0.16	0.14	0.20	0.19	0.13	0.20	0.16	0.19	0.21	0.17	0.18	0.17	0.29
UL	0.32	0.22	0.14	1.00	0.28	0.34	0.24	0.36	0.27	0.16	0.13	0.14	0.25	0.15	0.34	0.11	0.14	0.21	0.37	0.22	0.24	0.17	0.30	0.18	0.18	0.25	0.29	0.24	0.37
ABBV	0.37	0.08	0.13	0.28	1.00	0.31	0.37	0.26	0.30	0.16	0.17	0.18	0.20	0.20	0.31	0.18	0.23	0.20	0.29	0.24	0.27	0.26	0.27	0.21	0.28	0.24	0.29	0.27	0.40
PM	0.32	0.15	0.17	0.34	0.31	1.00	0.33	0.34	0.39	0.17	0.13	0.22	0.24	0.19	0.30	0.19	0.22	0.23	0.31	0.22	0.22	0.28	0.34	0.26	0.29	0.31	0.30	0.28	0.44
CAH	0.39	0.08	0.20	0.24	0.37	0.33	1.00	0.25	0.33	0.20	0.21	0.24	0.23	0.27	0.34	0.23	0.25	0.20	0.26	0.26	0.26	0.31	0.30	0.31	0.36	0.31	0.31	0.35	0.46
O	0.35	0.18	0.15	0.36	0.26	0.34	0.25	1.00	0.34	0.25	0.15	0.21	0.29	0.18	0.36	0.14	0.24	0.19	0.64	0.34	0.26	0.27	0.36	0.26	0.24	0.27	0.30	0.23	0.45
T	0.33	0.11	0.18	0.27	0.30	0.39	0.33	0.34	1.00	0.22	0.11	0.22	0.23	0.20	0.32	0.22	0.29	0.22	0.30	0.28	0.22	0.32	0.36	0.33	0.37	0.33	0.32	0.33	0.47
CSWC	0.40	0.08	0.16	0.16	0.16	0.17	0.20	0.25	0.22	1.00	0.26	0.24	0.26	0.27	0.24	0.26	0.30	0.24	0.32	0.56	0.25	0.28	0.30	0.38	0.37	0.36	0.37	0.38	0.49
AVGO	0.68	0.15	0.11	0.13	0.17	0.13	0.21	0.15	0.11	0.26	1.00	0.22	0.25	0.48	0.27	0.25	0.23	0.31	0.30	0.31	0.61	0.24	0.22	0.35	0.37	0.36	0.46	0.38	0.55
NTR	0.39	0.20	0.16	0.14	0.18	0.22	0.24	0.21	0.22	0.24	0.22	1.00	0.33	0.27	0.22	0.51	0.37	0.43	0.23	0.29	0.30	0.41	0.41	0.35	0.34	0.44	0.34	0.45	0.58
BIP-UN.TO	0.45	0.22	0.14	0.25	0.20	0.24	0.23	0.29	0.23	0.26	0.25	0.33	1.00	0.29	0.26	0.31	0.29	0.33	0.34	0.34	0.32	0.33	0.39	0.34	0.32	0.45	0.38	0.43	0.54
STX	0.57	0.17	0.13	0.15	0.20	0.19	0.27	0.18	0.20	0.27	0.48	0.27	0.29	1.00	0.28	0.25	0.25	0.36	0.28	0.35	0.51	0.28	0.24	0.39	0.39	0.38	0.43	0.41	0.57
BRO	0.53	0.11	0.20	0.34	0.31	0.30	0.34	0.36	0.32	0.24	0.27	0.22	0.26	0.28	1.00	0.19	0.26	0.21	0.43	0.37	0.35	0.27	0.31	0.34	0.40	0.32	0.46	0.37	0.50
CNQ	0.40	0.19	0.16	0.11	0.18	0.19	0.23	0.14	0.22	0.26	0.25	0.51	0.31	0.25	0.19	1.00	0.52	0.43	0.21	0.30	0.30	0.54	0.53	0.38	0.38	0.45	0.33	0.47	0.62
EPD	0.40	0.15	0.16	0.14	0.23	0.22	0.25	0.24	0.29	0.30	0.23	0.37	0.29	0.25	0.26	0.52	1.00	0.35	0.28	0.36	0.30	0.61	0.52	0.38	0.39	0.40	0.35	0.42	0.60
RIO	0.48	0.31	0.14	0.21	0.20	0.23	0.20	0.19	0.22	0.24	0.31	0.43	0.33	0.36	0.21	0.43	0.35	1.00	0.26	0.30	0.39	0.37	0.39	0.35	0.38	0.45	0.43	0.49	0.61
STAG	0.51	0.18	0.20	0.37	0.29	0.31	0.26	0.64	0.30	0.32	0.30	0.23	0.34	0.28	0.43	0.21	0.28	0.26	1.00	0.38	0.37	0.30	0.34	0.35	0.34	0.37	0.43	0.36	0.55
MAIN	0.52	0.12	0.19	0.22	0.24	0.22	0.26	0.34	0.28	0.56	0.31	0.29	0.34	0.35	0.37	0.30	0.36	0.30	0.38	1.00	0.35	0.37	0.36	0.46	0.45	0.42	0.47	0.45	0.60
TXN	0.71	0.16	0.13	0.24	0.27	0.22	0.26	0.26	0.22	0.25	0.61	0.30	0.32	0.51	0.35	0.30	0.30	0.39	0.37	0.35	1.00	0.29	0.28	0.44	0.43	0.39	0.55	0.44	0.62
WMB	0.42	0.20	0.20	0.17	0.26	0.28	0.31	0.27	0.32	0.28	0.24	0.41	0.33	0.28	0.27	0.54	0.61	0.37	0.30	0.37	0.29	1.00	0.59	0.40	0.42	0.45	0.37	0.43	0.65
ENB	0.43	0.27	0.16	0.30	0.27	0.34	0.30	0.36	0.36	0.30	0.22	0.41	0.39	0.24	0.31	0.53	0.52	0.39	0.34	0.36	0.28	0.59	1.00	0.34	0.37	0.50	0.37	0.46	0.65
SYF	0.59	0.07	0.19	0.18	0.21	0.26	0.31	0.26	0.33	0.38	0.35	0.35	0.34	0.39	0.34	0.38	0.38	0.35	0.35	0.46	0.44	0.40	0.34	1.00	0.68	0.55	0.57	0.60	0.64
JPM	0.62	0.07	0.21	0.18	0.28	0.29	0.36	0.24	0.37	0.37	0.37	0.34	0.32	0.39	0.40	0.38	0.39	0.38	0.34	0.45	0.43	0.42	0.37	0.68	1.00	0.60	0.62	0.61	0.67
CM	0.59	0.21	0.17	0.25	0.24	0.31	0.31	0.27	0.33	0.36	0.36	0.44	0.45	0.38	0.32	0.45	0.40	0.45	0.37	0.42	0.39	0.45	0.50	0.55	0.60	1.00	0.53	0.66	0.69
BLK	0.74	0.18	0.18	0.29	0.29	0.30	0.31	0.30	0.32	0.37	0.46	0.34	0.38	0.43	0.46	0.33	0.35	0.43	0.43	0.47	0.55	0.37	0.37	0.57	0.62	0.53	1.00	0.57	0.70
MFC	0.62	0.16	0.17	0.24	0.27	0.28	0.35	0.23	0.33	0.38	0.38	0.45	0.43	0.41	0.37	0.47	0.42	0.49	0.36	0.45	0.44	0.43	0.46	0.60	0.61	0.66	0.57	1.00	0.71
Portfolio	0.80	0.33	0.29	0.37	0.40	0.44	0.46	0.45	0.47	0.49	0.55	0.58	0.54	0.57	0.50	0.62	0.60	0.61	0.55	0.60	0.62	0.65	0.65	0.64	0.67	0.69	0.70	0.71	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

Dividend Stocks Porfolio v.1, May 25

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table