Dividend Stocks Porfolio v.1, May 25

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dividend Stocks Porfolio v.1, May 25

Currency in USD · Last updated May 21, 2025

Lyn Alden suggested Dividend stocks of ~Spring 2024. Created 29 Jun 24. Change TFC ( negative return in 5 years) to SYF; USB (same) to BLK; WHR (same) to CSWC; BTI ( negative return in 10 years) to AVGO and KMI (same) to WMB. Also changed BNS to O. RGLD removed due to low dividends and other gold stocks increased by 1%. VZ changed to T. Changed GOLD to RIO -better dividends. BRO added instead of ... on 6 April, lowered all to 5% except AVGO ENB MAIN SYF BLK and lowered STAG to 4.0% and added BIV to 6%. This is an iteration of Dividend Stock Portfolio created 3 May 25. Reduced STAG to 3 an MAIN to 5%, BRO to 3, O to 4, BLK to 4, remove BIV, added CALM to 2%, MFC to 2 and JPM to 4 instead of most of SYF (to 1.5). Also added STX to 3, ABBV to 2.5, CM to 3 an CAH to 2.

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

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
Dividend Stocks Porfolio v.1, May 25	11.92%	9.81%	11.64%	27.35%	23.23%	N/A
Portfolio components:
CNQ Canadian Natural Resources Limited	0.73%	6.53%	-6.49%	-16.58%	34.37%	12.08%
ENB Enbridge Inc.	10.78%	2.08%	9.36%	32.00%	15.29%	5.14%
EPD Enterprise Products Partners L.P.	6.13%	5.61%	5.22%	20.43%	20.45%	6.79%
MAIN Main Street Capital Corporation	-0.41%	6.97%	10.78%	25.96%	22.27%	14.81%
STAG STAG Industrial, Inc.	6.67%	7.68%	0.02%	2.37%	11.57%	10.35%
BIP-UN.TO Brookfield Infrastructure Partners L.P	4.70%	17.46%	-2.00%	12.77%	8.25%	9.27%
NTR Nutrien Ltd.	32.57%	11.77%	31.82%	2.34%	16.26%	N/A
PM Philip Morris International Inc.	45.96%	6.68%	37.11%	82.69%	26.28%	13.14%
TXN Texas Instruments Incorporated	2.25%	28.21%	-4.65%	-2.49%	13.86%	16.17%
FNV Franco-Nevada Corporation	40.31%	-3.82%	36.46%	28.97%	3.24%	13.35%
SYF Synchrony Financial	-7.43%	25.70%	-5.46%	36.23%	27.51%	6.35%
BLK BlackRock, Inc.	-2.14%	13.92%	-1.94%	26.77%	17.05%	13.32%
CSWC Capital Southwest Corporation	1.33%	9.04%	-1.07%	-9.78%	22.82%	10.80%
WMB The Williams Companies, Inc.	9.57%	0.26%	2.07%	47.56%	31.63%	7.13%
AVGO Broadcom Inc.	0.23%	35.49%	40.92%	65.85%	56.92%	36.59%
O Realty Income Corporation	7.76%	-3.19%	1.11%	8.08%	8.00%	7.31%
T AT&T Inc.	24.89%	2.32%	25.11%	66.86%	12.08%	8.17%
RIO Rio Tinto Group	9.69%	7.00%	3.33%	-9.55%	12.46%	11.52%
BRO Brown & Brown, Inc.	10.53%	-3.94%	3.12%	25.83%	24.80%	22.55%
JPM JPMorgan Chase & Co.	12.09%	14.54%	10.53%	38.99%	27.83%	18.06%
CALM Cal-Maine Foods, Inc.	-1.59%	9.22%	6.46%	74.41%	22.03%	8.22%
MFC Manulife Financial Corporation	4.65%	11.15%	-0.46%	25.36%	28.99%	10.51%
STX Seagate Technology plc	24.95%	41.16%	11.09%	13.76%	20.46%	11.99%
ABBV AbbVie Inc.	5.98%	6.86%	13.06%	16.42%	19.76%	15.66%
CM Canadian Imperial Bank of Commerce	6.85%	13.25%	6.16%	43.00%	25.34%	12.65%
CAH Cardinal Health, Inc.	31.91%	14.89%	31.84%	60.00%	27.16%	8.86%
UL The Unilever Group	13.50%	-0.03%	11.22%	20.78%	8.25%	7.08%

*Annualized

Monthly Returns

The table below presents the monthly returns of Dividend Stocks Porfolio v.1, May 25, 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	4.22%	2.05%	-0.66%	0.24%	5.67%								11.92%
2024	-0.16%	2.34%	5.34%	-2.31%	4.66%	1.18%	5.35%	3.25%	2.11%	1.16%	3.81%	-2.44%	26.68%
2023	8.01%	-3.88%	0.52%	0.60%	-3.09%	5.77%	3.61%	-1.85%	-2.30%	-4.03%	8.53%	6.53%	18.60%
2022	1.09%	1.69%	4.75%	-4.39%	2.34%	-9.20%	6.63%	-2.99%	-10.00%	9.09%	6.79%	-3.57%	0.04%
2021	0.37%	6.16%	5.69%	5.51%	3.44%	-0.36%	0.13%	0.99%	-2.08%	5.82%	-2.65%	6.08%	32.52%
2020	-2.20%	-8.18%	-18.54%	12.82%	6.23%	0.58%	2.93%	4.35%	-2.67%	-2.05%	14.90%	3.85%	7.73%
2019	10.32%	3.51%	1.80%	3.28%	-5.53%	5.82%	-0.04%	-1.20%	3.78%	1.51%	3.03%	2.98%	32.47%
2018	0.70%	-4.71%	-1.33%	0.72%	2.02%	0.76%	2.16%	-0.51%	-0.71%	-5.93%	2.59%	-6.29%	-10.52%

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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, Dividend Stocks Porfolio v.1, May 25 is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CNQ Canadian Natural Resources Limited	-0.51	-0.52	0.94	-0.44	-1.07
ENB Enbridge Inc.	1.89	2.64	1.37	2.11	11.72
EPD Enterprise Products Partners L.P.	1.09	1.63	1.24	1.45	4.86
MAIN Main Street Capital Corporation	1.17	1.73	1.26	1.26	4.23
STAG STAG Industrial, Inc.	0.13	0.48	1.06	0.20	0.52
BIP-UN.TO Brookfield Infrastructure Partners L.P	0.48	0.85	1.11	0.40	1.40
NTR Nutrien Ltd.	0.11	0.42	1.05	0.07	0.29
PM Philip Morris International Inc.	3.23	4.45	1.68	7.47	22.11
TXN Texas Instruments Incorporated	-0.06	0.19	1.02	-0.07	-0.19
FNV Franco-Nevada Corporation	0.99	1.67	1.23	1.18	5.45
SYF Synchrony Financial	0.76	1.51	1.21	1.02	2.95
BLK BlackRock, Inc.	1.02	1.70	1.25	1.29	4.10
CSWC Capital Southwest Corporation	-0.38	-0.25	0.96	-0.27	-0.64
WMB The Williams Companies, Inc.	1.74	2.45	1.35	4.30	11.22
AVGO Broadcom Inc.	1.06	1.81	1.24	1.62	4.46
O Realty Income Corporation	0.42	1.15	1.14	0.56	1.46
T AT&T Inc.	2.91	3.47	1.50	3.56	22.53
RIO Rio Tinto Group	-0.39	-0.28	0.96	-0.31	-0.68
BRO Brown & Brown, Inc.	1.20	1.68	1.25	2.01	5.26
JPM JPMorgan Chase & Co.	1.27	1.83	1.27	1.45	4.87
CALM Cal-Maine Foods, Inc.	1.91	2.46	1.37	2.37	6.52
MFC Manulife Financial Corporation	0.88	1.29	1.19	1.41	4.27
STX Seagate Technology plc	0.43	0.83	1.12	0.42	1.17
ABBV AbbVie Inc.	0.62	1.12	1.18	1.06	2.47
CM Canadian Imperial Bank of Commerce	1.99	2.99	1.40	2.32	6.99
CAH Cardinal Health, Inc.	2.89	3.64	1.51	3.50	16.76
UL The Unilever Group	1.07	1.53	1.21	1.25	2.59

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 May 21, 2025 (values are recalculated daily):

1-Year: 1.74
5-Year: 1.45
All Time: 0.78

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 0.54 to 1.04, 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. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Dividend Stocks Porfolio v.1, May 25 provided a 4.30% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.30%	4.41%	4.84%	5.15%	4.87%	5.03%	4.79%	4.82%	3.52%	3.46%	4.16%	3.17%
Portfolio components:
CNQ Canadian Natural Resources Limited	5.11%	5.02%	4.17%	6.31%	3.70%	5.15%	3.42%	5.92%	2.34%	2.19%	3.18%	2.57%
ENB Enbridge Inc.	5.86%	6.28%	7.29%	6.79%	6.86%	7.56%	5.57%	6.69%	4.73%	3.78%	4.41%	2.47%
EPD Enterprise Products Partners L.P.	6.59%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%	3.96%
MAIN Main Street Capital Corporation	7.33%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.02%	7.42%	9.15%	8.72%
STAG STAG Industrial, Inc.	4.17%	4.38%	3.74%	4.52%	3.02%	4.60%	4.53%	5.71%	5.14%	5.82%	7.40%	5.27%
BIP-UN.TO Brookfield Infrastructure Partners L.P	6.98%	6.65%	6.76%	3.27%	0.36%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NTR Nutrien Ltd.	3.69%	4.83%	3.76%	2.63%	2.45%	3.74%	3.67%	3.47%	0.00%	0.00%	0.00%	0.00%
PM Philip Morris International Inc.	3.07%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
TXN Texas Instruments Incorporated	2.85%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%	2.32%
FNV Franco-Nevada Corporation	0.89%	1.22%	1.23%	0.94%	0.84%	0.82%	0.72%	1.35%	1.14%	1.46%	1.81%	1.59%
SYF Synchrony Financial	1.75%	1.54%	2.51%	2.74%	1.90%	2.54%	2.39%	3.07%	1.45%	0.72%	0.00%	0.00%
BLK BlackRock, Inc.	2.06%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.06%	1.95%	2.41%	2.56%	2.16%
CSWC Capital Southwest Corporation	11.84%	11.59%	10.21%	12.75%	10.13%	11.49%	13.07%	5.88%	7.01%	2.35%	0.01%	0.03%
WMB The Williams Companies, Inc.	3.28%	3.51%	5.14%	5.17%	6.30%	7.98%	6.41%	6.17%	3.94%	5.39%	9.53%	4.36%
AVGO Broadcom Inc.	0.96%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
O Realty Income Corporation	5.65%	5.37%	5.33%	4.68%	6.95%	4.65%	3.69%	4.19%	4.45%	4.19%	4.42%	4.59%
T AT&T Inc.	4.00%	4.87%	6.62%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%
RIO Rio Tinto Group	6.46%	7.40%	5.40%	10.48%	14.39%	5.13%	10.70%	6.32%	4.45%	3.96%	7.79%	4.46%
BRO Brown & Brown, Inc.	0.52%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%
JPM JPMorgan Chase & Co.	1.90%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
CALM Cal-Maine Foods, Inc.	6.99%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%	2.26%
MFC Manulife Financial Corporation	4.71%	4.15%	4.87%	5.68%	4.90%	6.26%	3.71%	4.97%	3.01%	3.13%	3.48%	3.36%
STX Seagate Technology plc	2.65%	3.27%	3.28%	5.32%	2.40%	4.21%	4.27%	6.53%	6.02%	6.60%	6.14%	2.75%
ABBV AbbVie Inc.	3.45%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%
CM Canadian Imperial Bank of Commerce	4.04%	4.23%	5.42%	6.23%	5.77%	8.48%	10.73%	5.47%	4.09%	4.48%	8.64%	4.18%
CAH Cardinal Health, Inc.	1.31%	1.28%	1.98%	2.57%	3.80%	3.62%	3.79%	4.24%	2.99%	2.41%	1.68%	1.65%
UL The Unilever Group	3.06%	3.29%	3.83%	3.61%	3.77%	3.07%	3.17%	3.46%	2.79%	3.40%	3.02%	3.69%

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.

Loading data...

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 40.86%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.86%	Feb 13, 2020	27	Mar 23, 2020	168	Nov 16, 2020	195
-19.65%	Apr 21, 2022	124	Oct 12, 2022	198	Jul 21, 2023	322
-17.85%	Jan 29, 2018	233	Dec 24, 2018	56	Mar 15, 2019	289
-12.53%	Feb 21, 2025	33	Apr 8, 2025	20	May 7, 2025	53
-8.94%	Jul 26, 2023	67	Oct 27, 2023	25	Dec 1, 2023	92

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

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.

	^GSPC	FNV	CALM	UL	ABBV	CSWC	O	PM	CAH	T	AVGO	BIP-UN.TO	NTR	STX	BRO	RIO	EPD	CNQ	STAG	MAIN	TXN	WMB	ENB	SYF	JPM	CM	BLK	MFC	Portfolio
^GSPC	1.00	0.21	0.24	0.36	0.39	0.40	0.38	0.36	0.41	0.38	0.69	0.46	0.42	0.60	0.58	0.48	0.43	0.44	0.53	0.54	0.73	0.45	0.47	0.59	0.62	0.60	0.75	0.62	0.82
FNV	0.21	1.00	0.04	0.23	0.08	0.08	0.17	0.15	0.08	0.14	0.15	0.23	0.18	0.15	0.13	0.30	0.16	0.20	0.18	0.12	0.16	0.20	0.27	0.06	0.06	0.20	0.17	0.16	0.31
CALM	0.24	0.04	1.00	0.14	0.13	0.17	0.15	0.18	0.21	0.18	0.14	0.15	0.16	0.16	0.19	0.15	0.17	0.18	0.21	0.19	0.14	0.21	0.18	0.21	0.23	0.20	0.19	0.19	0.30
UL	0.36	0.23	0.14	1.00	0.27	0.17	0.36	0.35	0.24	0.27	0.17	0.26	0.15	0.18	0.35	0.23	0.14	0.13	0.38	0.24	0.25	0.19	0.31	0.19	0.21	0.28	0.32	0.25	0.39
ABBV	0.39	0.08	0.13	0.27	1.00	0.18	0.27	0.34	0.38	0.31	0.20	0.21	0.21	0.23	0.33	0.21	0.24	0.21	0.29	0.26	0.28	0.28	0.28	0.22	0.30	0.24	0.32	0.27	0.42
CSWC	0.40	0.08	0.17	0.17	0.18	1.00	0.26	0.20	0.21	0.24	0.27	0.27	0.26	0.29	0.26	0.24	0.31	0.28	0.32	0.54	0.25	0.30	0.32	0.37	0.37	0.36	0.36	0.38	0.49
O	0.38	0.17	0.15	0.36	0.27	0.26	1.00	0.36	0.26	0.35	0.18	0.31	0.21	0.21	0.38	0.19	0.24	0.15	0.66	0.37	0.27	0.27	0.35	0.29	0.26	0.28	0.31	0.25	0.46
PM	0.36	0.15	0.18	0.35	0.34	0.20	0.36	1.00	0.35	0.41	0.16	0.27	0.23	0.23	0.31	0.26	0.24	0.21	0.35	0.24	0.25	0.31	0.35	0.30	0.33	0.35	0.33	0.32	0.47
CAH	0.41	0.08	0.21	0.24	0.38	0.21	0.26	0.35	1.00	0.36	0.22	0.24	0.26	0.30	0.37	0.22	0.27	0.26	0.27	0.29	0.28	0.33	0.32	0.34	0.39	0.33	0.34	0.38	0.48
T	0.38	0.14	0.18	0.27	0.31	0.24	0.35	0.41	0.36	1.00	0.15	0.25	0.25	0.26	0.34	0.26	0.30	0.25	0.32	0.31	0.25	0.34	0.37	0.36	0.41	0.37	0.35	0.36	0.51
AVGO	0.69	0.15	0.14	0.17	0.20	0.27	0.18	0.16	0.22	0.15	1.00	0.27	0.26	0.50	0.33	0.33	0.26	0.28	0.33	0.33	0.67	0.28	0.25	0.37	0.38	0.37	0.49	0.40	0.57
BIP-UN.TO	0.46	0.23	0.15	0.26	0.21	0.27	0.31	0.27	0.24	0.25	0.27	1.00	0.35	0.32	0.28	0.34	0.30	0.33	0.35	0.35	0.33	0.34	0.42	0.35	0.34	0.47	0.39	0.44	0.56
NTR	0.42	0.18	0.16	0.15	0.21	0.26	0.21	0.23	0.26	0.25	0.26	0.35	1.00	0.31	0.25	0.45	0.39	0.51	0.25	0.32	0.33	0.43	0.43	0.39	0.38	0.47	0.36	0.49	0.60
STX	0.60	0.15	0.16	0.18	0.23	0.29	0.21	0.23	0.30	0.26	0.50	0.32	0.31	1.00	0.36	0.37	0.30	0.29	0.32	0.38	0.55	0.31	0.28	0.41	0.41	0.40	0.47	0.43	0.59
BRO	0.58	0.13	0.19	0.35	0.33	0.26	0.38	0.31	0.37	0.34	0.33	0.28	0.25	0.36	1.00	0.25	0.28	0.22	0.46	0.40	0.40	0.29	0.33	0.36	0.44	0.36	0.51	0.40	0.54
RIO	0.48	0.30	0.15	0.23	0.21	0.24	0.19	0.26	0.22	0.26	0.33	0.34	0.45	0.37	0.25	1.00	0.38	0.47	0.26	0.31	0.41	0.40	0.42	0.37	0.41	0.45	0.44	0.51	0.62
EPD	0.43	0.16	0.17	0.14	0.24	0.31	0.24	0.24	0.27	0.30	0.26	0.30	0.39	0.30	0.28	0.38	1.00	0.53	0.29	0.38	0.31	0.64	0.52	0.40	0.41	0.43	0.36	0.45	0.62
CNQ	0.44	0.20	0.18	0.13	0.21	0.28	0.15	0.21	0.26	0.25	0.28	0.33	0.51	0.29	0.22	0.47	0.53	1.00	0.23	0.33	0.33	0.58	0.55	0.42	0.42	0.50	0.37	0.51	0.65
STAG	0.53	0.18	0.21	0.38	0.29	0.32	0.66	0.35	0.27	0.32	0.33	0.35	0.25	0.32	0.46	0.26	0.29	0.23	1.00	0.41	0.37	0.31	0.37	0.37	0.36	0.39	0.45	0.36	0.56
MAIN	0.54	0.12	0.19	0.24	0.26	0.54	0.37	0.24	0.29	0.31	0.33	0.35	0.32	0.38	0.40	0.31	0.38	0.33	0.41	1.00	0.37	0.39	0.40	0.47	0.46	0.43	0.46	0.47	0.62
TXN	0.73	0.16	0.14	0.25	0.28	0.25	0.27	0.25	0.28	0.25	0.67	0.33	0.33	0.55	0.40	0.41	0.31	0.33	0.37	0.37	1.00	0.31	0.30	0.45	0.44	0.41	0.57	0.45	0.64
WMB	0.45	0.20	0.21	0.19	0.28	0.30	0.27	0.31	0.33	0.34	0.28	0.34	0.43	0.31	0.29	0.40	0.64	0.58	0.31	0.39	0.31	1.00	0.60	0.43	0.45	0.47	0.39	0.46	0.67
ENB	0.47	0.27	0.18	0.31	0.28	0.32	0.35	0.35	0.32	0.37	0.25	0.42	0.43	0.28	0.33	0.42	0.52	0.55	0.37	0.40	0.30	0.60	1.00	0.38	0.40	0.54	0.41	0.50	0.67
SYF	0.59	0.06	0.21	0.19	0.22	0.37	0.29	0.30	0.34	0.36	0.37	0.35	0.39	0.41	0.36	0.37	0.40	0.42	0.37	0.47	0.45	0.43	0.38	1.00	0.69	0.57	0.56	0.61	0.66
JPM	0.62	0.06	0.23	0.21	0.30	0.37	0.26	0.33	0.39	0.41	0.38	0.34	0.38	0.41	0.44	0.41	0.41	0.42	0.36	0.46	0.44	0.45	0.40	0.69	1.00	0.62	0.63	0.62	0.69
CM	0.60	0.20	0.20	0.28	0.24	0.36	0.28	0.35	0.33	0.37	0.37	0.47	0.47	0.40	0.36	0.45	0.43	0.50	0.39	0.43	0.41	0.47	0.54	0.57	0.62	1.00	0.55	0.69	0.71
BLK	0.75	0.17	0.19	0.32	0.32	0.36	0.31	0.33	0.34	0.35	0.49	0.39	0.36	0.47	0.51	0.44	0.36	0.37	0.45	0.46	0.57	0.39	0.41	0.56	0.63	0.55	1.00	0.58	0.71
MFC	0.62	0.16	0.19	0.25	0.27	0.38	0.25	0.32	0.38	0.36	0.40	0.44	0.49	0.43	0.40	0.51	0.45	0.51	0.36	0.47	0.45	0.46	0.50	0.61	0.62	0.69	0.58	1.00	0.72
Portfolio	0.82	0.31	0.30	0.39	0.42	0.49	0.46	0.47	0.48	0.51	0.57	0.56	0.60	0.59	0.54	0.62	0.62	0.65	0.56	0.62	0.64	0.67	0.67	0.66	0.69	0.71	0.71	0.72	1.00

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

Performance Analysis

Risk Analysis

Optimization

Factor Model

Dividend Stocks Porfolio v.1, May 25

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community