Dividend & Growth 11-13

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	2%
ABBV AbbVie Inc.	Healthcare	3.22%
ABT Abbott Laboratories	Healthcare	1.59%
ADP Automatic Data Processing, Inc.	Industrials	1.58%
AMT American Tower Corporation	Real Estate	1.57%
AMZN Amazon.com, Inc	Consumer Cyclical	2%
AVGO Broadcom Inc.	Technology	1.62%
BK The Bank of New York Mellon Corporation	Financial Services	1.59%
BMO Bank of Montreal	Financial Services	3.18%
BRK-B Berkshire Hathaway Inc.	Financial Services	1.59%
CAH Cardinal Health, Inc.	Healthcare	1.61%
CAT Caterpillar Inc.	Industrials	3.21%
CI Cigna Corporation	Healthcare	3.16%
COST Costco Wholesale Corporation	Consumer Defensive	3%
CVS CVS Health Corporation	Healthcare	1.59%
DTE DTE Energy Company	Utilities	1.59%
EMR Emerson Electric Co.	Industrials	3.17%
EOG EOG Resources, Inc.	Energy	1.56%
EPD Enterprise Products Partners L.P.	Energy	3.17%
EPRT Essential Properties Realty Trust, Inc.	Real Estate	1.57%
GD General Dynamics Corporation		1.59%
GLW Corning Incorporated	Technology	1%
JPM JPMorgan Chase & Co.	Financial Services	3.18%
KO The Coca-Cola Company	Consumer Defensive	3.17%
LHX L3Harris Technologies, Inc.	Industrials	3.16%
LTC LTC Properties, Inc.	Real Estate	3.14%
MCK McKesson Corporation	Healthcare	2%
MNST Monster Beverage Corporation	Consumer Defensive	1.59%
NEE NextEra Energy, Inc.	Utilities	1.59%
NEM Newmont Goldcorp Corporation	Basic Materials	1.67%
NRG NRG Energy, Inc.	Utilities	1.63%
PGR The Progressive Corporation	Financial Services	3.23%
PM Philip Morris International Inc.	Consumer Defensive	3.18%
POWL Powell Industries, Inc.	Industrials	3.16%
STX Seagate Technology plc	Technology	1.63%
SYF Synchrony Financial	Financial Services	1.57%
THG The Hanover Insurance Group, Inc.	Financial Services	1.59%
TMUS T-Mobile US, Inc.	Communication Services	3.20%
TSCDY Tesco PLC	Consumer Defensive	3.19%
UBER Uber Technologies, Inc.	Technology	1.61%
V Visa Inc.	Financial Services	3.17%
VICI VICI Properties Inc.	Real Estate	1.59%
WM Waste Management, Inc.	Industrials	1.59%
WMT Walmart Inc.	Consumer Defensive	2%
XOM Exxon Mobil Corporation	Energy	2%

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 & Growth 11-13 , 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 May 10, 2019, corresponding to the inception date of UBER

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 & Growth 11-13	0.44%	-2.70%	7.26%	9.03%	28.82%	28.09%	20.43%	—
Portfolio components:
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%
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%
EPD Enterprise Products Partners L.P.	0.37%	0.51%	19.11%	23.67%	18.18%	21.21%	19.41%	12.15%
EPRT Essential Properties Realty Trust, Inc.	0.75%	-9.88%	5.07%	4.93%	-1.50%	12.28%	10.07%	—

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

Monthly Returns

Based on dividend-adjusted daily data since May 13, 2019, Dividend & Growth 11-13 's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend & Growth 11-13 closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -11.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.76%	6.61%	-4.69%	0.77%									7.26%
2025	5.04%	3.79%	-1.63%	0.88%	4.93%	3.97%	0.59%	3.52%	3.91%	-0.02%	2.58%	-0.81%	29.90%
2024	2.22%	6.46%	2.73%	-2.20%	4.42%	0.07%	5.13%	3.89%	2.73%	-0.01%	6.67%	-6.52%	27.81%
2023	5.17%	-2.65%	0.21%	0.45%	-1.79%	6.64%	2.76%	-0.23%	-1.91%	-0.51%	6.37%	5.98%	21.76%
2022	-0.30%	-0.36%	3.74%	-4.38%	3.91%	-6.64%	6.48%	-1.60%	-8.68%	10.96%	5.29%	-2.78%	3.89%
2021	-1.33%	3.72%	7.54%	4.26%	1.93%	-0.42%	1.00%	0.73%	-4.52%	4.45%	-3.12%	9.04%	24.84%

Benchmark Metrics

Dividend & Growth 11-13 has an annualized alpha of 9.25%, beta of 0.81, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 13, 2019.

This portfolio captured 100.62% of S&P 500 Index gains but only 69.28% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.25% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.25%

Beta: 0.81

R²: 0.83

Upside Capture: 100.62%

Downside Capture: 69.28%

Expense Ratio

Dividend & Growth 11-13 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 & Growth 11-13 ranks 89 for risk / return — in the top 89% 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	2.81	1.37	+1.44
Omega ratio Gain probability vs. loss probability	1.45	1.21	+0.24
Calmar ratio Return relative to maximum drawdown	2.94	1.39	+1.55
Martin ratio Return relative to average drawdown	14.77	6.43	+8.34
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
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
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
EPD Enterprise Products Partners L.P.	66	0.97	1.36	1.19	1.17	3.43
EPRT Essential Properties Realty Trust, Inc.	34	-0.07	0.04	1.00	-0.08	-0.17

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 & Growth 11-13 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.08
5-Year: 1.53
All Time: 1.14

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 0.97 to 1.66, 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 & Growth 11-13 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 & Growth 11-13 provided a 2.27% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.27%	2.19%	2.38%	2.67%	2.75%	3.27%	2.88%	2.56%	2.65%	2.15%	2.21%	2.45%
Portfolio components:
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%
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%
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%
EPRT Essential Properties Realty Trust, Inc.	3.95%	4.06%	3.71%	4.38%	4.58%	3.47%	4.39%	3.55%	1.62%	0.00%	0.00%	0.00%

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 & Growth 11-13 . 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 & Growth 11-13 was 34.87%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Dividend & Growth 11-13 drawdown is 4.08%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.87%	Feb 13, 2020	27	Mar 23, 2020	161	Nov 9, 2020	188
-14.14%	Aug 17, 2022	32	Sep 30, 2022	42	Nov 30, 2022	74
-12.4%	Apr 21, 2022	41	Jun 17, 2022	38	Aug 12, 2022	79
-10.76%	Mar 3, 2025	27	Apr 8, 2025	17	May 2, 2025	44
-7.33%	Feb 2, 2023	35	Mar 23, 2023	58	Jun 15, 2023	93

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 45 assets, with an effective number of assets of 40.34, 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	NEM	TSCDY	UBER	AMZN	WMT	EOG	POWL	ABBV	AMT	TMUS	MCK	NEE	PGR	AVGO	LTC	PM	NRG	COST	LHX	STX	XOM	EPD	CVS	MNST	AAPL	ABT	CI	CAH	DTE	EPRT	WM	KO	THG	VICI	SYF	GLW	V	CAT	GD	BK	ADP	BMO	JPM	EMR	BRK-B	Portfolio
Benchmark	1.00	0.21	0.32	0.49	0.67	0.35	0.32	0.46	0.33	0.35	0.40	0.33	0.37	0.32	0.70	0.33	0.32	0.47	0.53	0.35	0.57	0.35	0.40	0.36	0.49	0.70	0.47	0.35	0.37	0.32	0.42	0.40	0.38	0.40	0.46	0.59	0.66	0.65	0.60	0.49	0.58	0.61	0.62	0.61	0.67	0.61	0.83
NEM	0.21	1.00	0.17	0.09	0.13	0.18	0.12	0.09	0.11	0.26	0.11	0.08	0.25	0.08	0.13	0.16	0.19	0.17	0.13	0.16	0.16	0.15	0.16	0.12	0.13	0.10	0.18	0.11	0.08	0.25	0.18	0.15	0.18	0.08	0.17	0.10	0.16	0.13	0.18	0.12	0.11	0.11	0.20	0.10	0.16	0.11	0.28
TSCDY	0.32	0.17	1.00	0.13	0.17	0.22	0.16	0.13	0.17	0.24	0.21	0.17	0.20	0.19	0.19	0.20	0.25	0.19	0.23	0.18	0.23	0.16	0.18	0.20	0.19	0.25	0.25	0.17	0.17	0.22	0.21	0.20	0.24	0.22	0.24	0.21	0.26	0.25	0.23	0.21	0.26	0.23	0.32	0.24	0.21	0.30	0.38
UBER	0.49	0.09	0.13	1.00	0.42	0.10	0.18	0.27	0.14	0.13	0.19	0.11	0.15	0.09	0.36	0.16	0.08	0.25	0.22	0.14	0.32	0.16	0.24	0.13	0.25	0.33	0.23	0.14	0.17	0.10	0.25	0.10	0.10	0.17	0.29	0.35	0.35	0.35	0.30	0.20	0.31	0.27	0.34	0.33	0.33	0.27	0.42
AMZN	0.67	0.13	0.17	0.42	1.00	0.23	0.10	0.24	0.11	0.19	0.27	0.10	0.20	0.11	0.52	0.11	0.07	0.25	0.41	0.10	0.35	0.09	0.17	0.09	0.33	0.57	0.25	0.08	0.12	0.06	0.17	0.12	0.12	0.13	0.20	0.31	0.34	0.41	0.27	0.16	0.26	0.31	0.32	0.28	0.34	0.27	0.42
WMT	0.35	0.18	0.22	0.10	0.23	1.00	0.09	0.11	0.22	0.27	0.30	0.25	0.28	0.29	0.17	0.18	0.28	0.20	0.59	0.23	0.19	0.14	0.15	0.26	0.33	0.26	0.30	0.20	0.24	0.30	0.20	0.36	0.36	0.22	0.19	0.16	0.22	0.28	0.20	0.25	0.21	0.31	0.19	0.22	0.22	0.34	0.40
EOG	0.32	0.12	0.16	0.18	0.10	0.09	1.00	0.24	0.18	0.06	0.12	0.21	0.10	0.20	0.19	0.20	0.19	0.27	0.06	0.28	0.21	0.77	0.56	0.25	0.10	0.15	0.07	0.26	0.26	0.20	0.23	0.16	0.15	0.28	0.28	0.38	0.29	0.19	0.45	0.38	0.37	0.21	0.41	0.39	0.41	0.36	0.47
POWL	0.46	0.09	0.13	0.27	0.24	0.11	0.24	1.00	0.13	0.07	0.15	0.17	0.14	0.17	0.37	0.24	0.15	0.34	0.17	0.24	0.37	0.25	0.27	0.23	0.17	0.22	0.10	0.20	0.23	0.18	0.25	0.13	0.14	0.28	0.24	0.43	0.44	0.25	0.48	0.32	0.41	0.25	0.39	0.40	0.47	0.30	0.56
ABBV	0.33	0.11	0.17	0.14	0.11	0.22	0.18	0.13	1.00	0.25	0.25	0.34	0.22	0.28	0.17	0.19	0.32	0.18	0.20	0.24	0.19	0.24	0.23	0.37	0.26	0.20	0.39	0.35	0.36	0.28	0.25	0.31	0.37	0.27	0.27	0.20	0.26	0.31	0.27	0.30	0.27	0.32	0.24	0.28	0.28	0.36	0.44
AMT	0.35	0.26	0.24	0.13	0.19	0.27	0.06	0.07	0.25	1.00	0.34	0.21	0.50	0.28	0.13	0.40	0.30	0.21	0.31	0.27	0.17	0.08	0.18	0.21	0.33	0.27	0.42	0.22	0.18	0.46	0.41	0.42	0.42	0.24	0.45	0.13	0.18	0.32	0.15	0.23	0.20	0.36	0.22	0.17	0.18	0.27	0.41
TMUS	0.40	0.11	0.21	0.19	0.27	0.30	0.12	0.15	0.25	0.34	1.00	0.27	0.31	0.33	0.21	0.22	0.27	0.21	0.35	0.20	0.20	0.18	0.20	0.25	0.36	0.31	0.34	0.30	0.27	0.31	0.26	0.36	0.37	0.28	0.30	0.22	0.23	0.38	0.19	0.25	0.23	0.40	0.25	0.23	0.26	0.36	0.45
MCK	0.33	0.08	0.17	0.11	0.10	0.25	0.21	0.17	0.34	0.21	0.27	1.00	0.20	0.32	0.14	0.22	0.29	0.24	0.26	0.28	0.18	0.24	0.22	0.46	0.29	0.18	0.30	0.48	0.71	0.26	0.21	0.37	0.32	0.33	0.23	0.20	0.26	0.29	0.25	0.37	0.28	0.32	0.23	0.28	0.29	0.37	0.47
NEE	0.37	0.25	0.20	0.15	0.20	0.28	0.10	0.14	0.22	0.50	0.31	0.20	1.00	0.27	0.15	0.33	0.30	0.33	0.29	0.32	0.17	0.17	0.22	0.22	0.31	0.26	0.36	0.25	0.17	0.59	0.34	0.41	0.43	0.24	0.38	0.18	0.22	0.28	0.18	0.31	0.22	0.35	0.26	0.20	0.23	0.31	0.44
PGR	0.32	0.08	0.19	0.09	0.11	0.29	0.20	0.17	0.28	0.28	0.33	0.32	0.27	1.00	0.14	0.23	0.28	0.21	0.29	0.32	0.14	0.24	0.21	0.28	0.26	0.20	0.31	0.33	0.33	0.33	0.23	0.41	0.38	0.47	0.27	0.24	0.21	0.36	0.24	0.40	0.31	0.40	0.27	0.34	0.26	0.48	0.48
AVGO	0.70	0.13	0.19	0.36	0.52	0.17	0.19	0.37	0.17	0.13	0.21	0.14	0.15	0.14	1.00	0.13	0.13	0.36	0.37	0.15	0.51	0.18	0.23	0.16	0.29	0.52	0.26	0.14	0.19	0.07	0.22	0.16	0.13	0.15	0.24	0.36	0.51	0.39	0.42	0.26	0.35	0.35	0.38	0.37	0.45	0.29	0.51
LTC	0.33	0.16	0.20	0.16	0.11	0.18	0.20	0.24	0.19	0.40	0.22	0.22	0.33	0.23	0.13	1.00	0.34	0.25	0.20	0.28	0.18	0.25	0.30	0.23	0.25	0.17	0.25	0.25	0.24	0.42	0.56	0.32	0.40	0.36	0.50	0.31	0.26	0.27	0.27	0.32	0.31	0.32	0.33	0.28	0.29	0.33	0.49
PM	0.32	0.19	0.25	0.08	0.07	0.28	0.19	0.15	0.32	0.30	0.27	0.29	0.30	0.28	0.13	0.34	1.00	0.22	0.25	0.26	0.20	0.28	0.25	0.29	0.30	0.19	0.32	0.32	0.32	0.39	0.30	0.34	0.50	0.32	0.33	0.27	0.26	0.28	0.25	0.30	0.33	0.31	0.34	0.30	0.27	0.39	0.47
NRG	0.47	0.17	0.19	0.25	0.25	0.20	0.27	0.34	0.18	0.21	0.21	0.24	0.33	0.21	0.36	0.25	0.22	1.00	0.24	0.22	0.34	0.25	0.30	0.24	0.22	0.25	0.21	0.23	0.28	0.34	0.27	0.24	0.20	0.28	0.28	0.36	0.39	0.26	0.37	0.29	0.36	0.27	0.38	0.35	0.38	0.32	0.51
COST	0.53	0.13	0.23	0.22	0.41	0.59	0.06	0.17	0.20	0.31	0.35	0.26	0.29	0.29	0.37	0.20	0.25	0.24	1.00	0.25	0.31	0.11	0.14	0.20	0.40	0.43	0.36	0.21	0.21	0.25	0.26	0.40	0.36	0.23	0.26	0.21	0.30	0.40	0.23	0.29	0.24	0.44	0.25	0.23	0.29	0.35	0.48
LHX	0.35	0.16	0.18	0.14	0.10	0.23	0.28	0.24	0.24	0.27	0.20	0.28	0.32	0.32	0.15	0.28	0.26	0.22	0.25	1.00	0.19	0.30	0.28	0.29	0.21	0.15	0.26	0.30	0.27	0.39	0.28	0.42	0.34	0.35	0.30	0.29	0.29	0.29	0.34	0.63	0.30	0.38	0.33	0.32	0.35	0.38	0.50
STX	0.57	0.16	0.23	0.32	0.35	0.19	0.21	0.37	0.19	0.17	0.20	0.18	0.17	0.14	0.51	0.18	0.20	0.34	0.31	0.19	1.00	0.23	0.25	0.22	0.25	0.39	0.23	0.17	0.25	0.15	0.25	0.15	0.18	0.23	0.27	0.39	0.52	0.33	0.45	0.30	0.39	0.31	0.40	0.39	0.46	0.33	0.53
XOM	0.35	0.15	0.16	0.16	0.09	0.14	0.77	0.25	0.24	0.08	0.18	0.24	0.17	0.24	0.18	0.25	0.28	0.25	0.11	0.30	0.23	1.00	0.57	0.29	0.16	0.19	0.11	0.31	0.27	0.27	0.24	0.21	0.23	0.33	0.30	0.42	0.33	0.26	0.51	0.42	0.42	0.27	0.43	0.43	0.47	0.44	0.51
EPD	0.40	0.16	0.18	0.24	0.17	0.15	0.56	0.27	0.23	0.18	0.20	0.22	0.22	0.21	0.23	0.30	0.25	0.30	0.14	0.28	0.25	0.57	1.00	0.24	0.19	0.23	0.17	0.25	0.26	0.32	0.30	0.27	0.21	0.31	0.34	0.40	0.33	0.28	0.42	0.35	0.38	0.27	0.45	0.40	0.43	0.40	0.52
CVS	0.36	0.12	0.20	0.13	0.09	0.26	0.25	0.23	0.37	0.21	0.25	0.46	0.22	0.28	0.16	0.23	0.29	0.24	0.20	0.29	0.22	0.29	0.24	1.00	0.24	0.18	0.30	0.57	0.46	0.29	0.25	0.31	0.33	0.34	0.26	0.32	0.33	0.28	0.34	0.38	0.38	0.33	0.34	0.38	0.35	0.45	0.51
MNST	0.49	0.13	0.19	0.25	0.33	0.33	0.10	0.17	0.26	0.33	0.36	0.29	0.31	0.26	0.29	0.25	0.30	0.22	0.40	0.21	0.25	0.16	0.19	0.24	1.00	0.39	0.39	0.28	0.28	0.29	0.31	0.36	0.50	0.29	0.34	0.25	0.31	0.43	0.23	0.28	0.27	0.42	0.27	0.28	0.32	0.38	0.48
AAPL	0.70	0.10	0.25	0.33	0.57	0.26	0.15	0.22	0.20	0.27	0.31	0.18	0.26	0.20	0.52	0.17	0.19	0.25	0.43	0.15	0.39	0.19	0.23	0.18	0.39	1.00	0.34	0.18	0.20	0.16	0.26	0.24	0.26	0.21	0.28	0.33	0.43	0.46	0.31	0.26	0.31	0.40	0.34	0.33	0.38	0.39	0.50
ABT	0.47	0.18	0.25	0.23	0.25	0.30	0.07	0.10	0.39	0.42	0.34	0.30	0.36	0.31	0.26	0.25	0.32	0.21	0.36	0.26	0.23	0.11	0.17	0.30	0.39	0.34	1.00	0.30	0.31	0.30	0.27	0.41	0.42	0.28	0.31	0.22	0.31	0.44	0.21	0.29	0.29	0.46	0.27	0.28	0.29	0.39	0.47
CI	0.35	0.11	0.17	0.14	0.08	0.20	0.26	0.20	0.35	0.22	0.30	0.48	0.25	0.33	0.14	0.25	0.32	0.23	0.21	0.30	0.17	0.31	0.25	0.57	0.28	0.18	0.30	1.00	0.45	0.33	0.25	0.34	0.34	0.39	0.30	0.31	0.25	0.31	0.35	0.41	0.35	0.35	0.32	0.37	0.36	0.43	0.54
CAH	0.37	0.08	0.17	0.17	0.12	0.24	0.26	0.23	0.36	0.18	0.27	0.71	0.17	0.33	0.19	0.24	0.32	0.28	0.21	0.27	0.25	0.27	0.26	0.46	0.28	0.20	0.31	0.45	1.00	0.28	0.24	0.34	0.31	0.38	0.26	0.30	0.35	0.32	0.33	0.41	0.36	0.33	0.31	0.36	0.35	0.41	0.51
DTE	0.32	0.25	0.22	0.10	0.06	0.30	0.20	0.18	0.28	0.46	0.31	0.26	0.59	0.33	0.07	0.42	0.39	0.34	0.25	0.39	0.15	0.27	0.32	0.29	0.29	0.16	0.30	0.33	0.28	1.00	0.41	0.48	0.51	0.38	0.44	0.25	0.26	0.29	0.25	0.40	0.29	0.40	0.32	0.30	0.29	0.43	0.51
EPRT	0.42	0.18	0.21	0.25	0.17	0.20	0.23	0.25	0.25	0.41	0.26	0.21	0.34	0.23	0.22	0.56	0.30	0.27	0.26	0.28	0.25	0.24	0.30	0.25	0.31	0.26	0.27	0.25	0.24	0.41	1.00	0.36	0.39	0.38	0.60	0.38	0.33	0.34	0.30	0.33	0.33	0.40	0.38	0.33	0.34	0.36	0.53
WM	0.40	0.15	0.20	0.10	0.12	0.36	0.16	0.13	0.31	0.42	0.36	0.37	0.41	0.41	0.16	0.32	0.34	0.24	0.40	0.42	0.15	0.21	0.27	0.31	0.36	0.24	0.41	0.34	0.34	0.48	0.36	1.00	0.51	0.40	0.35	0.22	0.24	0.39	0.23	0.44	0.28	0.52	0.29	0.29	0.33	0.44	0.51
KO	0.38	0.18	0.24	0.10	0.12	0.36	0.15	0.14	0.37	0.42	0.37	0.32	0.43	0.38	0.13	0.40	0.50	0.20	0.36	0.34	0.18	0.23	0.21	0.33	0.50	0.26	0.42	0.34	0.31	0.51	0.39	0.51	1.00	0.37	0.38	0.24	0.25	0.41	0.23	0.38	0.29	0.45	0.30	0.30	0.29	0.47	0.52
THG	0.40	0.08	0.22	0.17	0.13	0.22	0.28	0.28	0.27	0.24	0.28	0.33	0.24	0.47	0.15	0.36	0.32	0.28	0.23	0.35	0.23	0.33	0.31	0.34	0.29	0.21	0.28	0.39	0.38	0.38	0.38	0.40	0.37	1.00	0.37	0.46	0.33	0.39	0.37	0.48	0.49	0.44	0.43	0.50	0.40	0.56	0.58
VICI	0.46	0.17	0.24	0.29	0.20	0.19	0.28	0.24	0.27	0.45	0.30	0.23	0.38	0.27	0.24	0.50	0.33	0.28	0.26	0.30	0.27	0.30	0.34	0.26	0.34	0.28	0.31	0.30	0.26	0.44	0.60	0.35	0.38	0.37	1.00	0.40	0.35	0.39	0.34	0.38	0.36	0.42	0.41	0.38	0.38	0.43	0.57
SYF	0.59	0.10	0.21	0.35	0.31	0.16	0.38	0.43	0.20	0.13	0.22	0.20	0.18	0.24	0.36	0.31	0.27	0.36	0.21	0.29	0.39	0.42	0.40	0.32	0.25	0.33	0.22	0.31	0.30	0.25	0.38	0.22	0.24	0.46	0.40	1.00	0.51	0.44	0.58	0.42	0.65	0.40	0.60	0.70	0.59	0.57	0.65
GLW	0.66	0.16	0.26	0.35	0.34	0.22	0.29	0.44	0.26	0.18	0.23	0.26	0.22	0.21	0.51	0.26	0.26	0.39	0.30	0.29	0.52	0.33	0.33	0.33	0.31	0.43	0.31	0.25	0.35	0.26	0.33	0.24	0.25	0.33	0.35	0.51	1.00	0.40	0.57	0.42	0.50	0.38	0.52	0.53	0.57	0.44	0.65
V	0.65	0.13	0.25	0.35	0.41	0.28	0.19	0.25	0.31	0.32	0.38	0.29	0.28	0.36	0.39	0.27	0.28	0.26	0.40	0.29	0.33	0.26	0.28	0.28	0.43	0.46	0.44	0.31	0.32	0.29	0.34	0.39	0.41	0.39	0.39	0.44	0.40	1.00	0.38	0.39	0.41	0.57	0.43	0.46	0.45	0.53	0.62
CAT	0.60	0.18	0.23	0.30	0.27	0.20	0.45	0.48	0.27	0.15	0.19	0.25	0.18	0.24	0.42	0.27	0.25	0.37	0.23	0.34	0.45	0.51	0.42	0.34	0.23	0.31	0.21	0.35	0.33	0.25	0.30	0.23	0.23	0.37	0.34	0.58	0.57	0.38	1.00	0.49	0.57	0.35	0.59	0.60	0.73	0.52	0.69
GD	0.49	0.12	0.21	0.20	0.16	0.25	0.38	0.32	0.30	0.23	0.25	0.37	0.31	0.40	0.26	0.32	0.30	0.29	0.29	0.63	0.30	0.42	0.35	0.38	0.28	0.26	0.29	0.41	0.41	0.40	0.33	0.44	0.38	0.48	0.38	0.42	0.42	0.39	0.49	1.00	0.43	0.48	0.46	0.49	0.53	0.53	0.65
BK	0.58	0.11	0.26	0.31	0.26	0.21	0.37	0.41	0.27	0.20	0.23	0.28	0.22	0.31	0.35	0.31	0.33	0.36	0.24	0.30	0.39	0.42	0.38	0.38	0.27	0.31	0.29	0.35	0.36	0.29	0.33	0.28	0.29	0.49	0.36	0.65	0.50	0.41	0.57	0.43	1.00	0.41	0.60	0.72	0.59	0.61	0.66
ADP	0.61	0.11	0.23	0.27	0.31	0.31	0.21	0.25	0.32	0.36	0.40	0.32	0.35	0.40	0.35	0.32	0.31	0.27	0.44	0.38	0.31	0.27	0.27	0.33	0.42	0.40	0.46	0.35	0.33	0.40	0.40	0.52	0.45	0.44	0.42	0.40	0.38	0.57	0.35	0.48	0.41	1.00	0.40	0.42	0.46	0.53	0.63
BMO	0.62	0.20	0.32	0.34	0.32	0.19	0.41	0.39	0.24	0.22	0.25	0.23	0.26	0.27	0.38	0.33	0.34	0.38	0.25	0.33	0.40	0.43	0.45	0.34	0.27	0.34	0.27	0.32	0.31	0.32	0.38	0.29	0.30	0.43	0.41	0.60	0.52	0.43	0.59	0.46	0.60	0.40	1.00	0.63	0.59	0.55	0.70
JPM	0.61	0.10	0.24	0.33	0.28	0.22	0.39	0.40	0.28	0.17	0.23	0.28	0.20	0.34	0.37	0.28	0.30	0.35	0.23	0.32	0.39	0.43	0.40	0.38	0.28	0.33	0.28	0.37	0.36	0.30	0.33	0.29	0.30	0.50	0.38	0.70	0.53	0.46	0.60	0.49	0.72	0.42	0.63	1.00	0.61	0.67	0.70
EMR	0.67	0.16	0.21	0.33	0.34	0.22	0.41	0.47	0.28	0.18	0.26	0.29	0.23	0.26	0.45	0.29	0.27	0.38	0.29	0.35	0.46	0.47	0.43	0.35	0.32	0.38	0.29	0.36	0.35	0.29	0.34	0.33	0.29	0.40	0.38	0.59	0.57	0.45	0.73	0.53	0.59	0.46	0.59	0.61	1.00	0.55	0.72
BRK-B	0.61	0.11	0.30	0.27	0.27	0.34	0.36	0.30	0.36	0.27	0.36	0.37	0.31	0.48	0.29	0.33	0.39	0.32	0.35	0.38	0.33	0.44	0.40	0.45	0.38	0.39	0.39	0.43	0.41	0.43	0.36	0.44	0.47	0.56	0.43	0.57	0.44	0.53	0.52	0.53	0.61	0.53	0.55	0.67	0.55	1.00	0.72
Portfolio	0.83	0.28	0.38	0.42	0.42	0.40	0.47	0.56	0.44	0.41	0.45	0.47	0.44	0.48	0.51	0.49	0.47	0.51	0.48	0.50	0.53	0.51	0.52	0.51	0.48	0.50	0.47	0.54	0.51	0.51	0.53	0.51	0.52	0.58	0.57	0.65	0.65	0.62	0.69	0.65	0.66	0.63	0.70	0.70	0.72	0.72	1.00

The correlation results are calculated based on daily price changes starting from May 13, 2019

Dividend & Growth 11-13

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