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HIGH DIVIDEND-2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GS 33.33%LMT 33.33%RIO 33.33%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HIGH DIVIDEND-2, 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 4, 1999, corresponding to the inception date of GS

Returns By Period

As of Apr 3, 2026, the HIGH DIVIDEND-2 returned 16.61% Year-To-Date and 20.16% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
HIGH DIVIDEND-2
0.25%-1.87%16.61%28.84%57.11%25.02%18.18%20.16%
GS
The Goldman Sachs Group, Inc.
0.33%0.05%-1.30%11.87%56.44%41.69%24.33%20.98%
LMT
Lockheed Martin Corporation
0.83%-6.74%29.44%26.33%41.28%11.53%13.95%13.73%
RIO
Rio Tinto Group
-0.38%1.87%21.32%46.53%66.02%18.61%11.87%21.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 5, 1999, HIGH DIVIDEND-2's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, your investment would double in approximately 4.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Dec 1999 with a return of +21.9%, while the worst month was Oct 2008 at -25.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, HIGH DIVIDEND-2 closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +15.5%, while the worst single day was Dec 1, 2008 at -13.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202617.08%1.90%-4.26%2.09%16.61%
20253.26%-1.60%-3.35%2.05%3.72%4.38%-1.47%6.33%7.43%2.11%-0.66%8.31%34.16%
2024-4.23%-1.36%5.61%3.60%4.05%-2.36%9.14%1.97%3.90%-3.63%4.32%-6.34%14.31%
20234.41%-4.72%-1.74%-1.14%-5.44%3.57%3.83%-3.31%-2.70%2.03%6.26%7.26%7.51%
20223.00%6.72%3.07%-7.05%4.43%-9.39%2.75%-0.24%-7.64%13.44%12.73%-2.51%17.61%
2021-1.63%12.22%1.66%6.36%3.68%-1.01%-0.06%-0.27%-7.74%0.04%-2.75%4.74%14.79%

Benchmark Metrics

HIGH DIVIDEND-2 has an annualized alpha of 9.51%, beta of 1.03, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since May 05, 1999.

  • This portfolio captured 131.24% of S&P 500 Index gains but only 90.14% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 9.51% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.03 and R² of 0.62, 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
9.51%
Beta
1.03
0.62
Upside Capture
131.24%
Downside Capture
90.14%

Expense Ratio

HIGH DIVIDEND-2 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

HIGH DIVIDEND-2 ranks 97 for risk / return — in the top 97% 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.


HIGH DIVIDEND-2 Risk / Return Rank: 9797
Overall Rank
HIGH DIVIDEND-2 Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HIGH DIVIDEND-2 Sortino Ratio Rank: 9898
Sortino Ratio Rank
HIGH DIVIDEND-2 Omega Ratio Rank: 9898
Omega Ratio Rank
HIGH DIVIDEND-2 Calmar Ratio Rank: 9696
Calmar Ratio Rank
HIGH DIVIDEND-2 Martin Ratio Rank: 9696
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.93

0.88

+2.05

Sortino ratio

Return per unit of downside risk

3.88

1.37

+2.51

Omega ratio

Gain probability vs. loss probability

1.56

1.21

+0.35

Calmar ratio

Return relative to maximum drawdown

5.39

1.39

+4.00

Martin ratio

Return relative to average drawdown

21.39

6.43

+14.96


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GS
The Goldman Sachs Group, Inc.
851.772.301.333.129.83
LMT
Lockheed Martin Corporation
811.551.991.292.747.01
RIO
Rio Tinto Group
912.362.931.394.2914.31

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.

HIGH DIVIDEND-2 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 2.93
  • 5-Year: 1.00
  • 10-Year: 0.96
  • All Time: 0.59

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 0.98 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 HIGH DIVIDEND-2 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

HIGH DIVIDEND-2 provided a 2.74% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.74%3.00%4.01%3.60%5.15%4.97%3.26%3.93%3.78%2.64%2.58%3.94%
GS
The Goldman Sachs Group, Inc.
1.80%1.59%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%
LMT
Lockheed Martin Corporation
2.17%2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%
RIO
Rio Tinto Group
4.26%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%

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 HIGH DIVIDEND-2. 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 HIGH DIVIDEND-2 was 65.37%, occurring on Dec 4, 2008. Recovery took 1163 trading sessions.

The current HIGH DIVIDEND-2 drawdown is 4.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.37%Dec 11, 2007249Dec 4, 20081163Jul 22, 20131412
-39.09%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-28.13%Feb 16, 2018215Dec 24, 2018128Jun 28, 2019343
-24.68%Feb 25, 2015244Feb 11, 2016182Oct 31, 2016426
-21.81%May 10, 1999113Oct 18, 199951Dec 30, 1999164

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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkLMTRIOGSPortfolio
Benchmark1.000.400.500.680.71
LMT0.401.000.240.280.58
RIO0.500.241.000.370.77
GS0.680.280.371.000.74
Portfolio0.710.580.770.741.00
The correlation results are calculated based on daily price changes starting from May 5, 1999