Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GS The Goldman Sachs Group, Inc. | Financial Services | 33.33% |
LMT Lockheed Martin Corporation | Industrials | 33.33% |
RIO Rio Tinto Group | Basic Materials | 33.33% |
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.
| 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 HIGH DIVIDEND-2 | 0.25% | -1.87% | 16.61% | 28.84% | 57.11% | 25.02% | 18.18% | 20.16% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 17.08% | 1.90% | -4.26% | 2.09% | 16.61% | ||||||||
| 2025 | 3.26% | -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% |
| 2023 | 4.41% | -4.72% | -1.74% | -1.14% | -5.44% | 3.57% | 3.83% | -3.31% | -2.70% | 2.03% | 6.26% | 7.26% | 7.51% |
| 2022 | 3.00% | 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
- R²
- 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.
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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.93 | 0.88 | +2.05 |
Sortino ratioReturn per unit of downside risk | 3.88 | 1.37 | +2.51 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.21 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 5.39 | 1.39 | +4.00 |
Martin ratioReturn relative to average drawdown | 21.39 | 6.43 | +14.96 |
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 | |
|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 85 | 1.77 | 2.30 | 1.33 | 3.12 | 9.83 |
LMT Lockheed Martin Corporation | 81 | 1.55 | 1.99 | 1.29 | 2.74 | 7.01 |
RIO Rio Tinto Group | 91 | 2.36 | 2.93 | 1.39 | 4.29 | 14.31 |
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Dividends
Dividend yield
HIGH DIVIDEND-2 provided a 2.74% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 3.00% | 4.01% | 3.60% | 5.15% | 4.97% | 3.26% | 3.93% | 3.78% | 2.64% | 2.58% | 3.94% |
| Portfolio components: | ||||||||||||
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, 2007 | 249 | Dec 4, 2008 | 1163 | Jul 22, 2013 | 1412 |
| -39.09% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -28.13% | Feb 16, 2018 | 215 | Dec 24, 2018 | 128 | Jun 28, 2019 | 343 |
| -24.68% | Feb 25, 2015 | 244 | Feb 11, 2016 | 182 | Oct 31, 2016 | 426 |
| -21.81% | May 10, 1999 | 113 | Oct 18, 1999 | 51 | Dec 30, 1999 | 164 |
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
| Benchmark | LMT | RIO | GS | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.40 | 0.50 | 0.68 | 0.71 |
| LMT | 0.40 | 1.00 | 0.24 | 0.28 | 0.58 |
| RIO | 0.50 | 0.24 | 1.00 | 0.37 | 0.77 |
| GS | 0.68 | 0.28 | 0.37 | 1.00 | 0.74 |
| Portfolio | 0.71 | 0.58 | 0.77 | 0.74 | 1.00 |