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Обсуждения
Dividend Kings
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация

Распределение активов


MO 2.13%VFC 2.13%UVV 2.13%MMM 2.13%CDUAF 2.13%LEG 2.13%ABBV 2.13%FRT 2.13%NWN 2.13%KMB 2.13%BKH 2.13%SWK 2.13%NFG 2.13%KO 2.13%JNJ 2.13%PEP 2.13%CINF 2.13%PG 2.13%CL 2.13%SYY 2.13%TGT 2.13%GRC 2.13%HRL 2.13%EMR 2.13%ITW 2.13%GPC 2.13%LOW 2.13%PPG 2.13%SJW 2.13%ABM 2.13%ABT 2.13%LANC 2.13%CWT 2.13%FMCB 2.13%AWR 2.13%CBSH 2.13%PH 2.13%TNC 2.13%BDX 2.13%MSEX 2.13%MSA 2.13%SCL 2.13%DOV 2.13%NDSN 2.13%FUL 2.13%GWW 2.13%TR 2.13%АкцииАкции
ПозицияКатегория/СекторВес
ABBV
AbbVie Inc.
Healthcare

2.13%

ABM
ABM Industries Incorporated
Industrials

2.13%

ABT
Abbott Laboratories
Healthcare

2.13%

AWR
American States Water Company
Utilities

2.13%

BDX
Becton, Dickinson and Company
Healthcare

2.13%

BKH
Black Hills Corporation
Utilities

2.13%

CBSH
Commerce Bancshares, Inc.
Financial Services

2.13%

CDUAF
Canadian Utilities Limited
Utilities

2.13%

CINF
Cincinnati Financial Corporation
Financial Services

2.13%

CL
Colgate-Palmolive Company
Consumer Defensive

2.13%

CWT
California Water Service Group
Utilities

2.13%

DOV
Dover Corporation
Industrials

2.13%

EMR
Emerson Electric Co.
Industrials

2.13%

FMCB
Farmers & Merchants Bancorp
Financial Services

2.13%

FRT
Federal Realty Investment Trust
Real Estate

2.13%

FUL
H.B. Fuller Company
Basic Materials

2.13%

GPC
Genuine Parts Company
Consumer Cyclical

2.13%

GRC
The Gorman-Rupp Company
Industrials

2.13%

GWW
W.W. Grainger, Inc.
Industrials

2.13%

HRL
Hormel Foods Corporation
Consumer Defensive

2.13%

ITW

2.13%

JNJ

2.13%

KMB

2.13%

KO

2.13%

LANC

2.13%

LEG

2.13%

LOW

2.13%

MMM

2.13%

MO

2.13%

MSA

2.13%

MSEX

2.13%

NDSN

2.13%

NFG

2.13%

NWN

2.13%

PEP

2.13%

PG

2.13%

PH

2.13%

PPG

2.13%

SCL

2.13%

SJW

2.13%

SWK

2.13%

SYY

2.13%

TGT

2.13%

TNC

2.13%

TR

2.13%

UVV

2.13%

VFC

2.13%

S&P 500

Доходность

График доходности

График показывает рост $10,000 инвестированных в Dividend Kings и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал


210.00%220.00%230.00%240.00%250.00%260.00%270.00%December2024FebruaryMarchAprilMay
246.73%
273.85%
Dividend Kings
Benchmark (^GSPC)
Активы портфеля

Самые ранние данные для этого графика доступны с 10 дек. 2012 г., начальной даты ABBV

Доходность по периодам

Dividend Kings на 18 мая 2024 г. показал доходность в 3.49% с начала года и доходность в 10.09% в годовом выражении за последние 10 лет.


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
11.18%5.60%17.48%26.33%13.16%10.99%
Dividend Kings3.49%3.16%10.38%8.21%8.08%10.05%
MO
16.78%9.48%18.13%11.11%5.81%7.67%
VFC
-31.75%-0.55%-25.07%-30.24%-29.50%-11.69%
UVV
-17.37%5.07%3.40%8.49%7.26%5.48%
MMM
17.45%14.08%34.68%34.48%-0.64%2.92%
CDUAF
Canadian Utilities Limited
-0.59%7.46%4.61%-12.50%1.67%-0.10%
LEG
-52.75%-33.90%-46.74%-60.07%-16.55%-6.02%
ABBV
AbbVie Inc.
9.43%0.01%22.62%19.34%20.94%16.74%
FRT
Federal Realty Investment Trust
0.37%2.57%12.93%20.48%-0.99%1.99%
NWN
1.52%3.60%6.21%-9.32%-7.56%2.29%
KMB
11.61%5.88%12.98%-3.85%4.10%5.88%
BKH
Black Hills Corporation
7.83%6.36%12.58%-5.57%-2.27%3.50%
SWK
-7.30%0.90%-0.01%14.60%-5.69%2.74%
NFG
13.92%5.95%12.80%13.57%3.62%0.45%
KO
7.81%4.75%11.84%3.52%8.68%7.89%
JNJ
-0.59%4.55%4.85%0.31%5.12%7.18%
PEP
8.09%4.63%10.93%-2.22%10.23%11.03%
CINF
Cincinnati Financial Corporation
16.83%0.09%20.69%17.70%6.65%12.75%
PG
15.86%6.01%12.39%12.25%12.31%10.73%
CL
Colgate-Palmolive Company
19.49%8.03%26.01%20.70%8.22%5.98%
SYY
5.16%-1.07%8.48%6.69%2.75%10.49%
TGT
14.05%-4.20%25.05%8.69%20.11%14.31%
GRC
The Gorman-Rupp Company
-7.27%-9.00%3.02%31.87%2.68%3.08%
HRL
Hormel Foods Corporation
15.02%4.52%13.57%-4.66%0.52%6.91%
EMR
Emerson Electric Co.
17.09%4.44%27.66%39.73%14.38%8.56%
ITW
-3.82%0.06%5.57%12.33%13.32%13.94%
GPC
Genuine Parts Company
11.12%-5.85%12.80%-4.73%12.04%9.09%
LOW
4.87%0.86%14.57%14.35%17.95%19.46%
PPG
-9.24%3.21%-0.10%-3.77%6.16%4.92%
SJW
-6.82%11.45%-6.88%-17.01%1.11%11.11%
ABM
ABM Industries Incorporated
6.13%6.27%15.85%10.31%6.55%8.11%
ABT
Abbott Laboratories
-4.50%-2.97%5.59%-2.51%8.33%12.29%
LANC
15.61%2.48%15.56%-5.95%7.31%10.46%
CWT
California Water Service Group
3.89%17.03%4.76%-0.32%2.81%11.95%
FMCB
Farmers & Merchants Bancorp
0.73%8.36%14.24%11.77%7.96%11.72%
AWR
American States Water Company
-2.10%13.05%-2.50%-8.44%2.90%12.53%
CBSH
Commerce Bancshares, Inc.
7.18%5.78%19.34%25.69%5.49%8.40%
PH
19.01%2.26%26.73%65.94%28.97%18.28%
TNC
13.45%-8.70%20.25%36.58%13.05%6.58%
BDX
Becton, Dickinson and Company
-2.70%0.93%2.12%-4.75%2.10%9.30%
MSEX
-11.80%19.86%-11.81%-22.45%0.09%13.30%
MSA
12.64%2.31%14.06%33.14%13.73%15.95%
SCL
-6.47%4.62%10.07%-1.81%1.52%6.79%
DOV
Dover Corporation
20.06%8.39%34.51%33.85%15.94%12.39%
NDSN
3.10%4.65%16.97%26.49%16.38%14.94%
FUL
H.B. Fuller Company
0.25%5.77%8.22%24.78%14.85%7.04%
GWW
W.W. Grainger, Inc.
14.58%0.53%18.37%39.97%30.17%16.19%
TR
-8.02%-1.99%-6.99%-18.69%-2.71%3.95%

Доходность по месяцам

Ниже представлена таблица с месячной доходностью Dividend Kings, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.Total
2024-2.63%3.22%3.98%-3.48%3.49%
20232.38%-2.32%-0.31%0.52%-5.88%6.24%2.09%-3.06%-6.03%-2.60%6.56%5.91%2.43%
2022-4.38%-2.05%1.37%-2.97%0.09%-5.34%5.59%-2.86%-9.07%11.00%6.65%-3.76%-7.25%
2021-1.51%2.48%7.41%3.42%2.11%-1.60%2.33%0.58%-5.61%5.35%-1.85%8.58%22.89%
2020-1.95%-9.54%-11.08%9.97%3.63%1.68%3.23%4.58%-2.22%-1.28%9.68%2.27%6.84%
20196.46%4.09%1.14%1.28%-5.13%5.49%1.68%-1.17%3.54%2.38%2.23%2.80%27.18%
20180.81%-5.56%0.01%-0.74%2.83%2.09%4.87%1.38%1.04%-4.79%4.24%-6.20%-0.80%
20170.44%2.49%0.79%0.53%-0.63%1.73%1.43%-1.81%3.66%1.93%4.27%0.15%15.86%
2016-0.44%2.58%7.02%1.36%1.27%3.76%2.86%-0.25%-0.82%-2.82%4.89%2.03%23.20%
2015-3.60%4.51%-1.05%-0.85%1.13%-0.62%0.33%-4.62%-1.31%7.95%1.07%-1.85%0.47%
2014-3.94%3.79%2.03%-0.24%1.27%2.70%-5.19%4.40%-2.50%6.49%1.93%1.22%11.91%
20135.95%2.63%3.90%1.25%1.35%-0.99%6.38%-5.57%5.19%3.73%1.92%2.20%31.06%

Комиссия

Комиссия Dividend Kings составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.


Портфель не содержит фондов, взимающих комиссии

Риск-скорректированная доходность

Ранг риск-скорректированной доходности

Текущий ранг Dividend Kings среди портфелей на нашем сайте составляет 6, что соответствует нижним 6% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.


Ранг риск-скорректированной доходности Dividend Kings, с текущим значением в 66
Dividend Kings
Ранг коэф-та Шарпа Dividend Kings, с текущим значением в 55Ранг коэф-та Шарпа
Ранг коэф-та Сортино Dividend Kings, с текущим значением в 55Ранг коэф-та Сортино
Ранг коэф-та Омега Dividend Kings, с текущим значением в 55Ранг коэф-та Омега
Ранг коэф-та Кальмара Dividend Kings, с текущим значением в 88Ранг коэф-та Кальмара
Ранг коэф-та Мартина Dividend Kings, с текущим значением в 66Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.

Показатели риск-скорректированной доходности

В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.


Dividend Kings
Коэффициент Шарпа
Коэффициент Шарпа Dividend Kings, с текущим значением в 0.61, в сравнении с широким рынком0.002.004.006.000.61
Коэффициент Сортино
Коэффициент Сортино Dividend Kings, с текущим значением в 1.00, в сравнении с широким рынком-2.000.002.004.006.001.00
Коэффициент Омега
Коэффициент Омега Dividend Kings, с текущим значением в 1.12, в сравнении с широким рынком0.801.001.201.401.601.801.12
Коэффициент Кальмара
Коэффициент Кальмара Dividend Kings, с текущим значением в 0.44, в сравнении с широким рынком0.002.004.006.008.0010.000.44
Коэффициент Мартина
Коэффициент Мартина Dividend Kings, с текущим значением в 1.65, в сравнении с широким рынком0.0010.0020.0030.0040.0050.001.65
^GSPC
Коэффициент Шарпа
Коэффициент Шарпа ^GSPC, с текущим значением в 2.38, в сравнении с широким рынком0.002.004.006.002.38
Коэффициент Сортино
Коэффициент Сортино ^GSPC, с текущим значением в 3.37, в сравнении с широким рынком-2.000.002.004.006.003.37
Коэффициент Омега
Коэффициент Омега ^GSPC, с текущим значением в 1.42, в сравнении с широким рынком0.801.001.201.401.601.801.42
Коэффициент Кальмара
Коэффициент Кальмара ^GSPC, с текущим значением в 1.94, в сравнении с широким рынком0.002.004.006.008.0010.001.94
Коэффициент Мартина
Коэффициент Мартина ^GSPC, с текущим значением в 9.12, в сравнении с широким рынком0.0010.0020.0030.0040.0050.009.12

Активы портфеля
Коэффициент ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараКоэффициент Мартина
MO
0.640.941.140.511.87
VFC
-0.62-0.720.92-0.42-1.80
UVV
0.390.771.090.330.67
MMM
1.211.811.250.623.59
CDUAF
Canadian Utilities Limited
-0.62-0.790.90-0.41-0.85
LEG
-1.49-2.290.64-0.80-2.20
ABBV
AbbVie Inc.
1.141.581.221.014.04
FRT
Federal Realty Investment Trust
0.841.381.150.512.84
NWN
-0.40-0.410.95-0.21-0.81
KMB
-0.23-0.210.97-0.20-0.32
BKH
Black Hills Corporation
-0.26-0.210.98-0.16-0.41
SWK
0.460.901.100.221.24
NFG
0.691.171.130.422.17
KO
0.230.411.050.170.51
JNJ
0.020.141.020.010.03
PEP
-0.14-0.090.99-0.13-0.25
CINF
Cincinnati Financial Corporation
0.941.471.180.684.00
PG
0.771.181.151.042.94
CL
Colgate-Palmolive Company
1.401.961.251.264.06
SYY
0.370.671.080.240.95
TGT
0.090.431.050.050.19
GRC
The Gorman-Rupp Company
1.011.561.210.704.89
HRL
Hormel Foods Corporation
-0.18-0.080.99-0.10-0.28
EMR
Emerson Electric Co.
1.822.821.381.717.82
ITW
0.721.061.140.781.73
GPC
Genuine Parts Company
-0.22-0.130.98-0.18-0.44
LOW
0.651.101.130.511.56
PPG
-0.19-0.130.98-0.12-0.43
SJW
-0.82-1.090.88-0.52-1.03
ABM
ABM Industries Incorporated
0.230.601.090.300.54
ABT
Abbott Laboratories
-0.13-0.070.99-0.07-0.26
LANC
-0.25-0.180.98-0.25-0.50
CWT
California Water Service Group
-0.12-0.001.00-0.08-0.21
FMCB
Farmers & Merchants Bancorp
0.570.981.150.992.37
AWR
American States Water Company
-0.58-0.710.92-0.38-0.86
CBSH
Commerce Bancshares, Inc.
0.821.391.160.573.04
PH
2.783.881.504.9516.33
TNC
1.462.141.282.335.52
BDX
Becton, Dickinson and Company
-0.23-0.170.98-0.25-0.39
MSEX
-0.76-0.990.89-0.37-0.89
MSA
1.492.301.281.654.19
SCL
-0.040.141.02-0.02-0.08
DOV
Dover Corporation
1.692.481.311.206.04
NDSN
1.452.191.261.304.47
FUL
H.B. Fuller Company
0.991.611.191.134.33
GWW
W.W. Grainger, Inc.
2.062.801.372.866.33
TR
-0.85-1.170.87-0.50-1.11

Коэффициент Шарпа

Dividend Kings на текущий момент имеет коэффициент Шарпа равный 0.61. Это значение рассчитано на основе данных за последние 12 месяцев и учитывает как изменения цен, так и дивиденды.

По сравнению с широким рынком, где средние значения коэффициента Шарпа находятся в диапазоне от 1.77 до 2.60, текущий коэффициент Шарпа данного портфеля попадает в нижние 25%. Это указывает на то, что портфель может показывать худшие результаты с поправкой на риск по сравнению с многими другими портфелями. Пониженная эффективность может быть обусловлена как низкой доходностью, так и высокой волатильностью или их сочетанием. Это может свидетельствовать о необходимости доработки портфеля. Вы можете воспользоваться инструментом оптимизации портфеля для выбора распределения активов, которое максимизирует коэффициент Шарпа.

Используйте график ниже, чтобы сравнить коэффициент Шарпа с бенчмарком для анализа эффективности инвестиции или перейдите к инструменту коэффициента Шарпа для более детального контроля над параметрами расчета.


Скользящий 12-месячный коэффициент Шарпа-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.61
2.38
Dividend Kings
Benchmark (^GSPC)
Активы портфеля

Дивиденды

Дивидендный доход

Дивидендная доходность Dividend Kings за предыдущие двенадцать месяцев составила 2.99%.


TTM20232022202120202019201820172016201520142013
Dividend Kings2.99%2.88%2.69%2.23%2.46%2.29%2.66%2.20%2.28%2.58%2.25%2.31%
MO
8.42%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
VFC
6.11%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%1.47%
UVV
5.92%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%4.64%3.66%
MMM
4.28%6.56%5.94%3.99%4.02%3.90%3.41%2.39%2.97%3.26%2.49%2.17%
CDUAF
Canadian Utilities Limited
5.73%5.52%5.03%4.85%5.31%4.23%4.15%3.95%3.62%4.11%2.74%4.28%
LEG
15.24%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
ABBV
AbbVie Inc.
3.64%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
FRT
Federal Realty Investment Trust
4.25%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%
NWN
5.05%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%4.26%
KMB
3.54%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.65%2.85%
BKH
Black Hills Corporation
4.49%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%2.89%
SWK
3.58%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%2.45%
NFG
3.50%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
KO
2.96%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
JNJ
3.08%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
PEP
2.78%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CINF
Cincinnati Financial Corporation
2.55%2.90%2.70%2.21%2.75%2.13%2.74%3.32%2.52%3.84%3.35%3.12%
PG
2.28%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
CL
Colgate-Palmolive Company
2.06%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
SYY
2.63%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
TGT
2.75%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
GRC
The Gorman-Rupp Company
2.19%1.98%2.67%1.43%1.82%1.47%7.68%1.42%1.31%1.43%1.09%0.95%
HRL
Hormel Foods Corporation
3.07%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%
EMR
Emerson Electric Co.
1.86%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
ITW
2.20%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
GPC
Genuine Parts Company
2.52%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
LOW
1.90%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
PPG
1.93%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
SJW
2.60%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.44%2.62%2.33%2.44%
ABM
ABM Industries Incorporated
1.89%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%2.12%
ABT
Abbott Laboratories
2.04%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
LANC
1.83%2.07%1.65%1.84%1.55%1.66%1.39%1.74%1.45%5.96%1.90%1.84%
CWT
California Water Service Group
1.99%2.01%1.65%1.28%1.57%1.53%1.57%1.59%2.04%2.88%2.64%2.77%
FMCB
Farmers & Merchants Bancorp
1.61%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%2.74%3.00%
AWR
American States Water Company
2.20%2.06%1.65%1.35%1.61%1.34%1.58%1.72%2.01%2.08%2.21%2.65%
CBSH
Commerce Bancshares, Inc.
1.85%1.95%1.43%1.34%1.37%1.21%1.26%1.20%1.11%1.38%1.29%1.19%
PH
1.11%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
TNC
1.04%1.16%1.65%1.16%1.27%1.13%1.63%1.16%1.14%1.42%1.08%1.06%
BDX
Becton, Dickinson and Company
1.57%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
MSEX
2.25%1.92%1.50%0.92%1.44%1.54%1.71%2.15%1.88%2.92%3.31%3.59%
MSA
1.02%1.11%1.26%1.16%1.14%1.30%1.58%1.78%1.89%2.92%2.32%2.30%
SCL
1.68%1.55%1.29%1.01%0.95%1.00%1.25%1.06%0.95%1.47%1.72%0.99%
DOV
Dover Corporation
1.11%1.32%1.48%1.10%1.56%1.68%2.36%1.18%1.50%1.75%1.41%0.67%
NDSN
0.99%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
FUL
H.B. Fuller Company
1.03%0.99%1.03%0.82%1.25%1.23%1.44%1.10%1.14%1.40%1.03%0.74%
GWW
W.W. Grainger, Inc.
0.81%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
TR
1.19%1.08%0.85%1.27%1.21%1.05%1.04%0.93%0.82%1.11%0.96%1.01%

Просадки

График просадок

На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.17%
-0.09%
Dividend Kings
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Dividend Kings показал максимальную просадку в 33.07%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 141 торговую сессию.

Текущая просадка Dividend Kings составляет 2.17%.

В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.


Глубина

Начало

Падение

Дно

Восстановление

Окончание

Всего

-33.07%21 янв. 2020 г.4423 мар. 2020 г.14112 окт. 2020 г.185
-19%5 янв. 2022 г.18630 сент. 2022 г.
-13.12%24 сент. 2018 г.6424 дек. 2018 г.3615 февр. 2019 г.100
-10.04%29 янв. 2018 г.3923 мар. 2018 г.8626 июл. 2018 г.125
-10.01%30 дек. 2014 г.16525 авг. 2015 г.482 нояб. 2015 г.213

Волатильность

График волатильности

Текущая волатильность Dividend Kings составляет 2.14%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.14%
3.36%
Dividend Kings
Benchmark (^GSPC)
Активы портфеля

Диверсификация

Таблица корреляции активов

Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.

FMCBCDUAFABBVTGTHRLTRUVVMOMSEXBDXKMBSJWJNJNWNLANCABTAWRNFGVFCCWTFRTPGSYYLOWCLPEPGWWBKHKOTNCGRCCBSHABMMSASCLLEGSWKCINFNDSNPPGEMRFULPHMMMGPCDOVITW
FMCB1.000.040.010.020.010.020.00-0.000.030.01-0.010.04-0.010.030.02-0.000.020.010.020.020.03-0.020.010.01-0.010.010.020.010.02-0.010.010.020.030.000.030.000.010.010.02-0.000.000.020.020.010.030.020.02
CDUAF0.041.000.170.120.130.110.150.190.160.160.160.150.150.200.130.170.170.220.180.190.200.170.180.150.180.180.140.250.210.170.140.160.170.150.160.180.170.160.160.190.190.200.180.180.180.210.19
ABBV0.010.171.000.250.210.210.220.270.200.410.290.200.450.190.250.440.210.240.240.220.250.320.270.270.320.320.270.240.310.240.270.270.280.280.270.290.290.310.300.330.320.300.300.350.310.290.35
TGT0.020.120.251.000.260.240.250.270.210.270.250.210.280.200.270.320.230.260.440.230.310.290.320.460.290.290.350.240.290.310.320.340.320.320.310.390.380.340.370.350.360.350.360.370.430.370.39
HRL0.010.130.210.261.000.410.270.410.290.330.500.300.360.340.420.300.330.300.230.330.310.460.350.270.500.500.250.370.430.210.240.240.280.240.280.280.250.340.250.280.210.250.220.320.330.250.30
TR0.020.110.210.240.411.000.330.300.360.270.380.370.290.370.450.270.390.310.230.380.310.370.330.260.380.380.280.380.360.340.340.330.340.340.370.320.250.340.300.290.260.320.270.300.330.280.31
UVV0.000.150.220.250.270.331.000.430.310.230.270.330.250.330.340.230.310.360.290.330.330.280.340.280.300.310.280.360.330.370.380.390.390.380.430.370.320.350.320.360.360.400.360.350.350.330.36
MO-0.000.190.270.270.410.300.431.000.230.270.430.250.370.320.360.280.260.340.280.270.380.450.410.300.450.460.280.380.490.270.260.280.330.260.280.360.320.390.270.330.320.310.310.400.390.310.38
MSEX0.030.160.200.210.290.360.310.231.000.260.300.620.280.510.400.290.650.360.260.660.360.310.270.280.300.340.260.520.330.320.380.290.360.340.360.300.270.340.290.290.250.320.260.300.290.290.32
BDX0.010.160.410.270.330.270.230.270.261.000.350.270.480.260.310.580.290.270.290.300.270.380.300.340.390.390.320.320.370.280.300.290.300.360.320.320.370.370.390.390.360.360.350.410.350.360.42
KMB-0.010.160.290.250.500.380.270.430.300.351.000.330.430.360.370.360.360.290.230.350.340.680.340.280.690.590.270.420.540.220.230.210.260.250.260.270.260.360.270.320.250.240.230.360.330.290.34
SJW0.040.150.200.210.300.370.330.250.620.270.331.000.290.520.390.270.680.380.230.680.380.340.270.280.330.360.240.530.360.330.350.310.360.340.370.300.260.340.290.290.260.330.260.310.300.290.32
JNJ-0.010.150.450.280.360.290.250.370.280.480.430.291.000.300.320.510.330.280.260.330.290.480.300.300.470.480.310.360.450.270.280.300.280.300.290.280.320.390.320.360.340.320.310.450.360.330.41
NWN0.030.200.190.200.340.370.330.320.510.260.360.520.301.000.390.250.570.480.250.570.450.360.330.250.350.390.240.650.400.300.320.300.390.300.340.330.270.370.260.280.260.310.240.340.320.280.32
LANC0.020.130.250.270.420.450.340.360.400.310.370.390.320.391.000.280.400.330.270.410.340.380.370.310.390.410.280.410.400.370.360.340.390.390.370.350.300.380.330.330.310.370.300.330.390.330.36
ABT-0.000.170.440.320.300.270.230.280.290.580.360.270.510.250.281.000.300.260.340.300.290.410.310.390.410.400.360.300.390.310.320.320.310.380.340.350.420.380.420.440.390.380.380.440.370.420.45
AWR0.020.170.210.230.330.390.310.260.650.290.360.680.330.570.400.301.000.380.250.800.390.370.290.280.370.410.260.580.380.340.340.310.350.330.370.300.260.380.310.300.260.310.260.300.310.300.33
NFG0.010.220.240.260.300.310.360.340.360.270.290.380.280.480.330.260.381.000.330.410.420.310.350.300.320.310.360.520.350.370.370.390.410.370.410.410.360.410.390.380.430.400.400.370.410.420.41
VFC0.020.180.240.440.230.230.290.280.260.290.230.230.260.250.270.340.250.331.000.250.400.260.410.440.250.280.370.290.320.400.390.470.390.430.410.540.510.420.470.480.460.470.480.460.500.480.49
CWT0.020.190.220.230.330.380.330.270.660.300.350.680.330.570.410.300.800.410.251.000.410.360.290.280.360.390.260.580.380.340.370.320.370.360.380.320.280.380.320.310.270.340.270.310.310.310.34
FRT0.030.200.250.310.310.310.330.380.360.270.340.380.290.450.340.290.390.420.400.411.000.340.430.360.350.360.310.470.380.340.340.370.380.330.340.470.380.440.340.390.370.390.360.380.430.370.39
PG-0.020.170.320.290.460.370.280.450.310.380.680.340.480.360.380.410.370.310.260.360.341.000.370.320.730.640.310.420.600.250.260.230.290.280.300.290.300.400.310.350.320.290.290.400.370.340.39
SYY0.010.180.270.320.350.330.340.410.270.300.340.270.300.330.370.310.290.350.410.290.430.371.000.380.390.420.360.360.430.340.370.390.390.360.380.450.390.460.370.430.410.410.420.390.460.390.44
LOW0.010.150.270.460.270.260.280.300.280.340.280.280.300.250.310.390.280.300.440.280.360.320.381.000.320.330.440.290.320.380.400.400.370.400.370.500.540.400.500.480.460.450.480.450.520.470.51
CL-0.010.180.320.290.500.380.300.450.300.390.690.330.470.350.390.410.370.320.250.360.350.730.390.321.000.650.320.430.600.260.260.240.300.300.300.300.320.400.300.360.300.290.300.400.370.330.39
PEP0.010.180.320.290.500.380.310.460.340.390.590.360.480.390.410.400.410.310.280.390.360.640.420.330.651.000.310.440.710.270.260.230.300.280.290.300.310.400.300.360.300.280.270.390.370.320.39
GWW0.020.140.270.350.250.280.280.280.260.320.270.240.310.240.280.360.260.360.370.260.310.310.360.440.320.311.000.290.310.450.440.440.410.460.420.450.500.440.550.480.580.470.580.480.550.570.60
BKH0.010.250.240.240.370.380.360.380.520.320.420.530.360.650.410.300.580.520.290.580.470.420.360.290.430.440.291.000.470.310.350.320.390.330.340.360.290.430.320.340.320.340.300.360.370.330.36
KO0.020.210.310.290.430.360.330.490.330.370.540.360.450.400.400.390.380.350.320.380.380.600.430.320.600.710.310.471.000.300.270.290.340.310.330.350.340.450.340.400.360.340.340.420.400.360.42
TNC-0.010.170.240.310.210.340.370.270.320.280.220.330.270.300.370.310.340.370.400.340.340.250.340.380.260.270.450.310.301.000.540.500.500.510.530.490.500.440.540.450.520.530.550.470.480.530.55
GRC0.010.140.270.320.240.340.380.260.380.300.230.350.280.320.360.320.340.370.390.370.340.260.370.400.260.260.440.350.270.541.000.480.470.530.530.460.510.430.520.470.520.530.550.460.480.530.55
CBSH0.020.160.270.340.240.330.390.280.290.290.210.310.300.300.340.320.310.390.470.320.370.230.390.400.240.230.440.320.290.500.481.000.500.510.530.520.500.560.520.470.530.550.540.480.520.530.52
ABM0.030.170.280.320.280.340.390.330.360.300.260.360.280.390.390.310.350.410.390.370.380.290.390.370.300.300.410.390.340.500.470.501.000.480.480.490.460.460.470.440.460.530.480.450.470.460.49
MSA0.000.150.280.320.240.340.380.260.340.360.250.340.300.300.390.380.330.370.430.360.330.280.360.400.300.280.460.330.310.510.530.510.481.000.520.470.490.460.540.490.510.540.540.460.490.520.54
SCL0.030.160.270.310.280.370.430.280.360.320.260.370.290.340.370.340.370.410.410.380.340.300.380.370.300.290.420.340.330.530.530.530.480.521.000.490.480.460.510.510.500.610.520.480.470.510.53
LEG0.000.180.290.390.280.320.370.360.300.320.270.300.280.330.350.350.300.410.540.320.470.290.450.500.300.300.450.360.350.490.460.520.490.470.491.000.590.480.540.560.530.570.560.520.570.540.56
SWK0.010.170.290.380.250.250.320.320.270.370.260.260.320.270.300.420.260.360.510.280.380.300.390.540.320.310.500.290.340.500.510.500.460.490.480.591.000.480.620.600.610.580.660.620.550.650.68
CINF0.010.160.310.340.340.340.350.390.340.370.360.340.390.370.380.380.380.410.420.380.440.400.460.400.400.400.440.430.450.440.430.560.460.460.460.480.481.000.450.490.510.480.510.510.520.510.52
NDSN0.020.160.300.370.250.300.320.270.290.390.270.290.320.260.330.420.310.390.470.320.340.310.370.500.300.300.550.320.340.540.520.520.470.540.510.540.620.451.000.570.630.580.660.540.560.650.65
PPG-0.000.190.330.350.280.290.360.330.290.390.320.290.360.280.330.440.300.380.480.310.390.350.430.480.360.360.480.340.400.450.470.470.440.490.510.560.600.490.571.000.590.640.590.560.540.590.62
EMR0.000.190.320.360.210.260.360.320.250.360.250.260.340.260.310.390.260.430.460.270.370.320.410.460.300.300.580.320.360.520.520.530.460.510.500.530.610.510.630.591.000.590.740.600.580.710.69
FUL0.020.200.300.350.250.320.400.310.320.360.240.330.320.310.370.380.310.400.470.340.390.290.410.450.290.280.470.340.340.530.530.550.530.540.610.570.580.480.580.640.591.000.610.550.530.580.60
PH0.020.180.300.360.220.270.360.310.260.350.230.260.310.240.300.380.260.400.480.270.360.290.420.480.300.270.580.300.340.550.550.540.480.540.520.560.660.510.660.590.740.611.000.600.590.730.73
MMM0.010.180.350.370.320.300.350.400.300.410.360.310.450.340.330.440.300.370.460.310.380.400.390.450.400.390.480.360.420.470.460.480.450.460.480.520.620.510.540.560.600.550.601.000.530.590.67
GPC0.030.180.310.430.330.330.350.390.290.350.330.300.360.320.390.370.310.410.500.310.430.370.460.520.370.370.550.370.400.480.480.520.470.490.470.570.550.520.560.540.580.530.590.531.000.570.61
DOV0.020.210.290.370.250.280.330.310.290.360.290.290.330.280.330.420.300.420.480.310.370.340.390.470.330.320.570.330.360.530.530.530.460.520.510.540.650.510.650.590.710.580.730.590.571.000.71
ITW0.020.190.350.390.300.310.360.380.320.420.340.320.410.320.360.450.330.410.490.340.390.390.440.510.390.390.600.360.420.550.550.520.490.540.530.560.680.520.650.620.690.600.730.670.610.711.00