Dividend Aristocrats
Распределение активов
Позиция | Категория/Сектор | Вес |
---|---|---|
MMM 3M Company | Industrials | 4.55% |
ABT Abbott Laboratories | Healthcare | 4.55% |
ABBV AbbVie Inc. | Healthcare | 4.55% |
ADP Automatic Data Processing, Inc. | Industrials | 4.55% |
CAT Caterpillar Inc. | Industrials | 4.55% |
CLX The Clorox Company | Consumer Defensive | 4.55% |
CVX Chevron Corporation | Energy | 4.55% |
KO The Coca-Cola Company | Consumer Defensive | 4.55% |
CL Colgate-Palmolive Company | Consumer Defensive | 4.55% |
ED Consolidated Edison, Inc. | Utilities | 4.55% |
ESS Essex Property Trust, Inc. | Real Estate | 4.55% |
XOM | 4.55% | |
FRT Federal Realty Investment Trust | Real Estate | 4.55% |
HRL Hormel Foods Corporation | Consumer Defensive | 4.55% |
IBM International Business Machines Corporation | Technology | 4.55% |
JNJ Johnson & Johnson | Healthcare | 4.55% |
PEP PepsiCo, Inc. | Consumer Defensive | 4.55% |
PG The Procter & Gamble Company | Consumer Defensive | 4.55% |
SWK Stanley Black & Decker, Inc. | Industrials | 4.55% |
TROW T. Rowe Price Group, Inc. | Financial Services | 4.55% |
WBA Walgreens Boots Alliance, Inc. | Healthcare | 4.55% |
WMT | 4.55% |
Доходность
График показывает рост $10,000 инвестированных в Dividend Aristocrats 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
Доходность по периодам
Dividend Aristocrats на 21 сент. 2023 г. показал доходность в -0.44% с начала года и доходность в 9.25% в годовом выражении за последние 10 лет.
1 месяц | 6 месяцев | С начала года | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
Бенчмарк | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
Dividend Aristocrats | -0.19% | 6.63% | -0.44% | 7.58% | 6.84% | 9.29% |
Активы портфеля: | ||||||
MMM 3M Company | 0.49% | 0.99% | -13.82% | -8.93% | -11.15% | 1.15% |
ABT Abbott Laboratories | -4.63% | 4.35% | -7.35% | 1.54% | 9.56% | 13.23% |
ABBV AbbVie Inc. | 3.62% | 0.93% | -2.09% | 13.92% | 16.09% | 17.27% |
ADP Automatic Data Processing, Inc. | -1.78% | 15.40% | 3.79% | 8.11% | 12.46% | 16.84% |
CAT Caterpillar Inc. | 3.11% | 28.29% | 18.07% | 65.60% | 15.08% | 15.81% |
CLX The Clorox Company | -9.27% | -10.45% | -0.51% | -0.82% | 0.44% | 8.02% |
CVX Chevron Corporation | 4.81% | 9.98% | -4.48% | 11.46% | 11.40% | 7.28% |
KO The Coca-Cola Company | -1.93% | -0.95% | -5.98% | 1.40% | 7.98% | 7.59% |
CL Colgate-Palmolive Company | 0.34% | 4.00% | -4.59% | 1.02% | 3.80% | 4.45% |
ED Consolidated Edison, Inc. | 2.37% | 1.49% | -1.46% | -1.54% | 7.16% | 9.01% |
ESS Essex Property Trust, Inc. | -4.35% | 16.60% | 7.93% | -5.83% | 1.24% | 7.25% |
XOM | 7.68% | 14.47% | 8.14% | 32.24% | 12.09% | 7.38% |
FRT Federal Realty Investment Trust | 1.47% | 8.28% | -1.26% | 8.08% | -1.65% | 2.84% |
HRL Hormel Foods Corporation | -0.41% | 3.64% | -13.14% | -14.56% | 1.53% | 8.08% |
IBM International Business Machines Corporation | 5.89% | 24.52% | 10.38% | 25.96% | 5.78% | 2.18% |
JNJ Johnson & Johnson | -1.16% | 9.40% | -5.73% | 2.64% | 5.45% | 9.16% |
PEP PepsiCo, Inc. | 2.24% | 2.98% | 0.80% | 8.79% | 12.37% | 11.38% |
PG The Procter & Gamble Company | 1.08% | 8.08% | 3.18% | 16.03% | 15.30% | 9.98% |
SWK Stanley Black & Decker, Inc. | -2.91% | 16.31% | 17.93% | 7.21% | -8.91% | 1.87% |
TROW T. Rowe Price Group, Inc. | 2.33% | 2.09% | 3.07% | 3.19% | 3.04% | 7.55% |
WBA Walgreens Boots Alliance, Inc. | -17.71% | -30.19% | -38.79% | -30.73% | -18.12% | -6.19% |
WMT | 4.39% | 17.40% | 16.93% | 23.48% | 13.26% | 10.29% |
Доходность выше одного года показана в среднегодовом выражении |
Таблица корреляции активов
CLX | ED | ABBV | XOM | CVX | WMT | HRL | ESS | CAT | WBA | FRT | ABT | SWK | JNJ | IBM | TROW | PG | KO | CL | PEP | MMM | ADP | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX | 1.00 | 0.36 | 0.22 | 0.10 | 0.09 | 0.35 | 0.48 | 0.25 | 0.10 | 0.21 | 0.28 | 0.27 | 0.19 | 0.32 | 0.20 | 0.21 | 0.55 | 0.43 | 0.58 | 0.50 | 0.27 | 0.29 |
ED | 0.36 | 1.00 | 0.19 | 0.16 | 0.16 | 0.30 | 0.39 | 0.42 | 0.13 | 0.23 | 0.41 | 0.24 | 0.15 | 0.34 | 0.23 | 0.17 | 0.44 | 0.45 | 0.45 | 0.47 | 0.25 | 0.31 |
ABBV | 0.22 | 0.19 | 1.00 | 0.28 | 0.28 | 0.25 | 0.22 | 0.25 | 0.29 | 0.34 | 0.25 | 0.45 | 0.29 | 0.46 | 0.35 | 0.34 | 0.32 | 0.32 | 0.33 | 0.33 | 0.36 | 0.37 |
XOM | 0.10 | 0.16 | 0.28 | 1.00 | 0.82 | 0.22 | 0.19 | 0.22 | 0.57 | 0.33 | 0.32 | 0.25 | 0.40 | 0.28 | 0.45 | 0.43 | 0.24 | 0.30 | 0.23 | 0.24 | 0.44 | 0.37 |
CVX | 0.09 | 0.16 | 0.28 | 0.82 | 1.00 | 0.22 | 0.19 | 0.23 | 0.56 | 0.35 | 0.31 | 0.27 | 0.39 | 0.29 | 0.45 | 0.44 | 0.24 | 0.31 | 0.24 | 0.24 | 0.42 | 0.38 |
WMT | 0.35 | 0.30 | 0.25 | 0.22 | 0.22 | 1.00 | 0.36 | 0.26 | 0.25 | 0.37 | 0.28 | 0.34 | 0.29 | 0.37 | 0.32 | 0.34 | 0.45 | 0.38 | 0.41 | 0.44 | 0.34 | 0.36 |
HRL | 0.48 | 0.39 | 0.22 | 0.19 | 0.19 | 0.36 | 1.00 | 0.29 | 0.20 | 0.32 | 0.31 | 0.30 | 0.25 | 0.36 | 0.29 | 0.27 | 0.46 | 0.43 | 0.50 | 0.50 | 0.32 | 0.34 |
ESS | 0.25 | 0.42 | 0.25 | 0.22 | 0.23 | 0.26 | 0.29 | 1.00 | 0.24 | 0.29 | 0.65 | 0.33 | 0.32 | 0.30 | 0.33 | 0.35 | 0.36 | 0.41 | 0.38 | 0.39 | 0.32 | 0.40 |
CAT | 0.10 | 0.13 | 0.29 | 0.57 | 0.56 | 0.25 | 0.20 | 0.24 | 1.00 | 0.39 | 0.32 | 0.32 | 0.59 | 0.30 | 0.50 | 0.54 | 0.25 | 0.31 | 0.26 | 0.23 | 0.57 | 0.42 |
WBA | 0.21 | 0.23 | 0.34 | 0.33 | 0.35 | 0.37 | 0.32 | 0.29 | 0.39 | 1.00 | 0.37 | 0.38 | 0.40 | 0.38 | 0.42 | 0.45 | 0.34 | 0.32 | 0.33 | 0.33 | 0.45 | 0.40 |
FRT | 0.28 | 0.41 | 0.25 | 0.32 | 0.31 | 0.28 | 0.31 | 0.65 | 0.32 | 0.37 | 1.00 | 0.29 | 0.37 | 0.29 | 0.37 | 0.39 | 0.34 | 0.39 | 0.36 | 0.37 | 0.38 | 0.40 |
ABT | 0.27 | 0.24 | 0.45 | 0.25 | 0.27 | 0.34 | 0.30 | 0.33 | 0.32 | 0.38 | 0.29 | 1.00 | 0.42 | 0.51 | 0.41 | 0.47 | 0.41 | 0.39 | 0.41 | 0.41 | 0.45 | 0.50 |
SWK | 0.19 | 0.15 | 0.29 | 0.40 | 0.39 | 0.29 | 0.25 | 0.32 | 0.59 | 0.40 | 0.37 | 0.42 | 1.00 | 0.32 | 0.51 | 0.60 | 0.31 | 0.34 | 0.33 | 0.31 | 0.62 | 0.51 |
JNJ | 0.32 | 0.34 | 0.46 | 0.28 | 0.29 | 0.37 | 0.36 | 0.30 | 0.30 | 0.38 | 0.29 | 0.51 | 0.32 | 1.00 | 0.42 | 0.38 | 0.49 | 0.45 | 0.48 | 0.49 | 0.46 | 0.43 |
IBM | 0.20 | 0.23 | 0.35 | 0.45 | 0.45 | 0.32 | 0.29 | 0.33 | 0.50 | 0.42 | 0.37 | 0.41 | 0.51 | 0.42 | 1.00 | 0.51 | 0.38 | 0.40 | 0.38 | 0.36 | 0.55 | 0.50 |
TROW | 0.21 | 0.17 | 0.34 | 0.43 | 0.44 | 0.34 | 0.27 | 0.35 | 0.54 | 0.45 | 0.39 | 0.47 | 0.60 | 0.38 | 0.51 | 1.00 | 0.34 | 0.38 | 0.33 | 0.36 | 0.57 | 0.58 |
PG | 0.55 | 0.44 | 0.32 | 0.24 | 0.24 | 0.45 | 0.46 | 0.36 | 0.25 | 0.34 | 0.34 | 0.41 | 0.31 | 0.49 | 0.38 | 0.34 | 1.00 | 0.60 | 0.74 | 0.64 | 0.41 | 0.44 |
KO | 0.43 | 0.45 | 0.32 | 0.30 | 0.31 | 0.38 | 0.43 | 0.41 | 0.31 | 0.32 | 0.39 | 0.39 | 0.34 | 0.45 | 0.40 | 0.38 | 0.60 | 1.00 | 0.60 | 0.71 | 0.43 | 0.49 |
CL | 0.58 | 0.45 | 0.33 | 0.23 | 0.24 | 0.41 | 0.50 | 0.38 | 0.26 | 0.33 | 0.36 | 0.41 | 0.33 | 0.48 | 0.38 | 0.33 | 0.74 | 0.60 | 1.00 | 0.66 | 0.41 | 0.45 |
PEP | 0.50 | 0.47 | 0.33 | 0.24 | 0.24 | 0.44 | 0.50 | 0.39 | 0.23 | 0.33 | 0.37 | 0.41 | 0.31 | 0.49 | 0.36 | 0.36 | 0.64 | 0.71 | 0.66 | 1.00 | 0.40 | 0.49 |
MMM | 0.27 | 0.25 | 0.36 | 0.44 | 0.42 | 0.34 | 0.32 | 0.32 | 0.57 | 0.45 | 0.38 | 0.45 | 0.62 | 0.46 | 0.55 | 0.57 | 0.41 | 0.43 | 0.41 | 0.40 | 1.00 | 0.53 |
ADP | 0.29 | 0.31 | 0.37 | 0.37 | 0.38 | 0.36 | 0.34 | 0.40 | 0.42 | 0.40 | 0.40 | 0.50 | 0.51 | 0.43 | 0.50 | 0.58 | 0.44 | 0.49 | 0.45 | 0.49 | 0.53 | 1.00 |
Дивидендный доход
Дивидендная доходность Dividend Aristocrats за предыдущие двенадцать месяцев составила 3.50%.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend Aristocrats | 3.50% | 3.28% | 3.05% | 3.64% | 3.29% | 3.58% | 3.07% | 3.49% | 3.88% | 3.31% | 3.39% | 3.77% |
Активы портфеля: | ||||||||||||
MMM 3M Company | 6.05% | 5.19% | 3.63% | 3.78% | 3.80% | 3.44% | 2.47% | 3.14% | 3.53% | 2.77% | 2.47% | 3.55% |
ABT Abbott Laboratories | 1.99% | 1.74% | 1.32% | 1.38% | 1.57% | 1.67% | 2.05% | 3.05% | 2.47% | 2.31% | 1.76% | 3.75% |
ABBV AbbVie Inc. | 3.81% | 3.59% | 4.11% | 4.94% | 5.72% | 4.87% | 3.44% | 4.90% | 4.77% | 3.66% | 4.52% | 0.00% |
ADP Automatic Data Processing, Inc. | 2.05% | 1.86% | 1.61% | 2.19% | 2.08% | 2.36% | 2.25% | 2.42% | 2.79% | 2.56% | 2.75% | 3.64% |
CAT Caterpillar Inc. | 1.76% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
CLX The Clorox Company | 3.47% | 3.41% | 2.75% | 2.32% | 2.91% | 2.74% | 2.57% | 3.13% | 2.92% | 3.51% | 3.79% | 4.55% |
CVX Chevron Corporation | 3.57% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
KO The Coca-Cola Company | 3.11% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
CL Colgate-Palmolive Company | 2.58% | 2.41% | 2.19% | 2.18% | 2.72% | 3.13% | 2.42% | 2.78% | 2.70% | 2.52% | 2.56% | 2.99% |
ED Consolidated Edison, Inc. | 3.52% | 3.40% | 3.86% | 4.69% | 3.76% | 4.46% | 4.02% | 4.65% | 5.36% | 5.27% | 6.42% | 6.56% |
ESS Essex Property Trust, Inc. | 4.03% | 4.24% | 2.51% | 3.80% | 2.92% | 3.51% | 3.46% | 3.38% | 3.04% | 3.21% | 4.49% | 4.13% |
XOM | 3.13% | 3.30% | 6.08% | 9.55% | 6.00% | 6.06% | 4.88% | 4.57% | 5.29% | 4.33% | 3.70% | 3.94% |
FRT Federal Realty Investment Trust | 4.44% | 4.35% | 3.33% | 5.48% | 3.73% | 4.09% | 3.69% | 3.45% | 3.24% | 3.32% | 4.11% | 3.88% |
HRL Hormel Foods Corporation | 2.80% | 2.33% | 2.09% | 2.12% | 2.02% | 1.95% | 2.11% | 1.92% | 1.48% | 1.83% | 1.83% | 2.37% |
IBM International Business Machines Corporation | 4.42% | 4.85% | 5.16% | 5.91% | 5.77% | 6.89% | 5.07% | 4.53% | 5.16% | 3.89% | 2.96% | 2.64% |
JNJ Johnson & Johnson | 2.85% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
PEP PepsiCo, Inc. | 2.71% | 2.56% | 2.56% | 2.93% | 3.08% | 3.71% | 3.12% | 3.44% | 3.46% | 3.45% | 3.57% | 4.23% |
PG The Procter & Gamble Company | 2.42% | 2.43% | 2.17% | 2.40% | 2.60% | 3.49% | 3.48% | 3.83% | 4.12% | 3.57% | 3.85% | 4.45% |
SWK Stanley Black & Decker, Inc. | 3.73% | 4.36% | 1.68% | 1.68% | 1.79% | 2.41% | 1.63% | 2.29% | 2.37% | 2.57% | 3.03% | 3.08% |
TROW T. Rowe Price Group, Inc. | 4.47% | 4.55% | 3.98% | 2.66% | 2.88% | 3.59% | 2.60% | 3.53% | 7.30% | 2.78% | 2.51% | 5.12% |
WBA Walgreens Boots Alliance, Inc. | 8.79% | 5.37% | 3.97% | 5.28% | 3.62% | 3.01% | 2.68% | 2.27% | 2.14% | 2.27% | 2.78% | 3.74% |
WMT | 1.38% | 1.60% | 1.56% | 1.56% | 1.89% | 2.42% | 2.29% | 3.29% | 3.74% | 2.69% | 2.95% | 2.94% |
Комиссия
Комиссия Dividend Aristocrats составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
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.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс Язвы | |
---|---|---|---|---|---|
MMM 3M Company | -0.37 | ||||
ABT Abbott Laboratories | -0.08 | ||||
ABBV AbbVie Inc. | 0.56 | ||||
ADP Automatic Data Processing, Inc. | 0.26 | ||||
CAT Caterpillar Inc. | 1.89 | ||||
CLX The Clorox Company | -0.06 | ||||
CVX Chevron Corporation | 0.40 | ||||
KO The Coca-Cola Company | 0.03 | ||||
CL Colgate-Palmolive Company | -0.03 | ||||
ED Consolidated Edison, Inc. | -0.19 | ||||
ESS Essex Property Trust, Inc. | -0.35 | ||||
XOM | N/A | ||||
FRT Federal Realty Investment Trust | 0.23 | ||||
HRL Hormel Foods Corporation | -0.77 | ||||
IBM International Business Machines Corporation | 1.24 | ||||
JNJ Johnson & Johnson | 0.05 | ||||
PEP PepsiCo, Inc. | 0.56 | ||||
PG The Procter & Gamble Company | 0.90 | ||||
SWK Stanley Black & Decker, Inc. | 0.09 | ||||
TROW T. Rowe Price Group, Inc. | 0.08 | ||||
WBA Walgreens Boots Alliance, Inc. | -1.05 | ||||
WMT | N/A |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
Dividend Aristocrats с января 2010 показал максимальную просадку в 30.53%, зарегистрированную 23 мар. 2020 г.. Портфель полностью восстановился за 162 торговые сессии.
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 |
---|---|---|---|---|---|---|
-30.53% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 162 | 10 нояб. 2020 г. | 187 |
-18.15% | 21 апр. 2022 г. | 113 | 30 сент. 2022 г. | — | — | — |
-13.02% | 4 дек. 2018 г. | 14 | 24 дек. 2018 г. | 55 | 15 мар. 2019 г. | 69 |
-11.95% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 176 | 3 дек. 2018 г. | 215 |
-11.35% | 18 мая 2015 г. | 70 | 25 авг. 2015 г. | 79 | 16 дек. 2015 г. | 149 |
График волатильности
Текущая волатильность Dividend Aristocrats составляет 2.36%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.