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Dividend Kings

Последнее обновление 2 мар. 2024 г.

Dividend Kings portfolio is a collection of stocks in companies with a history of paying and increasing dividends to shareholders for 50 consecutive years or more. The stocks in this portfolio are equally weighted, meaning each stock represents an equal portion of the portfolio rather than being weighted based on market capitalization or other factors. The Dividend Kings portfolio aims to provide a steady income stream for the investor.

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
MO

2.13%

VFC

2.13%

UVV

2.13%

MMM

2.13%

CDUAF
Canadian Utilities Limited
Utilities

2.13%

LEG

2.13%

ABBV
AbbVie Inc.
Healthcare

2.13%

FRT
Federal Realty Investment Trust
Real Estate

2.13%

NWN

2.13%

KMB

2.13%

BKH
Black Hills Corporation
Utilities

2.13%

SWK

2.13%

NFG

2.13%

KO

2.13%

JNJ

2.13%

PEP

2.13%

CINF
Cincinnati Financial Corporation
Financial Services

2.13%

PG

2.13%

CL
Colgate-Palmolive Company
Consumer Defensive

2.13%

SYY

2.13%

TGT

2.13%

GRC
The Gorman-Rupp Company
Industrials

2.13%

HRL
Hormel Foods Corporation
Consumer Defensive

2.13%

EMR
Emerson Electric Co.
Industrials

2.13%

ITW

2.13%

GPC
Genuine Parts Company
Consumer Cyclical

2.13%

LOW

2.13%

PPG

2.13%

SJW

2.13%

ABM
ABM Industries Incorporated
Industrials

2.13%

ABT
Abbott Laboratories
Healthcare

2.13%

LANC

2.13%

CWT
California Water Service Group
Utilities

2.13%

FMCB
Farmers & Merchants Bancorp
Financial Services

2.13%

AWR
American States Water Company
Utilities

2.13%

CBSH
Commerce Bancshares, Inc.
Financial Services

2.13%

PH

2.13%

TNC

2.13%

BDX
Becton, Dickinson and Company
Healthcare

2.13%

MSEX

2.13%

MSA

2.13%

SCL

2.13%

DOV
Dover Corporation
Industrials

2.13%

NDSN

2.13%

FUL
H.B. Fuller Company
Basic Materials

2.13%

GWW
W.W. Grainger, Inc.
Industrials

2.13%

TR

2.13%

S&P 500

Доходность

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


200.00%220.00%240.00%260.00%OctoberNovemberDecember2024FebruaryMarch
236.26%
262.14%
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 2 мар. 2024 г. показал доходность в 0.38% с начала года и доходность в 9.70% в годовом выражении за последние 10 лет.


С начала года1 месяц6 месяцев1 год5 лет (среднегодовая)10 лет (среднегодовая)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dividend Kings0.38%1.52%3.51%1.94%7.64%9.72%
MO
1.29%-1.21%-3.06%-4.17%2.05%7.36%
VFC
-13.62%-2.58%-18.96%-35.07%-24.89%-9.43%
UVV
-27.50%-18.36%4.67%-0.34%1.56%3.42%
MMM
-15.97%-3.17%-12.76%-13.59%-11.30%-0.58%
CDUAF
Canadian Utilities Limited
-3.74%-0.91%-0.73%-6.84%1.88%-0.28%
LEG
-21.17%-11.15%-24.48%-36.74%-10.52%-0.60%
ABBV
AbbVie Inc.
16.55%6.07%23.10%19.28%23.69%18.08%
FRT
Federal Realty Investment Trust
-3.04%-2.01%4.13%-2.67%-1.66%2.49%
NWN
-3.96%-0.03%-2.63%-19.78%-7.06%2.34%
KMB
1.14%0.52%-1.72%0.86%4.61%4.95%
BKH
Black Hills Corporation
-3.45%1.78%-3.69%-13.55%-3.15%2.48%
SWK
-8.70%-1.17%-4.32%6.55%-5.52%3.03%
NFG
-2.81%4.19%-7.51%-13.89%-0.54%-0.89%
KO
1.02%-1.67%1.97%3.31%8.92%7.83%
JNJ
3.43%3.52%1.83%7.68%5.82%8.54%
PEP
-3.09%-3.73%-5.40%-2.87%10.06%10.36%
CINF
Cincinnati Financial Corporation
9.74%1.18%8.16%-3.47%8.85%12.34%
PG
9.08%0.48%4.11%15.56%12.76%10.47%
CL
Colgate-Palmolive Company
9.15%2.21%19.53%19.94%8.27%5.65%
SYY
10.07%-1.87%15.41%7.77%6.56%11.18%
TGT
9.84%7.53%25.92%-3.32%17.86%13.04%
GRC
The Gorman-Rupp Company
5.49%9.11%15.34%36.90%4.39%3.78%
HRL
Hormel Foods Corporation
4.86%9.05%-11.58%-15.27%-2.96%5.67%
EMR
Emerson Electric Co.
11.66%15.64%10.52%29.32%12.67%8.20%
ITW
-0.67%1.61%6.38%11.34%15.59%14.79%
GPC
Genuine Parts Company
8.45%5.49%-1.84%-10.82%9.95%8.52%
LOW
10.50%11.48%6.39%25.06%21.29%19.28%
PPG
-6.27%0.06%-0.80%3.42%6.64%5.10%
SJW
-13.12%-5.26%-12.70%-23.83%1.01%9.42%
ABM
ABM Industries Incorporated
-7.61%-0.22%-9.08%-13.80%4.47%5.88%
ABT
Abbott Laboratories
8.29%5.81%16.53%15.87%10.71%13.81%
LANC
23.96%1.82%25.69%10.63%8.04%10.42%
CWT
California Water Service Group
-11.73%0.54%-8.14%-18.25%-0.95%9.35%
FMCB
Farmers & Merchants Bancorp
-7.80%-0.51%3.52%-1.96%6.75%10.94%
AWR
American States Water Company
-10.42%-4.45%-13.83%-16.16%2.32%10.91%
CBSH
Commerce Bancshares, Inc.
-2.79%0.76%10.36%-15.69%3.29%6.85%
PH
17.07%5.68%28.13%51.67%27.76%17.90%
TNC
19.84%14.22%33.56%55.32%13.81%6.91%
BDX
Becton, Dickinson and Company
-3.49%-0.79%-14.86%0.69%0.76%9.21%
MSEX
-21.35%-7.96%-29.74%-31.14%-0.57%11.86%
MSA
8.70%8.81%-0.52%36.48%13.96%15.05%
SCL
-6.60%-3.01%1.72%-15.60%0.53%4.79%
DOV
Dover Corporation
8.77%5.39%12.92%9.36%14.72%11.83%
NDSN
0.99%3.92%8.95%20.67%15.58%15.01%
FUL
H.B. Fuller Company
-2.04%5.04%9.55%11.41%11.24%6.48%
GWW
W.W. Grainger, Inc.
18.60%1.06%38.60%41.99%28.50%16.43%
TR
-2.14%-0.79%2.97%-23.17%0.92%4.93%

Доходность по месяцам


янв.февр.мартапр.майиюньиюльавг.сент.окт.нояб.дек.
2024-2.63%3.16%
2023-3.06%-6.03%-2.60%6.55%5.91%

Коэффициент Шарпа

Dividend Kings на текущий момент имеет коэффициент Шарпа равный 0.27. Коэффициент Шарпа от 0 до 1,0 считается недостаточным.

0.002.004.000.27

Коэффициент Шарпа Dividend Kings находится в нижней четверти, что указывает на то, что этот портфель не показывает хороших результатов в плане доходности с поправкой на риск по сравнению с другими. Это может быть связано с низкой доходностью, высокой волатильностью или с обоими факторами. Это может быть признаком того, что портфель нуждается в доработке.


Скользящий 12-месячный коэффициент Шарпа-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.27
2.44
Dividend Kings
Benchmark (^GSPC)
Активы портфеля

Дивидендный доход

Дивидендная доходность Dividend Kings за предыдущие двенадцать месяцев составила 2.98%.


TTM20232022202120202019201820172016201520142013
Dividend Kings2.98%2.86%2.67%2.21%2.45%2.27%2.64%2.17%2.22%2.53%2.18%2.25%
MO
9.40%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
VFC
6.10%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%1.47%
UVV
6.62%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%4.64%3.66%
MMM
6.54%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%1.81%
CDUAF
Canadian Utilities Limited
5.83%5.52%5.03%4.85%5.31%4.23%4.15%3.95%3.62%4.11%2.74%4.28%
LEG
8.82%6.95%5.40%4.08%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
ABBV
AbbVie Inc.
3.35%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
4.34%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%
NWN
5.27%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%4.26%
KMB
3.84%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%1.25%0.77%
BKH
Black Hills Corporation
4.91%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%2.89%
SWK
3.59%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%2.45%
NFG
4.02%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
KO
3.09%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
JNJ
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
PEP
3.07%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
2.64%2.90%2.70%2.21%2.75%2.13%2.74%3.32%2.52%3.84%3.35%3.12%
PG
2.37%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
2.22%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
SYY
2.49%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
TGT
2.82%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
1.90%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
3.32%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%1.51%
EMR
Emerson Electric Co.
1.93%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
ITW
2.08%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
2.58%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
LOW
1.78%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
PPG
1.84%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
SJW
2.73%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
2.15%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
1.75%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
LANC
1.67%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
2.28%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
1.75%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
2.36%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.
2.01%1.95%1.43%1.33%1.37%1.21%1.26%1.20%1.11%1.38%1.29%1.19%
PH
1.10%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
TNC
0.98%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
1.56%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
MSEX
2.49%1.92%1.50%0.92%1.44%1.54%1.71%2.15%1.88%2.92%3.31%3.59%
MSA
1.03%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
1.22%1.32%1.48%1.10%1.56%1.68%2.02%0.00%0.00%0.00%0.00%0.00%
NDSN
1.01%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.
0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
TR
0.83%1.08%0.85%0.99%1.21%1.09%1.10%0.98%0.87%1.04%1.01%0.89%

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

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 ШарпаКоэффициент СортиноКоэффициент ОмегаКоэффициент КальмараИндекс Язвы
^GSPC
S&P 500
2.44
Dividend Kings
0.27
MO
-0.21
VFC
-0.56
UVV
0.01
MMM
-0.47
CDUAF
Canadian Utilities Limited
-0.28
LEG
-1.23
ABBV
AbbVie Inc.
1.04
FRT
Federal Realty Investment Trust
-0.09
NWN
-0.71
KMB
0.15
BKH
Black Hills Corporation
-0.51
SWK
0.35
NFG
-0.53
KO
0.33
JNJ
0.55
PEP
-0.08
CINF
Cincinnati Financial Corporation
-0.11
PG
1.25
CL
Colgate-Palmolive Company
1.49
SYY
0.51
TGT
-0.04
GRC
The Gorman-Rupp Company
1.28
HRL
Hormel Foods Corporation
-0.79
EMR
Emerson Electric Co.
1.43
ITW
0.77
GPC
Genuine Parts Company
-0.40
LOW
1.30
PPG
0.31
SJW
-0.96
ABM
ABM Industries Incorporated
-0.39
ABT
Abbott Laboratories
1.03
LANC
0.42
CWT
California Water Service Group
-0.69
FMCB
Farmers & Merchants Bancorp
-0.09
AWR
American States Water Company
-0.72
CBSH
Commerce Bancshares, Inc.
-0.52
PH
2.01
TNC
1.99
BDX
Becton, Dickinson and Company
0.15
MSEX
-1.12
MSA
1.57
SCL
-0.46
DOV
Dover Corporation
0.59
NDSN
1.19
FUL
H.B. Fuller Company
0.56
GWW
W.W. Grainger, Inc.
2.15
TR
-0.98

Таблица корреляции активов

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

FMCBCDUAFABBVTGTHRLTRUVVMSEXMOBDXKMBSJWJNJNWNLANCABTAWRNFGCWTVFCFRTPGSYYLOWCLPEPGWWBKHKOTNCGRCABMCBSHMSASCLLEGSWKNDSNCINFPPGFULEMRPHGPCDOVMMMITW
FMCB1.000.040.000.020.010.02-0.000.03-0.010.00-0.010.04-0.000.030.02-0.010.020.000.020.020.02-0.030.010.01-0.010.010.010.010.02-0.010.010.030.020.000.02-0.000.000.010.01-0.000.010.000.010.030.010.010.02
CDUAF0.041.000.170.110.130.110.150.160.180.160.150.150.150.200.130.180.170.210.190.180.200.170.180.140.180.180.140.250.210.170.140.170.160.150.150.180.170.160.170.190.200.200.180.180.210.190.20
ABBV0.000.171.000.260.220.210.220.200.270.410.290.200.450.200.250.440.220.240.220.240.250.320.270.270.330.320.270.250.310.240.270.290.270.280.270.290.290.300.310.330.310.330.310.310.290.350.35
TGT0.020.110.261.000.260.250.250.220.270.280.250.210.280.200.270.320.230.260.230.440.320.290.330.470.290.290.350.240.290.310.320.320.350.330.310.390.390.370.340.350.360.370.370.440.370.370.39
HRL0.010.130.220.261.000.410.270.290.410.330.500.300.360.340.430.300.330.300.330.240.310.460.360.270.500.500.260.380.440.210.240.280.240.240.290.280.250.260.350.280.250.220.220.330.250.320.31
TR0.020.110.210.250.411.000.330.360.300.280.380.370.290.380.450.270.390.310.380.230.310.370.340.260.380.380.290.380.360.350.340.340.330.340.370.320.250.310.340.290.330.260.280.330.290.310.31
UVV-0.000.150.220.250.270.331.000.300.440.230.270.320.250.340.350.240.300.360.330.290.330.280.340.270.310.310.280.360.330.370.380.390.390.390.430.370.320.320.350.360.400.370.360.350.330.350.37
MSEX0.030.160.200.220.290.360.301.000.230.260.300.610.280.510.400.290.650.360.660.260.370.310.270.270.300.340.260.520.330.330.380.360.290.350.360.300.270.290.340.290.320.260.260.290.290.300.32
MO-0.010.180.270.270.410.300.440.231.000.270.440.250.370.320.360.290.260.340.260.280.380.450.410.300.450.470.280.380.490.270.260.330.280.260.280.370.320.270.390.330.320.320.310.390.310.400.38
BDX0.000.160.410.280.330.280.230.260.271.000.350.270.490.260.310.580.300.270.300.290.260.380.300.340.390.390.320.320.370.280.300.300.290.360.320.320.370.390.370.390.350.370.360.350.360.420.42
KMB-0.010.150.290.250.500.380.270.300.440.351.000.320.430.360.370.360.360.290.350.230.340.680.340.280.690.590.270.420.540.220.230.260.210.250.260.270.260.270.360.320.240.250.240.330.290.370.34
SJW0.040.150.200.210.300.370.320.610.250.270.321.000.290.520.390.270.680.380.680.230.380.340.280.280.330.360.240.530.360.330.350.360.310.340.370.290.250.290.340.280.320.270.260.300.290.310.32
JNJ-0.000.150.450.280.360.290.250.280.370.490.430.291.000.300.320.510.330.280.330.260.290.480.300.300.480.480.310.360.450.270.280.290.300.300.290.280.320.320.390.360.320.340.310.360.330.460.42
NWN0.030.200.200.200.340.380.340.510.320.260.360.520.301.000.390.260.570.480.570.250.450.360.340.250.360.390.250.650.400.300.330.390.300.300.330.320.270.260.380.280.310.270.250.320.280.340.32
LANC0.020.130.250.270.430.450.350.400.360.310.370.390.320.391.000.280.400.330.410.270.340.380.370.310.400.410.280.410.400.370.360.390.340.390.370.350.300.330.380.340.370.310.300.390.330.340.36
ABT-0.010.180.440.320.300.270.240.290.290.580.360.270.510.260.281.000.300.260.300.340.290.410.310.390.410.410.360.300.390.310.320.320.320.370.340.350.420.420.390.440.380.400.380.370.420.450.45
AWR0.020.170.220.230.330.390.300.650.260.300.360.680.330.570.400.301.000.380.800.250.380.370.290.280.380.410.260.580.380.340.340.350.310.340.370.300.250.320.390.300.310.270.260.310.300.300.33
NFG0.000.210.240.260.300.310.360.360.340.270.290.380.280.480.330.260.381.000.410.330.420.310.350.300.320.310.360.520.350.370.370.410.390.370.410.410.360.390.410.380.400.430.410.410.430.380.41
CWT0.020.190.220.230.330.380.330.660.260.300.350.680.330.570.410.300.800.411.000.250.410.360.290.280.360.390.260.580.380.350.380.370.320.370.380.320.280.320.380.310.340.270.270.310.310.310.34
VFC0.020.180.240.440.240.230.290.260.280.290.230.230.260.250.270.340.250.330.251.000.400.260.410.450.250.280.370.290.320.400.400.390.480.440.410.550.520.470.430.490.480.470.490.500.490.470.49
FRT0.020.200.250.320.310.310.330.370.380.260.340.380.290.450.340.290.380.420.410.401.000.340.440.360.350.360.320.470.380.340.340.380.370.330.340.470.380.340.450.390.390.380.360.430.380.390.39
PG-0.030.170.320.290.460.370.280.310.450.380.680.340.480.360.380.410.370.310.360.260.341.000.370.320.730.640.310.420.600.250.260.290.230.280.300.290.300.310.400.350.290.320.290.370.340.400.39
SYY0.010.180.270.330.360.340.340.270.410.300.340.280.300.340.370.310.290.350.290.410.440.371.000.380.390.420.360.370.440.340.370.390.390.360.380.450.390.370.460.430.410.420.420.460.390.390.44
LOW0.010.140.270.470.270.260.270.270.300.340.280.280.300.250.310.390.280.300.280.450.360.320.381.000.320.340.440.290.320.370.390.370.400.400.360.500.540.500.400.480.450.460.480.520.470.450.51
CL-0.010.180.330.290.500.380.310.300.450.390.690.330.480.360.400.410.380.320.360.250.350.730.390.321.000.660.330.430.600.260.260.300.240.300.310.310.320.300.410.360.290.300.300.370.330.400.39
PEP0.010.180.320.290.500.380.310.340.470.390.590.360.480.390.410.410.410.310.390.280.360.640.420.340.661.000.310.440.710.270.270.300.230.280.290.290.310.310.400.360.280.300.280.370.320.400.40
GWW0.010.140.270.350.260.290.280.260.280.320.270.240.310.250.280.360.260.360.260.370.320.310.360.440.330.311.000.290.310.450.440.410.440.460.420.450.510.550.450.480.480.580.580.550.570.490.60
BKH0.010.250.250.240.380.380.360.520.380.320.420.530.360.650.410.300.580.520.580.290.470.420.370.290.430.440.291.000.470.310.350.390.320.340.340.360.290.320.430.340.340.320.310.370.340.370.37
KO0.020.210.310.290.440.360.330.330.490.370.540.360.450.400.400.390.380.350.380.320.380.600.440.320.600.710.310.471.000.300.280.340.290.310.330.350.340.340.450.400.340.370.340.400.370.430.42
TNC-0.010.170.240.310.210.350.370.330.270.280.220.330.270.300.370.310.340.370.350.400.340.250.340.370.260.270.450.310.301.000.540.500.510.520.530.490.500.540.440.450.530.520.560.480.530.470.55
GRC0.010.140.270.320.240.340.380.380.260.300.230.350.280.330.360.320.340.370.380.400.340.260.370.390.260.270.440.350.280.541.000.470.490.530.530.470.510.520.440.470.530.520.550.490.530.460.55
ABM0.030.170.290.320.280.340.390.360.330.300.260.360.290.390.390.320.350.410.370.390.380.290.390.370.300.300.410.390.340.500.471.000.500.480.480.490.460.480.460.440.530.470.490.480.470.450.49
CBSH0.020.160.270.350.240.330.390.290.280.290.210.310.300.300.340.320.310.390.320.480.370.230.390.400.240.230.440.320.290.510.490.501.000.510.530.530.510.530.570.470.560.540.550.530.530.480.52
MSA0.000.150.280.330.240.340.390.350.260.360.250.340.300.300.390.370.340.370.370.440.330.280.360.400.300.280.460.340.310.520.530.480.511.000.520.480.490.540.470.490.540.510.540.490.520.470.55
SCL0.020.150.270.310.290.370.430.360.280.320.260.370.290.330.370.340.370.410.380.410.340.300.380.360.310.290.420.340.330.530.530.480.530.521.000.490.480.510.460.510.610.510.520.470.510.480.53
LEG-0.000.180.290.390.280.320.370.300.370.320.270.290.280.320.350.350.300.410.320.550.470.290.450.500.310.290.450.360.350.490.470.490.530.480.491.000.600.550.490.570.580.530.570.570.540.530.56
SWK0.000.170.290.390.250.250.320.270.320.370.260.250.320.270.300.420.250.360.280.520.380.300.390.540.320.310.510.290.340.500.510.460.510.490.480.601.000.620.490.600.580.620.660.550.650.620.68
NDSN0.010.160.300.370.260.310.320.290.270.390.270.290.320.260.330.420.320.390.320.470.340.310.370.500.300.310.550.320.340.540.520.480.530.540.510.550.621.000.460.570.580.640.660.560.650.550.65
CINF0.010.170.310.340.350.340.350.340.390.370.360.340.390.380.380.390.390.410.380.430.450.400.460.400.410.400.450.430.450.440.440.460.570.470.460.490.490.461.000.500.490.510.510.530.510.510.53
PPG-0.000.190.330.350.280.290.360.290.330.390.320.280.360.280.340.440.300.380.310.490.390.350.430.480.360.360.480.340.400.450.470.440.470.490.510.570.600.570.501.000.640.600.600.550.600.570.63
FUL0.010.200.310.360.250.330.400.320.320.350.240.320.320.310.370.380.310.400.340.480.390.290.410.450.290.280.480.340.340.530.530.530.560.540.610.580.580.580.490.641.000.600.610.540.580.560.60
EMR0.000.200.330.370.220.260.370.260.320.370.250.270.340.270.310.400.270.430.270.470.380.320.420.460.300.300.580.320.370.520.520.470.540.510.510.530.620.640.510.600.601.000.740.580.720.610.70
PH0.010.180.310.370.220.280.360.260.310.360.240.260.310.250.300.380.260.410.270.490.360.290.420.480.300.280.580.310.340.560.550.490.550.540.520.570.660.660.510.600.610.741.000.590.730.610.73
GPC0.030.180.310.440.330.330.350.290.390.350.330.300.360.320.390.370.310.410.310.500.430.370.460.520.370.370.550.370.400.480.490.480.530.490.470.570.550.560.530.550.540.580.591.000.570.530.61
DOV0.010.210.290.370.250.290.330.290.310.360.290.290.330.280.330.420.300.430.310.490.380.340.390.470.330.320.570.340.370.530.530.470.530.520.510.540.650.650.510.600.580.720.730.571.000.590.72
MMM0.010.190.350.370.320.310.350.300.400.420.370.310.460.340.340.450.300.380.310.470.390.400.390.450.400.400.490.370.430.470.460.450.480.470.480.530.620.550.510.570.560.610.610.530.591.000.68
ITW0.020.200.350.390.310.310.370.320.380.420.340.320.420.320.360.450.330.410.340.490.390.390.440.510.390.400.600.370.420.550.550.490.520.550.530.560.680.650.530.630.600.700.730.610.720.681.00

График просадок

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.15%
0
Dividend Kings
Benchmark (^GSPC)
Активы портфеля

Максимальные просадки

Dividend Kings показал максимальную просадку в 33.01%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 141 торговую сессию.

Текущая просадка Dividend Kings составляет 5.15%.

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

-33.01%21 янв. 2020 г.4423 мар. 2020 г.14112 окт. 2020 г.185
-19.01%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
-10.02%30 дек. 2014 г.16525 авг. 2015 г.482 нояб. 2015 г.213

График волатильности

Текущая волатильность Dividend Kings составляет 4.00%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.00%
3.47%
Dividend Kings
Benchmark (^GSPC)
Активы портфеля
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