Performance

Dividend Kings +14.50%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Dividend Kings	-2.02%	+14.96%	+14.50%	+5.80%	-12.73%	0.67	2.68%

KO	-2.76%	+36.73%	+35.85%	+13.65%	-7.87%	1.49	2.27%
PG	-2.12%	+16.86%	+9.19%	+4.67%	-15.52%	0.31	3.34%
JNJ	-1.42%	+29.28%	+41.75%	+13.26%	-10.96%	1.58	2.00%
PEP	-2.20%	-1.64%	-7.44%	-0.78%	-25.22%	-0.48	4.28%
CL	-3.44%	+23.95%	+23.73%	+6.40%	-16.97%	0.85	2.24%
LOW	-2.78%	-17.76%	-16.66%	-1.41%	-36.85%	-0.67	2.47%
TGT	-3.38%	+56.17%	+62.57%	-6.87%	-13.33%	1.61	3.00%
ABT	+1.16%	-14.42%	-16.44%	-1.64%	-36.06%	-0.69	2.43%
EMR	+0.81%	+20.32%	+22.06%	+12.83%	-23.45%	0.65	1.37%
GPC	-3.87%	+2.00%	-3.00%	+0.84%	-37.48%	-0.05	3.43%

Summary

Dividend Kings at a glance

Dividend Kings returned +14.50% over the past year and +5.80% a year over five years. Its worst drop in that year was -12.73%, smaller than 25% of portfolios on Redstone, and its Sharpe ratio of 0.67 beats 69% of portfolios on Redstone. It yields 2.68%.

Ranking

How Dividend Kings ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.83%

Rolling Volatility

+1.06%

METRICS

Correlation Matrix

	ABT	CL	EMR	GPC	JNJ	KO	LOW	PEP	PG	TGT
ABT	1.00	0.32	0.11	0.24	0.28	0.30	0.26	0.32	0.26	0.19
CL	0.32	1.00	-0.03	0.35	0.43	0.64	0.43	0.55	0.76	0.28
EMR	0.11	-0.03	1.00	0.26	-0.06	-0.14	0.38	-0.05	0.06	0.15
GPC	0.24	0.35	0.26	1.00	0.27	0.24	0.58	0.39	0.35	0.31
JNJ	0.28	0.43	-0.06	0.27	1.00	0.40	0.21	0.38	0.41	0.14
KO	0.30	0.64	-0.14	0.24	0.40	1.00	0.38	0.61	0.57	0.28
LOW	0.26	0.43	0.38	0.58	0.21	0.38	1.00	0.41	0.49	0.38
PEP	0.32	0.55	-0.05	0.39	0.38	0.61	0.41	1.00	0.55	0.35
PG	0.26	0.76	0.06	0.35	0.41	0.57	0.49	0.55	1.00	0.29
TGT	0.19	0.28	0.15	0.31	0.14	0.28	0.38	0.35	0.29	1.00

Actions

Portfolio

Allocation

10 Assets

JNJ

PEP

LOW

TGT

ABT

EMR

GPC

Metrics

Risk Indicators

Alpha8.91%

Beta0.19x

Sharpe0.67

Sortino1.04

Omega1.11

Calmar1.14

Martin1.69

Portfolios

Dividend Kings: returns, risk and holdings

Dividend Kings at a glance

How Dividend Kings ranks

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