Dividend Value (PFC)

Holdings protected for Charter members only

Performance
07080910111213141516171819
Model (%) 1042522123154028-4561-324
Benchmark (%) 2-382313-0133011-11019-625
Excess (%) 9802982321017-447-194-1

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 1,234.20% 117.27%   19.82% 39.04%
Annualized Return 23.39% 6.50%   6.21% 11.61%
Max Drawdown -20.52% -56.78%   -12.43% -19.78%
Standard Deviation 12.77% 14.90%   9.91% 12.23%
Sharpe Ratio 1.66 0.44   0.52 0.88
Sortino Ratio 2.34 0.57   0.67 1.09
Correlation with S&P 500 ($SP500) 0.58 -   0.43 -
R-Squared 0.34 -   0.18 -
Beta 0.50 -   0.35 -
Alpha (annualized) 19.44% -   1.40% -

A volatile and unpredictable market has turned many investors towards a system where dividends are re-invested for a compounded income stream. This portfolio is a new take on an old concept that aggressively grows dividends by re-investing capital gains after a solid run-up in price and continually searches for deep value stocks with high yielding returns. This portfolio strategy fights against high frequency trading, speculation and investor emotions as it allows the portfolio holder to focus on income bargains in bear markets while using bull markets to turn capital gains into large annual dividend payouts.

Key Stats
Annualized Return (CAGR) 23.39%
Alpha 19.44%
Rebalance Frequency Every Week
Last Rebalance 12/09/19
% Cash Invested 97.99%

Trading Stats
Average Days Held 142
Average Annual Turnover 229.03 %
Average Return 7.73%
Average Return Winners 14.40%
Average Return Losers -11.39%
Winners 74.30%