Dogs of the Dividend Aristocrats Portfolio (PFC)

Holdings
TickerNameDays
Held
WeightLastMarket
Cap(M)
APD:USA 3M 1Y 3YAPD:USA3M1Y3Y Customize...
Air Products & Chemicals, Inc.5310.7%242.2753,857
CINF:USA 3M 1Y 3YCINF:USA3M1Y3Y Customize...
Cincinnati Financial Corp.32611.7%124.1719,495
CLX:USA 3M 1Y 3YCLX:USA3M1Y3Y Customize...
The Clorox Co.8110.0%153.1118,998
HRL:USA 3M 1Y 3YHRL:USA3M1Y3Y Customize...
Hormel Foods Corp.3338.6%34.8919,106
KMB:USA 3M 1Y 3YKMB:USA3M1Y3Y Customize...
Kimberly-Clark Corp.22812.4%129.3543,591
LEG:USA 3M 1Y 3YLEG:USA3M1Y3Y Customize...
Leggett & Platt, Inc.10124.5%19.152,555
MDT:USA 3M 1Y 3YMDT:USA3M1Y3Y Customize...
Medtronic PLC84412.8%87.15115,879
PEP:USA 3M 1Y 3YPEP:USA3M1Y3Y Customize...
PepsiCo, Inc.188.1%175.01240,464
TGT:USA 3M 1Y 3YTGT:USA3M1Y3Y Customize...
Target Corp.12312.0%177.2181,814
TROW:USA 3M 1Y 3YTROW:USA3M1Y3Y Customize...
T. Rowe Price Group, Inc.5018.6%121.9227,303

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2024-03-11BUYPEP:USAPepsiCo, Inc.164.55
2024-03-11SELLMMM:USA3M Co.94.00
2024-02-05BUYAPD:USAAir Products & Chemicals, Inc.220.28
2024-02-05SELLSYY:USASysco Corp.80.86
2024-01-08BUYCLX:USAThe Clorox Co.141.98
2023-11-27BUYTGT:USATarget Corp.131.31
2023-11-13SELLBEN:USAFranklin Resources, Inc.22.52
2023-11-06SELLPBI:USAPitney Bowes, Inc.3.99
2023-10-23BUYPBI:USAPitney Bowes, Inc.3.33
2023-10-23SELLCLX:USAThe Clorox Co.122.39
2023-09-11BUYBEN:USAFranklin Resources, Inc.26.02
2023-08-21SELLTGT:USATarget Corp.128.69
2023-08-14BUYKMB:USAKimberly-Clark Corp.127.84
2023-08-14SELLJNJ:USAJohnson & Johnson173.56
2023-07-24BUYJNJ:USAJohnson & Johnson171.74
2023-07-24SELLBEN:USAFranklin Resources, Inc.29.55
2023-07-17BUYCLX:USAThe Clorox Co.153.80
2023-07-10BUYBEN:USAFranklin Resources, Inc.26.96
2023-07-03SELLSWK:USAStanley Black & Decker, Inc.92.71
2023-07-03SELLJNJ:USAJohnson & Johnson163.51

Performance
070809101112131415161718192021222324
Model (%) -1-0572414142611-71422-727422-10-210
Benchmark (%) 2-382313-0133011-11019-6291627-192410
Excess (%) -3383311141-3-1-743-0-1-13-59-26-0

Risk Measurements Since Inception Trailing 3 Year
  Model   Model
Total Return 553.40% 263.39%   3.20% 32.32%
Annualized Return 11.95% 8.07%   1.06% 9.78%
Max Drawdown -41.85% -56.78%   -26.34% -25.43%
Standard Deviation 15.10% 16.08%   14.99% 17.79%
Sharpe Ratio 0.74 0.49   -0.15 0.41
Sortino Ratio 1.02 0.64   -0.20 0.55
Correlation with 0.83 -   0.82 -
R-Squared 0.68 -   0.68 -
Beta 0.78 -   0.70 -
Alpha (annualized) 5.24% -   -7.15% -

Dividend growth investing is gaining popularity in the investment community for those wanting the compounding growth effect on income. The Dividend Aristocrat index is made up of 50 stocks from the SP 500 that have at least 25 years of increasing dividends. At Portfolio Cafe we take it many steps further.
Our goal is to hold the 10 most undervalued stocks for the best income and capital growth return. But just how do we determine what is undervalued? First we look at the stocks with the highest dividend yields, much like the Dogs of the DOW strategy. Then we examine which stocks have abnormally high yields when compared to their own 5 year track record. From this smaller basket of stocks we evaluate them with two complex ranking systems to ensure we getting the best of the discount pile. Our goal is to hold an optimum 10 stocks but we don't force it. When fewer stocks are recommended, such as in higher market risk situations, the portfolio automatically starts moving us toward higher cash holdings.

Key Stats
Annualized Return (CAGR) 11.95%
Alpha 5.24%
Rebalance Frequency Every Week
Last Rebalance 03/25/24
% Cash Invested 99.85%

Trading Stats
Average Days Held 199
Average Annual Turnover 152.19 %
Average Return 4.64%
Average Return Winners 12.13%
Average Return Losers -13.48%
Winners 70.47%