Dogs of the Dividend Aristocrats Portfolio (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
AFLAC Inc43211.7%$56.462,99937,779
Franklin Resources Inc25714.5%$34.543,55917,188
Consolidated Edison Inc.3419.3%$78.971,87227,114
Johnson & Johnson510.8%$170.226,989447,454
Kimberly-Clark Corp7511.9%$134.182,16545,159
3M Co4047.5%$204.381,989117,912
PepsiCo Inc2367.4%$146.595,191202,283
AT&T Inc3975.5%$32.2432,208229,975
Exxon Mobil Corp5410.0%$60.7726,747251,076

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
2021-05-10BUYJNJJohnson & Johnson$170.32
2021-05-10SELLLEGLeggett & Platt Inc$58.22
2021-05-10SELLCLXClorox Co (The)$187.17
2021-03-22BUYXOMExxon Mobil Corp$56.14
2021-03-22SELLGPCGenuine Parts Co$115.50
2021-03-01BUYKMBKimberly-Clark Corp$128.83
2021-03-01BUYCLXClorox Co (The)$180.39
2021-03-01SELLNUENucor Corp$61.47
2021-03-01SELLCINFCincinnati Financial Corp$100.90
2020-09-21BUYPEPPepsiCo Inc$130.79
2020-09-21SELLADMArcher-Daniels-Midland Co$46.49
2020-08-31BUYBENFranklin Resources Inc$21.09
2020-08-17SELLSYYSysco Corporation$59.65
2020-06-08BUYEDConsolidated Edison Inc.$77.07
2020-06-08SELLTROWT. Rowe Price Group Inc$130.29
2020-05-04BUYCINFCincinnati Financial Corp$59.91
2020-05-04SELLITWIllinois Tool Works Inc.$157.83
2020-04-13BUYGPCGenuine Parts Co$70.68
2020-04-13BUYTAT&T Inc$30.25
2020-04-06BUYMMM3M Co$139.89

Performance
070809101112131415161718192021
Model (%) -1-0572414142611-71422-727422
Benchmark (%) 2-382313-0133011-11019-6291611
Excess (%) -3383311141-3-1-743-0-1-1311

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 574.93% 188.66%   58.70% 53.93%
Annualized Return 14.90% 8.01%   16.64% 15.46%
Max Drawdown -41.85% -56.78%   -41.85% -33.92%
Standard Deviation 15.02% 15.75%   21.33% 18.78%
Sharpe Ratio 0.94 0.52   0.69 0.82
Sortino Ratio 1.30 0.68   0.89 1.06
Correlation with S&P 500 ($SP500) 0.83 -   0.91 -
R-Squared 0.70 -   0.84 -
Beta 0.80 -   1.04 -
Alpha (annualized) 7.83% -   -1.22% -

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) 14.90%
Alpha 7.83%
Rebalance Frequency Every Week
Last Rebalance 05/10/21
% Cash Invested 88.92%

Trading Stats
Average Days Held 195
Average Annual Turnover 157.75 %
Average Return 5.43%
Average Return Winners 12.50%
Average Return Losers -11.39%
Winners 70.78%