Dogs of the Dividend Aristocrats Portfolio (PFC)

Holdings
TickerNameDays
Held
WeightLast10DAvg
Vol(K)
Market
Cap(M)
AFLAC Inc35611.8%$47.894,33533,162
Franklin Resources Inc18113.1%$26.173,02013,228
Cincinnati Financial Corp30016.4%$97.871,12515,747
Consolidated Edison Inc.2659.2%$65.652,98222,452
Genuine Parts Co3219.1%$105.3593515,208
Leggett & Platt Inc9448.5%$43.277405,738
3M Co3287.6%$175.062,292101,141
Nucor Corp6429.4%$59.823,18818,061
PepsiCo Inc1607.7%$129.195,451178,282
AT&T Inc3215.6%$27.8942,717198,744

Last 20 Trades
DateTypeTickerNamePrice
(Incl Fees)
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
2020-04-06SELLGPCGenuine Parts Co$65.88
2020-04-06SELLPBIPitney Bowes Inc.$1.88
2020-03-30SELLSWKStanley Black & Decker Inc$99.03
2020-03-23BUYSWKStanley Black & Decker Inc$73.38
2020-03-23SELLTAT&T Inc$26.83
2020-03-09BUYITWIllinois Tool Works Inc.$154.35
2020-03-09BUYAFLAFLAC Inc$38.02
2020-03-02BUYTROWT. Rowe Price Group Inc$123.60
2020-03-02SELLKMBKimberly-Clark Corp$138.88

Performance
070809101112131415161718192021
Model (%) -1-0572414142611-71422-72743
Benchmark (%) 2-382313-0133011-11019-629161
Excess (%) -3383311141-3-1-743-0-1-131

Risk Measurements Since Inception Trailing 3 Year
  Model S&P 500 ($SP500)   Model S&P 500 ($SP500)
Total Return 468.35% 163.58%   27.82% 38.88%
Annualized Return 13.69% 7.42%   8.53% 11.57%
Max Drawdown -41.85% -56.78%   -41.85% -33.92%
Standard Deviation 14.92% 15.81%   20.59% 18.69%
Sharpe Ratio 0.88 0.47   0.38 0.59
Sortino Ratio 1.22 0.62   0.49 0.78
Correlation with S&P 500 ($SP500) 0.84 -   0.93 -
R-Squared 0.70 -   0.86 -
Beta 0.79 -   1.02 -
Alpha (annualized) 7.42% -   -3.53% -

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) 13.69%
Alpha 7.42%
Rebalance Frequency Every Week
Last Rebalance 02/22/21
% Cash Invested 98.64%

Trading Stats
Average Days Held 188
Average Annual Turnover 158.88 %
Average Return 4.19%
Average Return Winners 11.15%
Average Return Losers -11.39%
Winners 70.09%