This indicator measures the level of dividend income received by non-profits and households adjusted for taxes.

Snapshot

11.50%
Annualized
9,666.77%
Lifetime

Historical Performance

Linear

Chart Period: Click on a point in the chart and drag either to the left or right to zoom in and highlight a specific period within the performance history.

For further details on the Performance Summary, click here.

Please Note: The initial investment value will reset when choosing a new time period to illustrate relative performance.

Performance & Risk Analysis

Metric
Net Dividend Income Monitor
Cumulative Return
9,666.77%
Annualized Return
11.50%
Annualized Sharpe Ratio
0.45
Win Percentage
53.57%
Annualized Alpha
3.40%
YTD Return
6.56%
1 Year Return
11.71%
5 Year Return
13.93%
10 Year Return
11.45%
Metric
Net Dividend Income Monitor
Annualized Volatility
16.26%
Beta
0.81
Maximum Drawdown
-41.11%
Recovery
1635.00
Rebound
997.00
Decline
638.00
Value At Risk
-26.32%
Metric
Net Dividend Income Monitor
Upside Capture Ratio
89.90%
Downside Capture Ratio
88.61%
Tracking Error
7.84%
Correlation Coefficient
0.90
Average Triggers Per Year
2.09

Forward Simulation

To run a Net Dividend Income Monitor forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.