4397
andrew.traylor
High ROE Dividend Portfolio
| 1D P&L | Symbol | Position | Avg Cost | Mark Price | 1D Chg (%) | Mkt Value | Rlz P&L | Unrlz P&L |
|---|---|---|---|---|---|---|---|---|
| -867 | AAPL | 220 | 135.61 | 172.10 | -2.24% | 37,863 | 0 | 8,028 |
| -209 | ABBV | 290 | 103.09 | 153.93 | -0.47% | 44,640 | 0 | 14,744 |
| -646 | ACN | 115 | 259.83 | 311.32 | -1.77% | 35,802 | 0 | 5,921 |
| 276 | AMGN | 130 | 225.27 | 268.91 | 0.80% | 34,959 | 0 | 5,673 |
| 19 | BAH | 340 | 87.51 | 108.13 | 0.05% | 36,766 | 0 | 7,012 |
| -380 | BF.B | 380 | 78.76 | 58.83 | -1.67% | 22,355 | 0 | -7,573 |
| -503 | BR | 195 | 152.05 | 182.47 | -1.39% | 35,582 | 0 | 5,932 |
| -24 | CL | 245 | 85.11 | 72.12 | -0.14% | 17,671 | 0 | -3,181 |
| -337 | COST | 80 | 365.80 | 554.46 | -0.75% | 44,357 | 0 | 15,093 |
| -284 | DG | 140 | 211.13 | 105.83 | -1.88% | 14,816 | 0 | -14,742 |
| -412 | EXPO | 335 | 88.72 | 85.01 | -1.43% | 28,478 | 0 | -1,245 |
| -189 | FAST | 590 | 49.95 | 54.46 | -0.58% | 32,131 | 0 | 2,664 |
| -171 | HSY | 195 | 151.35 | 205.09 | -0.43% | 39,993 | 0 | 10,478 |
| -588 | INTU | 78 | 381.35 | 500.76 | -1.48% | 39,059 | 0 | 9,314 |
| -538 | ITW | 145 | 203.41 | 230.78 | -1.58% | 33,463 | 0 | 3,969 |
| -234 | JNJ | 195 | 153.31 | 159.03 | -0.75% | 31,011 | 0 | 1,116 |
| -523 | LLY | 180 | 166.44 | 549.32 | -0.53% | 98,878 | 0 | 68,919 |
| -682 | LOW | 180 | 163.25 | 208.72 | -1.78% | 37,570 | 0 | 8,185 |
| -592 | LSTR | 220 | 135.48 | 180.89 | -1.47% | 39,796 | 0 | 9,990 |
| -561 | MA | 85 | 343.01 | 395.90 | -1.64% | 33,652 | 0 | 4,496 |
| -686 | MCO | 105 | 279.93 | 316.31 | -2.02% | 33,213 | 0 | 3,820 |
| -256 | MKTX | 53 | 565.65 | 206.40 | -2.28% | 10,939 | 0 | -19,040 |
| -131 | MMM | 170 | 175.30 | 94.02 | -0.81% | 15,983 | 0 | -13,818 |
| -899 | MSFT | 130 | 225.87 | 310.56 | -2.18% | 40,373 | 0 | 11,010 |
| 254 | NVO | 420 | 70.79 | 91.70 | 0.66% | 38,516 | 0 | 8,784 |
| -1,170 | ODFL | 150 | 197.72 | 400.46 | -1.91% | 60,069 | 0 | 30,412 |
| -310 | PEP | 200 | 146.59 | 172.76 | -0.89% | 34,553 | 0 | 5,235 |
| -303 | PG | 215 | 138.21 | 149.22 | -0.94% | 32,082 | 0 | 2,367 |
| -409 | PGR | 305 | 97.56 | 141.11 | -0.94% | 43,039 | 0 | 13,281 |
| 646 | RMD | 140 | 211.94 | 142.88 | 3.34% | 20,004 | 0 | -9,668 |
| -304 | TGT | 170 | 175.02 | 110.47 | -1.59% | 18,780 | 0 | -10,974 |
| -412 | UNH | 85 | 347.01 | 505.61 | -0.95% | 42,977 | 0 | 13,481 |
| -501 | UNP | 145 | 205.25 | 205.09 | -1.66% | 29,739 | 0 | -22 |
| -412 | V | 140 | 212.40 | 230.36 | -1.26% | 32,250 | 0 | 2,514 |
Performance
Performance
Risk-Adjusted Excess Return
Sharpe Ratio
Rolling 5-Day Volatilities
Daily 5% Value-at-Risk (VaR)
Rolling Betas
| Action | Type | Time | Symbol | Quantity | Price | Limit | Status |
|---|
| Payment Date | Ex-Dividend Date | Ticker | Position | Dividend Per Share | Total Dividend (USD) |
|---|