This strategy invests solely in large cap US equities that pay a dividend. It is a smart beta dividend strategy that looks to track common dividend benchmarks while enhancing the returns thru targeted allocation. The allocations are adjusted based on our core research platform. Our equity portfolio is overweight the dividend stocks that Alpha DNA believes will out-perform Wall Street's expectations for growth in EPS and Revenue. In addition, the portfolio is underweight the stocks it expects to under-perform the Wall street analyst consensus. Alpha DNA uses machine learning and alternative data sources as the under-pinning of its research platform. The portfolio is actively managed and rebalanced regularly. Management attempts to maintain tax efficiency in the portfolio.
All Returns below are reported Net of Fees. You can adjust the time period for the returns but the default time period is since inception.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.12% | 1.24% | 3.59% | -3.05% | 3.34% | -0.24% | 3.20% | 3.77% | -0.07% | -1.09% | 5.33% | - | 18.17% |
| 2023 | 1.89% | -2.82% | 0.22% | 2.99% | -2.87% | 5.01% | 3.17% | -2.49% | -4.14% | -1.18% | 4.86% | 3.86% | 8.19% |
| 2022 | - | - | - | - | - | - | 4.96% | -2.65% | -7.31% | 12.47% | 5.92% | -3.95% | 8.37% |
| Alpha DNA Enhanced Dividend | S&P 500 Dividend Aristocrat TR | |
|---|---|---|
| Cumulative Return: | 38.55% | 34.31% |
| 1 Year Return: | 22.73% | 21.97% |
| Standard Deviation (Annual): | 14.13% | 16.84% |
| Downside Deviation (Annual): | 7.26% | 9.81% |
| Alpha DNA Enhanced Dividend | S&P 500 Dividend Aristocrat TR | |
| Sharpe Ratio (Annualized): | 0.68 | 0.52 % |
| Sortino (Annualized): | 1.08 | 0.70 |
| Alpha DNA Enhanced Dividend vs. | S&P 500 Dividend Aristocrat TR |
| Beta: | 0.80 |
| Alpha: | 0.31 |
| R Squared: | 0.90 |
ALPHA DNA Enhanced Dividend Composite includes all institutional and retail portfolios that invest in a portfolio of dividend stocks. The portfolio is made up of Large Cap U.S. equities that pay dividends on a recurring basis. The strategy aims to perform very similarly to the broad dividend benchmark and achieve modest out- performance by identifying the stocks most likely to out- perform Wall Street’s expectations and over- weighting the portfolio towards those stocks. The portfolio also under- weights any stocks that do Alpha DNA believes are likely to under- perform the Wall Street expectations. Alpha DNA deploys an innovative new research approach; ADNA tracks the digital Internet footprint of publicly traded companies to find hidden demand trends in the marketplace. This composite includes all portfolios that were at least 70% dedicated to this strategy. The benchmark is the S&P500 Dividend Aristocrat Index. The S&P500 Dividend Aristocrat Index is a collection of the dividend paying stocks within the S&P 500 that have continually increased their dividend payout over the long term. The composite was created July 1, 2023. The inception date of the strategy is July 1, 2022.
ALPHA DNA INVESTMENT MANAGEMENT, LLC (“ALPHA”) claims compliance with the Global Investment Performance ® Standards (GIPS ) and has prepared and presented this report in compliance with the GIPS standards. ALPHA has been independently verified for the periods AUGUST 1, 2017 to December 31, 2022.
The verification reports are available upon request. A firm that claims compliance with the GIPS standards must establish policies and procedures for complying with all the applicable requirements of the GIPS standards. Verification provides assurance on whether the firm's policies and procedures related to composite and pooled fund maintenance, as well as the calculation, presentation, and distribution of performance, have been designed in compliance with the GIPS standards and have been implemented on a firm- wide basis. Verification does not provide assurance on the accuracy of any specific performance report.
ALPHA is an independent registered investment adviser. The firm began managing client assets in August 2017. Since August 2017, firm assets included any accounts for which ALPHA has at least some discretionary authority which includes accounts in which ALPHA was a sub- advisor to the account. The firm’s list of composite descriptions is available upon request.
Performance presented prior to August 2017 occurred while the Portfolio Manager was affiliated with a prior firm and the Portfolio Manager was the only individual responsible for selecting the securities to buy and sell. The prior firm track record conforms to the portability requirements of the GIPS standards.
Results are based on fully discretionary accounts under management, including those accounts no longer with the firm. To qualify as fully discretionary, at least 70% of the account must be dedicated to the composite strategy and no more than 20% of the account may be invested at discretion of a party other than ALPHA. Past performance is not indicative of future results. Gross returns were used to calculate all risk measures presented in this GIPS Composite Report.
The U.S. Dollar is the currency used to express performance. This composite is composed 100% of accounts that use bundled pricing. Net returns are reduced by all fees and transaction costs incurred. Net of fee performance was calculated using actual management fees.
These results should not be viewed as indicative of the advisor’s skill. The prior performance figures indicated herein represent portfolio performance for only a short time period, and may not be indicative of the returns or volatility each portfolio will generate over a long time period. The performance presented should also be viewed in the context of the broad market and general economic conditions prevailing during the periods covered by the performance information. The actual results for the comparable periods would also have varied from the presented results based upon the timing of contributions and withdrawals from individual client accounts. The performance figures contained herein should be viewed in the context of the various risk/ return profiles and asset allocation methodologies utilized by the asset allocation strategists in developing their model portfolios, and should be accompanied or preceded by the model.
The investment management fee schedule for the composite varies. Our fee for portfolio management services is based on a percentage of your assets we manage and ranges from 0.40% to 2.0%. The fee is negotiable depending upon the complexity and scope of the plan, your financial situation, and your objectives.
GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein.