COM002Factor HubComposite FactorsLow

Low-Vol Dividend Composite Factor

High yield plus low volatility: the defensive income anchor of a portfolio.

Formula

Score = DividendYield / AnnualizedVol

Annualized return

10.31%

Sharpe ratio

0.73

Max drawdown

-24.71%

Total return

166.73%

Cumulative performance（2016-09 … 2026-08）

2016 -3.4%2017 -8.6%2018 +4.0%2019 +19.7%2020 +14.3%2021 -1.2%2022 +28.6%2023 -3.4%2024 +18.4%2025 +28.7%2026 +13.6%

#	Ticker	Company	Score
1	REG	Regency Centers	0.749
2	O	Realty Income	0.743
3	FRT	Federal Realty	0.647
4	KIM	Kimco Realty	0.633
5	AEE	Ameren	0.610
6	MAA	Mid-America Apartment	0.604
7	SPG	Simon Property Group	0.592
8	EPR	EPR Properties	0.581
9	PLD	Prologis	0.554
10	LNG	Cheniere Energy	0.544
11	CVX	Chevron	0.541
12	WELL	Welltower	0.541
13	VICI	VICI Properties	0.532
14	PPL	PPL Corporation	0.521
15	ED	Consolidated Edison	0.520
16	DUK	Duke Energy	0.520
17	PSA	Public Storage	0.509
18	XEL	Xcel Energy	0.506
19	CCI	Crown Castle	0.500
20	BRK.B	Berkshire Hathaway	0.488
21	XOM	Exxon Mobil	0.485
22	PEP	PepsiCo	0.484
23	FE	FirstEnergy	0.484
24	UDR	UDR	0.481
25	SO	Southern Company	0.471
26	NEE	NextEra Energy	0.448
27	CMS	CMS Energy	0.446
28	ATO	Atmos Energy	0.441
29	EXC	Exelon	0.440
30	DLR	Digital Realty	0.434

Holdings computed by the exact formula above at the latest month-end observation on the deterministic research panel (2026-08).

Exports include formulas, performance statistics, the 120-month series and current holdings — everything needed to replicate results locally.