Defensive Dividend Aristocrats screener

About

The Defensive Dividend Aristocrats objective is to outperform the Dividend Aristocrats over any five-year rolling time horizon, especially in bear markets. The maximum draw-down (mdd) should be lower, so less volatility than the broader market. The main is to show that next to dividend growth, price-return and risk ratios are also important.

The idea of the Defensive Dividend Aristocrats is to invest in 10 Dividend Aristocrats that are selected based on price-return and risk-ratios at year-end. Combined with the dividend growth characteristics of all Aristocrats, this should result in a comfortable set of companies for a long-term dividend portfolio.

The Defensive Aristocrats are selected on performance-based criteria:

• Geometric Annual performance of the last 10 years (GeoAP10)
• Win-ratio, the chance of a positive monthly performance
• Loss-ratio, the chance of a monthly loss  multiplied by the weighted average loss

More details can be found in the article on the defensive aristocrats.

Below are all dividend aristocrats sorted on their current loss ratio.