Quantbase · investment strategy
by Quantbase
A dividend-oriented strategy inspired by the investing philosophy of investor Austin Hankwitz. This fund invests in the top 24 stocks ranked on the highest dividend yield and aggressive dividend yield growth rate over the last 5 years.
Description from Quantbase
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“Dividends in this fund are reinvested as they are accrued.”
“Top 24 stocks ranked on highest dividend yield and aggressive dividend yield growth rate over the last 5 years”
“invests toward the top 20”
“highest dividend yield and aggressive dividend yield growth rate over the last 5 years”
“the most aggressive dividend growth rates over the last 5 years”
“with at least a 3% dividend yield”
“selects stocks from the S&P 500”
No published holdings for this strategy.
Fitted to 120 returns (composite) from 2024-06-21 to 2026-09-29. An estimate, not holdings: it can't name stocks.
· : 0.77 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.45 (90%: 0.18 to 0.64)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Income / dividends label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Top 24 stocks ranked on highest dividend yield and aggressive dividend yield growth rate over the last 5 years
This rules-based strategy selects stocks from the S&P 500 with at least a 3% dividend yield, then invests toward the top 20 who’ve demonstrated the most aggressive dividend growth rates over the last 5 years. When backtested to 2012, this strategy produced on average a 4.36% annual dividend yield, and a +10.16% annual dividend growth rate. Assuming dividends reinvested, this strategy outperformed the S&P 500 by +86% during that same period of time.
This strategy is less aggressive than many on Quantbase, as evidenced by a low risk score. This means that it may achieve lower absolute returns as a result, but remains especially strong in bear market conditions and displays lower levels of volatility.;Dividends in this fund are reinvested as they are accrued.
High dividend yields may indicate that a business is in distress, or that a stock has fallen in price sharply relative to its dividend. We assess the dividend yield alongside the dividend growth rate over the last 5 years to detect firms with consistent and aggressive growth in their prospects to screen for healthy dividends, but these risks remain. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
A dividend-oriented strategy inspired by the investing philosophy of investor Austin Hankwitz. This fund invests in the top 24 stocks ranked on the highest dividend yield and aggressive dividend yield growth rate over the last 5 years.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2025-09-22 | 2026-10-04 | |
| Rebalance frequency | bimonthly | 2026-10-04 |
| Brokerage / custodian | Alpaca | 2026-10-04 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-04 | 2026-10-04 |
| Partner (Quantbase data field) | austin_hankwitz | 2026-10-04 | |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: Dividend Growth Stock Screen · covers: 1 · source_key: quantbase_surmount|22 · original_name: Dividend Growth Strategy |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.81 | 2026-10-04 | |
| Correlation to SPY (full history) (client composite) | 0.81 | 2026-10-04 |
| Annual return (Quantbase data field) (basis not stated) | 9.15% | 2026-10-04 | |
| Backtest end date (Quantbase data field) | 2023-01-01 | 2026-10-04 | |
| Return since chart start (cumulative) (client composite) | 0.04% | 2026-10-04 | |
| Return, rolling 1 year (client composite) | -7.40% | 2026-10-04 |
| Daily volatility over the chart range (client composite) | 0.74% | 2026-10-04 | |
| Max drawdown over the chart range (client composite) | -18.30% | 2026-10-04 | |
| Monthly volatility over the chart range (client composite) | 3.78% | 2026-10-04 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.07 | 2026-10-04 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 11.75% | 2026-10-04 |
| Qualitative risk score (Quantbase data field) | 3.30 | 2026-10-04 | |
| Risk score 0-5 (Quantbase) | 2.80 | 2026-10-04 |
| Experience minimum: bonds | 0 | 2026-10-04 | |
| Experience minimum: crypto | 0 | 2026-10-04 | |
| Experience minimum: equity | 0 | 2026-10-04 | |
| Experience minimum: leverage | 0 | 2026-10-04 | |
| Experience minimum: options | 0 | 2026-10-04 |
Collective2
Composer Technologies · Composer
