CD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
COST Costco Wholesale Corporation | Consumer Defensive | 49.93% |
PG The Procter & Gamble Company | Consumer Defensive | 37.94% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | Consumer Staples Equities | 12.13% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 7, 2010, corresponding to the inception date of PSCC
Returns By Period
As of Jun 3, 2025, the CD returned 7.36% Year-To-Date and 18.01% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| CD | 7.36% | 4.19% | 0.65% | 16.74% | 20.32% | 18.01% |
| Portfolio components: | ||||||
COST Costco Wholesale Corporation | 15.62% | 4.82% | 8.66% | 31.17% | 30.21% | 24.67% |
PG The Procter & Gamble Company | 1.33% | 4.52% | -5.46% | 4.48% | 9.87% | 11.09% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -6.97% | 0.43% | -12.51% | -1.50% | 9.29% | 8.19% |
Monthly Returns
The table below presents the monthly returns of CD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.14% | 5.11% | -6.27% | 0.97% | 4.30% | 0.33% | 7.36% | ||||||
| 2024 | 5.40% | 4.01% | -0.03% | -0.73% | 6.68% | 2.34% | -1.39% | 6.70% | 0.07% | -2.66% | 10.16% | -5.90% | 26.20% |
| 2023 | 4.62% | -3.70% | 4.25% | 3.04% | -3.15% | 5.44% | 3.87% | -1.47% | -1.43% | -0.34% | 5.14% | 6.51% | 24.43% |
| 2022 | -7.07% | 0.42% | 4.40% | -1.58% | -8.95% | 0.13% | 5.84% | -2.25% | -9.04% | 7.44% | 8.52% | -7.78% | -11.54% |
| 2021 | -4.53% | -4.10% | 7.07% | 2.45% | 2.24% | 2.34% | 6.10% | 3.13% | -1.50% | 6.16% | 5.45% | 8.31% | 37.31% |
| 2020 | 1.01% | -8.42% | -0.76% | 7.17% | 1.22% | 0.46% | 7.96% | 6.07% | 0.56% | 0.49% | 6.90% | -0.28% | 23.41% |
| 2019 | 6.09% | 2.28% | 7.03% | 2.15% | -3.32% | 8.02% | 5.60% | 3.76% | 0.66% | 1.67% | 0.12% | 0.66% | 39.99% |
| 2018 | 0.04% | -4.96% | -0.12% | -0.44% | 1.66% | 5.86% | 4.49% | 4.75% | 0.30% | 1.22% | 3.12% | -8.26% | 6.98% |
| 2017 | 2.58% | 5.84% | -2.84% | 2.49% | 2.90% | -6.67% | 1.85% | 0.12% | 2.54% | -2.57% | 9.52% | 1.23% | 17.27% |
| 2016 | -2.11% | -0.43% | 4.36% | -3.19% | 0.88% | 5.03% | 4.49% | -0.93% | -2.07% | -2.96% | -0.53% | 5.01% | 7.19% |
| 2015 | -2.70% | 4.02% | 0.44% | -3.86% | 0.13% | -2.47% | 3.14% | -4.92% | 2.34% | 8.13% | 0.58% | 1.64% | 5.91% |
| 2014 | -5.47% | 3.51% | -0.76% | 2.79% | -0.50% | -1.20% | 0.14% | 5.20% | 2.02% | 5.80% | 4.78% | 0.47% | 17.46% |
Expense Ratio
CD has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CD is 75, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 1.42 | 1.97 | 1.26 | 1.83 | 5.25 |
PG The Procter & Gamble Company | 0.24 | 0.56 | 1.08 | 0.54 | 1.18 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -0.08 | 0.19 | 1.02 | 0.03 | 0.09 |
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Dividends
Dividend yield
CD provided a 1.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.41% | 1.37% | 2.58% | 1.44% | 1.21% | 2.73% | 1.54% | 1.83% | 3.68% | 1.93% | 3.45% | 1.73% |
| Portfolio components: | ||||||||||||
COST Costco Wholesale Corporation | 0.45% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
PG The Procter & Gamble Company | 2.43% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 2.15% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CD was 21.74%, occurring on Oct 14, 2022. Recovery took 273 trading sessions.
The current CD drawdown is 2.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.74% | Apr 21, 2022 | 123 | Oct 14, 2022 | 273 | Nov 15, 2023 | 396 |
| -16.99% | Feb 21, 2020 | 15 | Mar 12, 2020 | 85 | Jul 14, 2020 | 100 |
| -13.96% | May 20, 2011 | 57 | Aug 10, 2011 | 51 | Oct 21, 2011 | 108 |
| -13.74% | Nov 12, 2018 | 29 | Dec 24, 2018 | 50 | Mar 8, 2019 | 79 |
| -13.48% | Mar 24, 2015 | 108 | Aug 25, 2015 | 43 | Oct 26, 2015 | 151 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.45, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | PSCC | PG | COST | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.60 | 0.45 | 0.56 | 0.64 |
| PSCC | 0.60 | 1.00 | 0.38 | 0.40 | 0.56 |
| PG | 0.45 | 0.38 | 1.00 | 0.40 | 0.73 |
| COST | 0.56 | 0.40 | 0.40 | 1.00 | 0.88 |
| Portfolio | 0.64 | 0.56 | 0.73 | 0.88 | 1.00 |