CD
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in CD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Apr 7, 2010, corresponding to the inception date of PSCC
Returns By Period
As of Dec 20, 2024, the CD returned 29.54% Year-To-Date and 16.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| CD | 29.02% | 0.75% | 7.96% | 30.96% | 19.16% | 16.79% |
| Portfolio components: | ||||||
COST Costco Wholesale Corporation | 45.38% | 2.80% | 12.78% | 47.55% | 28.68% | 23.42% |
PG The Procter & Gamble Company | 17.54% | -1.66% | 1.07% | 19.40% | 8.70% | 9.10% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.39% | -0.62% | 9.52% | 2.39% | 9.25% | 9.20% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.40% | 4.01% | -0.03% | -0.73% | 6.68% | 2.34% | -1.39% | 6.70% | 0.07% | -2.66% | 10.16% | 29.02% | |
| 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% | -1.51% | 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% | 5.59% | 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% | 1.23% | 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% | 0.45% | -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% |
| 2013 | 6.88% | 0.40% | 3.48% | 1.52% | 1.05% | 0.64% | 6.03% | -3.60% | 0.98% | 4.65% | 5.08% | -3.68% | 25.32% |
Expense Ratio
CD has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, CD is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | 2.60 | 3.20 | 1.46 | 4.72 | 12.17 |
PG The Procter & Gamble Company | 1.32 | 1.88 | 1.26 | 2.22 | 7.48 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 0.19 | 0.37 | 1.04 | 0.30 | 0.62 |
Dividends
Dividend yield
CD provided a 2.10% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.10% | 2.58% | 1.44% | 1.21% | 2.73% | 1.54% | 1.83% | 3.68% | 1.93% | 3.45% | 1.73% | 1.66% |
| Portfolio components: | ||||||||||||
COST Costco Wholesale Corporation | 2.04% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
PG The Procter & Gamble Company | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.51% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% | 0.42% |
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.
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 3.77%.
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 current CD volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| PSCC | PG | COST | |
|---|---|---|---|
| PSCC | 1.00 | 0.37 | 0.39 |
| PG | 0.37 | 1.00 | 0.40 |
| COST | 0.39 | 0.40 | 1.00 |