Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc | Consumer Cyclical | 16.67% |
NKE NIKE, Inc. | Consumer Cyclical | 16.67% |
MC Moelis & Company | Financial Services | 16.67% |
KO The Coca-Cola Company | Consumer Defensive | 16.67% |
PG The Procter & Gamble Company | Consumer Defensive | 16.67% |
CL Colgate-Palmolive Company | Consumer Defensive | 16.67% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025-08 Güter, 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 Every 3 months.
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Returns By Period
As of Jun 13, 2026, the 2025-08 Güter returned 2.62% Year-To-Date and 12.29% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025-08 Güter | -0.72% | 1.69% | 2.62% | 1.92% | 6.02% | 8.31% | 4.88% | 12.29% |
| Portfolio components: | ||||||||
AMZN Amazon.com, Inc | -1.23% | -9.69% | 3.35% | 5.46% | 12.47% | 23.49% | 7.35% | 20.83% |
CL Colgate-Palmolive Company | 0.07% | 0.69% | 14.60% | 15.59% | 1.61% | 8.47% | 3.79% | 4.62% |
KO The Coca-Cola Company | 0.11% | 2.23% | 18.99% | 17.96% | 18.86% | 14.33% | 11.29% | 9.55% |
MC Moelis & Company | -1.78% | 6.23% | 0.47% | -0.98% | 25.81% | 19.10% | 10.06% | 18.82% |
NKE NIKE, Inc. | -2.24% | 8.24% | -28.37% | -32.37% | -23.74% | -23.49% | -18.04% | -0.48% |
PG The Procter & Gamble Company | 0.86% | 5.68% | 5.93% | 6.28% | -3.97% | 3.69% | 4.73% | 8.96% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 16, 2014, 2025-08 Güter's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 65% of months were positive and 35% were negative. The best month was Jan 2019 with a return of +11.5%, while the worst month was Sep 2022 at -13.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, 2025-08 Güter closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -9.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.53% | 0.47% | -9.14% | 5.49% | 2.35% | -1.34% | 2.62% | ||||||
| 2025 | 2.22% | 0.74% | -7.40% | -4.35% | 5.04% | 4.06% | 1.29% | 1.91% | -4.09% | -1.31% | 1.07% | -0.67% | -2.20% |
| 2024 | 1.48% | 3.42% | 1.24% | -2.22% | 3.74% | -0.70% | 3.85% | 4.43% | 1.73% | -6.38% | 7.08% | -2.64% | 15.23% |
| 2023 | 6.59% | -5.36% | 2.86% | 3.32% | -4.03% | 7.63% | 2.72% | -2.36% | -5.32% | 2.61% | 7.20% | 3.03% | 19.18% |
| 2022 | -5.35% | -4.23% | -0.08% | -4.07% | -1.33% | -6.83% | 9.19% | -4.90% | -13.16% | 7.95% | 6.51% | -2.04% | -18.87% |
| 2021 | -4.78% | -0.40% | 4.65% | 2.57% | 1.00% | 3.62% | 3.35% | 0.68% | -4.67% | 7.86% | -2.44% | 5.59% | 17.42% |
Benchmark Metrics
2025-08 Güter has an annualized alpha of 3.21%, beta of 0.80, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since April 16, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.57%) than losses (87.14%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.21%
- Beta
- 0.80
- R²
- 0.69
- Upside Capture
- 92.57%
- Downside Capture
- 87.14%
Expense Ratio
2025-08 Güter has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
2025-08 Güter ranks 6 for risk / return — in the bottom 6% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025-08 Güter and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.23 | 1.86 | -1.64 |
| Sortino ratioReturn per unit of downside risk | 0.44 | 2.53 | -2.10 |
| Omega ratioGain probability vs. loss probability | 1.05 | 1.34 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 2.53 | -2.28 |
| Martin ratioReturn relative to average drawdown | 0.62 | 11.37 | -10.75 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 53 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
CL Colgate-Palmolive Company | 37 | -0.07 | 0.05 | 1.01 | -0.08 | -0.14 |
KO The Coca-Cola Company | 73 | 1.06 | 1.73 | 1.19 | 2.26 | 4.51 |
MC Moelis & Company | 57 | 0.56 | 0.96 | 1.12 | 0.59 | 1.41 |
NKE NIKE, Inc. | 17 | -0.69 | -0.84 | 0.89 | -0.58 | -1.09 |
PG The Procter & Gamble Company | 28 | -0.30 | -0.31 | 0.97 | -0.37 | -0.68 |
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Dividends
Dividend yield
2025-08 Güter provided a 2.42% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.42% | 2.46% | 2.15% | 2.27% | 2.47% | 3.09% | 2.81% | 3.14% | 4.08% | 2.43% | 3.32% | 2.17% |
| Portfolio components: | ||||||||||||
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CL Colgate-Palmolive Company | 2.34% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
KO The Coca-Cola Company | 1.88% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
MC Moelis & Company | 3.84% | 3.78% | 3.25% | 4.28% | 6.25% | 10.88% | 8.88% | 10.18% | 14.19% | 5.11% | 9.71% | 3.43% |
NKE NIKE, Inc. | 3.63% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
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 2025-08 Güter. 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 2025-08 Güter was 28.57%, occurring on Sep 30, 2022. Recovery took 342 trading sessions.
The current 2025-08 Güter drawdown is 4.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -28.57%Sep 2022 | 10mo 26d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
COVID crash2020 | -26.76%Mar 2020 | 1mo 2d | 4mo 10d | 5mo 12dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -17.25%Dec 2018 | 3mo 1d | 1mo 21d | 4mo 22dSep 2018 - Feb 2019 |
2025 selloff2025 | -16.94%Apr 2025 | 6mo 15d | 3mo 21d | 10mo 6dSep 2024 - Jul 2025 |
2026 correction2026 | -13.55%Apr 2026 | 2mo 1d | — | 4mo 10dFeb 2026 - now |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.76 | 1.72 | 1.56 | 1.51 | 1.51 |
The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025-08 Güter correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2014 | 0.75 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.64, while CL has the lowest at 0.35.
Asset Correlations Table
Find what 2025-08 Güter is missing
See which holdings overlap, where 2025-08 Güter is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification