PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Diversity & Inclusion

Last updated Mar 2, 2024

Asset Allocation


AAPL 4.35%MSFT 4.35%GOOG 4.35%UNH 4.35%JNJ 4.35%NVDA 4.35%META 4.35%PG 4.35%PEP 4.35%KO 4.35%HD 4.35%PFE 4.35%DIS 4.35%CI 4.35%MCD 4.35%INTC 4.35%BMY 4.35%SBUX 4.35%NFLX 4.35%CVS 4.35%GILD 4.35%TJX 4.35%PGR 4.35%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

4.35%

MSFT
Microsoft Corporation
Technology

4.35%

GOOG
Alphabet Inc.
Communication Services

4.35%

UNH

4.35%

JNJ
Johnson & Johnson
Healthcare

4.35%

NVDA
NVIDIA Corporation
Technology

4.35%

META
Meta Platforms, Inc.
Communication Services

4.35%

PG
The Procter & Gamble Company
Consumer Defensive

4.35%

PEP
PepsiCo, Inc.
Consumer Defensive

4.35%

KO
The Coca-Cola Company
Consumer Defensive

4.35%

HD
The Home Depot, Inc.
Consumer Cyclical

4.35%

PFE
Pfizer Inc.
Healthcare

4.35%

DIS
The Walt Disney Company
Communication Services

4.35%

CI
Cigna Corporation
Healthcare

4.35%

MCD
McDonald's Corporation
Consumer Cyclical

4.35%

INTC
Intel Corporation
Technology

4.35%

BMY
Bristol-Myers Squibb Company
Healthcare

4.35%

SBUX

4.35%

NFLX
Netflix, Inc.
Communication Services

4.35%

CVS
CVS Health Corporation
Healthcare

4.35%

GILD
Gilead Sciences, Inc.
Healthcare

4.35%

TJX

4.35%

PGR
The Progressive Corporation
Financial Services

4.35%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Diversity & Inclusion, 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


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
450.79%
171.98%
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Diversity & Inclusion7.28%5.17%13.62%31.09%18.44%N/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%19.35%N/A
UNH
-7.02%-4.34%3.54%4.01%16.48%N/A
JNJ
Johnson & Johnson
3.43%2.03%1.83%8.79%5.92%8.53%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
META
Meta Platforms, Inc.
42.06%28.89%69.66%188.11%25.40%22.05%
PG
The Procter & Gamble Company
9.08%1.09%4.11%16.41%12.84%10.44%
PEP
PepsiCo, Inc.
-3.09%-2.34%-5.40%-2.97%10.12%10.52%
KO
The Coca-Cola Company
1.02%0.07%1.97%2.83%8.93%7.89%
HD
The Home Depot, Inc.
10.94%8.92%16.20%34.85%18.63%19.34%
PFE
Pfizer Inc.
-6.25%-1.81%-23.55%-31.17%-4.64%2.27%
DIS
The Walt Disney Company
23.99%16.55%37.57%13.54%-0.06%4.10%
CI
Cigna Corporation
11.19%10.64%21.45%17.89%14.53%16.03%
MCD
McDonald's Corporation
-1.39%-0.11%4.70%11.11%12.01%14.82%
INTC
Intel Corporation
-12.54%2.02%20.44%69.59%-1.24%8.92%
BMY
Bristol-Myers Squibb Company
0.33%4.13%-16.15%-23.55%2.43%1.94%
SBUX
-2.38%0.74%-3.84%-7.57%7.78%N/A
NFLX
Netflix, Inc.
27.21%9.79%40.80%98.58%11.64%25.33%
CVS
CVS Health Corporation
-5.63%-0.71%14.44%-6.19%8.01%2.63%
GILD
Gilead Sciences, Inc.
-10.74%-7.60%-3.87%-5.67%6.04%1.61%
TJX
5.37%4.15%7.09%30.38%15.19%N/A
PGR
The Progressive Corporation
18.52%5.37%39.44%32.99%23.65%25.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.01%4.96%
2023-2.06%-3.44%0.52%5.83%3.33%

Sharpe Ratio

The current Diversity & Inclusion Sharpe ratio is 2.90. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.90

The Sharpe ratio of Diversity & Inclusion lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.90
2.44
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

Dividend yield

Diversity & Inclusion granted a 1.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Diversity & Inclusion1.92%1.87%1.75%1.75%1.63%1.72%1.85%1.63%1.76%1.63%1.65%1.57%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
Alphabet 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%
UNH
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
JNJ
Johnson & Johnson
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PG
The Procter & Gamble Company
2.37%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
PEP
PepsiCo, Inc.
3.07%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
KO
The Coca-Cola Company
3.09%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
HD
The Home Depot, Inc.
2.17%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
PFE
Pfizer Inc.
6.21%5.70%3.12%2.64%0.77%0.72%0.61%0.69%0.72%0.68%0.65%0.61%
DIS
The Walt Disney Company
0.27%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
CI
Cigna Corporation
1.48%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%
MCD
McDonald's Corporation
2.19%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
INTC
Intel Corporation
1.14%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
BMY
Bristol-Myers Squibb Company
4.54%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
SBUX
2.36%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
NFLX
Netflix, 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%
CVS
CVS Health Corporation
3.36%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
GILD
Gilead Sciences, Inc.
4.15%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%0.00%0.00%
TJX
1.35%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
PGR
The Progressive Corporation
0.61%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%

Expense Ratio

The Diversity & Inclusion has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Diversity & Inclusion
2.90
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
GOOG
Alphabet Inc.
1.88
UNH
0.22
JNJ
Johnson & Johnson
0.55
NVDA
NVIDIA Corporation
5.65
META
Meta Platforms, Inc.
5.10
PG
The Procter & Gamble Company
1.25
PEP
PepsiCo, Inc.
-0.08
KO
The Coca-Cola Company
0.33
HD
The Home Depot, Inc.
1.86
PFE
Pfizer Inc.
-1.34
DIS
The Walt Disney Company
0.50
CI
Cigna Corporation
0.57
MCD
McDonald's Corporation
0.95
INTC
Intel Corporation
1.95
BMY
Bristol-Myers Squibb Company
-1.24
SBUX
-0.28
NFLX
Netflix, Inc.
2.64
CVS
CVS Health Corporation
-0.29
GILD
Gilead Sciences, Inc.
-0.26
TJX
1.93
PGR
The Progressive Corporation
1.12

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NFLXBMYCIGILDPGRNVDAPFECVSPGTJXDISMETAMCDKOJNJUNHINTCPEPAAPLHDSBUXGOOGMSFT
NFLX1.000.190.170.270.200.460.200.150.180.270.340.520.210.140.200.240.400.190.440.320.340.480.49
BMY0.191.000.340.420.290.180.480.380.320.260.260.220.290.320.470.380.240.320.240.290.270.250.26
CI0.170.341.000.310.300.210.350.500.250.330.300.230.280.280.330.630.270.260.260.310.300.270.27
GILD0.270.420.311.000.280.230.420.360.290.280.270.270.270.280.420.330.300.320.280.300.300.290.30
PGR0.200.290.300.281.000.230.320.330.390.340.280.230.360.380.380.360.290.390.280.360.340.290.34
NVDA0.460.180.210.230.231.000.210.180.190.300.340.510.240.160.180.260.560.200.540.380.350.540.59
PFE0.200.480.350.420.320.211.000.430.350.250.260.220.280.340.510.400.270.350.270.320.280.290.32
CVS0.150.380.500.360.330.180.431.000.340.370.330.200.320.360.430.500.270.370.260.390.330.270.28
PG0.180.320.250.290.390.190.350.341.000.280.270.220.420.610.480.350.270.650.280.370.350.280.35
TJX0.270.260.330.280.340.300.250.370.281.000.440.330.390.340.280.340.340.320.320.540.470.360.35
DIS0.340.260.300.270.280.340.260.330.270.441.000.390.340.320.270.300.410.290.400.420.490.430.41
META0.520.220.230.270.230.510.220.200.220.330.391.000.300.210.220.260.440.260.530.370.420.660.57
MCD0.210.290.280.270.360.240.280.320.420.390.340.301.000.490.390.320.300.470.330.400.530.340.39
KO0.140.320.280.280.380.160.340.360.610.340.320.210.491.000.450.340.270.720.280.350.400.310.35
JNJ0.200.470.330.420.380.180.510.430.480.280.270.220.390.451.000.430.290.480.280.340.340.310.33
UNH0.240.380.630.330.360.260.400.500.350.340.300.260.320.340.431.000.290.350.330.360.340.340.36
INTC0.400.240.270.300.290.560.270.270.270.340.410.440.300.270.290.291.000.290.500.400.370.480.55
PEP0.190.320.260.320.390.200.350.370.650.320.290.260.470.720.480.350.291.000.330.400.410.320.39
AAPL0.440.240.260.280.280.540.270.260.280.320.400.530.330.280.280.330.500.331.000.410.420.590.63
HD0.320.290.310.300.360.380.320.390.370.540.420.370.400.350.340.360.400.400.411.000.470.420.46
SBUX0.340.270.300.300.340.350.280.330.350.470.490.420.530.400.340.340.370.410.420.471.000.460.47
GOOG0.480.250.270.290.290.540.290.270.280.360.430.660.340.310.310.340.480.320.590.420.461.000.69
MSFT0.490.260.270.300.340.590.320.280.350.350.410.570.390.350.330.360.550.390.630.460.470.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.70%
0
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Diversity & Inclusion. 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 Diversity & Inclusion was 28.15%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Diversity & Inclusion drawdown is 0.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.15%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-21.75%Dec 30, 2021117Jun 16, 2022247Jun 12, 2023364
-16.46%Oct 4, 201856Dec 24, 201871Apr 8, 2019127
-10.96%Aug 19, 20155Aug 25, 201538Oct 19, 201543
-10.87%Dec 30, 201527Feb 8, 201635Mar 30, 201662

Volatility Chart

The current Diversity & Inclusion volatility is 2.93%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.93%
3.47%
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
0 comments