Pension fund/long-term
Stably diversified portfolio, for inflation protection with average returns, but protected from strong market volatility.
by. Farid B.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Pension fund/long-term, 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 26, 2017, corresponding to the inception date of FND
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Pension fund/long-term | 8.95% | 2.60% | 8.99% | 7.65% | 8.60% | N/A |
| Portfolio components: | ||||||
MDLZ Mondelez International, Inc. | -7.19% | 0.26% | -10.53% | -5.98% | 6.13% | 7.90% |
NSRGY Nestlé S.A. | -10.61% | -3.46% | -9.33% | -16.32% | 1.69% | 5.67% |
KO The Coca-Cola Company | 13.89% | 3.15% | 13.05% | 9.20% | 7.15% | 8.38% |
BN.PA Danone S.A. | 1.37% | 2.10% | -1.30% | 6.45% | -2.83% | 3.57% |
UL The Unilever Group | 24.00% | 6.11% | 24.28% | 14.56% | 2.85% | 6.36% |
GIS General Mills, Inc. | 3.85% | 3.58% | 3.91% | -8.94% | 7.44% | 5.74% |
K Kellogg Company | 4.45% | -0.17% | 6.69% | -5.42% | 4.37% | 2.72% |
PEP PepsiCo, Inc. | 2.26% | 2.57% | 3.47% | -6.52% | 8.25% | 9.65% |
PM Philip Morris International Inc. | 23.58% | 11.02% | 27.97% | 21.25% | 11.41% | 8.41% |
KR The Kroger Co. | 17.99% | 7.96% | 16.49% | 13.54% | 26.25% | 12.00% |
BAC Bank of America Corporation | 25.42% | 6.87% | 26.32% | 34.34% | 8.70% | 12.68% |
CVX Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.44% | 6.10% |
KHC The Kraft Heinz Company | -7.89% | 3.00% | -8.45% | -3.67% | 5.52% | -1.53% |
ATVI Activision Blizzard, Inc. | 0.00% | 0.00% | 0.00% | 3.58% | 14.74% | N/A |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 33.14% | 25.86% |
GM General Motors Company | 23.55% | -3.58% | 26.14% | 14.51% | 2.62% | 5.10% |
FND Floor & Decor Holdings, Inc. | -16.24% | -11.48% | -13.78% | -15.42% | 18.74% | N/A |
C Citigroup Inc. | 27.43% | 5.09% | 22.13% | 40.29% | 1.43% | 5.22% |
BABA Alibaba Group Holding Limited | -1.89% | 1.66% | 2.75% | -19.26% | -15.14% | N/A |
^GSPC S&P 500 | 13.20% | -1.44% | 10.39% | 18.99% | 11.96% | 10.58% |
Monthly Returns
The table below presents the monthly returns of Pension fund/long-term, 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 | 0.33% | -0.04% | 4.53% | -0.14% | 3.00% | -1.77% | 8.95% | ||||||
| 2023 | 5.24% | -3.13% | 2.80% | 1.87% | -4.96% | 3.23% | 4.51% | -6.50% | -3.52% | -3.29% | 6.98% | 5.09% | 7.37% |
| 2022 | 1.74% | -2.66% | -2.52% | -1.41% | 0.82% | -4.32% | 4.58% | -1.75% | -9.27% | 8.03% | 6.21% | -3.24% | -4.99% |
| 2021 | -2.34% | 2.15% | 7.05% | 3.23% | 2.86% | -0.88% | -1.32% | 0.12% | -2.77% | 4.13% | -5.79% | 5.40% | 11.67% |
| 2020 | -1.66% | -8.41% | -10.92% | 10.45% | 3.27% | 2.52% | 6.35% | 4.99% | -4.69% | -3.48% | 10.32% | 4.89% | 11.52% |
| 2019 | 11.36% | 0.71% | 2.92% | 5.43% | -8.25% | 7.89% | 2.56% | -0.95% | 2.53% | 2.19% | 2.48% | 4.59% | 37.42% |
| 2018 | 4.19% | -5.26% | -3.18% | -2.51% | 1.15% | 1.89% | 3.94% | -0.99% | -0.96% | -4.11% | 0.83% | -11.53% | -16.29% |
| 2017 | 1.27% | 4.89% | 1.27% | 1.58% | 0.89% | 0.33% | 2.03% | 2.65% | 1.33% | 17.38% |
Expense Ratio
Pension fund/long-term 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Pension fund/long-term is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | -0.56 | -0.67 | 0.92 | -0.45 | -1.17 |
NSRGY Nestlé S.A. | -0.81 | -1.05 | 0.88 | -0.57 | -1.43 |
KO The Coca-Cola Company | 0.83 | 1.23 | 1.16 | 0.61 | 2.59 |
BN.PA Danone S.A. | 0.70 | 1.07 | 1.13 | 0.32 | 2.46 |
UL The Unilever Group | 1.10 | 1.85 | 1.22 | 0.86 | 3.09 |
GIS General Mills, Inc. | -0.44 | -0.51 | 0.94 | -0.27 | -0.89 |
K Kellogg Company | -0.20 | -0.15 | 0.98 | -0.14 | -0.48 |
PEP PepsiCo, Inc. | -0.35 | -0.38 | 0.95 | -0.32 | -0.72 |
PM Philip Morris International Inc. | 1.42 | 2.14 | 1.26 | 1.60 | 6.06 |
KR The Kroger Co. | 0.51 | 0.93 | 1.12 | 0.72 | 1.39 |
BAC Bank of America Corporation | 1.59 | 2.46 | 1.29 | 0.79 | 5.16 |
CVX Chevron Corporation | 0.14 | 0.32 | 1.04 | 0.13 | 0.32 |
KHC The Kraft Heinz Company | -0.10 | -0.01 | 1.00 | -0.03 | -0.26 |
ATVI Activision Blizzard, Inc. | 1.20 | 2.82 | 1.82 | 0.27 | 16.54 |
AAPL Apple Inc | 0.64 | 1.06 | 1.13 | 0.87 | 1.95 |
GM General Motors Company | 0.70 | 1.20 | 1.15 | 0.35 | 2.01 |
FND Floor & Decor Holdings, Inc. | -0.41 | -0.36 | 0.96 | -0.34 | -1.08 |
C Citigroup Inc. | 2.06 | 2.98 | 1.35 | 0.95 | 7.53 |
BABA Alibaba Group Holding Limited | -0.64 | -0.78 | 0.91 | -0.27 | -1.00 |
^GSPC S&P 500 | 1.75 | 2.46 | 1.31 | 1.41 | 8.24 |
Dividends
Dividend yield
Pension fund/long-term granted a 2.83% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Pension fund/long-term | 2.83% | 2.89% | 2.71% | 2.48% | 2.66% | 2.49% | 3.02% | 2.12% | 2.14% | 2.07% | 2.06% | 1.92% |
| Portfolio components: | ||||||||||||
MDLZ Mondelez International, Inc. | 2.56% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
NSRGY Nestlé S.A. | 3.41% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.31% | 2.96% |
KO The Coca-Cola Company | 2.86% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
BN.PA Danone S.A. | 3.60% | 3.41% | 3.94% | 3.55% | 3.91% | 2.63% | 3.09% | 2.43% | 2.66% | 2.41% | 2.66% | 2.77% |
UL The Unilever Group | 3.12% | 3.83% | 3.61% | 3.77% | 3.07% | 3.18% | 3.49% | 2.82% | 3.44% | 3.06% | 3.72% | 3.39% |
GIS General Mills, Inc. | 3.60% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
K Kellogg Company | 3.86% | 3.81% | 3.08% | 3.36% | 3.44% | 3.07% | 3.62% | 2.93% | 2.60% | 2.57% | 2.72% | 2.77% |
PEP PepsiCo, Inc. | 3.01% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
PM Philip Morris International Inc. | 4.59% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
KR The Kroger Co. | 2.18% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
BAC Bank of America Corporation | 2.30% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
CVX Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
KHC The Kraft Heinz Company | 4.81% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 3.09% | 3.43% | 3.80% |
ATVI Activision Blizzard, Inc. | 1.05% | 1.05% | 0.61% | 0.70% | 0.44% | 0.62% | 0.73% | 0.47% | 0.72% | 0.59% | 0.99% | 1.07% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GM General Motors Company | 0.95% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
FND Floor & Decor Holdings, 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% |
C Citigroup Inc. | 3.29% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
BABA Alibaba Group Holding Limited | 2.19% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
^GSPC S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Pension fund/long-term. 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 Pension fund/long-term was 31.04%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.
The current Pension fund/long-term drawdown is 2.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.04% | Feb 13, 2020 | 28 | Mar 23, 2020 | 101 | Aug 12, 2020 | 129 |
| -23.62% | Jan 29, 2018 | 235 | Dec 24, 2018 | 184 | Sep 11, 2019 | 419 |
| -17.74% | Jan 18, 2022 | 190 | Oct 11, 2022 | 204 | Jul 26, 2023 | 394 |
| -14.46% | Jul 31, 2023 | 65 | Oct 27, 2023 | 100 | Mar 19, 2024 | 165 |
| -9.28% | Sep 3, 2020 | 15 | Sep 23, 2020 | 44 | Nov 24, 2020 | 59 |
Volatility
Volatility Chart
The current Pension fund/long-term volatility is 2.72%, 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
| KR | ATVI | BABA | BN.PA | FND | CVX | GIS | GM | AAPL | NSRGY | K | BAC | PM | UL | C | KHC | PEP | KO | MDLZ | ^GSPC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.10 | 0.06 | 0.11 | 0.12 | 0.18 | 0.34 | 0.13 | 0.09 | 0.16 | 0.35 | 0.18 | 0.19 | 0.20 | 0.16 | 0.31 | 0.25 | 0.21 | 0.30 | 0.20 |
| ATVI | 0.10 | 1.00 | 0.31 | 0.12 | 0.23 | 0.13 | 0.13 | 0.14 | 0.40 | 0.21 | 0.12 | 0.15 | 0.13 | 0.18 | 0.16 | 0.19 | 0.22 | 0.14 | 0.23 | 0.42 |
| BABA | 0.06 | 0.31 | 1.00 | 0.16 | 0.29 | 0.21 | 0.01 | 0.30 | 0.39 | 0.20 | 0.01 | 0.29 | 0.14 | 0.19 | 0.32 | 0.13 | 0.11 | 0.11 | 0.15 | 0.45 |
| BN.PA | 0.11 | 0.12 | 0.16 | 1.00 | 0.14 | 0.14 | 0.17 | 0.17 | 0.16 | 0.46 | 0.21 | 0.17 | 0.25 | 0.47 | 0.20 | 0.22 | 0.27 | 0.29 | 0.31 | 0.27 |
| FND | 0.12 | 0.23 | 0.29 | 0.14 | 1.00 | 0.24 | 0.08 | 0.42 | 0.38 | 0.21 | 0.06 | 0.35 | 0.19 | 0.22 | 0.36 | 0.16 | 0.21 | 0.22 | 0.23 | 0.54 |
| CVX | 0.18 | 0.13 | 0.21 | 0.14 | 0.24 | 1.00 | 0.10 | 0.40 | 0.23 | 0.12 | 0.13 | 0.49 | 0.29 | 0.17 | 0.51 | 0.26 | 0.16 | 0.25 | 0.20 | 0.45 |
| GIS | 0.34 | 0.13 | 0.01 | 0.17 | 0.08 | 0.10 | 1.00 | 0.09 | 0.10 | 0.29 | 0.69 | 0.11 | 0.33 | 0.34 | 0.09 | 0.55 | 0.53 | 0.44 | 0.58 | 0.19 |
| GM | 0.13 | 0.14 | 0.30 | 0.17 | 0.42 | 0.40 | 0.09 | 1.00 | 0.30 | 0.18 | 0.10 | 0.57 | 0.26 | 0.18 | 0.57 | 0.25 | 0.18 | 0.25 | 0.23 | 0.54 |
| AAPL | 0.09 | 0.40 | 0.39 | 0.16 | 0.38 | 0.23 | 0.10 | 0.30 | 1.00 | 0.27 | 0.09 | 0.32 | 0.22 | 0.27 | 0.34 | 0.20 | 0.30 | 0.26 | 0.31 | 0.72 |
| NSRGY | 0.16 | 0.21 | 0.20 | 0.46 | 0.21 | 0.12 | 0.29 | 0.18 | 0.27 | 1.00 | 0.29 | 0.14 | 0.30 | 0.52 | 0.16 | 0.29 | 0.41 | 0.38 | 0.41 | 0.36 |
| K | 0.35 | 0.12 | 0.01 | 0.21 | 0.06 | 0.13 | 0.69 | 0.10 | 0.09 | 0.29 | 1.00 | 0.13 | 0.38 | 0.38 | 0.13 | 0.56 | 0.53 | 0.45 | 0.56 | 0.21 |
| BAC | 0.18 | 0.15 | 0.29 | 0.17 | 0.35 | 0.49 | 0.11 | 0.57 | 0.32 | 0.14 | 0.13 | 1.00 | 0.30 | 0.17 | 0.84 | 0.26 | 0.18 | 0.28 | 0.25 | 0.60 |
| PM | 0.19 | 0.13 | 0.14 | 0.25 | 0.19 | 0.29 | 0.33 | 0.26 | 0.22 | 0.30 | 0.38 | 0.30 | 1.00 | 0.34 | 0.33 | 0.39 | 0.45 | 0.51 | 0.45 | 0.38 |
| UL | 0.20 | 0.18 | 0.19 | 0.47 | 0.22 | 0.17 | 0.34 | 0.18 | 0.27 | 0.52 | 0.38 | 0.17 | 0.34 | 1.00 | 0.19 | 0.34 | 0.47 | 0.46 | 0.48 | 0.38 |
| C | 0.16 | 0.16 | 0.32 | 0.20 | 0.36 | 0.51 | 0.09 | 0.57 | 0.34 | 0.16 | 0.13 | 0.84 | 0.33 | 0.19 | 1.00 | 0.27 | 0.18 | 0.28 | 0.25 | 0.61 |
| KHC | 0.31 | 0.19 | 0.13 | 0.22 | 0.16 | 0.26 | 0.55 | 0.25 | 0.20 | 0.29 | 0.56 | 0.26 | 0.39 | 0.34 | 0.27 | 1.00 | 0.48 | 0.46 | 0.56 | 0.34 |
| PEP | 0.25 | 0.22 | 0.11 | 0.27 | 0.21 | 0.16 | 0.53 | 0.18 | 0.30 | 0.41 | 0.53 | 0.18 | 0.45 | 0.47 | 0.18 | 0.48 | 1.00 | 0.72 | 0.68 | 0.43 |
| KO | 0.21 | 0.14 | 0.11 | 0.29 | 0.22 | 0.25 | 0.44 | 0.25 | 0.26 | 0.38 | 0.45 | 0.28 | 0.51 | 0.46 | 0.28 | 0.46 | 0.72 | 1.00 | 0.62 | 0.45 |
| MDLZ | 0.30 | 0.23 | 0.15 | 0.31 | 0.23 | 0.20 | 0.58 | 0.23 | 0.31 | 0.41 | 0.56 | 0.25 | 0.45 | 0.48 | 0.25 | 0.56 | 0.68 | 0.62 | 1.00 | 0.46 |
| ^GSPC | 0.20 | 0.42 | 0.45 | 0.27 | 0.54 | 0.45 | 0.19 | 0.54 | 0.72 | 0.36 | 0.21 | 0.60 | 0.38 | 0.38 | 0.61 | 0.34 | 0.43 | 0.45 | 0.46 | 1.00 |