Pension fund/long-term

Asset Allocation

Position	Category/Sector	Target Weight
^GSPC S&P 500 Index		1%
AAPL Apple Inc	Technology	5.50%
BABA Alibaba Group Holding Limited	Consumer Cyclical	11%
BAC Bank of America Corporation	Financial Services	10%
BN.PA Danone S.A.	Consumer Defensive	5.50%
C Citigroup Inc.	Financial Services	10%
CVX Chevron Corporation	Energy	2%
FND Floor & Decor Holdings, Inc.	Consumer Cyclical	3%
GIS General Mills, Inc.	Consumer Defensive	5.50%
GM General Motors Company	Consumer Cyclical	2%
K Kellogg Company	Consumer Defensive	5.50%
KHC The Kraft Heinz Company	Consumer Defensive	5.50%
KO The Coca-Cola Company	Consumer Defensive	5.50%
KR The Kroger Co.	Consumer Defensive	0.50%
MDLZ Mondelez International, Inc.	Consumer Defensive	5.50%
NSRGY Nestlé S.A.	Consumer Defensive	5.50%
PEP PepsiCo, Inc.	Consumer Defensive	5.50%
PM Philip Morris International Inc.	Consumer Defensive	5.50%
UL The Unilever Group	Consumer Defensive	5.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 Every 3 months.

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The earliest data available for this chart is Apr 27, 2017, corresponding to the inception date of FND

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Pension fund/long-term	-0.03%	-5.43%	-4.46%	-3.77%	7.56%	11.46%	6.86%	—
Portfolio components:
MDLZ Mondelez International, Inc.	0.82%	-1.25%	7.82%	-5.19%	-10.09%	-3.77%	2.30%	5.83%
NSRGY Nestlé S.A.	-0.81%	-6.73%	-1.02%	4.73%	-0.80%	-4.56%	-0.03%	6.48%
KO The Coca-Cola Company	0.84%	-2.64%	10.50%	17.69%	10.67%	10.37%	11.14%	8.39%
BN.PA Danone S.A.	-0.19%	-1.63%	-11.41%	-7.66%	7.58%	11.76%	6.60%	4.48%
UL The Unilever Group	-1.09%	-19.81%	-14.57%	-15.09%	-14.96%	1.14%	0.98%	4.27%
GIS General Mills, Inc.	0.56%	-15.99%	-18.39%	-23.64%	-33.62%	-21.16%	-6.00%	-1.98%
K Kellogg Company	—	—	—	—	—	—	—	—
PEP PepsiCo, Inc.	1.53%	-3.94%	10.38%	12.40%	9.51%	-1.63%	5.35%	7.43%
PM Philip Morris International Inc.	0.49%	-10.35%	-0.55%	2.89%	4.82%	22.66%	17.88%	9.96%
KR The Kroger Co.	2.57%	5.41%	16.38%	10.16%	9.75%	15.67%	17.48%	8.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 28, 2017, Pension fund/long-term's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 2019 with a return of +12.4%, while the worst month was Dec 2018 at -11.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Pension fund/long-term closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -9.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.84%	0.90%	-7.45%	-0.52%									-4.46%
2025	4.04%	7.74%	-1.34%	-1.79%	1.31%	1.45%	0.55%	5.26%	4.41%	-0.72%	1.56%	-0.17%	24.18%
2024	-0.02%	0.08%	4.44%	0.02%	3.23%	-2.01%	5.05%	5.96%	3.46%	-2.39%	1.24%	-3.86%	15.69%
2023	6.49%	-4.26%	3.01%	1.49%	-5.37%	3.19%	5.13%	-7.00%	-4.00%	-3.25%	6.53%	5.33%	6.06%
2022	1.16%	-3.69%	-2.30%	-1.67%	0.63%	-3.57%	3.39%	-1.43%	-9.71%	6.97%	7.63%	-3.34%	-7.01%
2021	-1.80%	1.56%	6.96%	3.40%	2.18%	-0.52%	-1.39%	-0.43%	-2.92%	4.66%	-5.76%	4.45%	10.09%

Benchmark Metrics

Pension fund/long-term has an annualized alpha of 0.54%, beta of 0.74, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since April 28, 2017.

This portfolio participated in 88.53% of S&P 500 Index downside but only 79.54% of its upside — more exposed to losses than it benefited from rallies.

Alpha: 0.54%

Beta: 0.74

R²: 0.70

Upside Capture: 79.54%

Downside Capture: 88.53%

Expense Ratio

Pension fund/long-term 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Pension fund/long-term ranks 15 for risk / return — in the bottom 15% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.54	0.88	-0.34
Sortino ratio Return per unit of downside risk	0.85	1.37	-0.52
Omega ratio Gain probability vs. loss probability	1.11	1.21	-0.10
Calmar ratio Return relative to maximum drawdown	1.36	1.39	-0.03
Martin ratio Return relative to average drawdown	5.01	6.43	-1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MDLZ Mondelez International, Inc.	21	-0.45	-0.50	0.94	-0.47	-0.89
NSRGY Nestlé S.A.	35	-0.03	0.12	1.02	-0.05	-0.09
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
BN.PA Danone S.A.	49	0.32	0.61	1.08	0.53	1.35
UL The Unilever Group	12	-0.70	-0.84	0.89	-0.58	-1.87
GIS General Mills, Inc.	3	-1.42	-2.05	0.76	-0.90	-1.81
K Kellogg Company	—	—	—	—	—	—
PEP PepsiCo, Inc.	51	0.42	0.81	1.09	0.60	1.23
PM Philip Morris International Inc.	42	0.19	0.40	1.06	0.17	0.36
KR The Kroger Co.	48	0.35	0.74	1.08	0.43	0.93

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Pension fund/long-term Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.54
5-Year: 0.48
All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Pension fund/long-term compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Pension fund/long-term provided a 2.91% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.91%	2.78%	2.89%	3.28%	2.61%	2.46%	2.65%	2.48%	3.00%	2.26%	2.29%	3.25%
Portfolio components:
MDLZ Mondelez International, Inc.	3.42%	3.60%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%
NSRGY Nestlé S.A.	3.47%	3.44%	4.01%	2.86%	2.57%	2.18%	2.34%	2.28%	3.12%	5.64%	6.54%	3.13%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
BN.PA Danone S.A.	3.11%	2.80%	3.22%	3.41%	3.94%	3.55%	3.91%	2.63%	3.09%	2.43%	2.66%	2.41%
UL The Unilever Group	4.19%	3.51%	3.29%	3.83%	3.57%	3.77%	3.07%	3.18%	3.49%	2.80%	3.42%	3.02%
GIS General Mills, Inc.	6.49%	5.20%	3.73%	3.47%	2.50%	3.03%	3.37%	3.66%	5.03%	3.27%	3.01%	3.00%
K Kellogg Company	2.07%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%
PEP PepsiCo, Inc.	3.62%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
PM Philip Morris International Inc.	3.64%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
KR The Kroger Co.	1.89%	2.14%	2.00%	2.41%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%

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 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 31.63%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Pension fund/long-term drawdown is 10.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.63%	Feb 13, 2020	28	Mar 23, 2020	109	Aug 24, 2020	137
-23.77%	Jan 29, 2018	235	Dec 24, 2018	184	Sep 11, 2019	419
-20.53%	Jan 13, 2022	193	Oct 11, 2022	403	May 3, 2024	596
-12.6%	Feb 24, 2025	32	Apr 8, 2025	59	Jul 1, 2025	91
-11.84%	Feb 9, 2026	30	Mar 20, 2026	—	—	—

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 19 assets, with an effective number of assets of 14.88, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	KR	BABA	BN.PA	CVX	FND	K	NSRGY	GIS	AAPL	GM	PM	UL	BAC	C	KHC	KO	PEP	MDLZ	^GSPC	Portfolio
Benchmark	1.00	0.14	0.42	0.22	0.39	0.52	0.19	0.29	0.15	0.69	0.54	0.31	0.32	0.58	0.61	0.29	0.37	0.36	0.38	1.00	0.73
KR	0.14	1.00	0.03	0.11	0.17	0.09	0.32	0.16	0.33	0.06	0.09	0.20	0.21	0.13	0.10	0.30	0.24	0.25	0.30	0.14	0.25
BABA	0.42	0.03	1.00	0.13	0.19	0.28	0.02	0.17	0.02	0.37	0.29	0.12	0.15	0.26	0.29	0.13	0.09	0.11	0.13	0.42	0.58
BN.PA	0.22	0.11	0.13	1.00	0.09	0.14	0.21	0.46	0.19	0.14	0.15	0.24	0.46	0.15	0.16	0.22	0.28	0.25	0.30	0.22	0.39
CVX	0.39	0.17	0.19	0.09	1.00	0.22	0.12	0.10	0.11	0.21	0.36	0.24	0.14	0.44	0.44	0.25	0.22	0.17	0.18	0.39	0.44
FND	0.52	0.09	0.28	0.14	0.22	1.00	0.07	0.20	0.10	0.36	0.41	0.16	0.22	0.34	0.35	0.17	0.20	0.22	0.22	0.52	0.50
K	0.19	0.32	0.02	0.21	0.12	0.07	1.00	0.27	0.63	0.08	0.09	0.35	0.35	0.12	0.12	0.51	0.42	0.48	0.51	0.19	0.40
NSRGY	0.29	0.16	0.17	0.46	0.10	0.20	0.27	1.00	0.30	0.23	0.14	0.28	0.51	0.10	0.11	0.31	0.37	0.39	0.39	0.29	0.43
GIS	0.15	0.33	0.02	0.19	0.11	0.10	0.63	0.30	1.00	0.10	0.09	0.31	0.35	0.09	0.07	0.59	0.46	0.56	0.59	0.14	0.42
AAPL	0.69	0.06	0.37	0.14	0.21	0.36	0.08	0.23	0.10	1.00	0.30	0.18	0.23	0.32	0.33	0.20	0.23	0.28	0.26	0.69	0.52
GM	0.54	0.09	0.29	0.15	0.36	0.41	0.09	0.14	0.09	0.30	1.00	0.22	0.15	0.55	0.56	0.23	0.21	0.16	0.20	0.53	0.56
PM	0.31	0.20	0.12	0.24	0.24	0.16	0.35	0.28	0.31	0.18	0.22	1.00	0.34	0.26	0.27	0.36	0.49	0.42	0.43	0.31	0.49
UL	0.32	0.21	0.15	0.46	0.14	0.22	0.35	0.51	0.35	0.23	0.15	0.34	1.00	0.14	0.15	0.34	0.47	0.46	0.46	0.32	0.47
BAC	0.58	0.13	0.26	0.15	0.44	0.34	0.12	0.10	0.09	0.32	0.55	0.26	0.14	1.00	0.82	0.22	0.23	0.14	0.21	0.58	0.65
C	0.61	0.10	0.29	0.16	0.44	0.35	0.12	0.11	0.07	0.33	0.56	0.27	0.15	0.82	1.00	0.23	0.22	0.14	0.20	0.61	0.68
KHC	0.29	0.30	0.13	0.22	0.25	0.17	0.51	0.31	0.59	0.20	0.23	0.36	0.34	0.22	0.23	1.00	0.46	0.52	0.58	0.29	0.54
KO	0.37	0.24	0.09	0.28	0.22	0.20	0.42	0.37	0.46	0.23	0.21	0.49	0.47	0.23	0.22	0.46	1.00	0.69	0.61	0.36	0.54
PEP	0.36	0.25	0.11	0.25	0.17	0.22	0.48	0.39	0.56	0.28	0.16	0.42	0.46	0.14	0.14	0.52	0.69	1.00	0.66	0.36	0.53
MDLZ	0.38	0.30	0.13	0.30	0.18	0.22	0.51	0.39	0.59	0.26	0.20	0.43	0.46	0.21	0.20	0.58	0.61	0.66	1.00	0.38	0.57
^GSPC	1.00	0.14	0.42	0.22	0.39	0.52	0.19	0.29	0.14	0.69	0.53	0.31	0.32	0.58	0.61	0.29	0.36	0.36	0.38	1.00	0.73
Portfolio	0.73	0.25	0.58	0.39	0.44	0.50	0.40	0.43	0.42	0.52	0.56	0.49	0.47	0.65	0.68	0.54	0.54	0.53	0.57	0.73	1.00

The correlation results are calculated based on daily price changes starting from Apr 28, 2017

Pension fund/long-term

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table