Diversity & Inclusion
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Diversity & Inclusion | 22.12% | 6.76% | 9.67% | 18.79% | 17.47% | N/A |
Portfolio components: | ||||||
AAPL Apple Inc. | 48.06% | 10.73% | 11.63% | 28.10% | 35.95% | 27.99% |
MSFT Microsoft Corporation | 58.95% | 14.97% | 20.89% | 55.57% | 31.10% | 28.20% |
GOOG Alphabet Inc. | 57.80% | 1.54% | 15.11% | 43.86% | 22.35% | N/A |
UNH | N/A | N/A | N/A | N/A | N/A | N/A |
JNJ Johnson & Johnson | -12.03% | 0.42% | -2.25% | -12.12% | 4.10% | 7.60% |
NVDA NVIDIA Corporation | 233.47% | 13.36% | 59.56% | 203.94% | 68.64% | 63.57% |
META Meta Platforms, Inc. | 183.77% | 8.75% | 37.03% | 206.43% | 21.04% | 22.18% |
PG The Procter & Gamble Company | 2.17% | 1.94% | 4.51% | 6.34% | 13.40% | 9.03% |
PEP PepsiCo, Inc. | -4.37% | 5.71% | -7.19% | -5.95% | 11.09% | 10.17% |
KO The Coca-Cola Company | -6.01% | 8.03% | -2.54% | -3.43% | 6.87% | 7.10% |
HD The Home Depot, Inc. | -0.06% | 8.46% | 7.67% | -2.24% | 15.70% | 17.28% |
PFE Pfizer Inc. | -38.14% | -0.36% | -19.57% | -35.42% | -2.13% | 3.73% |
DIS The Walt Disney Company | 9.43% | 14.40% | 6.74% | -1.18% | -2.86% | 4.07% |
CI Cigna Corporation | -11.81% | -4.23% | 16.49% | -8.19% | 7.47% | 13.36% |
MCD McDonald's Corporation | 8.75% | 10.67% | -0.34% | 4.90% | 11.74% | 14.14% |
INTC Intel Corporation | 69.09% | 29.43% | 51.63% | 49.86% | 1.48% | 9.29% |
BMY Bristol-Myers Squibb Company | -28.87% | -11.75% | -23.07% | -35.10% | 1.87% | 2.15% |
SBUX | N/A | N/A | N/A | N/A | N/A | N/A |
NFLX Netflix, Inc. | 62.10% | 17.49% | 31.01% | 66.73% | 13.09% | 25.45% |
CVS CVS Health Corporation | -23.41% | 0.22% | 2.16% | -28.28% | 1.22% | 2.85% |
GILD Gilead Sciences, Inc. | -9.24% | -2.40% | -2.37% | -7.83% | 6.83% | 3.12% |
TJX | N/A | N/A | N/A | N/A | N/A | N/A |
PGR The Progressive Corporation | 25.73% | 5.95% | 23.84% | 25.37% | 24.62% | 23.13% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 2.05% | 0.04% | 4.88% | 2.96% | -2.06% | -3.44% | 0.51% |
Dividend yield
Diversity & Inclusion granted a 1.89% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Diversity & Inclusion | 1.89% | 1.75% | 1.75% | 1.76% | 1.85% | 1.96% | 1.76% | 1.89% | 1.77% | 1.83% | 1.73% | 2.08% |
Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.50% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
MSFT Microsoft Corporation | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
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 | 1.30% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% | 1.47% |
JNJ Johnson & Johnson | 3.12% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | 3.42% |
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
META Meta Platforms, 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% |
PG The Procter & Gamble Company | 2.47% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% | 3.26% |
PEP PepsiCo, Inc. | 2.85% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | 3.11% |
KO The Coca-Cola Company | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% | 2.81% |
HD The Home Depot, Inc. | 2.64% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% | 1.88% |
PFE Pfizer Inc. | 5.41% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% | 3.51% |
DIS The Walt Disney Company | 0.00% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% | 1.51% |
CI Cigna Corporation | 1.67% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% | 0.07% |
MCD McDonald's Corporation | 2.16% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | 3.25% |
INTC Intel Corporation | 1.69% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% | 4.22% |
BMY Bristol-Myers Squibb Company | 4.61% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% | 4.17% |
SBUX | 2.09% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.13% | 1.34% | 1.14% | 1.34% |
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 | 3.50% | 2.36% | 1.93% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% | 1.34% |
GILD Gilead Sciences, Inc. | 3.94% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% | 0.00% |
TJX | 1.44% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% | 1.04% |
PGR The Progressive Corporation | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% | 6.67% |
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AAPL Apple Inc. | 1.33 | ||||
MSFT Microsoft Corporation | 2.16 | ||||
GOOG Alphabet Inc. | 1.47 | ||||
UNH | N/A | ||||
JNJ Johnson & Johnson | -0.72 | ||||
NVDA NVIDIA Corporation | 4.27 | ||||
META Meta Platforms, Inc. | 5.03 | ||||
PG The Procter & Gamble Company | 0.51 | ||||
PEP PepsiCo, Inc. | -0.40 | ||||
KO The Coca-Cola Company | -0.22 | ||||
HD The Home Depot, Inc. | 0.01 | ||||
PFE Pfizer Inc. | -1.58 | ||||
DIS The Walt Disney Company | -0.09 | ||||
CI Cigna Corporation | -0.28 | ||||
MCD McDonald's Corporation | 0.36 | ||||
INTC Intel Corporation | 1.42 | ||||
BMY Bristol-Myers Squibb Company | -1.86 | ||||
SBUX | N/A | ||||
NFLX Netflix, Inc. | 1.69 | ||||
CVS CVS Health Corporation | -1.12 | ||||
GILD Gilead Sciences, Inc. | -0.34 | ||||
TJX | N/A | ||||
PGR The Progressive Corporation | 0.87 |
Asset Correlations Table
NFLX | BMY | CI | GILD | PGR | NVDA | PFE | CVS | TJX | PG | META | DIS | MCD | KO | JNJ | UNH | INTC | PEP | AAPL | HD | SBUX | GOOG | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFLX | 1.00 | 0.20 | 0.18 | 0.27 | 0.20 | 0.47 | 0.20 | 0.16 | 0.27 | 0.18 | 0.52 | 0.34 | 0.22 | 0.14 | 0.20 | 0.25 | 0.40 | 0.20 | 0.45 | 0.33 | 0.35 | 0.49 | 0.49 |
BMY | 0.20 | 1.00 | 0.34 | 0.42 | 0.29 | 0.19 | 0.48 | 0.38 | 0.26 | 0.32 | 0.23 | 0.26 | 0.28 | 0.32 | 0.47 | 0.38 | 0.25 | 0.32 | 0.24 | 0.29 | 0.28 | 0.26 | 0.27 |
CI | 0.18 | 0.34 | 1.00 | 0.32 | 0.31 | 0.22 | 0.36 | 0.51 | 0.33 | 0.25 | 0.23 | 0.30 | 0.28 | 0.29 | 0.33 | 0.64 | 0.28 | 0.26 | 0.27 | 0.32 | 0.30 | 0.28 | 0.28 |
GILD | 0.27 | 0.42 | 0.32 | 1.00 | 0.29 | 0.24 | 0.43 | 0.37 | 0.28 | 0.29 | 0.28 | 0.28 | 0.27 | 0.28 | 0.42 | 0.33 | 0.31 | 0.32 | 0.29 | 0.31 | 0.31 | 0.30 | 0.31 |
PGR | 0.20 | 0.29 | 0.31 | 0.29 | 1.00 | 0.23 | 0.33 | 0.35 | 0.34 | 0.40 | 0.24 | 0.29 | 0.36 | 0.39 | 0.39 | 0.37 | 0.30 | 0.40 | 0.29 | 0.37 | 0.35 | 0.29 | 0.34 |
NVDA | 0.47 | 0.19 | 0.22 | 0.24 | 0.23 | 1.00 | 0.22 | 0.18 | 0.31 | 0.20 | 0.51 | 0.35 | 0.25 | 0.17 | 0.19 | 0.27 | 0.57 | 0.22 | 0.54 | 0.39 | 0.36 | 0.54 | 0.59 |
PFE | 0.20 | 0.48 | 0.36 | 0.43 | 0.33 | 0.22 | 1.00 | 0.44 | 0.26 | 0.35 | 0.23 | 0.26 | 0.28 | 0.34 | 0.51 | 0.40 | 0.28 | 0.35 | 0.28 | 0.33 | 0.29 | 0.30 | 0.32 |
CVS | 0.16 | 0.38 | 0.51 | 0.37 | 0.35 | 0.18 | 0.44 | 1.00 | 0.38 | 0.35 | 0.21 | 0.34 | 0.33 | 0.37 | 0.43 | 0.50 | 0.28 | 0.38 | 0.27 | 0.40 | 0.34 | 0.28 | 0.29 |
TJX | 0.27 | 0.26 | 0.33 | 0.28 | 0.34 | 0.31 | 0.26 | 0.38 | 1.00 | 0.28 | 0.33 | 0.45 | 0.38 | 0.34 | 0.28 | 0.35 | 0.35 | 0.32 | 0.33 | 0.54 | 0.46 | 0.37 | 0.36 |
PG | 0.18 | 0.32 | 0.25 | 0.29 | 0.40 | 0.20 | 0.35 | 0.35 | 0.28 | 1.00 | 0.22 | 0.28 | 0.42 | 0.61 | 0.48 | 0.35 | 0.28 | 0.66 | 0.29 | 0.38 | 0.35 | 0.29 | 0.36 |
META | 0.52 | 0.23 | 0.23 | 0.28 | 0.24 | 0.51 | 0.23 | 0.21 | 0.33 | 0.22 | 1.00 | 0.40 | 0.30 | 0.22 | 0.23 | 0.27 | 0.45 | 0.27 | 0.53 | 0.37 | 0.43 | 0.67 | 0.57 |
DIS | 0.34 | 0.26 | 0.30 | 0.28 | 0.29 | 0.35 | 0.26 | 0.34 | 0.45 | 0.28 | 0.40 | 1.00 | 0.35 | 0.33 | 0.27 | 0.31 | 0.41 | 0.30 | 0.40 | 0.43 | 0.49 | 0.44 | 0.42 |
MCD | 0.22 | 0.28 | 0.28 | 0.27 | 0.36 | 0.25 | 0.28 | 0.33 | 0.38 | 0.42 | 0.30 | 0.35 | 1.00 | 0.49 | 0.39 | 0.33 | 0.31 | 0.47 | 0.33 | 0.41 | 0.54 | 0.35 | 0.40 |
KO | 0.14 | 0.32 | 0.29 | 0.28 | 0.39 | 0.17 | 0.34 | 0.37 | 0.34 | 0.61 | 0.22 | 0.33 | 0.49 | 1.00 | 0.45 | 0.34 | 0.28 | 0.72 | 0.28 | 0.36 | 0.41 | 0.31 | 0.35 |
JNJ | 0.20 | 0.47 | 0.33 | 0.42 | 0.39 | 0.19 | 0.51 | 0.43 | 0.28 | 0.48 | 0.23 | 0.27 | 0.39 | 0.45 | 1.00 | 0.44 | 0.30 | 0.48 | 0.28 | 0.34 | 0.34 | 0.32 | 0.34 |
UNH | 0.25 | 0.38 | 0.64 | 0.33 | 0.37 | 0.27 | 0.40 | 0.50 | 0.35 | 0.35 | 0.27 | 0.31 | 0.33 | 0.34 | 0.44 | 1.00 | 0.30 | 0.36 | 0.34 | 0.37 | 0.34 | 0.36 | 0.37 |
INTC | 0.40 | 0.25 | 0.28 | 0.31 | 0.30 | 0.57 | 0.28 | 0.28 | 0.35 | 0.28 | 0.45 | 0.41 | 0.31 | 0.28 | 0.30 | 0.30 | 1.00 | 0.30 | 0.51 | 0.41 | 0.37 | 0.49 | 0.56 |
PEP | 0.20 | 0.32 | 0.26 | 0.32 | 0.40 | 0.22 | 0.35 | 0.38 | 0.32 | 0.66 | 0.27 | 0.30 | 0.47 | 0.72 | 0.48 | 0.36 | 0.30 | 1.00 | 0.34 | 0.40 | 0.41 | 0.33 | 0.40 |
AAPL | 0.45 | 0.24 | 0.27 | 0.29 | 0.29 | 0.54 | 0.28 | 0.27 | 0.33 | 0.29 | 0.53 | 0.40 | 0.33 | 0.28 | 0.28 | 0.34 | 0.51 | 0.34 | 1.00 | 0.41 | 0.43 | 0.59 | 0.63 |
HD | 0.33 | 0.29 | 0.32 | 0.31 | 0.37 | 0.39 | 0.33 | 0.40 | 0.54 | 0.38 | 0.37 | 0.43 | 0.41 | 0.36 | 0.34 | 0.37 | 0.41 | 0.40 | 0.41 | 1.00 | 0.47 | 0.43 | 0.47 |
SBUX | 0.35 | 0.28 | 0.30 | 0.31 | 0.35 | 0.36 | 0.29 | 0.34 | 0.46 | 0.35 | 0.43 | 0.49 | 0.54 | 0.41 | 0.34 | 0.34 | 0.37 | 0.41 | 0.43 | 0.47 | 1.00 | 0.47 | 0.47 |
GOOG | 0.49 | 0.26 | 0.28 | 0.30 | 0.29 | 0.54 | 0.30 | 0.28 | 0.37 | 0.29 | 0.67 | 0.44 | 0.35 | 0.31 | 0.32 | 0.36 | 0.49 | 0.33 | 0.59 | 0.43 | 0.47 | 1.00 | 0.69 |
MSFT | 0.49 | 0.27 | 0.28 | 0.31 | 0.34 | 0.59 | 0.32 | 0.29 | 0.36 | 0.36 | 0.57 | 0.42 | 0.40 | 0.35 | 0.34 | 0.37 | 0.56 | 0.40 | 0.63 | 0.47 | 0.47 | 0.69 | 1.00 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.15% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
-21.75% | Dec 30, 2021 | 117 | Jun 16, 2022 | 247 | Jun 12, 2023 | 364 |
-16.46% | Oct 4, 2018 | 56 | Dec 24, 2018 | 71 | Apr 8, 2019 | 127 |
-10.96% | Aug 19, 2015 | 5 | Aug 25, 2015 | 38 | Oct 19, 2015 | 43 |
-10.87% | Dec 30, 2015 | 27 | Feb 8, 2016 | 35 | Mar 30, 2016 | 62 |
Volatility Chart
The current Diversity & Inclusion volatility is 3.51%, 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.