Diversity & Inclusion
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversity & Inclusion
Last updated Apr 24, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 4.35% |
BMY Bristol-Myers Squibb Company | Healthcare | 4.35% |
CI Cigna Corporation | Healthcare | 4.35% |
CVS CVS Health Corporation | Healthcare | 4.35% |
DIS The Walt Disney Company | Communication Services | 4.35% |
GILD Gilead Sciences, Inc. | Healthcare | 4.35% |
GOOG Alphabet Inc. | Communication Services | 4.35% |
HD The Home Depot, Inc. | Consumer Cyclical | 4.35% |
INTC Intel Corporation | Technology | 4.35% |
JNJ Johnson & Johnson | Healthcare | 4.35% |
KO The Coca-Cola Company | Consumer Defensive | 4.35% |
MCD McDonald's Corporation | Consumer Cyclical | 4.35% |
META Meta Platforms, Inc. | Communication Services | 4.35% |
MSFT Microsoft Corporation | Technology | 4.35% |
NFLX Netflix, Inc. | Communication Services | 4.35% |
NVDA NVIDIA Corporation | Technology | 4.35% |
PEP PepsiCo, Inc. | Consumer Defensive | 4.35% |
PFE Pfizer Inc. | Healthcare | 4.35% |
PG The Procter & Gamble Company | Consumer Defensive | 4.35% |
PGR The Progressive Corporation | Financial Services | 4.35% |
SBUX | 4.35% | |
TJX | 4.35% | |
UNH | 4.35% |
Quarterly
Performance
Performance Chart
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
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 By Period
As of Apr 24, 2024, the Diversity & Inclusion returned 5.67% Year-To-Date and 18.66% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 6.30% | -3.13% | 19.37% | 22.56% | 11.65% | 10.55% |
| Diversity & Inclusion | 5.67% | -4.48% | 14.54% | 20.30% | 16.87% | 18.66% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -13.20% | -3.12% | -3.52% | 1.49% | 27.64% | 25.01% |
MSFT Microsoft Corporation | 8.59% | -4.94% | 23.79% | 45.83% | 27.16% | 28.34% |
GOOG Alphabet Inc. | 13.47% | 5.37% | 14.13% | 49.77% | 20.47% | 20.09% |
UNH | -7.29% | -0.79% | -6.71% | 0.97% | 17.86% | 22.35% |
JNJ Johnson & Johnson | -4.58% | -3.65% | -0.31% | -6.53% | 4.03% | 6.94% |
NVDA NVIDIA Corporation | 66.44% | -12.58% | 88.80% | 204.89% | 78.03% | 68.79% |
META Meta Platforms, Inc. | 40.31% | -2.65% | 58.90% | 133.39% | 20.83% | 24.07% |
PG The Procter & Gamble Company | 11.62% | 0.55% | 9.12% | 5.94% | 12.14% | 10.21% |
PEP PepsiCo, Inc. | 0.81% | -0.47% | 6.37% | -5.69% | 9.20% | 10.29% |
KO The Coca-Cola Company | 3.72% | 0.25% | 10.73% | -2.15% | 8.19% | 7.36% |
HD The Home Depot, Inc. | -1.59% | -13.14% | 21.18% | 15.37% | 13.18% | 18.37% |
PFE Pfizer Inc. | -7.20% | -3.80% | -11.02% | -30.66% | -3.10% | 2.79% |
DIS The Walt Disney Company | 25.94% | -1.86% | 38.18% | 14.45% | -3.40% | 4.72% |
CI Cigna Corporation | 18.26% | 0.25% | 16.79% | 40.20% | 18.99% | 16.86% |
MCD McDonald's Corporation | -6.09% | -2.03% | 8.88% | -3.44% | 9.46% | 13.60% |
INTC Intel Corporation | -31.58% | -19.47% | -0.28% | 17.19% | -7.44% | 5.59% |
BMY Bristol-Myers Squibb Company | -2.29% | -4.56% | -10.66% | -27.57% | 4.89% | 2.73% |
SBUX | -7.93% | -3.13% | -6.06% | -17.83% | 4.74% | 11.49% |
NFLX Netflix, Inc. | 18.66% | -8.00% | 39.64% | 75.60% | 9.44% | 28.86% |
CVS CVS Health Corporation | -11.61% | -11.87% | 1.19% | -3.37% | 8.30% | 1.90% |
GILD Gilead Sciences, Inc. | -16.41% | -7.68% | -12.56% | -19.64% | 5.07% | 2.12% |
TJX | 1.08% | -5.01% | 6.38% | 22.17% | 12.95% | 14.11% |
PGR The Progressive Corporation | 35.11% | 4.09% | 37.74% | 59.17% | 26.07% | 27.78% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.01% | 5.01% | 3.65% | |||||||||
| 2023 | -3.44% | 0.52% | 5.83% | 3.33% |
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
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.09 | 0.26 | 1.03 | 0.10 | 0.21 |
MSFT Microsoft Corporation | 1.99 | 2.79 | 1.34 | 2.33 | 8.49 |
GOOG Alphabet Inc. | 1.89 | 2.37 | 1.33 | 1.66 | 10.78 |
UNH | 0.09 | 0.28 | 1.04 | 0.10 | 0.32 |
JNJ Johnson & Johnson | -0.40 | -0.47 | 0.94 | -0.32 | -0.74 |
NVDA NVIDIA Corporation | 4.17 | 4.86 | 1.60 | 9.59 | 30.94 |
META Meta Platforms, Inc. | 3.62 | 5.15 | 1.62 | 2.92 | 29.93 |
PG The Procter & Gamble Company | 0.43 | 0.71 | 1.09 | 0.58 | 1.50 |
PEP PepsiCo, Inc. | -0.35 | -0.38 | 0.95 | -0.31 | -0.53 |
KO The Coca-Cola Company | -0.18 | -0.16 | 0.98 | -0.13 | -0.33 |
HD The Home Depot, Inc. | 0.81 | 1.28 | 1.15 | 0.52 | 2.56 |
PFE Pfizer Inc. | -1.32 | -1.97 | 0.77 | -0.57 | -1.47 |
DIS The Walt Disney Company | 0.53 | 0.96 | 1.12 | 0.24 | 1.14 |
CI Cigna Corporation | 1.45 | 2.31 | 1.34 | 1.50 | 8.16 |
MCD McDonald's Corporation | -0.21 | -0.19 | 0.98 | -0.18 | -0.48 |
INTC Intel Corporation | 0.37 | 0.76 | 1.10 | 0.26 | 1.38 |
BMY Bristol-Myers Squibb Company | -1.38 | -1.92 | 0.77 | -0.72 | -1.37 |
SBUX | -0.78 | -1.04 | 0.87 | -0.59 | -1.13 |
NFLX Netflix, Inc. | 2.09 | 3.00 | 1.39 | 1.41 | 8.56 |
CVS CVS Health Corporation | -0.10 | 0.03 | 1.00 | -0.07 | -0.35 |
GILD Gilead Sciences, Inc. | -0.90 | -1.12 | 0.85 | -0.73 | -1.70 |
TJX | 1.43 | 2.06 | 1.24 | 2.59 | 7.17 |
PGR The Progressive Corporation | 2.11 | 2.67 | 1.45 | 2.50 | 15.11 |
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversity & Inclusion granted a 2.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Diversity & Inclusion | 2.01% | 1.87% | 1.75% | 1.75% | 1.76% | 1.85% | 1.96% | 1.76% | 1.89% | 1.77% | 1.83% | 1.73% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.58% | 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 | 0.70% | 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 | 1.55% | 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 | 3.18% | 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. | 2.96% | 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 | 3.08% | 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. | 2.51% | 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. | 6.27% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.47% | 3.34% | 3.14% |
DIS The Walt Disney Company | 0.26% | 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 | 1.44% | 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 | 2.30% | 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 | 1.46% | 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 | 4.78% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
SBUX | 2.50% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.13% | 1.34% | 1.14% |
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 | 3.71% | 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. | 4.51% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
TJX | 1.41% | 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 | 0.54% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 4.83%.
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
Volatility Chart
The current Diversity & Inclusion volatility is 2.74%, 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.
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| NFLX | BMY | CI | GILD | PGR | NVDA | PFE | CVS | PG | TJX | META | DIS | MCD | KO | UNH | INTC | JNJ | PEP | AAPL | HD | SBUX | GOOG | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NFLX | 1.00 | 0.18 | 0.17 | 0.26 | 0.20 | 0.46 | 0.19 | 0.15 | 0.18 | 0.27 | 0.52 | 0.34 | 0.21 | 0.13 | 0.24 | 0.40 | 0.19 | 0.19 | 0.44 | 0.32 | 0.34 | 0.48 | 0.49 |
| BMY | 0.18 | 1.00 | 0.34 | 0.42 | 0.28 | 0.18 | 0.48 | 0.38 | 0.32 | 0.26 | 0.22 | 0.26 | 0.29 | 0.32 | 0.38 | 0.24 | 0.47 | 0.32 | 0.24 | 0.29 | 0.27 | 0.25 | 0.25 |
| CI | 0.17 | 0.34 | 1.00 | 0.31 | 0.31 | 0.21 | 0.35 | 0.50 | 0.25 | 0.32 | 0.23 | 0.30 | 0.27 | 0.28 | 0.62 | 0.27 | 0.33 | 0.26 | 0.26 | 0.31 | 0.30 | 0.26 | 0.27 |
| GILD | 0.26 | 0.42 | 0.31 | 1.00 | 0.28 | 0.23 | 0.42 | 0.36 | 0.29 | 0.28 | 0.27 | 0.27 | 0.27 | 0.28 | 0.32 | 0.30 | 0.42 | 0.32 | 0.28 | 0.30 | 0.30 | 0.29 | 0.30 |
| PGR | 0.20 | 0.28 | 0.31 | 0.28 | 1.00 | 0.22 | 0.32 | 0.33 | 0.39 | 0.33 | 0.23 | 0.28 | 0.35 | 0.38 | 0.36 | 0.28 | 0.38 | 0.39 | 0.28 | 0.35 | 0.33 | 0.28 | 0.33 |
| NVDA | 0.46 | 0.18 | 0.21 | 0.23 | 0.22 | 1.00 | 0.20 | 0.17 | 0.19 | 0.30 | 0.51 | 0.34 | 0.24 | 0.16 | 0.25 | 0.56 | 0.18 | 0.20 | 0.53 | 0.38 | 0.35 | 0.53 | 0.59 |
| PFE | 0.19 | 0.48 | 0.35 | 0.42 | 0.32 | 0.20 | 1.00 | 0.43 | 0.35 | 0.25 | 0.22 | 0.26 | 0.28 | 0.34 | 0.39 | 0.27 | 0.51 | 0.35 | 0.27 | 0.32 | 0.28 | 0.28 | 0.31 |
| CVS | 0.15 | 0.38 | 0.50 | 0.36 | 0.33 | 0.17 | 0.43 | 1.00 | 0.34 | 0.37 | 0.19 | 0.33 | 0.32 | 0.36 | 0.50 | 0.26 | 0.42 | 0.37 | 0.26 | 0.39 | 0.33 | 0.27 | 0.27 |
| PG | 0.18 | 0.32 | 0.25 | 0.29 | 0.39 | 0.19 | 0.35 | 0.34 | 1.00 | 0.29 | 0.21 | 0.27 | 0.42 | 0.61 | 0.35 | 0.27 | 0.48 | 0.65 | 0.28 | 0.37 | 0.35 | 0.28 | 0.35 |
| TJX | 0.27 | 0.26 | 0.32 | 0.28 | 0.33 | 0.30 | 0.25 | 0.37 | 0.29 | 1.00 | 0.32 | 0.44 | 0.39 | 0.34 | 0.34 | 0.34 | 0.28 | 0.32 | 0.32 | 0.54 | 0.46 | 0.36 | 0.36 |
| META | 0.52 | 0.22 | 0.23 | 0.27 | 0.23 | 0.51 | 0.22 | 0.19 | 0.21 | 0.32 | 1.00 | 0.39 | 0.29 | 0.21 | 0.26 | 0.44 | 0.22 | 0.25 | 0.52 | 0.37 | 0.41 | 0.66 | 0.58 |
| DIS | 0.34 | 0.26 | 0.30 | 0.27 | 0.28 | 0.34 | 0.26 | 0.33 | 0.27 | 0.44 | 0.39 | 1.00 | 0.34 | 0.32 | 0.29 | 0.40 | 0.27 | 0.29 | 0.39 | 0.42 | 0.48 | 0.43 | 0.41 |
| MCD | 0.21 | 0.29 | 0.27 | 0.27 | 0.35 | 0.24 | 0.28 | 0.32 | 0.42 | 0.39 | 0.29 | 0.34 | 1.00 | 0.49 | 0.32 | 0.30 | 0.39 | 0.47 | 0.33 | 0.41 | 0.53 | 0.34 | 0.39 |
| KO | 0.13 | 0.32 | 0.28 | 0.28 | 0.38 | 0.16 | 0.34 | 0.36 | 0.61 | 0.34 | 0.21 | 0.32 | 0.49 | 1.00 | 0.34 | 0.27 | 0.45 | 0.72 | 0.28 | 0.35 | 0.41 | 0.31 | 0.35 |
| UNH | 0.24 | 0.38 | 0.62 | 0.32 | 0.36 | 0.25 | 0.39 | 0.50 | 0.35 | 0.34 | 0.26 | 0.29 | 0.32 | 0.34 | 1.00 | 0.29 | 0.43 | 0.35 | 0.33 | 0.36 | 0.34 | 0.34 | 0.36 |
| INTC | 0.40 | 0.24 | 0.27 | 0.30 | 0.28 | 0.56 | 0.27 | 0.26 | 0.27 | 0.34 | 0.44 | 0.40 | 0.30 | 0.27 | 0.29 | 1.00 | 0.29 | 0.29 | 0.49 | 0.39 | 0.37 | 0.48 | 0.55 |
| JNJ | 0.19 | 0.47 | 0.33 | 0.42 | 0.38 | 0.18 | 0.51 | 0.42 | 0.48 | 0.28 | 0.22 | 0.27 | 0.39 | 0.45 | 0.43 | 0.29 | 1.00 | 0.48 | 0.28 | 0.34 | 0.34 | 0.31 | 0.32 |
| PEP | 0.19 | 0.32 | 0.26 | 0.32 | 0.39 | 0.20 | 0.35 | 0.37 | 0.65 | 0.32 | 0.25 | 0.29 | 0.47 | 0.72 | 0.35 | 0.29 | 0.48 | 1.00 | 0.32 | 0.39 | 0.41 | 0.32 | 0.38 |
| AAPL | 0.44 | 0.24 | 0.26 | 0.28 | 0.28 | 0.53 | 0.27 | 0.26 | 0.28 | 0.32 | 0.52 | 0.39 | 0.33 | 0.28 | 0.33 | 0.49 | 0.28 | 0.32 | 1.00 | 0.41 | 0.42 | 0.59 | 0.63 |
| HD | 0.32 | 0.29 | 0.31 | 0.30 | 0.35 | 0.38 | 0.32 | 0.39 | 0.37 | 0.54 | 0.37 | 0.42 | 0.41 | 0.35 | 0.36 | 0.39 | 0.34 | 0.39 | 0.41 | 1.00 | 0.47 | 0.42 | 0.46 |
| SBUX | 0.34 | 0.27 | 0.30 | 0.30 | 0.33 | 0.35 | 0.28 | 0.33 | 0.35 | 0.46 | 0.41 | 0.48 | 0.53 | 0.41 | 0.34 | 0.37 | 0.34 | 0.41 | 0.42 | 0.47 | 1.00 | 0.46 | 0.47 |
| GOOG | 0.48 | 0.25 | 0.26 | 0.29 | 0.28 | 0.53 | 0.28 | 0.27 | 0.28 | 0.36 | 0.66 | 0.43 | 0.34 | 0.31 | 0.34 | 0.48 | 0.31 | 0.32 | 0.59 | 0.42 | 0.46 | 1.00 | 0.69 |
| MSFT | 0.49 | 0.25 | 0.27 | 0.30 | 0.33 | 0.59 | 0.31 | 0.27 | 0.35 | 0.36 | 0.58 | 0.41 | 0.39 | 0.35 | 0.36 | 0.55 | 0.32 | 0.38 | 0.63 | 0.46 | 0.47 | 0.69 | 1.00 |