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Diversity & Inclusion

Last updated Mar 18, 2023

Expense Ratio

0.00%

Dividend Yield

2.37%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Diversity & Inclusion in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,502 for a total return of roughly 325.02%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
12.47%
6.47%
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Diversity & Inclusion returned 3.64% Year-To-Date and 17.56% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%7.32%8.50%
Diversity & Inclusion-3.22%3.64%8.21%1.44%14.14%17.56%
AAPL
Apple Inc.
1.17%19.48%2.05%-2.29%29.61%28.00%
MSFT
Microsoft Corporation
2.92%16.81%14.48%-4.15%25.66%26.14%
GOOG
Alphabet Inc.
7.91%15.47%-1.39%-23.36%12.54%15.42%
UNH
UnitedHealth Group Incorporated
-4.39%-11.13%-9.62%-4.51%17.28%23.39%
JNJ
Johnson & Johnson
-5.29%-13.12%-6.43%-10.32%5.42%7.91%
NVDA
NVIDIA Corporation
12.01%76.06%99.06%5.12%32.94%57.44%
META
Meta Platforms, Inc.
8.99%62.55%30.80%-3.94%1.11%14.23%
PG
The Procter & Gamble Company
2.62%-5.10%5.39%-2.11%15.69%9.85%
PEP
PepsiCo, Inc.
0.31%-2.41%6.95%12.62%12.66%11.91%
KO
The Coca-Cola Company
1.49%-4.92%2.32%3.93%10.10%8.64%
HD
The Home Depot, Inc.
-8.78%-8.04%7.62%-10.55%12.69%18.19%
PFE
Pfizer Inc.
-8.28%-21.02%-11.16%-21.64%6.67%6.86%
DIS
The Walt Disney Company
-13.43%7.27%-15.86%-32.53%-1.41%2.43%
CI
Cigna Corporation
-9.61%-18.33%-6.35%15.28%10.69%14.58%
MCD
McDonald's Corporation
0.80%1.98%6.62%14.74%13.12%14.94%
INTC
Intel Corporation
4.09%14.16%6.04%-33.23%-7.63%4.38%
BMY
Bristol-Myers Squibb Company
-7.92%-6.80%-5.85%-1.47%3.19%6.01%
SBUX
Starbucks Corporation
-8.59%-0.01%8.18%15.59%13.12%13.82%
NFLX
Netflix, Inc.
-15.69%2.92%28.94%-15.11%-0.96%22.16%
CVS
CVS Health Corporation
-15.99%-19.64%-26.37%-28.89%5.47%2.30%
GILD
Gilead Sciences, Inc.
-8.91%-9.09%21.07%39.00%3.39%3.55%
TJX
The TJX Companies, Inc.
-7.73%-6.09%15.70%21.23%14.42%11.91%
PGR
The Progressive Corporation
-2.12%5.18%7.43%28.86%20.60%24.47%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Diversity & Inclusion Sharpe ratio is 0.07. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20NovemberDecember2023FebruaryMarch
0.07
-0.43
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

Dividends

Diversity & Inclusion granted a 2.36% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.36%1.77%1.81%1.88%2.02%2.19%2.02%2.22%2.12%2.25%2.17%2.73%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-9.31%
-18.34%
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Diversity & Inclusion. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Diversity & Inclusion is 28.15%, recorded on Mar 23, 2020. It took 79 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.15%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-21.75%Dec 30, 2021117Jun 16, 2022
-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
-10.45%Jan 29, 20189Feb 8, 2018104Jul 10, 2018113
-8.99%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-6.62%Sep 25, 201416Oct 16, 20148Oct 28, 201424
-6.03%Sep 7, 202120Oct 4, 202121Nov 2, 202141
-5.97%Jul 30, 20195Aug 5, 201950Oct 15, 201955

Volatility Chart

Current Diversity & Inclusion volatility is 21.35%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
19.63%
21.17%
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components