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Diversity & Inclusion

Last updated Nov 23, 2023

Asset Allocation


AAPL 4.35%MSFT 4.35%GOOG 4.35%UNH 4.35%JNJ 4.35%NVDA 4.35%META 4.35%PG 4.35%PEP 4.35%KO 4.35%HD 4.35%PFE 4.35%DIS 4.35%CI 4.35%MCD 4.35%INTC 4.35%BMY 4.35%SBUX 4.35%NFLX 4.35%CVS 4.35%GILD 4.35%TJX 4.35%PGR 4.35%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology4.35%
MSFT
Microsoft Corporation
Technology4.35%
GOOG
Alphabet Inc.
Communication Services4.35%
UNH
4.35%
JNJ
Johnson & Johnson
Healthcare4.35%
NVDA
NVIDIA Corporation
Technology4.35%
META
Meta Platforms, Inc.
Communication Services4.35%
PG
The Procter & Gamble Company
Consumer Defensive4.35%
PEP
PepsiCo, Inc.
Consumer Defensive4.35%
KO
The Coca-Cola Company
Consumer Defensive4.35%
HD
The Home Depot, Inc.
Consumer Cyclical4.35%
PFE
Pfizer Inc.
Healthcare4.35%
DIS
The Walt Disney Company
Communication Services4.35%
CI
Cigna Corporation
Healthcare4.35%
MCD
McDonald's Corporation
Consumer Cyclical4.35%
INTC
Intel Corporation
Technology4.35%
BMY
Bristol-Myers Squibb Company
Healthcare4.35%
SBUX
4.35%
NFLX
Netflix, Inc.
Communication Services4.35%
CVS
CVS Health Corporation
Healthcare4.35%
GILD
Gilead Sciences, Inc.
Healthcare4.35%
TJX
4.35%
PGR
The Progressive Corporation
Financial Services4.35%

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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.68%
8.35%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Diversity & Inclusion22.12%6.76%9.67%18.79%17.47%N/A
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/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/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/AN/AN/AN/AN/AN/A
PGR
The Progressive Corporation
25.73%5.95%23.84%25.37%24.62%23.13%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.05%0.04%4.88%2.96%-2.06%-3.44%0.51%

Sharpe Ratio

The current Diversity & Inclusion Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.58

The Sharpe ratio of Diversity & Inclusion lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.58
1.07
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

Dividend yield

Diversity & Inclusion granted a 1.89% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Diversity & Inclusion1.89%1.75%1.75%1.76%1.85%1.96%1.76%1.89%1.77%1.83%1.73%2.08%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

NFLXBMYCIGILDPGRNVDAPFECVSTJXPGMETADISMCDKOJNJUNHINTCPEPAAPLHDSBUXGOOGMSFT
NFLX1.000.200.180.270.200.470.200.160.270.180.520.340.220.140.200.250.400.200.450.330.350.490.49
BMY0.201.000.340.420.290.190.480.380.260.320.230.260.280.320.470.380.250.320.240.290.280.260.27
CI0.180.341.000.320.310.220.360.510.330.250.230.300.280.290.330.640.280.260.270.320.300.280.28
GILD0.270.420.321.000.290.240.430.370.280.290.280.280.270.280.420.330.310.320.290.310.310.300.31
PGR0.200.290.310.291.000.230.330.350.340.400.240.290.360.390.390.370.300.400.290.370.350.290.34
NVDA0.470.190.220.240.231.000.220.180.310.200.510.350.250.170.190.270.570.220.540.390.360.540.59
PFE0.200.480.360.430.330.221.000.440.260.350.230.260.280.340.510.400.280.350.280.330.290.300.32
CVS0.160.380.510.370.350.180.441.000.380.350.210.340.330.370.430.500.280.380.270.400.340.280.29
TJX0.270.260.330.280.340.310.260.381.000.280.330.450.380.340.280.350.350.320.330.540.460.370.36
PG0.180.320.250.290.400.200.350.350.281.000.220.280.420.610.480.350.280.660.290.380.350.290.36
META0.520.230.230.280.240.510.230.210.330.221.000.400.300.220.230.270.450.270.530.370.430.670.57
DIS0.340.260.300.280.290.350.260.340.450.280.401.000.350.330.270.310.410.300.400.430.490.440.42
MCD0.220.280.280.270.360.250.280.330.380.420.300.351.000.490.390.330.310.470.330.410.540.350.40
KO0.140.320.290.280.390.170.340.370.340.610.220.330.491.000.450.340.280.720.280.360.410.310.35
JNJ0.200.470.330.420.390.190.510.430.280.480.230.270.390.451.000.440.300.480.280.340.340.320.34
UNH0.250.380.640.330.370.270.400.500.350.350.270.310.330.340.441.000.300.360.340.370.340.360.37
INTC0.400.250.280.310.300.570.280.280.350.280.450.410.310.280.300.301.000.300.510.410.370.490.56
PEP0.200.320.260.320.400.220.350.380.320.660.270.300.470.720.480.360.301.000.340.400.410.330.40
AAPL0.450.240.270.290.290.540.280.270.330.290.530.400.330.280.280.340.510.341.000.410.430.590.63
HD0.330.290.320.310.370.390.330.400.540.380.370.430.410.360.340.370.410.400.411.000.470.430.47
SBUX0.350.280.300.310.350.360.290.340.460.350.430.490.540.410.340.340.370.410.430.471.000.470.47
GOOG0.490.260.280.300.290.540.300.280.370.290.670.440.350.310.320.360.490.330.590.430.471.000.69
MSFT0.490.270.280.310.340.590.320.290.360.360.570.420.400.350.340.370.560.400.630.470.470.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.00%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.15%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-21.75%Dec 30, 2021117Jun 16, 2022247Jun 12, 2023364
-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

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.


2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
3.51%
3.78%
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components

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