Diversity & Inclusion
Last updated Nov 23, 2023
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% |
Quarterly
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
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-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% |
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
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.
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 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
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 | 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.
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, 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.
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components