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sia

Last updated May 31, 2023

Asset Allocation


CSCO 3.62%ORCL 3.61%MSFT 3.59%TXN 3.4%ACN 3.07%MSI 3.04%MRK 2.66%PEP 2.56%LLY 2.5%RSG 2.42%GILD 2.33%DUK 2.33%UNH 2.31%HSY 2.29%WM 2.26%JNJ 2.23%PG 2.12%WMT 2.03%PAYX 1.99%MCD 1.96%SO 1.88%VZ 1.81%ED 1.81%TMUS 1.79%GIS 1.77%ABBV 1.76%GOOG 1.67%K 1.61%KR 1.59%XEL 1.57%DHR 1.56%BMY 1.5%ATVI 1.44%EXPD 1.42%WCN 1.41%WEC 1.38%DG 1.37%NEM 1.32%PFE 1.31%ODFL 1.26%REGN 1.25%PSA 1.24%BDX 1.23%HZNP 1.18%BR 1.12%EA 1.09%ADP 1.01%AMGN 0.94%HD 0.9%AZO 0.84%CHRW 0.84%ORLY 0.8%CTVA 0.62%AMCR 0.59%CMCSA 0.58%CF 0.47%DPZ 0.45%APD 0.42%LNG 0.38%LBRDK 0.2%WMB 0.15%EXR 0.15%EquityEquity
PositionCategory/SectorWeight
CSCO
Cisco Systems, Inc.
Technology3.62%
ORCL
3.61%
MSFT
3.59%
TXN
3.4%
ACN
Accenture plc
Technology3.07%
MSI
3.04%
MRK
2.66%
PEP
2.56%
LLY
2.5%
RSG
2.42%
GILD
2.33%
DUK
Duke Energy Corporation
Utilities2.33%
UNH
2.31%
HSY
2.29%
WM
2.26%
JNJ
2.23%
PG
2.12%
WMT
2.03%
PAYX
1.99%
MCD
1.96%
SO
1.88%
VZ
1.81%
ED
1.81%
TMUS
1.79%
GIS
1.77%
ABBV
AbbVie Inc.
Healthcare1.76%
GOOG
1.67%
K
1.61%
KR
1.59%
XEL
1.57%
DHR
Danaher Corporation
Healthcare1.56%
BMY
Bristol-Myers Squibb Company
Healthcare1.5%
ATVI
Activision Blizzard, Inc.
Communication Services1.44%
EXPD
1.42%
WCN
1.41%
WEC
1.38%
DG
Dollar General Corporation
Consumer Defensive1.37%
NEM
1.32%
PFE
1.31%
ODFL
1.26%
REGN
1.25%
PSA
1.24%
BDX
Becton, Dickinson and Company
Healthcare1.23%
HZNP
1.18%
BR
Broadridge Financial Solutions, Inc.
Technology1.12%
EA
1.09%
ADP
Automatic Data Processing, Inc.
Industrials1.01%
AMGN
Amgen Inc.
Healthcare0.94%
HD
0.9%
AZO
AutoZone, Inc.
Consumer Cyclical0.84%
CHRW
C.H. Robinson Worldwide, Inc.
Industrials0.84%
ORLY
0.8%
CTVA
Corteva, Inc.
Basic Materials0.62%
AMCR
Amcor plc
Consumer Cyclical0.59%
CMCSA
Comcast Corporation
Communication Services0.58%
CF
CF Industries Holdings, Inc.
Basic Materials0.47%
DPZ
Domino's Pizza, Inc.
Consumer Cyclical0.45%
APD
Air Products and Chemicals, Inc.
Basic Materials0.42%
LNG
0.38%
LBRDK
0.2%
WMB
0.15%
EXR
0.15%

Transactions


DateTypeSymbolQuantityPrice
Mar 31, 2023BuyActivision Blizzard, Inc.105$158.50
Mar 31, 2023BuyComcast Corporation86$283.95
Mar 31, 2023BuyEA50220.65
Mar 31, 2023BuyGOOG7811.22
Mar 31, 2023BuyLBRDK15242.23
Mar 31, 2023BuyTMUS77279.71
Mar 31, 2023BuyVZ30184.82
Mar 31, 2023BuyAutoZone, Inc.2$2,434.22
Mar 31, 2023BuyDomino's Pizza, Inc.9$246.58
Mar 31, 2023BuyHD1868.59

1–10 of 62

Performance

The chart shows the growth of an initial investment of $10,000 in sia, 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


-40.00%-30.00%-20.00%-10.00%0.00%Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21May 28
-42.57%
3.82%
sia
Benchmark (^GSPC)
Portfolio components

Returns


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.90%3.82%3.82%3.82%N/AN/A
sia-3.16%-42.57%-42.57%-42.57%N/AN/A
ATVI
Activision Blizzard, Inc.
3.34%-5.74%-5.74%-5.74%N/AN/A
CMCSA
Comcast Corporation
-5.96%6.22%6.22%6.22%N/AN/A
EA
-0.74%6.20%6.20%6.20%N/AN/A
GOOG
15.72%23.02%23.02%23.02%N/AN/A
LBRDK
-9.86%-5.04%-5.04%-5.04%N/AN/A
TMUS
-5.65%-6.54%-6.54%-6.54%N/AN/A
VZ
-9.84%-8.23%-8.23%-8.23%N/AN/A
AZO
AutoZone, Inc.
-8.39%2.01%2.01%2.01%N/AN/A
DPZ
Domino's Pizza, Inc.
-6.38%-11.07%-11.07%-11.07%N/AN/A
HD
-1.78%2.47%2.47%2.47%N/AN/A
MCD
-4.25%2.57%2.57%2.57%N/AN/A
ORLY
-0.16%10.29%10.29%10.29%N/AN/A
DG
Dollar General Corporation
-7.39%-1.59%-1.59%-1.59%N/AN/A
GIS
-6.83%-1.38%-1.38%-1.38%N/AN/A
HSY
-6.87%1.61%1.61%1.61%N/AN/A
K
-6.19%-0.38%-0.38%-0.38%N/AN/A
KR
-6.24%-5.82%-5.82%-5.82%N/AN/A
PEP
-5.25%0.43%0.43%0.43%N/AN/A
PG
-8.55%-2.29%-2.29%-2.29%N/AN/A
WMT
-3.28%0.65%0.65%0.65%N/AN/A
LNG
-9.73%-11.97%-11.97%-11.97%N/AN/A
WMB
-5.93%-2.89%-2.89%-2.89%N/AN/A
ABBV
AbbVie Inc.
-11.24%-12.81%-12.81%-12.81%N/AN/A
AMGN
Amgen Inc.
-7.66%-8.66%-8.66%-8.66%N/AN/A
BDX
Becton, Dickinson and Company
-10.15%-2.77%-2.77%-2.77%N/AN/A
BMY
Bristol-Myers Squibb Company
-6.86%-5.81%-5.81%-5.81%N/AN/A
DHR
Danaher Corporation
-6.02%-9.06%-9.06%-9.06%N/AN/A
GILD
-6.25%-6.29%-6.29%-6.29%N/AN/A
HZNP
-11.26%-9.05%-9.05%-9.05%N/AN/A
JNJ
-4.93%1.37%1.37%1.37%N/AN/A
LLY
5.55%25.73%25.73%25.73%N/AN/A
MRK
-6.16%3.07%3.07%3.07%N/AN/A
PFE
-4.59%-7.35%-7.35%-7.35%N/AN/A
REGN
-9.68%-10.22%-10.22%-10.22%N/AN/A
UNH
-3.20%2.08%2.08%2.08%N/AN/A
ADP
Automatic Data Processing, Inc.
-4.97%-4.27%-4.27%-4.27%N/AN/A
BR
Broadridge Financial Solutions, Inc.
2.50%1.85%1.85%1.85%N/AN/A
CHRW
C.H. Robinson Worldwide, Inc.
-6.60%0.93%0.93%0.93%N/AN/A
EXPD
-1.18%7.51%7.51%7.51%N/AN/A
ODFL
-0.05%-4.81%-4.81%-4.81%N/AN/A
PAYX
-1.66%-4.67%-4.67%-4.67%N/AN/A
RSG
-2.06%5.69%5.69%5.69%N/AN/A
WCN
-1.43%-0.62%-0.62%-0.62%N/AN/A
WM
-2.78%0.39%0.39%0.39%N/AN/A
ACN
Accenture plc
10.38%9.55%9.55%9.55%N/AN/A
CSCO
Cisco Systems, Inc.
5.98%-1.72%-1.72%-1.72%N/AN/A
MSFT
8.63%16.86%16.86%16.86%N/AN/A
MSI
-3.24%1.20%1.20%1.20%N/AN/A
ORCL
10.84%16.67%16.67%16.67%N/AN/A
TXN
6.74%-3.44%-3.44%-3.44%N/AN/A
AMCR
Amcor plc
-10.87%-11.51%-11.51%-11.51%N/AN/A
APD
Air Products and Chemicals, Inc.
-7.47%-1.40%-1.40%-1.40%N/AN/A
CF
CF Industries Holdings, Inc.
-13.30%-13.21%-13.21%-13.21%N/AN/A
CTVA
Corteva, Inc.
-10.56%-8.31%-8.31%-8.31%N/AN/A
NEM
-13.91%-17.28%-17.28%-17.28%N/AN/A
EXR
-4.09%-7.97%-7.97%-7.97%N/AN/A
PSA
-1.26%-1.95%-1.95%-1.95%N/AN/A
DUK
Duke Energy Corporation
-10.27%-7.54%-7.54%-7.54%N/AN/A
ED
-5.83%-1.47%-1.47%-1.47%N/AN/A
SO
-4.86%2.07%2.07%2.07%N/AN/A
WEC
-9.12%-7.68%-7.68%-7.68%N/AN/A
XEL
-8.58%-4.12%-4.12%-4.12%N/AN/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

DPZGOOGMSFTLNGCFORLYWCNDHRMSITMUSNEMHZNPWMLLYACNGILDKRKODFLAZOPSAORCLCSCOEXPDJNJBREXRBMYPFEDGRSGEDEAATVICHRWAMGNHSYGISVZLBRDKMRKPEPHDTXNWMTPAYXABBVWECCMCSASODUKREGNUNHAPDXELAMCRPGADPWMBBDXCTVAMCD
DPZ1.000.080.10-0.100.310.030.190.27-0.050.02-0.040.190.070.060.160.270.210.11-0.02-0.05-0.130.190.10-0.06-0.040.33-0.19-0.050.020.230.10-0.14-0.11-0.110.05-0.080.02-0.140.150.220.150.080.130.140.150.110.29-0.080.15-0.15-0.090.200.03-0.00-0.17-0.150.110.190.170.120.000.14
GOOG0.081.000.44-0.04-0.190.010.01-0.010.260.06-0.100.09-0.020.350.490.090.13-0.180.160.14-0.070.540.240.160.050.190.080.080.090.060.09-0.090.220.200.110.060.020.040.200.250.050.050.160.280.180.220.080.090.34-0.010.070.220.150.050.040.220.270.230.010.440.040.09
MSFT0.100.441.00-0.07-0.210.000.180.390.10-0.010.060.31-0.030.110.47-0.070.13-0.290.180.110.130.420.260.12-0.130.330.24-0.12-0.020.050.04-0.110.010.100.10-0.03-0.19-0.220.060.29-0.160.010.090.47-0.000.43-0.140.070.240.100.090.16-0.060.12-0.040.320.090.48-0.000.220.160.16
LNG-0.10-0.04-0.071.000.210.04-0.02-0.040.090.350.170.21-0.07-0.21-0.160.170.13-0.060.03-0.000.24-0.110.200.21-0.02-0.070.280.270.390.16-0.100.020.160.230.280.420.010.100.010.150.000.060.220.110.310.240.210.130.090.130.090.180.250.240.220.540.010.250.540.010.300.19
CF0.31-0.19-0.210.211.000.040.210.40-0.00-0.03-0.060.250.09-0.110.050.200.260.190.190.120.01-0.150.110.200.220.390.040.190.530.090.21-0.010.040.130.420.10-0.01-0.110.110.260.180.050.300.230.120.280.380.050.24-0.05-0.070.280.100.190.050.05-0.020.210.390.150.490.23
ORLY0.030.010.000.040.041.000.230.050.290.020.120.230.300.20-0.040.180.520.170.100.660.030.340.130.170.100.150.000.140.060.380.380.150.30-0.050.21-0.150.330.15-0.10-0.120.430.270.180.110.28-0.010.14-0.020.150.14-0.080.130.280.400.040.130.240.000.240.080.360.60
WCN0.190.010.18-0.020.210.231.000.240.140.010.020.150.620.190.070.080.070.040.130.530.340.020.180.110.060.380.170.260.250.130.560.180.08-0.040.04-0.040.030.100.060.010.270.280.150.290.090.220.380.200.110.140.220.130.110.360.160.160.240.320.100.180.430.42
DHR0.27-0.010.39-0.040.400.050.241.000.04-0.11-0.070.240.080.060.320.030.220.170.390.07-0.070.150.340.48-0.120.520.160.030.300.090.08-0.040.130.020.51-0.15-0.11-0.210.120.340.130.010.220.490.010.450.230.000.370.090.020.250.070.29-0.100.260.050.430.300.120.380.36
MSI-0.050.260.100.09-0.000.290.140.041.000.050.290.110.010.250.310.10-0.030.030.060.200.060.410.440.240.050.300.270.140.160.300.210.150.300.190.110.180.100.120.100.110.210.130.190.200.260.260.130.270.340.300.200.240.110.170.260.400.300.300.300.210.310.49
TMUS0.020.06-0.010.35-0.030.020.01-0.110.051.000.38-0.04-0.010.04-0.050.260.150.19-0.370.040.400.090.02-0.220.11-0.100.190.490.430.020.030.290.110.41-0.140.540.320.420.440.260.290.31-0.060.010.21-0.020.190.350.200.230.370.140.37-0.020.380.390.400.100.180.110.290.16
NEM-0.04-0.100.060.17-0.060.120.02-0.070.290.381.00-0.100.220.21-0.130.12-0.020.11-0.290.160.200.140.16-0.160.370.050.140.250.140.230.220.260.100.23-0.110.560.170.270.14-0.020.420.36-0.06-0.080.120.040.180.46-0.030.400.320.290.370.140.430.370.520.080.070.160.210.39
HZNP0.190.090.310.210.250.230.150.240.11-0.04-0.101.00-0.08-0.100.180.090.28-0.220.360.43-0.030.220.180.48-0.120.260.110.000.040.250.03-0.030.080.210.530.12-0.06-0.03-0.010.30-0.140.070.420.570.170.440.22-0.050.33-0.040.020.330.180.27-0.010.170.040.500.400.260.380.34
WM0.07-0.02-0.03-0.070.090.300.620.080.01-0.010.22-0.081.000.34-0.010.060.060.21-0.020.450.260.180.050.040.360.240.080.430.090.090.780.290.070.020.080.130.280.330.080.060.420.390.050.010.200.070.480.230.010.380.290.260.270.390.310.250.300.160.070.260.300.35
LLY0.060.350.11-0.21-0.110.200.190.060.250.040.21-0.100.341.000.050.050.130.32-0.020.20-0.060.360.120.110.320.09-0.120.180.11-0.080.450.180.21-0.020.070.040.370.250.320.110.650.25-0.14-0.030.120.010.340.210.240.370.300.450.240.290.200.180.560.120.000.540.200.27
ACN0.160.490.47-0.160.05-0.040.070.320.31-0.05-0.130.18-0.010.051.000.000.09-0.080.35-0.010.160.430.520.27-0.020.430.23-0.190.030.190.13-0.100.160.400.230.05-0.19-0.180.150.52-0.23-0.120.370.57-0.060.470.070.040.45-0.11-0.030.230.170.28-0.020.170.100.470.190.210.300.20
GILD0.270.09-0.070.170.200.180.080.030.100.260.120.090.060.050.001.000.31-0.010.030.08-0.020.190.150.020.240.02-0.160.440.350.240.130.210.300.370.240.260.250.220.200.200.230.270.310.160.410.220.390.220.180.270.150.350.240.220.220.330.450.240.420.380.290.24
KR0.210.130.130.130.260.520.070.22-0.030.15-0.020.280.060.130.090.311.000.230.140.340.110.090.080.090.050.250.230.160.320.410.220.230.160.120.41-0.080.390.150.060.120.310.210.330.260.370.350.310.100.300.110.090.150.310.270.100.180.280.310.270.320.230.42
K0.11-0.18-0.29-0.060.190.170.040.170.030.190.11-0.220.210.32-0.08-0.010.231.00-0.070.130.19-0.02-0.070.030.370.210.160.210.290.150.260.350.26-0.030.06-0.010.610.570.490.150.620.470.07-0.230.24-0.100.260.210.270.240.360.130.340.230.310.120.420.120.150.290.180.31
ODFL-0.020.160.180.030.190.100.130.390.06-0.37-0.290.36-0.02-0.020.350.030.14-0.071.000.240.150.190.280.74-0.120.490.29-0.20-0.030.300.100.090.150.220.64-0.13-0.11-0.190.120.37-0.16-0.130.610.620.130.60-0.040.090.330.130.080.220.110.52-0.000.05-0.090.410.360.190.290.20
AZO-0.050.140.11-0.000.120.660.530.070.200.040.160.430.450.20-0.010.080.340.130.241.000.270.320.130.250.210.200.170.290.170.300.460.270.250.020.21-0.040.240.300.06-0.080.370.350.280.260.300.030.290.090.130.140.090.170.340.430.180.140.380.140.140.260.400.55
PSA-0.13-0.070.130.240.010.030.34-0.070.060.400.20-0.030.26-0.060.16-0.020.110.190.150.271.000.070.230.050.180.060.650.290.380.280.290.400.170.26-0.020.490.320.340.480.21-0.010.280.360.250.320.200.090.430.090.370.430.160.350.260.520.250.190.270.290.040.230.29
ORCL0.190.540.42-0.11-0.150.340.020.150.410.090.140.220.180.360.430.190.09-0.020.190.320.071.000.440.240.150.150.130.190.070.180.160.170.250.130.180.230.220.150.250.190.210.190.150.390.280.190.110.220.290.340.170.330.260.280.200.360.370.250.300.310.250.42
CSCO0.100.240.260.200.110.130.180.340.440.020.160.180.050.120.520.150.08-0.070.280.130.230.441.000.390.050.160.270.120.290.180.09-0.050.370.510.340.25-0.14-0.190.250.34-0.020.050.440.650.140.440.230.060.390.14-0.050.490.230.340.010.460.130.410.400.030.410.38
EXPD-0.060.160.120.210.200.170.110.480.24-0.22-0.160.480.040.110.270.020.090.030.740.250.050.240.391.00-0.080.380.25-0.080.130.200.120.020.240.210.77-0.01-0.05-0.030.160.35-0.020.020.550.620.110.520.180.080.370.160.110.470.270.640.100.260.040.550.580.280.400.38
JNJ-0.040.05-0.13-0.020.220.100.06-0.120.050.110.37-0.120.360.32-0.020.240.050.37-0.120.210.180.150.05-0.081.00-0.040.060.270.270.170.330.370.360.270.010.460.330.350.400.170.510.430.07-0.190.19-0.060.480.530.180.340.420.320.470.350.590.180.460.040.240.560.260.32
BR0.330.190.33-0.070.390.150.380.520.30-0.100.050.260.240.090.430.020.250.210.490.200.060.150.160.38-0.041.000.24-0.020.180.350.43-0.040.090.180.44-0.09-0.04-0.050.200.440.260.110.470.440.130.600.110.130.430.100.140.300.180.32-0.010.210.160.590.260.290.450.41
EXR-0.190.080.240.280.040.000.170.160.270.190.140.110.08-0.120.23-0.160.230.160.290.170.650.130.270.250.060.241.000.160.320.460.070.500.220.220.240.340.220.210.310.28-0.070.100.340.370.330.430.050.480.300.460.550.060.330.190.520.410.100.460.370.220.170.30
BMY-0.050.08-0.120.270.190.140.260.030.140.490.250.000.430.18-0.190.440.160.21-0.200.290.290.190.12-0.080.27-0.020.161.000.59-0.060.290.360.120.280.130.430.370.450.290.110.430.390.030.030.480.030.490.330.150.500.350.300.300.070.380.610.440.120.240.230.260.29
PFE0.020.09-0.020.390.530.060.250.300.160.430.140.040.090.110.030.350.320.29-0.030.170.380.070.290.130.270.180.320.591.000.050.090.100.220.200.300.390.170.230.430.280.400.270.290.250.340.230.360.250.390.230.160.410.380.130.260.490.260.310.440.210.390.38
DG0.230.060.050.160.090.380.130.090.300.020.230.250.09-0.080.190.240.410.150.300.300.280.180.180.200.170.350.46-0.060.051.000.120.300.550.210.290.190.340.230.190.320.140.130.570.280.530.310.170.310.430.200.280.120.430.410.340.140.290.290.380.280.290.60
RSG0.100.090.04-0.100.210.380.560.080.210.030.220.030.780.450.130.130.220.260.100.460.290.160.090.120.330.430.070.290.090.121.000.330.130.140.170.140.350.310.220.110.460.470.200.080.230.270.420.270.050.410.330.420.190.400.350.170.460.300.170.440.450.45
ED-0.14-0.09-0.110.02-0.010.150.18-0.040.150.290.26-0.030.290.18-0.100.210.230.350.090.270.400.17-0.050.020.37-0.040.500.360.100.300.331.000.170.220.110.350.590.550.240.030.300.47-0.02-0.060.420.210.370.740.070.680.820.020.290.290.790.230.500.140.270.480.190.32
EA-0.110.220.010.160.040.300.080.130.300.110.100.080.070.210.160.300.160.260.150.250.170.250.370.240.360.090.220.120.220.550.130.171.000.410.220.260.470.370.430.320.290.300.480.240.430.110.270.220.520.210.230.210.460.340.290.340.420.160.440.360.460.48
ATVI-0.110.200.100.230.13-0.05-0.040.020.190.410.230.210.02-0.020.400.370.12-0.030.220.020.260.130.510.210.270.180.220.280.200.210.140.220.411.000.340.480.090.110.360.61-0.010.260.450.470.250.460.330.390.470.260.310.440.380.310.300.470.300.430.350.320.500.20
CHRW0.050.110.100.280.420.210.040.510.11-0.14-0.110.530.080.070.230.240.410.060.640.21-0.020.180.340.770.010.440.240.130.300.290.170.110.220.341.000.070.07-0.010.100.450.050.060.590.640.260.670.240.070.430.240.110.440.240.530.060.400.070.540.570.320.430.34
AMGN-0.080.06-0.030.420.10-0.15-0.04-0.150.180.540.560.120.130.040.050.26-0.08-0.01-0.13-0.040.490.230.25-0.010.46-0.090.340.430.390.190.140.350.260.480.071.000.250.350.490.280.130.290.200.110.270.230.330.580.170.470.510.430.490.120.670.470.370.210.490.280.320.29
HSY0.020.02-0.190.01-0.010.330.03-0.110.100.320.17-0.060.280.37-0.190.250.390.61-0.110.240.320.22-0.14-0.050.33-0.040.220.370.170.340.350.590.470.090.070.251.000.820.450.090.480.640.15-0.140.57-0.030.290.440.240.530.560.060.410.180.560.250.570.050.270.420.170.35
GIS-0.140.04-0.220.10-0.110.150.10-0.210.120.420.27-0.030.330.25-0.180.220.150.57-0.190.300.340.15-0.19-0.030.35-0.050.210.450.230.230.310.550.370.11-0.010.350.821.000.390.100.450.710.08-0.180.48-0.070.270.410.190.410.560.060.460.180.580.330.630.090.210.410.160.31
VZ0.150.200.060.010.11-0.100.060.120.100.440.14-0.010.080.320.150.200.060.490.120.060.480.250.250.160.400.200.310.290.430.190.220.240.430.360.100.490.450.391.000.490.310.340.440.160.320.170.220.350.500.410.470.500.480.130.430.270.410.330.360.430.280.22
LBRDK0.220.250.290.150.26-0.120.010.340.110.26-0.020.300.060.110.520.200.120.150.37-0.080.210.190.340.350.170.440.280.110.280.320.110.030.320.610.450.280.090.100.491.000.010.130.480.560.340.550.230.220.790.160.270.470.340.340.170.440.110.580.350.370.480.20
MRK0.150.05-0.160.000.180.430.270.130.210.290.42-0.140.420.65-0.230.230.310.62-0.160.37-0.010.21-0.02-0.020.510.26-0.070.430.400.140.460.300.29-0.010.050.130.480.450.310.011.000.50-0.11-0.200.24-0.090.470.360.210.370.350.330.450.320.320.250.640.060.180.440.370.55
PEP0.080.050.010.060.050.270.280.010.130.310.360.070.390.25-0.120.270.210.47-0.130.350.280.190.050.020.430.110.100.390.270.130.470.470.300.260.060.290.640.710.340.130.501.000.15-0.030.500.110.440.510.210.450.500.270.360.200.500.360.610.240.290.470.210.46
HD0.130.160.090.220.300.180.150.220.19-0.06-0.060.420.05-0.140.370.310.330.070.610.280.360.150.440.550.070.470.340.030.290.570.20-0.020.480.450.590.200.150.080.440.48-0.110.151.000.640.440.560.140.060.510.130.040.400.360.400.110.270.120.560.530.240.380.41
TXN0.140.280.470.110.230.110.290.490.200.01-0.080.570.01-0.030.570.160.26-0.230.620.260.250.390.650.62-0.190.440.370.030.250.280.08-0.060.240.470.640.11-0.14-0.180.160.56-0.20-0.030.641.000.180.700.100.060.490.080.030.370.210.44-0.030.400.040.660.400.130.510.35
WMT0.150.18-0.000.310.120.280.090.010.260.210.120.170.200.12-0.060.410.370.240.130.300.320.280.140.110.190.130.330.480.340.530.230.420.430.250.260.270.570.480.320.340.240.500.440.181.000.240.350.370.370.440.390.210.330.220.440.430.380.260.360.370.190.44
PAYX0.110.220.430.240.28-0.010.220.450.26-0.020.040.440.070.010.470.220.35-0.100.600.030.200.190.440.52-0.060.600.430.030.230.310.270.210.110.460.670.23-0.03-0.070.170.55-0.090.110.560.700.241.000.220.340.450.360.350.370.180.400.260.460.090.790.500.390.460.33
ABBV0.290.08-0.140.210.380.140.380.230.130.190.180.220.480.340.070.390.310.26-0.040.290.090.110.230.180.480.110.050.490.360.170.420.370.270.330.240.330.290.270.220.230.470.440.140.100.350.221.000.470.310.300.410.490.460.440.480.330.500.330.490.600.390.50
WEC-0.080.090.070.130.05-0.020.200.000.270.350.46-0.050.230.210.040.220.100.210.090.090.430.220.060.080.530.130.480.330.250.310.270.740.220.390.070.580.440.410.350.220.360.510.060.060.370.340.471.000.230.720.880.230.450.360.890.390.520.310.390.590.290.43
CMCSA0.150.340.240.090.240.150.110.370.340.20-0.030.330.010.240.450.180.300.270.330.130.090.290.390.370.180.430.300.150.390.430.050.070.520.470.430.170.240.190.500.790.210.210.510.490.370.450.310.231.000.180.250.410.390.330.170.500.250.470.400.440.480.43
SO-0.15-0.010.100.13-0.050.140.140.090.300.230.40-0.040.380.37-0.110.270.110.240.130.140.370.340.140.160.340.100.460.500.230.200.410.680.210.260.240.470.530.410.410.160.370.450.130.080.440.360.300.720.181.000.770.350.300.270.710.560.480.350.390.510.250.38
DUK-0.090.070.090.09-0.07-0.080.220.020.200.370.320.020.290.30-0.030.150.090.360.080.090.430.17-0.050.110.420.140.550.350.160.280.330.820.230.310.110.510.560.560.470.270.350.500.040.030.390.350.410.880.250.771.000.200.390.310.880.390.540.410.340.650.260.34
REGN0.200.220.160.180.280.130.130.250.240.140.290.330.260.450.230.350.150.130.220.170.160.330.490.470.320.300.060.300.410.120.420.020.210.440.440.430.060.060.500.470.330.270.400.370.210.370.490.230.410.350.201.000.380.460.230.390.430.550.480.510.490.47
UNH0.030.15-0.060.250.100.280.110.070.110.370.370.180.270.240.170.240.310.340.110.340.350.260.230.270.470.180.330.300.380.430.190.290.460.380.240.490.410.460.480.340.450.360.360.210.330.180.460.450.390.300.390.381.000.440.500.350.440.310.510.440.400.44
APD-0.000.050.120.240.190.400.360.290.17-0.020.140.270.390.290.280.220.270.230.520.430.260.280.340.640.350.320.190.070.130.410.400.290.340.310.530.120.180.180.130.340.320.200.400.440.220.400.440.360.330.270.310.460.441.000.390.350.420.500.500.460.670.64
XEL-0.170.04-0.040.220.050.040.16-0.100.260.380.43-0.010.310.20-0.020.220.100.31-0.000.180.520.200.010.100.59-0.010.520.380.260.340.350.790.290.300.060.670.560.580.430.170.320.500.11-0.030.440.260.480.890.170.710.880.230.500.391.000.380.530.310.450.610.310.44
AMCR-0.150.220.320.540.050.130.160.260.400.390.370.170.250.180.170.330.180.120.050.140.250.360.460.260.180.210.410.610.490.140.170.230.340.470.400.470.250.330.270.440.250.360.270.400.430.460.330.390.500.560.390.390.350.350.381.000.410.530.490.340.480.43
PG0.110.270.090.01-0.020.240.240.050.300.400.520.040.300.560.100.450.280.42-0.090.380.190.370.130.040.460.160.100.440.260.290.460.500.420.300.070.370.570.630.410.110.640.610.120.040.380.090.500.520.250.480.540.430.440.420.530.411.000.320.260.700.410.60
ADP0.190.230.480.250.210.000.320.430.300.100.080.500.160.120.470.240.310.120.410.140.270.250.410.550.040.590.460.120.310.290.300.140.160.430.540.210.050.090.330.580.060.240.560.660.260.790.330.310.470.350.410.550.310.500.310.530.321.000.500.540.530.47
WMB0.170.01-0.000.540.390.240.100.300.300.180.070.400.070.000.190.420.270.150.360.140.290.300.400.580.240.260.370.240.440.380.170.270.440.350.570.490.270.210.360.350.180.290.530.400.360.500.490.390.400.390.340.480.510.500.450.490.260.501.000.400.490.53
BDX0.120.440.220.010.150.080.180.120.210.110.160.260.260.540.210.380.320.290.190.260.040.310.030.280.560.290.220.230.210.280.440.480.360.320.320.280.420.410.430.370.440.470.240.130.370.390.600.590.440.510.650.510.440.460.610.340.700.540.401.000.370.43
CTVA0.000.040.160.300.490.360.430.380.310.290.210.380.300.200.300.290.230.180.290.400.230.250.410.400.260.450.170.260.390.290.450.190.460.500.430.320.170.160.280.480.370.210.380.510.190.460.390.290.480.250.260.490.400.670.310.480.410.530.490.371.000.64
MCD0.140.090.160.190.230.600.420.360.490.160.390.340.350.270.200.240.420.310.200.550.290.420.380.380.320.410.300.290.380.600.450.320.480.200.340.290.350.310.220.200.550.460.410.350.440.330.500.430.430.380.340.470.440.640.440.430.600.470.530.430.641.00

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 chart below displays rolling 12-month Sharpe Ratio.


Chart placeholderNot enough data

Expense Ratio

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
ATVI
Activision Blizzard, Inc.
0.12
CMCSA
Comcast Corporation
-0.28
EA
N/A
GOOG
N/A
LBRDK
N/A
TMUS
N/A
VZ
N/A
AZO
AutoZone, Inc.
0.95
DPZ
Domino's Pizza, Inc.
-0.52
HD
N/A
MCD
N/A
ORLY
N/A
DG
Dollar General Corporation
-0.33
GIS
N/A
HSY
N/A
K
N/A
KR
N/A
PEP
N/A
PG
N/A
WMT
N/A
LNG
N/A
WMB
N/A
ABBV
AbbVie Inc.
-0.26
AMGN
Amgen Inc.
-0.52
BDX
Becton, Dickinson and Company
-0.19
BMY
Bristol-Myers Squibb Company
-0.76
DHR
Danaher Corporation
-0.29
GILD
N/A
HZNP
N/A
JNJ
N/A
LLY
N/A
MRK
N/A
PFE
N/A
REGN
N/A
UNH
N/A
ADP
Automatic Data Processing, Inc.
-0.07
BR
Broadridge Financial Solutions, Inc.
0.16
CHRW
C.H. Robinson Worldwide, Inc.
-0.24
EXPD
N/A
ODFL
N/A
PAYX
N/A
RSG
N/A
WCN
N/A
WM
N/A
ACN
Accenture plc
0.25
CSCO
Cisco Systems, Inc.
0.66
MSFT
N/A
MSI
N/A
ORCL
N/A
TXN
N/A
AMCR
Amcor plc
-0.88
APD
Air Products and Chemicals, Inc.
0.59
CF
CF Industries Holdings, Inc.
-0.82
CTVA
Corteva, Inc.
-0.44
NEM
N/A
EXR
N/A
PSA
N/A
DUK
Duke Energy Corporation
-0.87
ED
N/A
SO
N/A
WEC
N/A
XEL
N/A

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%Apr 02Apr 09Apr 16Apr 23Apr 30May 07May 14May 21May 28
-42.57%
0
sia
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the sia. 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 sia is 42.59%, recorded on May 25, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.59%Mar 31, 202339May 25, 2023

Volatility Chart

The current sia volatility is 2.03%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%Sat 29MayWed 03Fri 05May 07Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19May 21Tue 23Thu 25Sat 27Mon 29Wed 31
2.03%
3.59%
sia
Benchmark (^GSPC)
Portfolio components