moat-stocks

Last updated Sep 22, 2023

Asset Allocation

Position	Category/Sector	Weight
BA The Boeing Company	Industrials	4.17%
O Realty Income Corporation	Real Estate	4.17%
MMM 3M Company	Industrials	4.17%
JNJ Johnson & Johnson	Healthcare	4.17%
PG The Procter & Gamble Company	Consumer Defensive	4.17%
KO The Coca-Cola Company	Consumer Defensive	4.17%
HD The Home Depot, Inc.	Consumer Cyclical	4.17%
ZBH		4.17%
TER		4.17%
LRCX Lam Research Corporation	Technology	4.17%
INGR Ingredion Incorporated	Consumer Defensive	4.17%
ECL Ecolab Inc.	Basic Materials	4.17%
OTIS Otis Worldwide Corporation	Industrials	4.17%
WM		4.17%
ADI Analog Devices, Inc.	Technology	4.17%
ROK Rockwell Automation, Inc.	Industrials	4.17%
ABBV AbbVie Inc.	Healthcare	4.17%
LMT Lockheed Martin Corporation	Industrials	4.17%
V		4.17%
ADP Automatic Data Processing, Inc.	Industrials	4.17%
SHW The Sherwin-Williams Company	Basic Materials	4.17%
MCD McDonald's Corporation	Consumer Cyclical	4.17%
NEE NextEra Energy, Inc.	Utilities	4.17%
AWK American Water Works Company, Inc.	Utilities	4.17%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in moat-stocks, 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

moat-stocks

Benchmark (^GSPC)

Portfolio components

Returns

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-2.39%	9.04%	12.78%	15.22%	18.21%	N/A
moat-stocks	-3.86%	1.83%	2.15%	13.55%	18.41%	N/A
Portfolio components:
BA The Boeing Company	-12.53%	1.23%	4.97%	44.15%	22.67%	N/A
O Realty Income Corporation	-8.43%	-12.51%	-15.17%	-12.50%	8.21%	N/A
MMM 3M Company	-2.17%	-0.68%	-15.13%	-9.78%	-5.56%	N/A
JNJ Johnson & Johnson	-1.03%	7.48%	-6.46%	0.08%	10.00%	N/A
PG The Procter & Gamble Company	-0.72%	5.00%	2.29%	14.62%	12.20%	N/A
KO The Coca-Cola Company	-3.77%	-4.04%	-7.43%	0.07%	12.96%	N/A
HD The Home Depot, Inc.	-5.33%	9.87%	-0.84%	17.07%	23.05%	N/A
ZBH	2.57%	-6.20%	-7.28%	9.91%	10.04%	N/A
TER	-9.13%	-9.90%	9.80%	20.35%	22.96%	N/A
LRCX Lam Research Corporation	-9.71%	22.28%	46.60%	59.88%	40.44%	N/A
INGR Ingredion Incorporated	-1.45%	1.46%	3.79%	25.64%	16.40%	N/A
ECL Ecolab Inc.	-4.11%	7.96%	19.34%	16.65%	3.31%	N/A
OTIS Otis Worldwide Corporation	-3.48%	1.35%	4.54%	25.55%	19.66%	N/A
WM	-0.11%	2.87%	1.75%	-3.97%	15.85%	N/A
ADI Analog Devices, Inc.	-1.59%	-6.49%	7.49%	21.86%	22.78%	N/A
ROK Rockwell Automation, Inc.	-6.25%	1.32%	9.64%	26.10%	25.13%	N/A
ABBV AbbVie Inc.	4.32%	-0.93%	-2.21%	11.64%	30.21%	N/A
LMT Lockheed Martin Corporation	-7.53%	-10.83%	-12.47%	1.52%	11.42%	N/A
V	-2.35%	7.45%	14.55%	28.38%	14.19%	N/A
ADP Automatic Data Processing, Inc.	-4.39%	12.69%	1.60%	5.81%	25.00%	N/A
SHW The Sherwin-Williams Company	-6.50%	20.99%	8.00%	23.51%	17.68%	N/A
MCD McDonald's Corporation	-3.26%	1.03%	4.62%	11.83%	21.25%	N/A
NEE NextEra Energy, Inc.	-0.76%	-10.42%	-18.37%	-17.90%	9.94%	N/A
AWK American Water Works Company, Inc.	-4.30%	-4.92%	-11.15%	-4.71%	6.05%	N/A
Returns over 1 year are annualized

Asset Correlations Table

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

	ABBV	LMT	BA	JNJ	LRCX	INGR	TER	PG	ZBH	NEE	O	AWK	OTIS	ADI	MCD	WM	HD	MMM	SHW	V	KO	ROK	ADP	ECL
ABBV	1.00	0.28	0.14	0.49	0.14	0.29	0.18	0.36	0.34	0.24	0.25	0.29	0.22	0.23	0.29	0.34	0.27	0.30	0.29	0.30	0.41	0.25	0.34	0.29
LMT	0.28	1.00	0.33	0.33	0.17	0.39	0.16	0.34	0.27	0.30	0.35	0.29	0.28	0.18	0.37	0.44	0.27	0.36	0.27	0.32	0.45	0.27	0.41	0.33
BA	0.14	0.33	1.00	0.14	0.40	0.45	0.40	0.16	0.37	0.25	0.36	0.19	0.38	0.40	0.37	0.25	0.30	0.38	0.27	0.40	0.31	0.43	0.41	0.42
JNJ	0.49	0.33	0.14	1.00	0.17	0.27	0.17	0.54	0.33	0.39	0.31	0.44	0.27	0.24	0.38	0.43	0.32	0.39	0.34	0.34	0.49	0.28	0.41	0.40
LRCX	0.14	0.17	0.40	0.17	1.00	0.29	0.85	0.21	0.33	0.25	0.26	0.22	0.40	0.78	0.29	0.21	0.44	0.36	0.40	0.48	0.24	0.52	0.43	0.44
INGR	0.29	0.39	0.45	0.27	0.29	1.00	0.30	0.31	0.40	0.26	0.38	0.26	0.39	0.31	0.39	0.35	0.34	0.49	0.31	0.42	0.46	0.43	0.40	0.45
TER	0.18	0.16	0.40	0.17	0.85	0.30	1.00	0.19	0.37	0.28	0.28	0.24	0.42	0.80	0.31	0.25	0.46	0.38	0.42	0.51	0.26	0.53	0.47	0.46
PG	0.36	0.34	0.16	0.54	0.21	0.31	0.19	1.00	0.33	0.50	0.35	0.55	0.36	0.26	0.46	0.50	0.40	0.40	0.44	0.37	0.62	0.31	0.45	0.44
ZBH	0.34	0.27	0.37	0.33	0.33	0.40	0.37	0.33	1.00	0.35	0.39	0.36	0.39	0.43	0.40	0.39	0.37	0.42	0.35	0.47	0.43	0.47	0.44	0.52
NEE	0.24	0.30	0.25	0.39	0.25	0.26	0.28	0.50	0.35	1.00	0.46	0.73	0.37	0.30	0.43	0.51	0.41	0.34	0.45	0.36	0.47	0.38	0.50	0.49
O	0.25	0.35	0.36	0.31	0.26	0.38	0.28	0.35	0.39	0.46	1.00	0.48	0.39	0.33	0.41	0.44	0.41	0.44	0.44	0.44	0.52	0.41	0.49	0.48
AWK	0.29	0.29	0.19	0.44	0.22	0.26	0.24	0.55	0.36	0.73	0.48	1.00	0.36	0.29	0.45	0.54	0.43	0.34	0.46	0.35	0.50	0.40	0.47	0.49
OTIS	0.22	0.28	0.38	0.27	0.40	0.39	0.42	0.36	0.39	0.37	0.39	0.36	1.00	0.46	0.42	0.43	0.46	0.52	0.44	0.46	0.40	0.56	0.51	0.52
ADI	0.23	0.18	0.40	0.24	0.78	0.31	0.80	0.26	0.43	0.30	0.33	0.29	0.46	1.00	0.35	0.30	0.47	0.41	0.44	0.55	0.31	0.57	0.52	0.52
MCD	0.29	0.37	0.37	0.38	0.29	0.39	0.31	0.46	0.40	0.43	0.41	0.45	0.42	0.35	1.00	0.52	0.45	0.40	0.41	0.48	0.58	0.44	0.52	0.47
WM	0.34	0.44	0.25	0.43	0.21	0.35	0.25	0.50	0.39	0.51	0.44	0.54	0.43	0.30	0.52	1.00	0.45	0.41	0.48	0.42	0.56	0.46	0.55	0.56
HD	0.27	0.27	0.30	0.32	0.44	0.34	0.46	0.40	0.37	0.41	0.41	0.43	0.46	0.47	0.45	0.45	1.00	0.49	0.63	0.47	0.40	0.54	0.57	0.54
MMM	0.30	0.36	0.38	0.39	0.36	0.49	0.38	0.40	0.42	0.34	0.44	0.34	0.52	0.41	0.40	0.41	0.49	1.00	0.50	0.43	0.50	0.58	0.53	0.59
SHW	0.29	0.27	0.27	0.34	0.40	0.31	0.42	0.44	0.35	0.45	0.44	0.46	0.44	0.44	0.41	0.48	0.63	0.50	1.00	0.49	0.44	0.51	0.55	0.63
V	0.30	0.32	0.40	0.34	0.48	0.42	0.51	0.37	0.47	0.36	0.44	0.35	0.46	0.55	0.48	0.42	0.47	0.43	0.49	1.00	0.48	0.51	0.57	0.59
KO	0.41	0.45	0.31	0.49	0.24	0.46	0.26	0.62	0.43	0.47	0.52	0.50	0.40	0.31	0.58	0.56	0.40	0.50	0.44	0.48	1.00	0.43	0.56	0.54
ROK	0.25	0.27	0.43	0.28	0.52	0.43	0.53	0.31	0.47	0.38	0.41	0.40	0.56	0.57	0.44	0.46	0.54	0.58	0.51	0.51	0.43	1.00	0.57	0.62
ADP	0.34	0.41	0.41	0.41	0.43	0.40	0.47	0.45	0.44	0.50	0.49	0.47	0.51	0.52	0.52	0.55	0.57	0.53	0.55	0.57	0.56	0.57	1.00	0.61
ECL	0.29	0.33	0.42	0.40	0.44	0.45	0.46	0.44	0.52	0.49	0.48	0.49	0.52	0.52	0.47	0.56	0.54	0.59	0.63	0.59	0.54	0.62	0.61	1.00

Sharpe Ratio

The current moat-stocks Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The Sharpe ratio of moat-stocks 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.

moat-stocks

Benchmark (^GSPC)

Portfolio components

Dividend yield

moat-stocks granted a 2.25% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
moat-stocks	2.25%	2.07%	1.82%	2.12%	2.22%	2.53%	2.16%	2.58%	2.75%	2.61%	2.72%	2.91%
Portfolio components:
BA The Boeing Company	0.00%	0.00%	0.00%	0.96%	2.54%	2.18%	2.02%	3.02%	2.81%	2.57%	1.66%	2.79%
O Realty Income Corporation	5.81%	4.84%	4.67%	5.27%	4.52%	5.33%	5.95%	5.85%	6.44%	7.03%	9.40%	7.51%
MMM 3M Company	6.14%	5.19%	3.63%	3.78%	3.80%	3.44%	2.47%	3.14%	3.53%	2.77%	2.47%	3.55%
JNJ Johnson & Johnson	2.87%	2.57%	2.57%	2.72%	2.84%	3.12%	2.77%	3.27%	3.53%	3.34%	3.68%	4.59%
PG The Procter & Gamble Company	2.44%	2.43%	2.17%	2.40%	2.60%	3.49%	3.48%	3.83%	4.12%	3.57%	3.85%	4.45%
KO The Coca-Cola Company	3.16%	2.83%	2.99%	3.25%	3.25%	3.82%	3.87%	4.19%	3.93%	3.82%	3.69%	3.94%
HD The Home Depot, Inc.	2.66%	2.46%	1.66%	2.41%	2.72%	2.69%	2.16%	2.42%	2.14%	2.19%	2.37%	2.40%
ZBH	0.81%	0.76%	0.76%	0.63%	0.66%	0.96%	0.83%	0.98%	0.91%	0.83%	0.93%	1.18%
TER	0.46%	0.51%	0.25%	0.34%	0.54%	1.17%	0.69%	0.98%	1.22%	0.97%	0.00%	0.00%
LRCX Lam Research Corporation	1.18%	1.55%	0.80%	1.07%	1.62%	2.99%	1.10%	1.42%	1.53%	0.78%	0.00%	0.00%
INGR Ingredion Incorporated	2.83%	2.82%	2.79%	3.47%	3.00%	3.07%	1.84%	1.81%	2.20%	2.45%	2.88%	1.85%
ECL Ecolab Inc.	1.23%	1.43%	0.85%	0.90%	1.00%	1.21%	1.21%	1.30%	1.28%	1.22%	1.03%	1.30%
OTIS Otis Worldwide Corporation	1.56%	1.43%	1.08%	0.92%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WM	1.75%	1.68%	1.42%	1.93%	1.92%	2.27%	2.19%	2.62%	3.36%	3.51%	4.04%	5.41%
ADI Analog Devices, Inc.	1.92%	1.88%	1.62%	1.76%	1.95%	2.45%	2.26%	2.64%	3.39%	3.21%	3.31%	3.64%
ROK Rockwell Automation, Inc.	1.69%	1.78%	1.28%	1.72%	2.07%	2.65%	1.77%	2.48%	3.04%	2.57%	2.16%	2.66%
ABBV AbbVie Inc.	3.81%	3.59%	4.11%	4.94%	5.72%	4.87%	3.44%	4.90%	4.77%	3.66%	4.52%	0.00%
LMT Lockheed Martin Corporation	2.87%	2.39%	3.14%	2.98%	2.56%	3.55%	2.70%	3.23%	3.48%	3.61%	4.20%	6.13%
V	0.76%	0.76%	0.62%	0.57%	0.57%	0.69%	0.63%	0.78%	0.68%	0.68%	0.67%	0.70%
ADP Automatic Data Processing, Inc.	2.09%	1.86%	1.61%	2.19%	2.08%	2.36%	2.25%	2.42%	2.79%	2.56%	2.75%	3.64%
SHW The Sherwin-Williams Company	0.95%	1.02%	0.64%	0.75%	0.80%	0.91%	0.87%	1.33%	1.11%	0.91%	1.20%	1.13%
MCD McDonald's Corporation	2.24%	2.18%	2.04%	2.50%	2.61%	2.63%	2.55%	3.48%	3.52%	4.38%	4.16%	4.35%
NEE NextEra Energy, Inc.	2.73%	2.07%	1.72%	1.93%	2.24%	2.84%	2.87%	3.42%	3.58%	3.39%	3.95%	4.60%
AWK American Water Works Company, Inc.	2.04%	1.71%	1.29%	1.47%	1.69%	2.12%	1.96%	2.28%	2.56%	2.68%	2.41%	4.02%

Expense Ratio

The moat-stocks 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
BA The Boeing Company	1.11
O Realty Income Corporation	-0.68
MMM 3M Company	-0.41
JNJ Johnson & Johnson	0.05
PG The Procter & Gamble Company	0.86
KO The Coca-Cola Company	-0.07
HD The Home Depot, Inc.	0.60
ZBH	N/A
TER	N/A
LRCX Lam Research Corporation	1.20
INGR Ingredion Incorporated	1.14
ECL Ecolab Inc.	0.42
OTIS Otis Worldwide Corporation	1.01
WM	N/A
ADI Analog Devices, Inc.	0.60
ROK Rockwell Automation, Inc.	0.66
ABBV AbbVie Inc.	0.58
LMT Lockheed Martin Corporation	0.09
V	N/A
ADP Automatic Data Processing, Inc.	0.20
SHW The Sherwin-Williams Company	0.61
MCD McDonald's Corporation	0.55
NEE NextEra Energy, Inc.	-0.82
AWK American Water Works Company, Inc.	-0.29

Drawdowns Chart

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

moat-stocks

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the moat-stocks. 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 moat-stocks is 22.52%, recorded on Oct 12, 2022. It took 194 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.52%	Dec 30, 2021	198	Oct 12, 2022	194	Jul 24, 2023	392
-8.63%	Mar 20, 2020	2	Mar 23, 2020	1	Mar 24, 2020	3
-8.62%	Jul 31, 2023	38	Sep 21, 2023	—	—	—
-8.22%	Jun 9, 2020	14	Jun 26, 2020	29	Aug 7, 2020	43
-7.76%	Mar 27, 2020	4	Apr 1, 2020	5	Apr 8, 2020	9

Volatility Chart

The current moat-stocks volatility is 3.08%, 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.

moat-stocks

Benchmark (^GSPC)

Portfolio components