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Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Mar 11, 2021, corresponding to the inception date of CPNG

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Portfolio -1.24%8.74%-5.76%-3.31%N/AN/A
AMZN
Amazon.com, Inc.
-12.00%6.53%-7.26%2.98%9.93%24.71%
ZTS
Zoetis Inc.
-1.62%8.72%-9.34%-4.72%5.61%14.22%
ODFL
Old Dominion Freight Line, Inc.
-10.13%0.98%-29.80%-13.98%15.77%21.39%
JD
JD.com, Inc.
0.48%-4.83%-9.16%8.19%-4.45%1.29%
BABA
Alibaba Group Holding Limited
47.81%20.30%33.06%57.92%-9.04%3.89%
ENPH
Enphase Energy, Inc.
-26.07%2.45%-24.10%-53.14%-3.16%17.91%
BUD
Anheuser-Busch InBev SA/NV
36.52%12.59%19.33%6.45%11.06%-3.92%
NKE
NIKE, Inc.
-22.56%7.17%-22.39%-34.69%-7.43%2.53%
BX
The Blackstone Group Inc.
-17.89%10.14%-20.22%15.39%25.65%18.44%
CPNG
Coupang, Inc.
18.29%23.81%7.57%15.56%N/AN/A
WIRE
Encore Wire Corporation
0.00%0.00%0.00%3.18%N/AN/A
DIS
The Walt Disney Company
-4.86%24.30%7.46%1.05%-0.10%0.53%
EL
The Estee Lauder Companies Inc.
-18.27%14.43%-3.64%-52.75%-17.54%-2.35%
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.24%1.04%-5.25%-6.89%5.29%-1.24%
2024-5.92%9.72%-0.13%-2.67%2.19%-5.19%4.56%0.31%9.59%-5.60%2.55%-6.20%1.47%
202313.57%-5.69%3.16%-3.88%-5.29%7.81%5.46%-3.78%-5.55%-5.33%7.22%7.30%13.22%
2022-10.48%0.44%-3.28%-11.08%-0.45%-3.54%14.25%-5.01%-10.66%1.50%10.60%-6.38%-24.34%
2021-1.05%4.09%0.24%4.30%0.02%0.84%-6.02%14.91%-0.45%-2.29%14.08%

Expense Ratio

Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Portfolio is 33
Overall Rank
The Sharpe Ratio Rank of Portfolio is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio is 33
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio is 33
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio is 44
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.
0.060.331.040.070.20
ZTS
Zoetis Inc.
-0.17-0.070.99-0.11-0.38
ODFL
Old Dominion Freight Line, Inc.
-0.35-0.300.96-0.38-0.83
JD
JD.com, Inc.
0.150.661.080.120.43
BABA
Alibaba Group Holding Limited
1.291.921.240.853.62
ENPH
Enphase Energy, Inc.
-0.84-1.240.85-0.64-1.37
BUD
Anheuser-Busch InBev SA/NV
0.340.951.120.320.89
NKE
NIKE, Inc.
-0.91-1.150.82-0.54-1.62
BX
The Blackstone Group Inc.
0.430.891.110.451.17
CPNG
Coupang, Inc.
0.490.641.090.160.91
WIRE
Encore Wire Corporation
0.852.812.150.6314.53
DIS
The Walt Disney Company
0.030.291.040.020.12
EL
The Estee Lauder Companies Inc.
-1.08-1.530.78-0.60-1.29

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.16
  • All Time: -0.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Portfolio provided a 1.15% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.15%1.00%0.81%0.83%0.37%0.40%0.66%1.12%0.94%1.02%0.99%0.76%
AMZN
Amazon.com, 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%
ZTS
Zoetis Inc.
1.17%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%0.67%
ODFL
Old Dominion Freight Line, Inc.
0.67%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%
JD
JD.com, Inc.
2.89%2.13%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.53%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENPH
Enphase Energy, 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%
BUD
Anheuser-Busch InBev SA/NV
1.56%1.76%1.28%0.67%0.98%0.81%2.45%3.84%2.88%3.03%2.58%2.38%
NKE
NIKE, Inc.
2.64%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%
BX
The Blackstone Group Inc.
2.91%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
CPNG
Coupang, 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%
WIRE
Encore Wire Corporation
0.01%0.02%0.04%0.06%0.04%0.17%0.14%0.16%0.16%0.18%0.16%0.21%
DIS
The Walt Disney Company
0.90%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%
EL
The Estee Lauder Companies Inc.
3.31%3.11%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio . 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 Portfolio was 35.12%, occurring on May 11, 2022. The portfolio has not yet recovered.

The current Portfolio drawdown is 19.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.12%Nov 17, 2021121May 11, 2022
-9.05%Sep 8, 202119Oct 4, 202111Oct 19, 202130
-6.11%Apr 28, 202112May 13, 202127Jun 22, 202139
-5.31%Jul 14, 202127Aug 19, 20219Sep 1, 202136
-4.68%Mar 16, 20218Mar 25, 202110Apr 9, 202118

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 11.68, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCWIREBUDENPHJDCPNGBABAZTSODFLAMZNDISNKEELBXPortfolio
^GSPC1.000.440.420.440.330.400.350.540.580.710.610.560.550.700.79
WIRE0.441.000.220.230.180.180.140.270.400.250.350.330.290.380.45
BUD0.420.221.000.190.270.240.310.320.250.260.340.330.370.340.46
ENPH0.440.230.191.000.310.300.290.280.310.320.290.320.350.370.60
JD0.330.180.270.311.000.360.760.230.190.270.280.300.350.290.60
CPNG0.400.180.240.300.361.000.420.260.290.390.370.340.310.370.59
BABA0.350.140.310.290.760.421.000.220.200.320.300.330.360.270.61
ZTS0.540.270.320.280.230.260.221.000.430.340.360.460.440.400.58
ODFL0.580.400.250.310.190.290.200.431.000.380.360.390.410.510.62
AMZN0.710.250.260.320.270.390.320.340.381.000.450.420.390.510.66
DIS0.610.350.340.290.280.370.300.360.360.451.000.470.430.520.61
NKE0.560.330.330.320.300.340.330.460.390.420.471.000.550.460.66
EL0.550.290.370.350.350.310.360.440.410.390.430.551.000.470.65
BX0.700.380.340.370.290.370.270.400.510.510.520.460.471.000.67
Portfolio0.790.450.460.600.600.590.610.580.620.660.610.660.650.671.00
The correlation results are calculated based on daily price changes starting from Mar 12, 2021