15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AWR American States Water Company | Utilities | 6.67% |
AZO AutoZone, Inc. | Consumer Cyclical | 6.67% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 6.67% |
CHD Church & Dwight Co., Inc. | Consumer Defensive | 6.67% |
CVX Chevron Corporation | Energy | 6.67% |
DHR Danaher Corporation | Healthcare | 6.67% |
GWW W.W. Grainger, Inc. | Industrials | 6.67% |
HSY The Hershey Company | Consumer Defensive | 6.67% |
JNJ Johnson & Johnson | Healthcare | 6.67% |
LIN Linde plc | Basic Materials | 6.67% |
MCD McDonald's Corporation | Consumer Cyclical | 6.67% |
NVO Novo Nordisk A/S | Healthcare | 6.67% |
PAYX Paychex, Inc. | Industrials | 6.67% |
PSA Public Storage | Real Estate | 6.67% |
ROL Rollins, Inc. | Consumer Cyclical | 6.67% |
Performance
The chart shows the growth of an initial investment of $10,000 in 15, 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
Returns
As of Sep 22, 2023, the 15 returned 5.88% Year-To-Date and 15.24% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.39% | 9.04% | 12.78% | 15.22% | 8.15% | 9.84% |
| 15 | -1.87% | 5.14% | 5.88% | 16.40% | 16.27% | 15.27% |
| Portfolio components: | ||||||
AWR American States Water Company | -5.93% | -5.74% | -11.38% | -2.32% | 8.04% | 13.82% |
AZO AutoZone, Inc. | 2.25% | 8.64% | 2.62% | 21.52% | 26.94% | 19.88% |
BRK-B Berkshire Hathaway Inc. | 2.55% | 21.53% | 17.60% | 35.29% | 10.53% | 12.21% |
CHD Church & Dwight Co., Inc. | 2.74% | 11.14% | 18.94% | 27.94% | 10.98% | 13.47% |
CVX Chevron Corporation | 3.73% | 7.91% | -5.34% | 10.54% | 11.20% | 7.27% |
DHR Danaher Corporation | -2.05% | 0.81% | -5.74% | -5.92% | 18.77% | 17.54% |
GWW W.W. Grainger, Inc. | -3.49% | 3.40% | 23.68% | 36.83% | 15.73% | 11.81% |
HSY The Hershey Company | -3.33% | -15.23% | -8.87% | -5.99% | 17.32% | 10.86% |
JNJ Johnson & Johnson | -1.03% | 7.48% | -6.46% | 0.08% | 5.29% | 9.18% |
LIN Linde plc | -1.24% | 8.78% | 15.41% | 37.83% | 19.45% | 14.20% |
MCD McDonald's Corporation | -3.26% | 1.03% | 4.62% | 11.83% | 13.03% | 13.76% |
NVO Novo Nordisk A/S | -3.93% | 20.68% | 38.41% | 90.54% | 34.35% | 20.86% |
PAYX Paychex, Inc. | -6.83% | 5.74% | 0.26% | -0.81% | 11.74% | 14.29% |
PSA Public Storage | -3.37% | -6.20% | -3.05% | -8.51% | 9.66% | 9.14% |
ROL Rollins, Inc. | -4.22% | 4.26% | 4.88% | 10.15% | 7.63% | 18.90% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NVO | CHD | AWR | AZO | HSY | CVX | PSA | BRK-B | MCD | JNJ | ROL | PAYX | GWW | LIN | DHR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.20 | 0.17 | 0.17 | 0.16 | 0.19 | 0.21 | 0.22 | 0.19 | 0.23 | 0.22 | 0.22 | 0.20 | 0.25 | 0.26 |
| CHD | 0.20 | 1.00 | 0.28 | 0.23 | 0.33 | 0.19 | 0.29 | 0.22 | 0.26 | 0.28 | 0.32 | 0.28 | 0.26 | 0.26 | 0.28 |
| AWR | 0.17 | 0.28 | 1.00 | 0.23 | 0.25 | 0.24 | 0.32 | 0.22 | 0.25 | 0.26 | 0.36 | 0.30 | 0.27 | 0.28 | 0.30 |
| AZO | 0.17 | 0.23 | 0.23 | 1.00 | 0.25 | 0.22 | 0.25 | 0.26 | 0.31 | 0.25 | 0.30 | 0.32 | 0.35 | 0.31 | 0.31 |
| HSY | 0.16 | 0.33 | 0.25 | 0.25 | 1.00 | 0.25 | 0.28 | 0.25 | 0.30 | 0.35 | 0.26 | 0.30 | 0.27 | 0.28 | 0.28 |
| CVX | 0.19 | 0.19 | 0.24 | 0.22 | 0.25 | 1.00 | 0.22 | 0.34 | 0.27 | 0.31 | 0.26 | 0.29 | 0.36 | 0.41 | 0.32 |
| PSA | 0.21 | 0.29 | 0.32 | 0.25 | 0.28 | 0.22 | 1.00 | 0.26 | 0.29 | 0.25 | 0.33 | 0.33 | 0.30 | 0.29 | 0.34 |
| BRK-B | 0.22 | 0.22 | 0.22 | 0.26 | 0.25 | 0.34 | 0.26 | 1.00 | 0.27 | 0.31 | 0.28 | 0.34 | 0.35 | 0.35 | 0.35 |
| MCD | 0.19 | 0.26 | 0.25 | 0.31 | 0.30 | 0.27 | 0.29 | 0.27 | 1.00 | 0.32 | 0.28 | 0.32 | 0.32 | 0.32 | 0.33 |
| JNJ | 0.23 | 0.28 | 0.26 | 0.25 | 0.35 | 0.31 | 0.25 | 0.31 | 0.32 | 1.00 | 0.28 | 0.35 | 0.30 | 0.34 | 0.36 |
| ROL | 0.22 | 0.32 | 0.36 | 0.30 | 0.26 | 0.26 | 0.33 | 0.28 | 0.28 | 0.28 | 1.00 | 0.39 | 0.38 | 0.36 | 0.41 |
| PAYX | 0.22 | 0.28 | 0.30 | 0.32 | 0.30 | 0.29 | 0.33 | 0.34 | 0.32 | 0.35 | 0.39 | 1.00 | 0.39 | 0.38 | 0.44 |
| GWW | 0.20 | 0.26 | 0.27 | 0.35 | 0.27 | 0.36 | 0.30 | 0.35 | 0.32 | 0.30 | 0.38 | 0.39 | 1.00 | 0.45 | 0.44 |
| LIN | 0.25 | 0.26 | 0.28 | 0.31 | 0.28 | 0.41 | 0.29 | 0.35 | 0.32 | 0.34 | 0.36 | 0.38 | 0.45 | 1.00 | 0.46 |
| DHR | 0.26 | 0.28 | 0.30 | 0.31 | 0.28 | 0.32 | 0.34 | 0.35 | 0.33 | 0.36 | 0.41 | 0.44 | 0.44 | 0.46 | 1.00 |
Dividend yield
15 granted a 1.83% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15 | 1.83% | 1.96% | 1.61% | 1.99% | 2.02% | 2.26% | 2.15% | 2.47% | 2.50% | 2.44% | 2.28% | 2.89% |
| Portfolio components: | ||||||||||||
AWR American States Water Company | 2.01% | 1.67% | 1.40% | 1.69% | 1.43% | 1.71% | 1.89% | 2.26% | 2.39% | 2.59% | 3.20% | 3.29% |
AZO AutoZone, 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% |
BRK-B Berkshire Hathaway 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% |
CHD Church & Dwight Co., Inc. | 1.14% | 1.31% | 1.01% | 1.14% | 1.35% | 1.40% | 1.63% | 1.76% | 1.75% | 1.77% | 1.94% | 2.10% |
CVX Chevron Corporation | 3.60% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
DHR Danaher Corporation | 0.42% | 0.38% | 0.26% | 0.33% | 0.45% | 0.63% | 0.62% | 0.65% | 0.60% | 0.49% | 0.14% | 0.19% |
GWW W.W. Grainger, Inc. | 1.05% | 1.23% | 1.26% | 1.51% | 1.77% | 2.04% | 2.35% | 2.34% | 2.61% | 1.92% | 1.68% | 1.83% |
HSY The Hershey Company | 2.07% | 1.70% | 1.84% | 2.18% | 2.19% | 2.83% | 2.54% | 2.69% | 2.97% | 2.39% | 2.31% | 2.74% |
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% |
LIN Linde plc | 1.34% | 1.45% | 1.26% | 1.52% | 1.74% | 2.28% | 2.24% | 2.89% | 3.24% | 2.38% | 2.24% | 2.49% |
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% |
NVO Novo Nordisk A/S | 2.27% | 2.01% | 2.30% | 2.02% | 2.36% | 2.24% | 1.76% | 3.41% | 1.11% | 1.75% | 1.52% | 1.41% |
PAYX Paychex, Inc. | 2.97% | 2.68% | 2.00% | 2.86% | 3.16% | 3.83% | 3.34% | 3.53% | 3.82% | 4.13% | 2.08% | 8.62% |
PSA Public Storage | 4.18% | 7.79% | 2.35% | 3.92% | 4.42% | 4.81% | 4.84% | 4.29% | 3.56% | 4.24% | 4.95% | 4.54% |
ROL Rollins, Inc. | 1.37% | 1.19% | 1.01% | 0.63% | 1.31% | 1.35% | 1.27% | 1.58% | 1.76% | 1.72% | 1.65% | 2.24% |
Expense Ratio
The 15 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.
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 | |
|---|---|---|---|---|---|
AWR American States Water Company | -0.13 | ||||
AZO AutoZone, Inc. | 0.84 | ||||
BRK-B Berkshire Hathaway Inc. | 1.75 | ||||
CHD Church & Dwight Co., Inc. | 1.52 | ||||
CVX Chevron Corporation | 0.37 | ||||
DHR Danaher Corporation | -0.31 | ||||
GWW W.W. Grainger, Inc. | 1.08 | ||||
HSY The Hershey Company | -0.26 | ||||
JNJ Johnson & Johnson | 0.05 | ||||
LIN Linde plc | 1.54 | ||||
MCD McDonald's Corporation | 0.55 | ||||
NVO Novo Nordisk A/S | 2.94 | ||||
PAYX Paychex, Inc. | -0.12 | ||||
PSA Public Storage | -0.41 | ||||
ROL Rollins, Inc. | 0.30 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 15. 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 15 is 29.64%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.64% | Feb 18, 2020 | 25 | Mar 23, 2020 | 84 | Jul 22, 2020 | 109 |
| -28.59% | Sep 22, 2008 | 116 | Mar 9, 2009 | 176 | Nov 16, 2009 | 292 |
| -22.02% | May 24, 2002 | 41 | Jul 23, 2002 | 202 | May 12, 2003 | 243 |
| -20.03% | Nov 17, 1999 | 76 | Mar 7, 2000 | 164 | Oct 27, 2000 | 240 |
| -14.78% | Jul 7, 1998 | 40 | Aug 31, 1998 | 85 | Dec 31, 1998 | 125 |
Volatility Chart
The current 15 volatility is 2.80%, 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.