Strong Moat Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	6.67%
AMZN Amazon.com, Inc	Consumer Cyclical	6.67%
BRK-B Berkshire Hathaway Inc.	Financial Services	6.67%
CAT Caterpillar Inc.	Industrials	6.67%
CSCO Cisco Systems, Inc.	Technology	6.67%
DIS The Walt Disney Company	Communication Services	6.67%
GOOG Alphabet Inc	Communication Services	6.67%
JNJ Johnson & Johnson	Healthcare	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%
MA Mastercard Inc	Financial Services	6.67%
MCD McDonald's Corporation	Consumer Cyclical	6.67%
MSFT Microsoft Corporation	Technology	6.67%
NKE NIKE, Inc.	Consumer Cyclical	6.67%
PG The Procter & Gamble Company	Consumer Defensive	6.67%
V Visa Inc.	Financial Services	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Strong Moat Portfolio, 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 Every 3 months.

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 2, 2026, the Strong Moat Portfolio returned -4.26% Year-To-Date and 16.45% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Strong Moat Portfolio	0.03%	-5.29%	-4.26%	0.07%	14.28%	14.96%	10.14%	16.45%
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
GOOG Alphabet Inc	-0.15%	-2.93%	-6.10%	19.65%	86.00%	41.44%	22.67%	23.06%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
JNJ Johnson & Johnson	-0.44%	-1.50%	18.06%	32.21%	60.80%	19.22%	11.44%	11.41%
V Visa Inc.	0.77%	-6.24%	-14.05%	-12.70%	-12.50%	10.35%	7.55%	15.28%
MA Mastercard Inc	0.36%	-5.89%	-13.44%	-14.29%	-9.33%	11.07%	6.92%	18.61%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
BRK-B Berkshire Hathaway Inc.	-0.24%	-0.83%	-5.03%	-3.74%	-11.23%	15.44%	13.08%	12.79%
KO The Coca-Cola Company	0.84%	-2.64%	10.50%	17.69%	10.67%	10.37%	11.14%	8.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Strong Moat Portfolio's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, your investment would double in approximately 4.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2015 with a return of +11.3%, while the worst month was Sep 2022 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Strong Moat Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -10.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.18%	1.63%	-6.20%	-0.75%									-4.26%
2025	2.77%	1.73%	-4.96%	-2.47%	6.07%	3.07%	2.25%	3.18%	1.04%	3.16%	2.13%	-0.15%	18.80%
2024	2.23%	4.20%	1.73%	-3.52%	1.92%	0.33%	1.45%	3.80%	2.64%	-2.10%	6.04%	-1.31%	18.40%
2023	6.38%	-4.03%	5.80%	2.89%	-1.83%	5.92%	2.09%	0.22%	-4.98%	-0.63%	7.33%	2.11%	22.34%
2022	-2.80%	-2.42%	3.13%	-6.75%	-2.31%	-7.76%	9.28%	-4.58%	-10.63%	10.22%	5.38%	-3.77%	-14.39%
2021	-3.20%	3.63%	4.01%	4.89%	-0.07%	1.80%	3.85%	1.06%	-5.59%	4.87%	-2.31%	7.22%	21.19%

Benchmark Metrics

Strong Moat Portfolio has an annualized alpha of 5.75%, beta of 0.92, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 109.77% of S&P 500 Index gains but only 84.93% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 5.75% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R² of 0.90, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 5.75%

Beta: 0.92

R²: 0.90

Upside Capture: 109.77%

Downside Capture: 84.93%

Expense Ratio

Strong Moat 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.

Return for Risk

Risk / Return Rank

Strong Moat Portfolio ranks 25 for risk / return — below 25% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.88	+0.05
Sortino ratio Return per unit of downside risk	1.43	1.37	+0.06
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.01
Calmar ratio Return relative to maximum drawdown	1.31	1.39	-0.08
Martin ratio Return relative to average drawdown	5.61	6.43	-0.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
GOOG Alphabet Inc	94	2.87	3.82	1.47	4.14	15.67
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
MA Mastercard Inc	21	-0.39	-0.38	0.95	-0.50	-1.21
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
BRK-B Berkshire Hathaway Inc.	15	-0.62	-0.73	0.90	-0.70	-1.19
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03

Sharpe Ratio

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.

Strong Moat Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.93
5-Year: 0.66
10-Year: 0.95
All Time: 0.96

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 1.00 to 1.69, 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 Strong Moat Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Strong Moat Portfolio provided a 1.44% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.44%	1.33%	1.39%	1.31%	1.27%	1.11%	1.26%	1.40%	1.63%	1.53%	1.82%	1.82%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
V Visa Inc.	0.84%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
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%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

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 Strong Moat 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 Strong Moat Portfolio was 30.88%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Strong Moat Portfolio drawdown is 7.55%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.88%	Feb 13, 2020	27	Mar 23, 2020	84	Jul 22, 2020	111
-24.15%	Jan 5, 2022	186	Sep 30, 2022	207	Jul 31, 2023	393
-15.57%	Oct 3, 2018	57	Dec 24, 2018	53	Mar 13, 2019	110
-15.41%	Mar 3, 2025	27	Apr 8, 2025	55	Jun 27, 2025	82
-11.55%	Jul 21, 2015	26	Aug 25, 2015	38	Oct 19, 2015	64

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 15 assets, with an effective number of assets of 15.00, 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.

	Benchmark	JNJ	PG	KO	MCD	CAT	DIS	NKE	AMZN	AAPL	GOOG	CSCO	BRK-B	MSFT	V	MA	Portfolio
Benchmark	1.00	0.39	0.37	0.40	0.44	0.62	0.58	0.57	0.64	0.67	0.69	0.67	0.66	0.73	0.67	0.68	0.90
JNJ	0.39	1.00	0.47	0.45	0.38	0.26	0.23	0.26	0.16	0.24	0.24	0.36	0.44	0.25	0.35	0.34	0.47
PG	0.37	0.47	1.00	0.60	0.42	0.20	0.25	0.29	0.18	0.25	0.21	0.32	0.39	0.27	0.35	0.35	0.47
KO	0.40	0.45	0.60	1.00	0.48	0.24	0.28	0.29	0.16	0.25	0.23	0.33	0.45	0.27	0.37	0.37	0.50
MCD	0.44	0.38	0.42	0.48	1.00	0.26	0.31	0.34	0.25	0.30	0.29	0.35	0.43	0.33	0.41	0.41	0.53
CAT	0.62	0.26	0.20	0.24	0.26	1.00	0.40	0.37	0.30	0.35	0.35	0.45	0.53	0.34	0.40	0.42	0.58
DIS	0.58	0.23	0.25	0.28	0.31	0.40	1.00	0.46	0.37	0.37	0.39	0.42	0.47	0.39	0.46	0.48	0.63
NKE	0.57	0.26	0.29	0.29	0.34	0.37	0.46	1.00	0.38	0.40	0.40	0.41	0.42	0.39	0.46	0.47	0.65
AMZN	0.64	0.16	0.18	0.16	0.25	0.30	0.37	0.38	1.00	0.53	0.66	0.42	0.31	0.63	0.46	0.48	0.66
AAPL	0.67	0.24	0.25	0.25	0.30	0.35	0.37	0.40	0.53	1.00	0.55	0.47	0.39	0.58	0.47	0.48	0.68
GOOG	0.69	0.24	0.21	0.23	0.29	0.35	0.39	0.40	0.66	0.55	1.00	0.46	0.38	0.65	0.51	0.51	0.70
CSCO	0.67	0.36	0.32	0.33	0.35	0.45	0.42	0.41	0.42	0.47	0.46	1.00	0.49	0.52	0.49	0.50	0.68
BRK-B	0.66	0.44	0.39	0.45	0.43	0.53	0.47	0.42	0.31	0.39	0.38	0.49	1.00	0.40	0.53	0.54	0.67
MSFT	0.73	0.25	0.27	0.27	0.33	0.34	0.39	0.39	0.63	0.58	0.65	0.52	0.40	1.00	0.55	0.56	0.72
V	0.67	0.35	0.35	0.37	0.41	0.40	0.46	0.46	0.46	0.47	0.51	0.49	0.53	0.55	1.00	0.85	0.76
MA	0.68	0.34	0.35	0.37	0.41	0.42	0.48	0.47	0.48	0.48	0.51	0.50	0.54	0.56	0.85	1.00	0.77
Portfolio	0.90	0.47	0.47	0.50	0.53	0.58	0.63	0.65	0.66	0.68	0.70	0.68	0.67	0.72	0.76	0.77	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Strong Moat Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table