Strong Moat Portfolio

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 6, 2026, the Strong Moat Portfolio returned 5.94% Year-To-Date and 17.61% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Strong Moat Portfolio	-0.33%	0.70%	5.94%	6.93%	21.24%	17.72%	11.52%	17.61%
Portfolio components:
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
BRK-B Berkshire Hathaway Inc.	-0.23%	2.32%	-3.11%	-2.06%	-1.32%	13.25%	11.03%	13.14%
CAT Caterpillar Inc.	1.26%	2.03%	60.51%	54.15%	161.94%	59.74%	33.67%	31.20%
CSCO Cisco Systems, Inc.	2.06%	28.56%	62.91%	59.13%	92.26%	39.53%	21.53%	19.19%
DIS The Walt Disney Company	-0.84%	-8.47%	-13.10%	-7.52%	-12.24%	3.25%	-10.48%	0.98%
GOOG Alphabet Inc	-1.20%	-8.98%	15.25%	15.01%	107.32%	43.67%	23.94%	26.05%
JNJ Johnson & Johnson	-0.26%	5.50%	13.43%	16.43%	53.49%	16.56%	10.04%	10.06%
KO The Coca-Cola Company	0.08%	1.43%	14.56%	14.00%	14.71%	12.88%	10.72%	8.99%
MA Mastercard Incorporated	-1.10%	-1.98%	-14.65%	-9.84%	-17.21%	10.21%	6.59%	18.40%

*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 +1.40%. At this rate, an investment would double in approximately 4.2 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%	7.94%	3.39%	-1.59%							5.94%
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 5.64%, beta of 0.92, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 108.45% of S&P 500 Index gains but only 84.76% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 5.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R2 of 0.89, 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: 5.64%

Beta: 0.92

R²: 0.89

Upside Capture: 108.45%

Downside Capture: 84.76%

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 38 for risk / return — below 38% 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

The table below presents risk-adjusted performance metrics for Strong Moat Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.00	1.94	+0.07
Sortino ratioReturn per unit of downside risk	2.89	2.63	+0.26
Omega ratioGain probability vs. loss probability	1.34	1.35	-0.01
Calmar ratioReturn relative to maximum drawdown	2.43	2.59	-0.15
Martin ratioReturn relative to average drawdown	9.55	11.84	-2.29
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	88	2.18	3.09	1.39	3.53	8.89
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
BRK-B Berkshire Hathaway Inc.	35	-0.09	-0.03	1.00	-0.14	-0.30
CAT Caterpillar Inc.	98	4.76	5.44	1.69	11.74	38.95
CSCO Cisco Systems, Inc.	95	3.02	3.55	1.54	6.83	19.08
DIS The Walt Disney Company	21	-0.51	-0.57	0.93	-0.49	-1.00
GOOG Alphabet Inc	96	3.76	5.15	1.61	5.20	18.68
JNJ Johnson & Johnson	95	3.19	4.65	1.57	4.91	14.52
KO The Coca-Cola Company	69	0.90	1.49	1.16	1.87	3.66
MA Mastercard Incorporated	9	-0.78	-0.97	0.88	-0.83	-1.68

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 Jun 6, 2026 (values are recalculated daily):

1-Year: 2.00
5-Year: 0.75
10-Year: 1.02
All Time: 1.01

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 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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 1.36% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.36%	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	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
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%
CAT Caterpillar Inc.	0.66%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CSCO Cisco Systems, Inc.	1.33%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
DIS The Walt Disney Company	1.26%	1.10%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%
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%
JNJ Johnson & Johnson	2.26%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
KO The Coca-Cola Company	2.59%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
MA Mastercard Incorporated	0.67%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%

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 1.82%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.88%Mar 2020	1mo 9d	4mo 1d	5mo 10dFeb 2020 - Jul 2020
Bear market2022	-24.15%Sep 2022	8mo 28d	10mo 4d	1y 6moJan 2022 - Jul 2023
Rate-hike selloffLate 2018	-15.57%Dec 2018	2mo 22d	2mo 19d	5mo 11dOct 2018 - Mar 2019
2025 selloff2025	-15.41%Apr 2025	1mo 6d	2mo 20d	3mo 26dMar 2025 - Jun 2025
2015 correction2015	-11.55%Aug 2015	1mo 5d	1mo 25d	3moJul 2015 - Oct 2015

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.27	1.85	1.60	1.46	1.46

The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Strong Moat Portfolio correlation to the S&P 500 Index

Strong Moat Portfolio has a 0.75 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.72, while PG has the lowest at 0.37.

0.37

0.39

0.44

0.56

0.58

0.62

0.64

0.65

0.66

0.67

0.69

0.72

Portfolio Correlations

Correlation vs. Strong Moat Portfolio. MA has the highest portfolio correlation at 0.76, while JNJ has the lowest at 0.47.

JNJ

0.47

0.48

0.49

0.53

0.58

0.63

0.64

0.66

0.66

0.67

0.67

0.70

0.71

0.75

0.76

Asset Correlations Table

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

	JNJ	PG	KO	MCD	CAT	DIS	NKE	AMZN	AAPL	GOOG	CSCO	BRK-B	MSFT	V	MA
JNJ	1.00	0.47	0.45	0.38	0.25	0.23	0.26	0.15	0.24	0.24	0.35	0.44	0.24	0.35	0.34
PG	0.47	1.00	0.60	0.42	0.21	0.25	0.29	0.18	0.26	0.22	0.31	0.39	0.27	0.34	0.34
KO	0.45	0.60	1.00	0.48	0.24	0.28	0.29	0.15	0.25	0.23	0.32	0.45	0.26	0.37	0.36
MCD	0.38	0.42	0.48	1.00	0.25	0.31	0.34	0.24	0.30	0.29	0.35	0.42	0.32	0.41	0.41
CAT	0.25	0.21	0.24	0.25	1.00	0.39	0.36	0.30	0.34	0.35	0.44	0.52	0.32	0.39	0.41
DIS	0.23	0.25	0.28	0.31	0.39	1.00	0.46	0.37	0.37	0.40	0.41	0.47	0.38	0.46	0.47
NKE	0.26	0.29	0.29	0.34	0.36	0.46	1.00	0.38	0.40	0.39	0.40	0.42	0.39	0.45	0.46
AMZN	0.15	0.18	0.15	0.24	0.30	0.37	0.38	1.00	0.53	0.66	0.41	0.30	0.62	0.46	0.47
AAPL	0.24	0.26	0.25	0.30	0.34	0.37	0.40	0.53	1.00	0.55	0.47	0.39	0.57	0.46	0.47
GOOG	0.24	0.22	0.23	0.29	0.35	0.40	0.39	0.66	0.55	1.00	0.45	0.37	0.64	0.50	0.50
CSCO	0.35	0.31	0.32	0.35	0.44	0.41	0.40	0.41	0.47	0.45	1.00	0.48	0.51	0.48	0.49
BRK-B	0.44	0.39	0.45	0.42	0.52	0.47	0.42	0.30	0.39	0.37	0.48	1.00	0.39	0.52	0.53
MSFT	0.24	0.27	0.26	0.32	0.32	0.38	0.39	0.62	0.57	0.64	0.51	0.39	1.00	0.54	0.55
V	0.35	0.34	0.37	0.41	0.39	0.46	0.45	0.46	0.46	0.50	0.48	0.52	0.54	1.00	0.85
MA	0.34	0.34	0.36	0.41	0.41	0.47	0.46	0.47	0.47	0.50	0.49	0.53	0.55	0.85	1.00

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

Diversification Analysis

Find what Strong Moat Portfolio is missing

See which holdings overlap, where Strong Moat Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification