staple
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
COKE Coca-Cola Consolidated, Inc. | Consumer Defensive | 20% |
COST Costco Wholesale Corporation | Consumer Defensive | 20% |
LRN Stride, Inc. | Consumer Defensive | 20% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 20% |
XLP Consumer Staples Select Sector SPDR Fund | Consumer Staples Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in staple, 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.
The earliest data available for this chart is Aug 1, 2013, corresponding to the inception date of SFM
Returns By Period
As of Feb 22, 2025, the staple returned 13.85% Year-To-Date and 23.34% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.24% | -1.20% | 6.72% | 18.21% | 12.53% | 11.04% |
| staple | 13.85% | 6.36% | 25.51% | 80.77% | 38.75% | 23.34% |
| Portfolio components: | ||||||
SFM Sprouts Farmers Market, Inc. | 12.79% | -2.00% | 46.44% | 166.59% | 51.60% | 14.65% |
LRN Stride, Inc. | 29.16% | 14.26% | 64.67% | 140.19% | 51.76% | 22.80% |
COST Costco Wholesale Corporation | 13.09% | 9.68% | 18.01% | 41.71% | 28.51% | 23.68% |
COKE Coca-Cola Consolidated, Inc. | 9.96% | 3.89% | 2.83% | 70.80% | 39.53% | 30.58% |
XLP Consumer Staples Select Sector SPDR Fund | 4.54% | 6.42% | 1.72% | 13.33% | 7.74% | 7.97% |
Monthly Returns
The table below presents the monthly returns of staple, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 14.05% | 13.85% | |||||||||||
| 2024 | 1.36% | 6.38% | 2.24% | 0.72% | 11.09% | 4.90% | 6.34% | 8.75% | 1.66% | 1.32% | 13.50% | -7.39% | 62.03% |
| 2023 | 9.33% | -0.90% | 1.29% | 4.70% | 0.42% | 0.30% | 3.10% | 3.85% | 0.14% | 3.34% | 8.06% | 10.22% | 52.73% |
| 2022 | -4.64% | -2.32% | 6.82% | -2.97% | 0.12% | -0.22% | 5.16% | -4.53% | -5.05% | 3.91% | 7.28% | -5.80% | -3.47% |
| 2021 | 4.49% | -5.00% | 16.58% | 0.14% | 7.88% | 2.71% | 0.94% | 4.29% | -2.05% | 1.85% | 13.06% | 7.07% | 63.24% |
| 2020 | -8.11% | -4.67% | 2.03% | 11.81% | 7.39% | 1.26% | 17.44% | -2.14% | -11.12% | -4.97% | 8.18% | -2.15% | 11.66% |
| 2019 | 12.26% | 3.79% | 6.53% | 1.02% | -3.76% | 1.93% | -1.52% | 3.55% | -0.77% | -6.24% | 0.52% | 1.25% | 18.76% |
| 2018 | 4.87% | -7.83% | -4.78% | 2.53% | -6.34% | 3.73% | 2.73% | 9.62% | 3.96% | 2.62% | 4.96% | -6.26% | 8.39% |
| 2017 | 2.67% | 0.43% | 8.63% | 0.95% | 4.71% | -4.68% | 1.96% | -5.98% | -0.13% | -1.88% | 8.82% | 0.85% | 16.33% |
| 2016 | -3.86% | 5.73% | 0.86% | 2.69% | -7.16% | 5.27% | 0.47% | -0.83% | 0.49% | -5.07% | 5.86% | 6.53% | 10.29% |
| 2015 | 7.62% | 7.87% | -0.51% | -2.54% | -4.18% | 2.09% | 3.18% | -5.89% | 5.51% | -0.10% | 2.73% | -0.35% | 15.37% |
| 2014 | -4.64% | 6.15% | 0.58% | -0.61% | -4.48% | 3.69% | -3.15% | -0.72% | -2.83% | 1.97% | 4.38% | -0.05% | -0.38% |
Expense Ratio
staple has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, staple is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SFM Sprouts Farmers Market, Inc. | 4.48 | 4.76 | 1.79 | 8.91 | 35.65 |
LRN Stride, Inc. | 2.92 | 5.73 | 1.73 | 5.71 | 26.20 |
COST Costco Wholesale Corporation | 2.22 | 2.83 | 1.39 | 4.23 | 9.85 |
COKE Coca-Cola Consolidated, Inc. | 2.00 | 3.00 | 1.38 | 3.91 | 12.36 |
XLP Consumer Staples Select Sector SPDR Fund | 1.39 | 2.03 | 1.24 | 1.69 | 4.95 |
Dividends
Dividend yield
staple provided a 0.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.71% | 0.97% | 1.21% | 0.69% | 0.60% | 1.25% | 0.76% | 0.94% | 1.58% | 0.84% | 1.43% | 0.90% |
| Portfolio components: | ||||||||||||
SFM Sprouts Farmers Market, 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% |
LRN Stride, 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% |
COST Costco Wholesale Corporation | 0.45% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
COKE Coca-Cola Consolidated, Inc. | 0.43% | 1.59% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% |
XLP Consumer Staples Select Sector SPDR Fund | 2.65% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the staple. 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 staple was 26.60%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current staple drawdown is 6.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.6% | May 13, 2019 | 218 | Mar 23, 2020 | 72 | Jul 6, 2020 | 290 |
| -22.56% | Aug 6, 2020 | 62 | Nov 2, 2020 | 139 | May 24, 2021 | 201 |
| -18.67% | Jan 29, 2018 | 75 | May 15, 2018 | 80 | Sep 7, 2018 | 155 |
| -16.42% | Apr 21, 2022 | 21 | May 19, 2022 | 175 | Jan 31, 2023 | 196 |
| -15.31% | Oct 12, 2015 | 68 | Jan 19, 2016 | 72 | May 2, 2016 | 140 |
Volatility
Volatility Chart
The current staple volatility is 6.94%, 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.
Diversification
Asset Correlations Table
| LRN | SFM | COKE | COST | XLP | |
|---|---|---|---|---|---|
| LRN | 1.00 | 0.18 | 0.17 | 0.17 | 0.18 |
| SFM | 0.18 | 1.00 | 0.18 | 0.31 | 0.29 |
| COKE | 0.17 | 0.18 | 1.00 | 0.28 | 0.41 |
| COST | 0.17 | 0.31 | 0.28 | 1.00 | 0.59 |
| XLP | 0.18 | 0.29 | 0.41 | 0.59 | 1.00 |