Investment

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Investment

Currency in USD · Last updated May 9, 2025

Dividendentitel

Asset Allocation

Position	Category/Sector	Target Weight
CVX Chevron Corporation	Energy	8.90%
EW Edwards Lifesciences Corporation	Healthcare	8.20%
GOOGL Alphabet Inc Class A	Communication Services	10.50%
JCI Johnson Controls International plc	Industrials	5%
JNJ Johnson & Johnson	Healthcare	4.50%
KDP Keurig Dr Pepper Inc.	Consumer Defensive	2.40%
KO The Coca-Cola Company	Consumer Defensive	2.40%
MSFT Microsoft Corporation	Technology	28.10%
NEE NextEra Energy, Inc.	Utilities	6%
NKE NIKE, Inc.	Consumer Cyclical	2.20%
PLTR Palantir Technologies Inc.	Technology	3.40%
ROL Rollins, Inc.	Consumer Cyclical	4.80%
SBUX Starbucks Corporation	Consumer Cyclical	3.10%
UPS United Parcel Service, Inc.	Industrials	4.50%
V Visa Inc.	Financial Services	6%

Benchmark

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Investment, 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.

Investment

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.70%	13.67%	-5.18%	9.18%	14.14%	10.43%
Investment	2.81%	14.34%	4.37%	12.19%	N/A	N/A
Portfolio components:
CVX Chevron Corporation	-4.34%	0.08%	-10.71%	-12.04%	12.41%	6.97%
EW Edwards Lifesciences Corporation	0.81%	11.27%	13.35%	-12.29%	0.55%	13.46%
JCI Johnson Controls International plc	16.12%	28.25%	12.41%	42.60%	28.00%	12.58%
JNJ Johnson & Johnson	8.50%	3.77%	0.92%	7.86%	3.80%	7.37%
KO The Coca-Cola Company	15.15%	4.02%	13.48%	16.62%	12.51%	9.11%
MSFT Microsoft Corporation	4.16%	23.58%	3.41%	7.55%	19.98%	26.84%
NEE NextEra Energy, Inc.	-3.92%	6.57%	-7.07%	-3.58%	6.08%	13.48%
NKE NIKE, Inc.	-21.75%	10.59%	-21.61%	-35.87%	-7.14%	2.58%
PLTR Palantir Technologies Inc.	57.54%	54.10%	113.22%	452.64%	N/A	N/A
ROL Rollins, Inc.	22.70%	11.92%	16.35%	23.12%	16.31%	19.53%
UPS United Parcel Service, Inc.	-22.02%	5.47%	-25.79%	-31.02%	4.08%	3.04%
V Visa Inc.	11.33%	13.95%	15.28%	27.67%	14.53%	18.54%
GOOGL Alphabet Inc Class A	-18.41%	6.62%	-14.45%	-8.48%	17.56%	19.02%
KDP Keurig Dr Pepper Inc.	7.79%	1.70%	5.17%	4.02%	7.82%	-5.62%
SBUX Starbucks Corporation	-9.44%	3.14%	-13.50%	14.67%	3.18%	7.27%

*Annualized

Monthly Returns

The table below presents the monthly returns of Investment, 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	2.00%	0.31%	-3.26%	0.24%	3.60%								2.81%
2024	0.48%	4.90%	3.75%	-2.58%	4.63%	1.73%	-3.43%	2.75%	2.57%	-2.03%	6.53%	-0.90%	19.36%
2023	3.66%	-2.76%	8.16%	3.68%	2.72%	4.65%	1.45%	-3.98%	-4.43%	-1.26%	8.70%	2.24%	24.12%
2022	-6.39%	-0.71%	4.90%	-9.81%	-0.06%	-5.43%	8.69%	-5.99%	-8.64%	5.37%	6.93%	-5.32%	-17.24%
2021	1.16%	2.05%	2.90%	6.98%	0.08%	4.28%	4.28%	3.65%	-5.70%	9.93%	-3.06%	5.38%	35.75%
2020										-1.40%	15.70%	2.14%	16.52%

Expense Ratio

Investment 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 Investment is 62, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CVX Chevron Corporation	-0.48	-0.48	0.93	-0.54	-1.37
EW Edwards Lifesciences Corporation	-0.30	-0.09	0.98	-0.23	-0.54
JCI Johnson Controls International plc	1.35	2.21	1.29	2.21	6.71
JNJ Johnson & Johnson	0.42	0.70	1.10	0.47	1.28
KO The Coca-Cola Company	1.01	1.57	1.20	1.13	2.50
MSFT Microsoft Corporation	0.30	0.57	1.07	0.29	0.63
NEE NextEra Energy, Inc.	-0.13	0.12	1.02	-0.06	-0.12
NKE NIKE, Inc.	-0.90	-1.10	0.82	-0.52	-1.59
PLTR Palantir Technologies Inc.	6.40	4.33	1.60	7.90	27.74
ROL Rollins, Inc.	1.05	1.38	1.19	1.90	5.13
UPS United Parcel Service, Inc.	-0.99	-1.19	0.82	-0.56	-1.82
V Visa Inc.	1.27	1.87	1.28	1.98	6.65
GOOGL Alphabet Inc Class A	-0.28	-0.15	0.98	-0.26	-0.58
KDP Keurig Dr Pepper Inc.	0.22	0.43	1.06	0.23	0.48
SBUX Starbucks Corporation	0.36	0.96	1.13	0.40	1.42

The current Investment Sharpe ratio is 0.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Investment with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Investment

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Investment provided a 1.77% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.77%	1.66%	1.54%	1.39%	1.22%	1.49%	1.49%	11.51%	1.66%	2.52%	2.10%	1.87%
Portfolio components:
CVX Chevron Corporation	4.82%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%	3.75%
EW Edwards Lifesciences Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JCI Johnson Controls International plc	1.62%	1.88%	2.55%	2.19%	1.41%	2.23%	2.55%	3.51%	2.65%	15.64%	5.85%	3.69%
JNJ Johnson & Johnson	3.19%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
KO The Coca-Cola Company	2.76%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
NEE NextEra Energy, Inc.	3.09%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%
NKE NIKE, Inc.	2.61%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%	1.04%
PLTR Palantir Technologies 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%
ROL Rollins, Inc.	1.11%	1.33%	1.24%	1.18%	0.99%	0.61%	1.27%	1.29%	1.20%	1.48%	1.62%	1.57%
UPS United Parcel Service, Inc.	6.74%	5.17%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%	2.41%
V Visa Inc.	0.63%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
GOOGL Alphabet Inc Class A	0.52%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KDP Keurig Dr Pepper Inc.	2.65%	2.72%	2.45%	2.14%	1.83%	1.88%	2.07%	407.49%	2.39%	2.34%	2.06%	2.29%
SBUX Starbucks Corporation	2.87%	2.54%	2.25%	2.02%	1.57%	1.57%	1.69%	2.05%	1.83%	1.53%	0.87%	0.00%

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.

Investment

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Investment. 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 Investment was 22.87%, occurring on Sep 30, 2022. Recovery took 177 trading sessions.

The current Investment drawdown is 2.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.87%	Dec 30, 2021	190	Sep 30, 2022	177	Jun 15, 2023	367
-14.36%	Feb 21, 2025	33	Apr 8, 2025	—	—	—
-12.27%	Jul 26, 2023	67	Oct 27, 2023	50	Jan 10, 2024	117
-10.03%	Jul 8, 2024	21	Aug 5, 2024	55	Oct 22, 2024	76
-6.81%	Oct 13, 2020	12	Oct 28, 2020	6	Nov 5, 2020	18

Volatility

Volatility Chart

The current Investment volatility is 10.06%, 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.

Investment

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 8.04, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	CVX	JNJ	PLTR	KDP	ROL	NEE	KO	EW	UPS	GOOGL	NKE	JCI	SBUX	MSFT	V	Portfolio
^GSPC	1.00	0.34	0.27	0.54	0.32	0.42	0.39	0.37	0.55	0.54	0.71	0.56	0.66	0.57	0.77	0.63	0.91
CVX	0.34	1.00	0.19	0.11	0.12	0.10	0.17	0.21	0.08	0.27	0.17	0.22	0.30	0.19	0.09	0.25	0.31
JNJ	0.27	0.19	1.00	-0.04	0.31	0.29	0.36	0.50	0.28	0.31	0.12	0.21	0.19	0.27	0.13	0.30	0.28
PLTR	0.54	0.11	-0.04	1.00	0.06	0.17	0.16	-0.01	0.34	0.24	0.41	0.33	0.31	0.27	0.44	0.30	0.58
KDP	0.32	0.12	0.31	0.06	1.00	0.33	0.34	0.57	0.21	0.32	0.18	0.27	0.28	0.31	0.23	0.30	0.34
ROL	0.42	0.10	0.29	0.17	0.33	1.00	0.36	0.36	0.34	0.33	0.22	0.29	0.33	0.32	0.31	0.36	0.44
NEE	0.39	0.17	0.36	0.16	0.34	0.36	1.00	0.43	0.30	0.35	0.23	0.30	0.32	0.32	0.27	0.28	0.44
KO	0.37	0.21	0.50	-0.01	0.57	0.36	0.43	1.00	0.27	0.34	0.19	0.30	0.28	0.36	0.23	0.41	0.37
EW	0.55	0.08	0.28	0.34	0.21	0.34	0.30	0.27	1.00	0.33	0.39	0.37	0.36	0.39	0.44	0.44	0.60
UPS	0.54	0.27	0.31	0.24	0.32	0.33	0.35	0.34	0.33	1.00	0.31	0.43	0.43	0.39	0.35	0.40	0.54
GOOGL	0.71	0.17	0.12	0.41	0.18	0.22	0.23	0.19	0.39	0.31	1.00	0.39	0.38	0.37	0.72	0.45	0.76
NKE	0.56	0.22	0.21	0.33	0.27	0.29	0.30	0.30	0.37	0.43	0.39	1.00	0.46	0.55	0.40	0.44	0.57
JCI	0.66	0.30	0.19	0.31	0.28	0.33	0.32	0.28	0.36	0.43	0.38	0.46	1.00	0.42	0.40	0.44	0.58
SBUX	0.57	0.19	0.27	0.27	0.31	0.32	0.32	0.36	0.39	0.39	0.37	0.55	0.42	1.00	0.39	0.47	0.56
MSFT	0.77	0.09	0.13	0.44	0.23	0.31	0.27	0.23	0.44	0.35	0.72	0.40	0.40	0.39	1.00	0.47	0.85
V	0.63	0.25	0.30	0.30	0.30	0.36	0.28	0.41	0.44	0.40	0.45	0.44	0.44	0.47	0.47	1.00	0.63
Portfolio	0.91	0.31	0.28	0.58	0.34	0.44	0.44	0.37	0.60	0.54	0.76	0.57	0.58	0.56	0.85	0.63	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Investment

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community