2015 Most Valuable 20 Companies

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
AMZN Amazon.com, Inc	Consumer Cyclical	5%
BRK-B Berkshire Hathaway Inc.	Financial Services	5%
CVX Chevron Corporation	Energy	5%
DIS The Walt Disney Company	Communication Services	5%
GE General Electric Company	Industrials	5%
GOOG Alphabet Inc	Communication Services	5%
JNJ Johnson & Johnson	Healthcare	5%
JPM JPMorgan Chase & Co.	Financial Services	5%
KO The Coca-Cola Company	Consumer Defensive	5%
META Meta Platforms, Inc.	Communication Services	5%
MSFT Microsoft Corporation	Technology	5%
ORCL Oracle Corporation	Technology	5%
PFE Pfizer Inc.	Healthcare	5%
PG The Procter & Gamble Company	Consumer Defensive	5%
T AT&T Inc.	Communication Services	5%
VZ Verizon Communications Inc.	Communication Services	5%
WFC Wells Fargo & Company	Financial Services	5%
WMT Walmart Inc.	Consumer Defensive	5%
XOM Exxon Mobil Corporation	Energy	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2015 Most Valuable 20 Companies , 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 1, 2026, the 2015 Most Valuable 20 Companies returned 2.19% Year-To-Date and 15.91% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.91%	-5.09%	-4.63%	-2.39%	16.33%	16.69%	10.18%	12.16%
Portfolio 2015 Most Valuable 20 Companies	1.66%	-2.77%	2.19%	3.26%	22.30%	23.53%	16.38%	15.91%
Portfolio components:
AAPL Apple Inc	2.90%	-3.93%	-6.56%	-0.14%	14.75%	16.01%	16.20%	26.13%
AMZN Amazon.com, Inc	3.64%	-0.82%	-9.77%	-5.15%	9.47%	26.33%	5.67%	21.41%
BRK-B Berkshire Hathaway Inc.	0.96%	-5.10%	-4.67%	-4.68%	-10.02%	15.78%	13.16%	12.79%
CVX Chevron Corporation	-1.81%	10.78%	37.08%	36.04%	29.24%	12.92%	19.23%	12.88%
DIS The Walt Disney Company	2.18%	-9.11%	-15.29%	-15.26%	-1.27%	-0.50%	-12.19%	0.54%
GE General Electric Company	3.85%	-16.97%	-7.74%	-5.42%	42.53%	55.75%	34.42%	7.63%
GOOG Alphabet Inc	5.02%	-7.82%	-8.52%	17.94%	84.25%	40.63%	22.03%	22.67%
JNJ Johnson & Johnson	0.80%	-1.61%	18.74%	33.37%	51.50%	19.92%	11.57%	11.41%
JPM JPMorgan Chase & Co.	3.66%	-2.04%	-8.30%	-5.87%	22.38%	34.32%	16.79%	20.45%
KO The Coca-Cola Company	-0.29%	-6.11%	9.53%	16.27%	9.26%	10.27%	10.95%	8.31%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, 2015 Most Valuable 20 Companies 's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2015 Most Valuable 20 Companies closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -9.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.31%	1.73%	-2.77%										2.19%
2025	5.25%	1.96%	-4.03%	-2.20%	6.19%	5.30%	2.47%	2.50%	3.13%	-0.19%	1.11%	0.12%	23.25%
2024	3.87%	5.34%	4.54%	-2.13%	4.37%	2.57%	1.52%	2.38%	2.99%	-0.65%	6.60%	-3.28%	31.39%
2023	7.15%	-2.16%	4.70%	3.77%	-0.81%	5.32%	2.28%	-1.28%	-3.13%	-0.95%	7.13%	1.23%	25.02%
2022	-0.03%	-2.34%	2.80%	-7.03%	1.77%	-8.11%	6.88%	-3.29%	-9.80%	9.63%	5.50%	-4.18%	-9.85%
2021	-1.43%	5.14%	5.12%	5.25%	0.91%	0.96%	2.13%	2.30%	-3.55%	5.09%	-2.29%	4.31%	26.08%

Benchmark Metrics

2015 Most Valuable 20 Companies has an annualized alpha of 5.18%, beta of 0.86, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 102.56% of S&P 500 Index gains but only 82.23% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 5.18% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 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: 5.18%

Beta: 0.86

R²: 0.90

Upside Capture: 102.56%

Downside Capture: 82.23%

Expense Ratio

2015 Most Valuable 20 Companies 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

2015 Most Valuable 20 Companies ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.53	0.90	+0.64
Sortino ratio Return per unit of downside risk	2.17	1.39	+0.78
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.15
Calmar ratio Return relative to maximum drawdown	2.08	1.40	+0.68
Martin ratio Return relative to average drawdown	10.92	6.61	+4.32
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	59	0.47	0.92	1.13	0.74	2.30
AMZN Amazon.com, Inc	50	0.27	0.65	1.08	0.37	0.89
BRK-B Berkshire Hathaway Inc.	20	-0.55	-0.63	0.91	-0.60	-1.03
CVX Chevron Corporation	73	1.17	1.59	1.23	1.46	3.16
DIS The Walt Disney Company	38	-0.04	0.16	1.02	-0.03	-0.06
GE General Electric Company	79	1.32	1.78	1.26	2.05	7.39
GOOG Alphabet Inc	95	2.82	3.77	1.47	4.07	15.83
JNJ Johnson & Johnson	94	2.71	3.40	1.52	4.55	13.23
JPM JPMorgan Chase & Co.	70	0.89	1.28	1.18	1.53	4.16
KO The Coca-Cola Company	60	0.56	0.94	1.11	1.14	2.32

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.

2015 Most Valuable 20 Companies Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

1-Year: 1.53
5-Year: 1.15
10-Year: 0.98
All Time: 0.94

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 0.97 to 1.64, 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 2015 Most Valuable 20 Companies 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

2015 Most Valuable 20 Companies provided a 1.95% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.95%	2.14%	2.20%	2.27%	2.06%	2.08%	2.47%	2.33%	2.61%	2.32%	2.33%	2.50%
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%
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%
CVX Chevron Corporation	3.34%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
DIS The Walt Disney Company	1.30%	1.10%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%
GE General Electric Company	0.55%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
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	2.13%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
KO The Coca-Cola Company	2.71%	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 2015 Most Valuable 20 Companies . 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 2015 Most Valuable 20 Companies was 30.51%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current 2015 Most Valuable 20 Companies drawdown is 2.87%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.51%	Feb 13, 2020	27	Mar 23, 2020	114	Sep 2, 2020	141
-21.24%	Jan 13, 2022	180	Sep 30, 2022	168	Jun 2, 2023	348
-16.87%	Oct 10, 2018	52	Dec 24, 2018	59	Mar 21, 2019	111
-15.37%	Feb 20, 2025	34	Apr 8, 2025	41	Jun 6, 2025	75
-13.13%	Jul 21, 2015	26	Aug 25, 2015	45	Oct 28, 2015	71

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 20 assets, with an effective number of assets of 20.00, 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	WMT	VZ	PFE	PG	JNJ	XOM	T	KO	META	CVX	GE	AMZN	ORCL	AAPL	DIS	WFC	GOOG	MSFT	JPM	BRK-B	Portfolio
Benchmark	1.00	0.38	0.32	0.41	0.37	0.39	0.43	0.37	0.40	0.61	0.45	0.52	0.64	0.62	0.67	0.58	0.58	0.69	0.73	0.64	0.66	0.90
WMT	0.38	1.00	0.29	0.24	0.42	0.32	0.18	0.29	0.36	0.19	0.18	0.21	0.24	0.26	0.25	0.25	0.20	0.24	0.28	0.24	0.36	0.44
VZ	0.32	0.29	1.00	0.34	0.42	0.40	0.27	0.68	0.43	0.10	0.28	0.20	0.09	0.19	0.17	0.27	0.26	0.15	0.18	0.28	0.39	0.46
PFE	0.41	0.24	0.34	1.00	0.33	0.50	0.25	0.30	0.33	0.18	0.25	0.20	0.18	0.26	0.25	0.26	0.28	0.24	0.26	0.31	0.39	0.47
PG	0.37	0.42	0.42	0.33	1.00	0.47	0.19	0.35	0.60	0.16	0.19	0.18	0.18	0.24	0.25	0.25	0.19	0.22	0.27	0.23	0.39	0.44
JNJ	0.39	0.32	0.40	0.50	0.47	1.00	0.24	0.35	0.45	0.15	0.24	0.18	0.16	0.25	0.24	0.23	0.25	0.24	0.25	0.28	0.44	0.47
XOM	0.43	0.18	0.27	0.25	0.19	0.24	1.00	0.32	0.26	0.15	0.83	0.36	0.16	0.25	0.23	0.33	0.41	0.22	0.19	0.44	0.46	0.53
T	0.37	0.29	0.68	0.30	0.35	0.35	0.32	1.00	0.40	0.13	0.32	0.30	0.13	0.23	0.20	0.34	0.33	0.18	0.17	0.37	0.45	0.51
KO	0.40	0.36	0.43	0.33	0.60	0.45	0.26	0.40	1.00	0.15	0.26	0.23	0.16	0.24	0.25	0.28	0.25	0.23	0.27	0.28	0.45	0.49
META	0.61	0.19	0.10	0.18	0.16	0.15	0.15	0.13	0.15	1.00	0.16	0.29	0.61	0.41	0.49	0.36	0.27	0.63	0.57	0.32	0.30	0.58
CVX	0.45	0.18	0.28	0.25	0.19	0.24	0.83	0.32	0.26	0.16	1.00	0.37	0.17	0.26	0.23	0.31	0.41	0.24	0.23	0.46	0.45	0.54
GE	0.52	0.21	0.20	0.20	0.18	0.18	0.36	0.30	0.23	0.29	0.37	1.00	0.26	0.34	0.29	0.37	0.46	0.30	0.28	0.50	0.45	0.57
AMZN	0.64	0.24	0.09	0.18	0.18	0.16	0.16	0.13	0.16	0.61	0.17	0.26	1.00	0.42	0.53	0.37	0.26	0.66	0.63	0.31	0.31	0.59
ORCL	0.62	0.26	0.19	0.26	0.24	0.25	0.25	0.23	0.24	0.41	0.26	0.34	0.42	1.00	0.41	0.36	0.35	0.44	0.55	0.39	0.41	0.61
AAPL	0.67	0.25	0.17	0.25	0.25	0.24	0.23	0.20	0.25	0.49	0.23	0.29	0.53	0.41	1.00	0.37	0.31	0.55	0.58	0.35	0.39	0.62
DIS	0.58	0.25	0.27	0.26	0.25	0.23	0.33	0.34	0.28	0.36	0.31	0.37	0.37	0.36	0.37	1.00	0.42	0.39	0.39	0.47	0.47	0.62
WFC	0.58	0.20	0.26	0.28	0.19	0.25	0.41	0.33	0.25	0.27	0.41	0.46	0.26	0.35	0.31	0.42	1.00	0.32	0.32	0.78	0.61	0.62
GOOG	0.69	0.24	0.15	0.24	0.22	0.24	0.22	0.18	0.23	0.63	0.24	0.30	0.66	0.44	0.55	0.39	0.32	1.00	0.65	0.37	0.38	0.65
MSFT	0.73	0.28	0.18	0.26	0.27	0.25	0.19	0.17	0.27	0.57	0.23	0.28	0.63	0.55	0.58	0.39	0.32	0.65	1.00	0.36	0.40	0.65
JPM	0.64	0.24	0.28	0.31	0.23	0.28	0.44	0.37	0.28	0.32	0.46	0.50	0.31	0.39	0.35	0.47	0.78	0.37	0.36	1.00	0.69	0.69
BRK-B	0.66	0.36	0.39	0.39	0.39	0.44	0.46	0.45	0.45	0.30	0.45	0.45	0.31	0.41	0.39	0.47	0.61	0.38	0.40	0.69	1.00	0.73
Portfolio	0.90	0.44	0.46	0.47	0.44	0.47	0.53	0.51	0.49	0.58	0.54	0.57	0.59	0.61	0.62	0.62	0.62	0.65	0.65	0.69	0.73	1.00

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

2015 Most Valuable 20 Companies

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