ALL
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AWSHX American Funds Washington Mutual Investors Fund Class A | Large Cap Blend Equities | 5.20% |
DUK Duke Energy Corporation | Utilities | 14.40% |
EFA iShares MSCI EAFE ETF | Foreign Large Cap Equities | 2.60% |
ENB Enbridge Inc. | Energy | 4% |
FRDPX Franklin Rising Dividends Fund | Large Cap Blend Equities | 23.70% |
MO Altria Group, Inc. | Consumer Defensive | 1.60% |
VWELX Vanguard Wellington Fund Investor Shares | Diversified Portfolio | 2.70% |
VWINX Vanguard Wellesley Income Fund Investor Shares | Diversified Portfolio | 41.50% |
WMT Walmart Inc. | Consumer Defensive | 4.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ALL, 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 17, 2001, corresponding to the inception date of EFA
Returns By Period
As of Jan 12, 2025, the ALL returned -0.32% Year-To-Date and 6.26% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.93% | -3.71% | 3.77% | 21.81% | 12.17% | 11.26% |
| ALL | -0.32% | -4.16% | 4.12% | 11.65% | 6.26% | 6.12% |
| Portfolio components: | ||||||
WMT Walmart Inc. | 2.93% | -1.33% | 34.28% | 75.02% | 21.25% | 14.72% |
ENB Enbridge Inc. | 2.47% | 3.75% | 25.47% | 26.60% | 8.84% | 5.18% |
EFA iShares MSCI EAFE ETF | -0.73% | -3.56% | -5.91% | 3.12% | 4.43% | 5.15% |
AWSHX American Funds Washington Mutual Investors Fund Class A | -0.91% | -7.11% | -0.94% | 8.24% | 6.44% | 6.14% |
DUK Duke Energy Corporation | -1.74% | -2.71% | 2.43% | 11.92% | 7.04% | 6.32% |
MO Altria Group, Inc. | -2.72% | -5.57% | 10.81% | 33.62% | 8.41% | 6.18% |
FRDPX Franklin Rising Dividends Fund | -1.04% | -12.44% | -6.56% | 0.63% | 5.41% | 6.73% |
VWELX Vanguard Wellington Fund Investor Shares | -0.70% | -2.66% | 2.76% | 13.82% | 3.93% | 4.55% |
VWINX Vanguard Wellesley Income Fund Investor Shares | -0.93% | -2.33% | 0.76% | 5.21% | 3.55% | 5.03% |
Monthly Returns
The table below presents the monthly returns of ALL, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.07% | 0.89% | 3.48% | -2.30% | 3.84% | -0.57% | 3.89% | 4.44% | 1.51% | -1.14% | 4.50% | -6.08% | 12.47% |
| 2023 | 2.64% | -3.77% | 2.12% | 2.12% | -4.53% | 3.70% | 1.56% | -2.07% | -3.31% | -1.52% | 6.19% | 2.93% | 5.57% |
| 2022 | -1.45% | -1.54% | 3.58% | -3.96% | 1.43% | -6.28% | 5.08% | -3.25% | -7.99% | 5.02% | 6.79% | -3.35% | -6.96% |
| 2021 | -0.37% | -0.23% | 5.12% | 3.62% | 1.50% | 0.58% | 2.27% | 1.37% | -3.29% | 4.59% | -2.99% | 3.19% | 16.00% |
| 2020 | 1.28% | -5.33% | -10.53% | 7.08% | 3.77% | -1.24% | 4.51% | 1.81% | -0.80% | -1.59% | 8.23% | 1.10% | 6.98% |
| 2019 | 5.64% | 2.96% | 1.17% | 1.84% | -2.54% | 3.74% | -0.61% | 1.72% | 1.84% | 0.49% | 1.39% | 1.65% | 20.81% |
| 2018 | 0.17% | -5.17% | -0.45% | -0.18% | 0.67% | 2.17% | 2.61% | 0.74% | -0.53% | -2.61% | 3.08% | -5.64% | -5.42% |
| 2017 | 0.75% | 2.64% | -0.02% | 0.79% | 0.95% | -0.03% | 1.54% | 0.21% | 1.44% | 0.96% | 1.91% | -0.14% | 11.53% |
| 2016 | 0.61% | 0.62% | 5.92% | 1.31% | 0.34% | 3.61% | 0.97% | -1.24% | 1.51% | -1.50% | -0.48% | 0.86% | 13.02% |
| 2015 | -1.22% | 0.14% | -0.17% | 1.68% | -1.37% | -2.79% | 0.30% | -4.10% | -2.07% | 5.65% | -2.99% | -2.11% | -9.01% |
| 2014 | -1.97% | 2.63% | 1.99% | 2.37% | 0.24% | 1.19% | -0.99% | 2.71% | -1.45% | 2.16% | 1.25% | 1.67% | 12.30% |
Expense Ratio
ALL features an expense ratio of 0.34%, falling within the medium range. 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
The current rank of ALL is 38, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
WMT Walmart Inc. | 4.37 | 6.37 | 1.82 | 13.31 | 42.26 |
ENB Enbridge Inc. | 1.88 | 2.68 | 1.32 | 1.25 | 8.77 |
EFA iShares MSCI EAFE ETF | 0.33 | 0.53 | 1.06 | 0.42 | 1.06 |
AWSHX American Funds Washington Mutual Investors Fund Class A | 0.69 | 0.94 | 1.14 | 1.10 | 3.67 |
DUK Duke Energy Corporation | 0.67 | 1.05 | 1.12 | 0.75 | 2.56 |
MO Altria Group, Inc. | 1.79 | 2.72 | 1.35 | 1.71 | 8.71 |
FRDPX Franklin Rising Dividends Fund | 0.09 | 0.19 | 1.03 | 0.08 | 0.34 |
VWELX Vanguard Wellington Fund Investor Shares | 1.66 | 2.26 | 1.30 | 0.99 | 10.94 |
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.93 | 1.28 | 1.17 | 1.12 | 4.25 |
Dividends
Dividend yield
ALL provided a 4.37% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.37% | 4.33% | 3.63% | 4.66% | 3.84% | 3.28% | 3.12% | 4.79% | 3.08% | 3.25% | 3.93% | 3.39% |
| Portfolio components: | ||||||||||||
WMT Walmart Inc. | 0.89% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
ENB Enbridge Inc. | 6.13% | 6.28% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
EFA iShares MSCI EAFE ETF | 3.26% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
AWSHX American Funds Washington Mutual Investors Fund Class A | 1.42% | 1.40% | 1.67% | 1.95% | 1.41% | 1.73% | 1.83% | 2.09% | 1.87% | 1.92% | 2.11% | 2.04% |
DUK Duke Energy Corporation | 3.91% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% |
MO Altria Group, Inc. | 7.86% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
FRDPX Franklin Rising Dividends Fund | 0.73% | 0.72% | 0.99% | 0.93% | 0.56% | 0.82% | 1.03% | 1.29% | 1.11% | 1.63% | 1.30% | 1.15% |
VWELX Vanguard Wellington Fund Investor Shares | 10.84% | 10.76% | 6.01% | 2.25% | 1.71% | 2.07% | 2.53% | 3.00% | 2.45% | 2.56% | 3.25% | 2.55% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 6.68% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 4.00% | 4.00% | 5.60% | 4.92% |
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 ALL. 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 ALL was 34.56%, occurring on Mar 9, 2009. Recovery took 278 trading sessions.
The current ALL drawdown is 6.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.56% | Nov 1, 2007 | 339 | Mar 9, 2009 | 278 | Apr 15, 2010 | 617 |
| -28.28% | Feb 18, 2020 | 25 | Mar 23, 2020 | 162 | Nov 10, 2020 | 187 |
| -20.26% | Apr 11, 2002 | 129 | Oct 9, 2002 | 294 | Dec 8, 2003 | 423 |
| -16.33% | Nov 8, 2021 | 234 | Oct 12, 2022 | 353 | Mar 11, 2024 | 587 |
| -15.49% | Apr 27, 2015 | 186 | Jan 20, 2016 | 108 | Jun 23, 2016 | 294 |
Volatility
Volatility Chart
The current ALL volatility is 2.83%, 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
| MO | ENB | DUK | WMT | EFA | VWINX | FRDPX | AWSHX | VWELX | |
|---|---|---|---|---|---|---|---|---|---|
| MO | 1.00 | 0.24 | 0.32 | 0.29 | 0.36 | 0.43 | 0.41 | 0.43 | 0.40 |
| ENB | 0.24 | 1.00 | 0.26 | 0.19 | 0.47 | 0.43 | 0.42 | 0.45 | 0.45 |
| DUK | 0.32 | 0.26 | 1.00 | 0.30 | 0.33 | 0.49 | 0.39 | 0.42 | 0.42 |
| WMT | 0.29 | 0.19 | 0.30 | 1.00 | 0.37 | 0.40 | 0.51 | 0.49 | 0.45 |
| EFA | 0.36 | 0.47 | 0.33 | 0.37 | 1.00 | 0.70 | 0.77 | 0.80 | 0.84 |
| VWINX | 0.43 | 0.43 | 0.49 | 0.40 | 0.70 | 1.00 | 0.74 | 0.77 | 0.84 |
| FRDPX | 0.41 | 0.42 | 0.39 | 0.51 | 0.77 | 0.74 | 1.00 | 0.92 | 0.90 |
| AWSHX | 0.43 | 0.45 | 0.42 | 0.49 | 0.80 | 0.77 | 0.92 | 1.00 | 0.93 |
| VWELX | 0.40 | 0.45 | 0.42 | 0.45 | 0.84 | 0.84 | 0.90 | 0.93 | 1.00 |