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ALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FRDPX 23.7%DUK 14.4%AWSHX 5.2%WMT 4.3%ENB 4%EFA 2.6%MO 1.6%VWINX 41.5%VWELX 2.7%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget 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.


-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.12%
3.48%
ALL
Benchmark (^GSPC)
Portfolio components

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.


YTD1M6M1Y5Y*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%
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%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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%
20232.64%-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%
20201.28%-5.33%-10.53%7.08%3.77%-1.24%4.51%1.81%-0.80%-1.59%8.23%1.10%6.98%
20195.64%2.96%1.17%1.84%-2.54%3.74%-0.61%1.72%1.84%0.49%1.39%1.65%20.81%
20180.17%-5.17%-0.45%-0.18%0.67%2.17%2.61%0.74%-0.53%-2.61%3.08%-5.64%-5.42%
20170.75%2.64%-0.02%0.79%0.95%-0.03%1.54%0.21%1.44%0.96%1.91%-0.14%11.53%
20160.61%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.


Expense ratio chart for FRDPX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for AWSHX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for EFA: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VWELX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for VWINX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

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.


The Risk-Adjusted Performance Rank of ALL is 3838
Overall Rank
The Sharpe Ratio Rank of ALL is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ALL is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ALL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ALL is 2929
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.


Sharpe ratio
The chart of Sharpe ratio for ALL, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.541.77
The chart of Sortino ratio for ALL, currently valued at 2.08, compared to the broader market-2.000.002.004.002.082.37
The chart of Omega ratio for ALL, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.281.32
The chart of Calmar ratio for ALL, currently valued at 1.87, compared to the broader market0.002.004.006.008.0010.001.872.65
The chart of Martin ratio for ALL, currently valued at 6.60, compared to the broader market0.0010.0020.0030.0040.006.6011.13
ALL
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WMT
Walmart Inc.
4.376.371.8213.3142.26
ENB
Enbridge Inc.
1.882.681.321.258.77
EFA
iShares MSCI EAFE ETF
0.330.531.060.421.06
AWSHX
American Funds Washington Mutual Investors Fund Class A
0.690.941.141.103.67
DUK
Duke Energy Corporation
0.671.051.120.752.56
MO
Altria Group, Inc.
1.792.721.351.718.71
FRDPX
Franklin Rising Dividends Fund
0.090.191.030.080.34
VWELX
Vanguard Wellington Fund Investor Shares
1.662.261.300.9910.94
VWINX
Vanguard Wellesley Income Fund Investor Shares
0.931.281.171.124.25

The current ALL Sharpe ratio is 1.54. 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 1.22 to 1.94, 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 ALL 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.54
1.77
ALL
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ALL provided a 4.37% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio4.37%4.33%3.63%4.66%3.84%3.28%3.12%4.79%3.08%3.25%3.93%3.39%
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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.38%
-4.32%
ALL
Benchmark (^GSPC)
Portfolio components

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, 2007339Mar 9, 2009278Apr 15, 2010617
-28.28%Feb 18, 202025Mar 23, 2020162Nov 10, 2020187
-20.26%Apr 11, 2002129Oct 9, 2002294Dec 8, 2003423
-16.33%Nov 8, 2021234Oct 12, 2022353Mar 11, 2024587
-15.49%Apr 27, 2015186Jan 20, 2016108Jun 23, 2016294

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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.83%
4.66%
ALL
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

MOENBDUKWMTEFAVWINXFRDPXAWSHXVWELX
MO1.000.240.320.290.360.430.410.430.40
ENB0.241.000.260.190.470.430.420.450.45
DUK0.320.261.000.300.330.490.390.420.42
WMT0.290.190.301.000.370.400.510.490.45
EFA0.360.470.330.371.000.700.770.800.84
VWINX0.430.430.490.400.701.000.740.770.84
FRDPX0.410.420.390.510.770.741.000.920.90
AWSHX0.430.450.420.490.800.770.921.000.93
VWELX0.400.450.420.450.840.840.900.931.00
The correlation results are calculated based on daily price changes starting from Aug 20, 2001
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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