Consumer Staples Sector 7-27-2026

Asset Allocation

Position	Category/Sector	Target Weight
ABEV Ambev S.A.	Consumer Defensive	1%
ACI Albertsons Companies, Inc.	Consumer Defensive	1%
ADM Archer-Daniels-Midland Company	Consumer Defensive	1%
AGRO Adecoagro S.A.	Consumer Defensive	1%
ANDE The Andersons, Inc.	Consumer Defensive	1%
ASBFY Associated British Foods plc	Consumer Defensive	1%
BG Bunge Limited	Consumer Defensive	1%
BJ BJ's Wholesale Club Holdings, Inc.	Consumer Defensive	1%
BRBR BellRing Brands, Inc.	Consumer Defensive	1%
BTI British American Tobacco p.l.c.	Consumer Defensive	1%
BUD Anheuser-Busch InBev SA/NV	Consumer Defensive	1%
CAG Conagra Brands, Inc.	Consumer Defensive	1%
CALM Cal-Maine Foods, Inc.	Consumer Defensive	1%
CASY Casey's General Stores, Inc.	Consumer Defensive	1%
CCU Compañía Cervecerías Unidas S.A.	Consumer Defensive	1%
CELH Celsius Holdings, Inc.	Consumer Defensive	1%
CENT Central Garden & Pet Company	Consumer Defensive	1%
CENTA Central Garden & Pet Company	Consumer Defensive	1%
CHD Church & Dwight Co., Inc.	Consumer Defensive	1%
CHEF The Chefs' Warehouse, Inc.	Consumer Defensive	1%
CL Colgate-Palmolive Company	Consumer Defensive	1%
CLX The Clorox Company	Consumer Defensive	1%
COST Costco Wholesale Corporation	Consumer Defensive	1%
COTY Coty Inc.	Consumer Defensive	1%
CPB Campbell Soup Company	Consumer Defensive	1%
CRRFY Carrefour SA PK	Consumer Defensive	1%
DANOY Danone PK	Consumer Defensive	1%
DAR Darling Ingredients Inc.	Consumer Defensive	1%
DEO Diageo plc	Consumer Defensive	1%
EL The Estée Lauder Companies Inc.	Consumer Defensive	1%
ELF e.l.f. Beauty, Inc.	Consumer Defensive	1%
ENR Energizer Holdings, Inc.	Industrials	1%
EPC Edgewell Personal Care Company	Consumer Defensive	1%
FIZZ National Beverage Corp.	Consumer Defensive	1%
FLO Flowers Foods, Inc.	Consumer Defensive	1%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	Consumer Defensive	1%
FRPT Freshpet, Inc.	Consumer Defensive	1%
GIS General Mills, Inc.	Consumer Defensive	1%
GO Grocery Outlet Holding Corp.	Consumer Defensive	1%
HEINY Heineken NV ADR	Consumer Defensive	1%
HENKY Henkel AG & Co KGAA	Consumer Defensive	1%
HLF Herbalife Nutrition Ltd.	Consumer Defensive	1%
HRL Hormel Foods Corporation	Consumer Defensive	1%
HSY The Hershey Company	Consumer Defensive	1%
IMKTA Ingles Markets, Incorporated	Consumer Defensive	1%
INGR Ingredion Incorporated	Consumer Defensive	1%
IPAR Inter Parfums, Inc.	Consumer Defensive	1%
JJSF J & J Snack Foods Corp.	Consumer Defensive	1%
JRONY Jerónimo Martins ADR	Consumer Defensive	1%
JSAIY J Sainsbury PLC OTC	Consumer Defensive	1%
KCDMY Kimberly-Clark de Mexico	Consumer Defensive	1%
KDP Keurig Dr Pepper Inc.	Consumer Defensive	1%
KHC The Kraft Heinz Company	Consumer Defensive	1%
KMB Kimberly-Clark Corporation	Consumer Defensive	1%
KNBWY Kirin Holdings Co Ltd	Consumer Defensive	1%
KO The Coca-Cola Company	Consumer Defensive	1%
KOF Coca-Cola FEMSA, S.A.B. de C.V.	Consumer Defensive	1%
KR The Kroger Co.	Consumer Defensive	1%
LRLCY L'Oréal S.A.	Consumer Defensive	1%
LW Lamb Weston Holdings, Inc.	Consumer Defensive	1%
LWAY Lifeway Foods, Inc.	Consumer Defensive	1%
MDLZ Mondelez International, Inc.	Consumer Defensive	1%
MGPI MGP Ingredients, Inc.	Consumer Defensive	1%
MKC McCormick & Company, Incorporated	Consumer Defensive	1%
MNST Monster Beverage Corporation	Consumer Defensive	1%
MO Altria Group, Inc.	Consumer Defensive	1%
NGVC Natural Grocers by Vitamin Cottage, Inc.	Consumer Defensive	1%
NOMD Nomad Foods Limited	Consumer Defensive	1%
NSRGY Nestlé S.A.	Consumer Defensive	1%
PEP PepsiCo, Inc.	Consumer Defensive	1%
PFGC Performance Food Group Company	Consumer Defensive	1%
PG The Procter & Gamble Company	Consumer Defensive	1%
PM Philip Morris International Inc.	Consumer Defensive	1%
POST Post Holdings, Inc.	Consumer Defensive	1%
PPC Pilgrim's Pride Corporation	Consumer Defensive	1%
PRRFY Premier Foods Plc ADR	Consumer Defensive	1%
PSMT PriceSmart, Inc.	Consumer Defensive	1%
SAM The Boston Beer Company, Inc.	Consumer Defensive	1%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	1%
SJM The J. M. Smucker Company	Consumer Defensive	1%
SMPL The Simply Good Foods Company	Consumer Defensive	1%
SPB Spectrum Brands Holdings, Inc.	Consumer Defensive	1%
SSDOY Shiseido Company Ltd	Consumer Defensive	1%
STZ Constellation Brands, Inc.	Consumer Defensive	1%
SYY Sysco Corporation	Consumer Defensive	1%
TAP Molson Coors Brewing Company	Consumer Defensive	1%
TSGTY Tsingtao Brewery Co Ltd	Consumer Defensive	1%
TSN Tyson Foods, Inc.	Consumer Defensive	1%
UL Unilever PLC	Consumer Defensive	1%
UNFI United Natural Foods, Inc.	Consumer Defensive	1%
USFD US Foods Holding Corp.	Consumer Defensive	1%
USNA USANA Health Sciences, Inc.	Consumer Defensive	1%
WDFC WD-40 Company	Basic Materials	1%
WLMIY Wilmar International Ltd	Consumer Defensive	1%
WMMVY Wal Mart de Mexico SAB de CV ADR	Consumer Defensive	1%
WMT Walmart Inc.	Consumer Defensive	1%
AKO-B Embotelladora Andina S.A	Consumer Defensive	1%
BF-B Brown-Forman Corporation	Consumer Defensive	1%
0151.HK Want Want China	Consumer Defensive	1%
KRZ.IR Kerry Group plc	Consumer Defensive	1%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Staples Sector 7-27-2026, 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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Benchmark

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio Consumer Staples Sector 7-27-2026	-0.85%	2.14%	3.85%	10.96%	5.77%	3.97%	5.76%	—	10.79%
Portfolio components:
0151.HK Want Want China	-1.73%	-0.29%	-28.65%	-27.71%	-38.59%	-11.71%	-4.20%	0.26%	4.30%
ABEV Ambev S.A.	-0.32%	0.00%	12.20%	26.28%	52.71%	6.80%	5.48%	-1.90%	9.45%
ACI Albertsons Companies, Inc.	-0.17%	-14.88%	-28.68%	-30.23%	-37.18%	-16.54%	-4.01%	—	2.49%
ADM Archer-Daniels-Midland Company	-1.66%	3.47%	19.44%	39.84%	50.92%	1.00%	8.85%	9.38%	7.84%
AGRO Adecoagro S.A.	-1.87%	5.17%	13.52%	26.83%	11.87%	0.23%	3.87%	1.08%	0.47%
AKO-B Embotelladora Andina S.A	0.40%	-1.25%	-1.64%	10.77%	36.94%	30.17%	27.44%	9.26%	7.11%
ANDE The Andersons, Inc.	-1.03%	5.06%	14.83%	34.39%	99.91%	14.24%	23.63%	9.29%	10.94%
ASBFY Associated British Foods plc	0.04%	10.15%	9.65%	-0.17%	-0.72%	6.64%	3.21%	-0.37%	4.37%
BF-B Brown-Forman Corporation	-0.35%	11.23%	6.86%	12.23%	2.97%	-24.13%	-14.68%	-1.14%	12.92%
BG Bunge Limited	1.10%	1.28%	-5.62%	20.66%	36.94%	2.24%	9.51%	8.51%	10.10%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2020, Consumer Staples Sector 7-27-2026's average daily return is +0.04%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Consumer Staples Sector 7-27-2026 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was May 18, 2022 at -4.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.84%	5.40%	-8.48%	3.91%	-3.28%	3.83%	3.17%						10.96%
2025	-0.29%	1.46%	1.30%	1.42%	1.03%	-1.80%	-0.39%	1.97%	-3.69%	-3.00%	1.77%	-1.68%	-2.09%
2024	-2.00%	3.01%	2.98%	-3.08%	2.96%	-2.99%	3.69%	1.79%	2.11%	-4.71%	5.06%	-5.04%	3.10%
2023	4.42%	-0.90%	3.49%	2.16%	-4.38%	4.07%	3.16%	-1.72%	-5.46%	-3.54%	5.74%	5.33%	12.11%
2022	-2.90%	1.45%	0.61%	-0.67%	-0.71%	-3.70%	3.67%	-1.45%	-9.32%	8.93%	7.80%	-3.32%	-0.99%
2021	1.14%	0.50%	7.02%	2.77%	2.89%	-1.66%	-2.10%	1.74%	-2.72%	2.27%	-2.47%	7.83%	17.87%

Benchmark Metrics

Consumer Staples Sector 7-27-2026 has an annualized alpha of 2.86%, beta of 0.52, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 26, 2020.

This portfolio participated in 55.58% of S&P 500 Index downside but only 54.18% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.52 may look defensive, but with R2 of 0.42 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.42 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 2.86%

Beta: 0.52

R²: 0.42

Upside Capture: 54.18%

Downside Capture: 55.58%

See how alpha, beta & R² have trended over time →

Expense Ratio

Consumer Staples Sector 7-27-2026 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

Consumer Staples Sector 7-27-2026 ranks 9 for risk / return — above 9% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Consumer Staples Sector 7-27-2026 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.43	1.42	-0.98
Sortino ratioReturn per unit of downside risk	0.70	1.98	-1.28
Omega ratioGain probability vs. loss probability	1.08	1.25	-0.17
Calmar ratioReturn relative to maximum drawdown	0.49	2.00	-1.51
Martin ratioReturn relative to average drawdown	0.90	8.49	-7.59

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
0151.HK Want Want China	4	-1.39	-1.90	0.75	-0.83	-1.69
ABEV Ambev S.A.	89	1.74	2.74	1.33	3.29	8.36
ACI Albertsons Companies, Inc.	6	-0.99	-1.30	0.81	-0.89	-2.46
ADM Archer-Daniels-Midland Company	90	1.90	2.60	1.31	4.00	9.92
AGRO Adecoagro S.A.	53	0.24	0.72	1.08	0.30	0.72
AKO-B Embotelladora Andina S.A	73	1.03	1.64	1.20	1.42	3.68
ANDE The Andersons, Inc.	96	2.84	3.24	1.46	6.17	17.61
ASBFY Associated British Foods plc	40	-0.03	0.15	1.02	-0.03	-0.05
BF-B Brown-Forman Corporation	46	0.08	0.39	1.05	0.12	0.25
BG Bunge Limited	78	1.17	1.86	1.22	1.84	5.72

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. Learn how to interpret the Sharpe ratio.

The current Consumer Staples Sector 7-27-2026 Sharpe ratio is 0.43 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Consumer Staples Sector 7-27-2026 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

Consumer Staples Sector 7-27-2026 provided a 2.90% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.90%	3.05%	2.54%	2.23%	2.49%	1.90%	1.96%	1.75%	6.12%	1.75%	2.28%	2.48%
Portfolio components:
0151.HK Want Want China	4.71%	3.43%	5.64%	3.49%	9.28%	2.49%	5.76%	3.80%	3.83%	2.56%	2.86%	2.44%
ABEV Ambev S.A.	5.31%	8.10%	6.10%	5.26%	5.36%	4.38%	2.67%	2.51%	3.79%	2.57%	3.41%	4.32%
ACI Albertsons Companies, Inc.	5.53%	3.49%	2.44%	2.09%	35.34%	1.39%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%
ADM Archer-Daniels-Midland Company	2.60%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
AGRO Adecoagro S.A.	2.97%	4.41%	3.63%	2.95%	3.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AKO-B Embotelladora Andina S.A	3.78%	4.81%	6.14%	8.89%	14.66%	7.26%	5.63%	4.65%	2.89%	2.36%	2.35%	2.85%
ANDE The Andersons, Inc.	1.12%	1.47%	1.41%	1.29%	2.07%	1.82%	2.86%	2.71%	2.22%	2.07%	1.40%	1.82%
ASBFY Associated British Foods plc	2.93%	2.89%	4.55%	2.43%	2.71%	2.01%	0.00%	1.68%	2.06%	2.51%	1.52%	1.09%
BF-B Brown-Forman Corporation	3.20%	3.49%	2.32%	1.46%	1.17%	2.37%	0.88%	0.99%	3.10%	1.09%	1.54%	1.29%
BG Bunge Limited	2.65%	3.12%	3.48%	2.55%	2.31%	2.76%	3.05%	3.48%	3.59%	2.62%	2.21%	2.11%

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 Consumer Staples Sector 7-27-2026. 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 Consumer Staples Sector 7-27-2026 was 15.27%, occurring on Sep 30, 2022. Recovery took 45 trading sessions.

The current Consumer Staples Sector 7-27-2026 drawdown is 2.31%.

Drawdown	Fall	Recovery	Underwater	Related event
-15.27%Sep 2022	5mo 12d	2mo 3d	7mo 15dApr 2022 - Dec 2022	Bear market2022
-11.71%Oct 2023	2mo 28d	2mo 11d	5mo 9dJul 2023 - Jan 2024	—
-11.42%Mar 2026	23d	—	5mo 7dFeb 2026 - now	—
-10.10%Nov 2025	3mo 29d	2mo 16d	6mo 15dJul 2025 - Feb 2026	—
-9.09%Apr 2025	3mo 28d	1mo 12d	5mo 10dDec 2024 - May 2025	2025 selloff2025

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 100 assets, with an effective number of assets of 100.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.48	2.45	2.31	2.34

The portfolio has a diversification ratio of 2.34, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

Consumer Staples Sector 7-27-2026 correlation to the S&P 500 Index

Consumer Staples Sector 7-27-2026 has a 0.16 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.16
Correlation (3Y) Balances recent behavior with more history.	0.39
Correlation (5Y) Shows whether the relationship held over a longer period.	0.56
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020	0.59