Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AD.AS Koninklijke Ahold Delhaize N.V. | Consumer Defensive | 16.67% |
AI.PA L'Air Liquide S.A. | Basic Materials | 16.67% |
KO The Coca-Cola Company | Consumer Defensive | 16.67% |
PEP PepsiCo, Inc. | Consumer Defensive | 16.67% |
RSG Republic Services, Inc. | Industrials | 16.67% |
WM Waste Management, Inc. | Industrials | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6 Terralocales, 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 Jul 1, 1998, corresponding to the inception date of RSG
Returns By Period
As of Apr 8, 2026, the 6 Terralocales returned 9.92% Year-To-Date and 13.43% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio 6 Terralocales | -0.26% | -0.49% | 9.92% | 10.29% | 15.48% | 11.92% | 12.98% | 13.43% |
| Portfolio components: | ||||||||
KO The Coca-Cola Company | -1.70% | -0.79% | 9.33% | 15.24% | 14.25% | 9.72% | 10.65% | 8.28% |
AD.AS Koninklijke Ahold Delhaize N.V. | 1.05% | 2.49% | 18.81% | 20.53% | 40.82% | 15.78% | 15.10% | 11.63% |
PEP PepsiCo, Inc. | -2.25% | -3.90% | 7.71% | 10.87% | 11.28% | -2.76% | 4.65% | 7.04% |
WM Waste Management, Inc. | -0.21% | -4.80% | 6.61% | 8.08% | 7.38% | 14.28% | 13.68% | 17.12% |
RSG Republic Services, Inc. | -0.22% | -4.35% | 4.59% | -0.49% | -3.52% | 18.92% | 18.08% | 18.80% |
AI.PA L'Air Liquide S.A. | 1.69% | 9.00% | 12.54% | 7.23% | 23.13% | 12.52% | 10.92% | 13.84% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 15, 2007, 6 Terralocales's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Feb 2026 with a return of +12.0%, while the worst month was Oct 2008 at -14.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 6 Terralocales closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.3%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.96% | 12.04% | -5.13% | 1.43% | 9.92% | ||||||||
| 2025 | 5.71% | 5.58% | 1.91% | 2.65% | 1.50% | -1.66% | -2.63% | 2.86% | -1.73% | -2.65% | 3.46% | -1.72% | 13.53% |
| 2024 | 0.38% | 5.29% | 3.34% | -0.40% | 0.27% | -0.52% | 3.26% | 5.13% | -0.27% | -3.35% | 1.99% | -6.25% | 8.55% |
| 2023 | 0.32% | 0.97% | 6.34% | 4.50% | -4.82% | 5.79% | -0.24% | -3.27% | -4.72% | 1.42% | 5.04% | 1.87% | 13.09% |
| 2022 | -3.97% | -3.23% | 5.44% | 0.77% | -2.11% | -4.32% | 4.70% | -0.91% | -6.15% | 6.15% | 5.69% | -2.76% | -1.76% |
| 2021 | -5.12% | -3.72% | 10.38% | 3.27% | 3.30% | 1.10% | 4.79% | 3.52% | -4.44% | 5.99% | -1.13% | 6.63% | 25.98% |
Benchmark Metrics
6 Terralocales has an annualized alpha of 7.13%, beta of 0.56, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since March 15, 2007.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.01%) than losses (56.66%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 7.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.56 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 7.13%
- Beta
- 0.56
- R²
- 0.53
- Upside Capture
- 76.01%
- Downside Capture
- 56.66%
Expense Ratio
6 Terralocales 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.
Return for Risk
Risk / Return Rank
6 Terralocales ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.87 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.89 | 3.01 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 2.49 | -1.41 |
Martin ratioReturn relative to average drawdown | 2.27 | 11.08 | -8.81 |
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 | |
|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 57 | 0.91 | 1.48 | 1.16 | 0.69 | 1.40 |
AD.AS Koninklijke Ahold Delhaize N.V. | 83 | 1.98 | 3.21 | 1.39 | 3.33 | 7.79 |
PEP PepsiCo, Inc. | 48 | 0.51 | 0.95 | 1.11 | 0.42 | 0.84 |
WM Waste Management, Inc. | 41 | 0.41 | 0.67 | 1.09 | 0.00 | 0.00 |
RSG Republic Services, Inc. | 24 | -0.20 | -0.15 | 0.98 | -0.50 | -0.86 |
AI.PA L'Air Liquide S.A. | 63 | 1.19 | 1.90 | 1.23 | 1.18 | 2.40 |
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Dividends
Dividend yield
6 Terralocales provided a 2.28% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.48% | 2.38% | 2.45% | 2.34% | 2.08% | 2.57% | 2.60% | 2.65% | 2.53% | 3.59% | 2.71% |
| Portfolio components: | ||||||||||||
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% |
AD.AS Koninklijke Ahold Delhaize N.V. | 2.83% | 3.38% | 3.52% | 4.15% | 3.65% | 2.75% | 4.15% | 4.49% | 2.85% | 3.11% | 8.46% | 2.46% |
PEP PepsiCo, Inc. | 3.71% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
WM Waste Management, Inc. | 1.47% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
RSG Republic Services, Inc. | 1.11% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
AI.PA L'Air Liquide S.A. | 1.82% | 2.06% | 1.85% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% |
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 6 Terralocales. 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 6 Terralocales was 37.87%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.
The current 6 Terralocales drawdown is 3.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.87% | Jun 6, 2008 | 195 | Mar 9, 2009 | 283 | Apr 14, 2010 | 478 |
| -28.63% | Feb 18, 2020 | 25 | Mar 23, 2020 | 116 | Sep 2, 2020 | 141 |
| -16.43% | May 3, 2011 | 72 | Aug 10, 2011 | 255 | Aug 3, 2012 | 327 |
| -12.97% | Apr 12, 2022 | 128 | Oct 7, 2022 | 38 | Nov 30, 2022 | 166 |
| -12.35% | Dec 11, 2007 | 29 | Jan 22, 2008 | 96 | Jun 5, 2008 | 125 |
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 6 assets, with an effective number of assets of 6.00, 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
| Benchmark | AD.AS | AI.PA | PEP | KO | RSG | WM | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.27 | 0.43 | 0.47 | 0.48 | 0.53 | 0.54 | 0.62 |
| AD.AS | 0.27 | 1.00 | 0.47 | 0.23 | 0.23 | 0.21 | 0.24 | 0.59 |
| AI.PA | 0.43 | 0.47 | 1.00 | 0.25 | 0.29 | 0.28 | 0.29 | 0.63 |
| PEP | 0.47 | 0.23 | 0.25 | 1.00 | 0.67 | 0.43 | 0.46 | 0.67 |
| KO | 0.48 | 0.23 | 0.29 | 0.67 | 1.00 | 0.44 | 0.47 | 0.69 |
| RSG | 0.53 | 0.21 | 0.28 | 0.43 | 0.44 | 1.00 | 0.75 | 0.71 |
| WM | 0.54 | 0.24 | 0.29 | 0.46 | 0.47 | 0.75 | 1.00 | 0.73 |
| Portfolio | 0.62 | 0.59 | 0.63 | 0.67 | 0.69 | 0.71 | 0.73 | 1.00 |