Consumer Goods
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DEO Diageo plc | Consumer Defensive | 10% |
KO The Coca-Cola Company | Consumer Defensive | 20% |
LRLCY L'Oréal S.A. | Consumer Defensive | 5% |
NSRGY Nestlé S.A. | Consumer Defensive | 15% |
PEP PepsiCo, Inc. | Consumer Defensive | 15% |
PG The Procter & Gamble Company | Consumer Defensive | 20% |
PM Philip Morris International Inc. | Consumer Defensive | 5% |
UL The Unilever Group | Consumer Defensive | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Consumer Goods, 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 Mar 17, 2008, corresponding to the inception date of PM
Returns By Period
As of Apr 19, 2025, the Consumer Goods returned 10.59% Year-To-Date and 8.58% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Consumer Goods | 11.08% | 3.28% | 0.96% | 11.68% | 7.73% | 8.22% |
| Portfolio components: | ||||||
PG The Procter & Gamble Company | 2.40% | 1.22% | 0.23% | 10.44% | 9.16% | 10.54% |
KO The Coca-Cola Company | 18.12% | 5.37% | 5.19% | 27.62% | 12.14% | 9.43% |
PEP PepsiCo, Inc. | -5.23% | -3.56% | -16.98% | -14.33% | 3.75% | 7.08% |
NSRGY Nestlé S.A. | 31.87% | 5.19% | 8.63% | 9.25% | 2.29% | 5.95% |
UL The Unilever Group | 13.53% | 8.35% | 3.08% | 40.77% | 7.58% | 7.07% |
DEO Diageo plc | -12.50% | 2.95% | -20.21% | -19.47% | -1.96% | 2.37% |
LRLCY L'Oréal S.A. | 14.76% | 2.54% | -0.27% | -12.78% | 9.80% | 9.47% |
PM Philip Morris International Inc. | 36.81% | 6.72% | 38.49% | 86.99% | 22.22% | 12.46% |
Monthly Returns
The table below presents the monthly returns of Consumer Goods, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.24% | 6.37% | 0.85% | 2.28% | 11.08% | ||||||||
| 2024 | 0.82% | -0.60% | 2.39% | 0.10% | 2.17% | -1.93% | 2.73% | 5.54% | -0.10% | -5.79% | -0.41% | -4.41% | -0.01% |
| 2023 | -0.67% | -3.23% | 6.47% | 5.29% | -7.81% | 3.95% | 2.23% | -3.30% | -5.52% | -0.69% | 3.27% | 0.56% | -0.54% |
| 2022 | -2.68% | -1.77% | -0.60% | 2.19% | -3.28% | -2.82% | 3.44% | -3.68% | -7.06% | 5.38% | 8.71% | -1.06% | -4.21% |
| 2021 | -6.53% | -2.85% | 7.71% | 4.51% | 3.54% | -0.15% | 3.61% | -0.34% | -4.14% | 5.57% | -2.19% | 10.14% | 18.97% |
| 2020 | 1.32% | -7.61% | -7.26% | 6.33% | 0.97% | 0.82% | 7.38% | 1.98% | 0.20% | -3.72% | 6.19% | 3.57% | 9.19% |
| 2019 | 4.78% | 1.71% | 5.61% | 3.69% | -0.82% | 4.12% | 1.40% | 3.66% | -0.49% | 0.62% | -1.40% | 2.31% | 27.96% |
| 2018 | 0.27% | -7.67% | 1.20% | -2.46% | -0.03% | 3.20% | 4.55% | -1.56% | 1.08% | 1.58% | 4.72% | -5.79% | -1.71% |
| 2017 | 2.32% | 4.93% | 2.12% | 1.33% | 5.75% | -0.74% | 2.14% | 1.12% | -1.52% | -0.51% | 1.89% | 1.56% | 22.11% |
| 2016 | 0.73% | -1.84% | 6.05% | -0.28% | 0.13% | 4.04% | 0.47% | -0.35% | 0.72% | -4.10% | -5.57% | 3.73% | 3.18% |
| 2015 | 0.27% | 2.89% | -4.49% | 2.04% | 0.19% | -2.49% | 2.83% | -5.40% | 1.94% | 6.41% | -1.46% | 0.75% | 2.91% |
| 2014 | -5.96% | 2.99% | 1.76% | 3.90% | 1.33% | 0.10% | -3.89% | 4.54% | -0.93% | 1.15% | 4.43% | -3.82% | 5.04% |
Expense Ratio
Consumer Goods 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, Consumer Goods is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | 0.66 | 0.97 | 1.13 | 1.03 | 2.65 |
KO The Coca-Cola Company | 1.80 | 2.53 | 1.33 | 1.90 | 4.21 |
PEP PepsiCo, Inc. | -0.61 | -0.74 | 0.91 | -0.50 | -1.08 |
NSRGY Nestlé S.A. | 0.46 | 0.86 | 1.11 | 0.27 | 0.76 |
UL The Unilever Group | 2.20 | 2.98 | 1.44 | 2.55 | 5.64 |
DEO Diageo plc | -0.67 | -0.87 | 0.90 | -0.33 | -1.24 |
LRLCY L'Oréal S.A. | -0.27 | -0.23 | 0.97 | -0.23 | -0.37 |
PM Philip Morris International Inc. | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
Dividends
Dividend yield
Consumer Goods provided a 2.86% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.86% | 3.22% | 2.98% | 2.70% | 2.55% | 2.68% | 2.67% | 3.26% | 2.82% | 3.18% | 3.10% | 3.24% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 1.77% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
KO The Coca-Cola Company | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
PEP PepsiCo, Inc. | 3.79% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
NSRGY Nestlé S.A. | 3.16% | 4.17% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% |
UL The Unilever Group | 2.94% | 3.29% | 3.83% | 3.61% | 3.77% | 3.07% | 3.17% | 3.46% | 2.79% | 3.40% | 3.02% | 3.69% |
DEO Diageo plc | 3.78% | 3.26% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.92% |
LRLCY L'Oréal S.A. | 1.76% | 2.02% | 1.29% | 1.53% | 1.00% | 1.13% | 1.48% | 1.91% | 1.58% | 1.95% | 1.82% | 2.09% |
PM Philip Morris International Inc. | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
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 Consumer Goods. 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 Goods was 39.51%, occurring on Mar 9, 2009. Recovery took 392 trading sessions.
The current Consumer Goods drawdown is 2.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.51% | Apr 2, 2008 | 236 | Mar 9, 2009 | 392 | Sep 24, 2010 | 628 |
| -27.19% | Feb 11, 2020 | 29 | Mar 23, 2020 | 114 | Sep 2, 2020 | 143 |
| -17.54% | Jan 5, 2022 | 192 | Oct 10, 2022 | 131 | Apr 19, 2023 | 323 |
| -14.85% | Sep 4, 2024 | 89 | Jan 10, 2025 | — | — | — |
| -13.17% | May 8, 2023 | 121 | Oct 27, 2023 | 191 | Aug 2, 2024 | 312 |
Volatility
Volatility Chart
The current Consumer Goods volatility is 7.60%, 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
| PM | NSRGY | LRLCY | PG | DEO | PEP | KO | UL | |
|---|---|---|---|---|---|---|---|---|
| PM | 1.00 | 0.33 | 0.36 | 0.46 | 0.39 | 0.48 | 0.50 | 0.41 |
| NSRGY | 0.33 | 1.00 | 0.53 | 0.36 | 0.48 | 0.37 | 0.36 | 0.56 |
| LRLCY | 0.36 | 0.53 | 1.00 | 0.39 | 0.55 | 0.38 | 0.40 | 0.60 |
| PG | 0.46 | 0.36 | 0.39 | 1.00 | 0.42 | 0.61 | 0.58 | 0.50 |
| DEO | 0.39 | 0.48 | 0.55 | 0.42 | 1.00 | 0.44 | 0.47 | 0.61 |
| PEP | 0.48 | 0.37 | 0.38 | 0.61 | 0.44 | 1.00 | 0.68 | 0.46 |
| KO | 0.50 | 0.36 | 0.40 | 0.58 | 0.47 | 0.68 | 1.00 | 0.47 |
| UL | 0.41 | 0.56 | 0.60 | 0.50 | 0.61 | 0.46 | 0.47 | 1.00 |