test
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CL Colgate-Palmolive Company | Consumer Defensive | 16.67% |
ELV Elevance Health Inc | Healthcare | 16.67% |
MCD McDonald's Corporation | Consumer Cyclical | 16.67% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 16.67% |
MNST Monster Beverage Corporation | Consumer Defensive | 16.67% |
NEM Newmont Goldcorp Corporation | Basic Materials | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test, 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 Oct 30, 2001, corresponding to the inception date of ELV
Returns By Period
As of Apr 8, 2025, the test returned 9.74% Year-To-Date and 11.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.93% | -12.27% | -11.13% | -2.73% | 13.04% | 9.21% |
| test | 9.74% | -1.18% | -3.90% | 5.23% | 10.20% | 11.59% |
| Portfolio components: | ||||||
NEM Newmont Goldcorp Corporation | 21.24% | 2.26% | -13.93% | 16.47% | -1.66% | 9.81% |
MNST Monster Beverage Corporation | 8.66% | 3.70% | 15.40% | 2.62% | 13.62% | 9.52% |
MDLZ Mondelez International, Inc. | 9.97% | -3.03% | -6.55% | -0.80% | 7.04% | 8.05% |
CL Colgate-Palmolive Company | -1.34% | -7.80% | -10.38% | 3.89% | 7.51% | 4.95% |
MCD McDonald's Corporation | 4.05% | -6.66% | 0.51% | 14.82% | 12.94% | 14.75% |
ELV Elevance Health Inc | 15.18% | 3.77% | -12.83% | -15.84% | 13.26% | 12.19% |
Monthly Returns
The table below presents the monthly returns of test, 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 | 1.22% | 5.62% | 7.08% | -4.14% | 9.74% | ||||||||
| 2024 | -1.23% | 0.21% | 2.29% | 1.33% | -0.94% | -0.37% | 4.95% | 4.50% | 1.79% | -9.38% | -0.33% | -6.29% | -4.33% |
| 2023 | 1.16% | -5.06% | 5.65% | 4.16% | -4.54% | 1.77% | 1.06% | -4.32% | -4.25% | 0.41% | 7.16% | 2.49% | 4.84% |
| 2022 | -3.48% | -1.00% | 3.94% | 1.13% | 0.27% | -2.09% | -1.39% | -4.15% | -6.26% | 10.80% | 5.54% | -1.17% | 0.98% |
| 2021 | -5.13% | -2.29% | 9.86% | 4.66% | 4.59% | -4.46% | 1.26% | -1.98% | -3.61% | 3.17% | -1.88% | 13.27% | 16.82% |
| 2020 | 2.80% | -6.03% | -6.63% | 14.58% | 3.78% | -1.63% | 8.22% | 4.16% | -2.41% | -1.92% | 6.37% | 2.61% | 24.24% |
| 2019 | 9.29% | 3.09% | -0.47% | 0.43% | 1.90% | 5.82% | 0.28% | -0.23% | -2.44% | -1.03% | 1.65% | 5.67% | 26.01% |
| 2018 | 4.66% | -5.54% | -2.60% | -0.51% | -3.76% | 3.76% | 3.10% | -1.24% | 0.51% | -2.22% | 7.20% | -6.85% | -4.40% |
| 2017 | 1.59% | 2.65% | 1.36% | 3.31% | 5.32% | -1.72% | 3.51% | 1.65% | -1.00% | 2.85% | 5.63% | 0.36% | 28.38% |
| 2016 | -0.28% | 2.29% | 4.94% | 8.26% | -1.84% | 6.05% | 1.52% | -3.68% | -0.61% | -2.23% | -2.12% | 2.54% | 15.04% |
| 2015 | 7.00% | 8.57% | -3.62% | 3.62% | 2.52% | -2.93% | 0.26% | -6.44% | -0.51% | 8.46% | -0.57% | 1.41% | 17.84% |
| 2014 | -4.79% | 5.09% | 2.19% | 2.39% | 1.86% | 1.96% | -4.50% | 9.12% | -1.78% | 0.42% | 5.28% | -2.44% | 14.81% |
Expense Ratio
test 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
The current rank of test is 73, 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 | |
|---|---|---|---|---|---|
NEM Newmont Goldcorp Corporation | 0.60 | 0.99 | 1.14 | 0.41 | 1.22 |
MNST Monster Beverage Corporation | 0.10 | 0.29 | 1.04 | 0.09 | 0.27 |
MDLZ Mondelez International, Inc. | -0.08 | 0.02 | 1.00 | -0.07 | -0.15 |
CL Colgate-Palmolive Company | 0.22 | 0.42 | 1.06 | 0.21 | 0.40 |
MCD McDonald's Corporation | 0.70 | 1.08 | 1.14 | 0.80 | 2.54 |
ELV Elevance Health Inc | -0.52 | -0.56 | 0.92 | -0.40 | -0.71 |
Dividends
Dividend yield
test provided a 1.86% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.86% | 1.99% | 1.98% | 2.06% | 1.76% | 1.56% | 1.87% | 1.72% | 1.35% | 1.52% | 1.49% | 1.62% |
| Portfolio components: | ||||||||||||
NEM Newmont Goldcorp Corporation | 2.23% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% | 1.19% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDLZ Mondelez International, Inc. | 2.81% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
CL Colgate-Palmolive Company | 2.24% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
MCD McDonald's Corporation | 2.29% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
ELV Elevance Health Inc | 1.56% | 1.77% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% |
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 test. 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 test was 39.58%, occurring on Nov 20, 2008. Recovery took 319 trading sessions.
The current test drawdown is 7.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.58% | Nov 1, 2007 | 267 | Nov 20, 2008 | 319 | Mar 2, 2010 | 586 |
| -27.72% | Feb 24, 2020 | 21 | Mar 23, 2020 | 53 | Jun 8, 2020 | 74 |
| -24.87% | Jun 3, 2002 | 194 | Mar 10, 2003 | 70 | Jun 18, 2003 | 264 |
| -19.08% | Jun 19, 2012 | 104 | Nov 15, 2012 | 251 | Nov 14, 2013 | 355 |
| -17.59% | Sep 25, 2024 | 74 | Jan 10, 2025 | — | — | — |
Volatility
Volatility Chart
The current test volatility is 7.01%, 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
| NEM | ELV | MNST | MCD | CL | MDLZ | |
|---|---|---|---|---|---|---|
| NEM | 1.00 | 0.09 | 0.13 | 0.10 | 0.11 | 0.10 |
| ELV | 0.09 | 1.00 | 0.23 | 0.29 | 0.29 | 0.29 |
| MNST | 0.13 | 0.23 | 1.00 | 0.28 | 0.28 | 0.31 |
| MCD | 0.10 | 0.29 | 0.28 | 1.00 | 0.38 | 0.36 |
| CL | 0.11 | 0.29 | 0.28 | 0.38 | 1.00 | 0.48 |
| MDLZ | 0.10 | 0.29 | 0.31 | 0.36 | 0.48 | 1.00 |