Consumer Services
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
CVS CVS Health Corporation | Healthcare | 5% |
DIS The Walt Disney Company | Communication Services | 20% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 5% |
MCD McDonald's Corporation | Consumer Cyclical | 20% |
SBUX Starbucks Corporation | Consumer Cyclical | 15% |
TGT Target Corporation | Consumer Defensive | 10% |
WMT Walmart Inc. | Consumer Defensive | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Consumer Services, 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 Quarterly
The earliest data available for this chart is Jun 26, 1992, corresponding to the inception date of SBUX
Returns By Period
As of Oct 30, 2024, the Consumer Services returned 15.11% Year-To-Date and 13.26% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Consumer Services | 15.11% | -1.59% | 12.51% | 28.83% | 10.74% | 13.26% |
| Portfolio components: | ||||||
DIS The Walt Disney Company | 6.96% | -0.06% | -12.59% | 18.75% | -6.01% | 1.43% |
MCD McDonald's Corporation | 1.30% | -3.12% | 8.83% | 15.25% | 11.36% | 15.11% |
SBUX Starbucks Corporation | 3.44% | -0.10% | 32.62% | 8.26% | 5.42% | 12.01% |
WMT Walmart Inc. | 56.98% | 1.18% | 39.70% | 52.01% | 17.70% | 14.73% |
COST Costco Wholesale Corporation | 34.98% | 0.05% | 22.99% | 65.25% | 26.74% | 23.51% |
TGT Target Corporation | 6.18% | -5.09% | -4.04% | 37.91% | 9.03% | 12.27% |
CVS CVS Health Corporation | -25.78% | -9.55% | 2.15% | -15.08% | -0.54% | -1.51% |
LOW Lowe's Companies, Inc. | 20.41% | -2.50% | 16.63% | 40.62% | 20.65% | 18.63% |
Monthly Returns
The table below presents the monthly returns of Consumer Services, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.12% | 7.26% | 3.48% | -5.43% | -1.56% | -0.91% | 0.65% | 7.31% | 4.60% | 15.11% | |||
| 2023 | 9.77% | -4.04% | 1.58% | 3.30% | -8.04% | 4.01% | 1.62% | -3.67% | -4.09% | -0.08% | 8.02% | 3.61% | 11.00% |
| 2022 | -6.87% | -2.79% | 1.31% | -6.17% | -6.20% | -5.86% | 10.35% | 0.19% | -7.26% | 10.02% | 3.90% | -7.53% | -17.65% |
| 2021 | -3.75% | 2.01% | 5.04% | 3.73% | 1.19% | 0.09% | 4.10% | 1.05% | -3.83% | 4.24% | -2.43% | 5.78% | 17.93% |
| 2020 | -1.79% | -9.16% | -9.87% | 12.41% | 5.43% | -2.72% | 5.51% | 10.71% | 0.19% | -1.60% | 12.20% | 5.07% | 25.86% |
| 2019 | 3.64% | 2.12% | 3.23% | 7.04% | -1.81% | 7.32% | 3.46% | 5.05% | -2.18% | -1.83% | 6.64% | -0.04% | 37.09% |
| 2018 | 4.26% | -6.20% | -2.13% | 2.48% | -1.70% | 0.47% | 5.04% | 4.88% | 2.80% | 0.18% | 2.74% | -6.01% | 6.14% |
| 2017 | 0.13% | 2.64% | 1.03% | 4.23% | 1.96% | -3.20% | 1.61% | -1.64% | 0.77% | 2.28% | 7.27% | 2.19% | 20.63% |
| 2016 | -0.36% | -0.99% | 5.17% | -1.30% | -1.98% | 1.22% | 1.06% | -2.38% | -2.15% | -2.16% | 5.72% | 0.90% | 2.37% |
| 2015 | -0.26% | 7.18% | 0.85% | -0.98% | 0.88% | 0.11% | 4.96% | -7.29% | 1.64% | 6.07% | 0.30% | -0.21% | 13.21% |
| 2014 | -5.91% | 4.96% | 0.52% | 0.74% | 1.19% | 0.80% | -0.81% | 2.65% | 0.62% | 1.63% | 8.03% | 0.89% | 15.74% |
| 2013 | 5.61% | 0.78% | 4.82% | 5.15% | -0.28% | 0.83% | 4.15% | -4.43% | 3.73% | 3.82% | 2.57% | 0.96% | 30.90% |
Expense Ratio
Consumer Services has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Consumer Services is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
DIS The Walt Disney Company | 0.85 | 1.35 | 1.19 | 0.37 | 1.40 |
MCD McDonald's Corporation | 1.02 | 1.47 | 1.20 | 1.05 | 2.38 |
SBUX Starbucks Corporation | 0.22 | 0.69 | 1.10 | 0.22 | 0.48 |
WMT Walmart Inc. | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
COST Costco Wholesale Corporation | 3.49 | 4.10 | 1.61 | 6.63 | 17.31 |
TGT Target Corporation | 1.23 | 2.27 | 1.27 | 0.73 | 3.90 |
CVS CVS Health Corporation | -0.37 | -0.29 | 0.96 | -0.24 | -0.61 |
LOW Lowe's Companies, Inc. | 2.07 | 2.89 | 1.36 | 1.81 | 5.92 |
Dividends
Dividend yield
Consumer Services provided a 1.95% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Consumer Services | 1.95% | 1.88% | 1.52% | 1.20% | 1.64% | 1.75% | 2.17% | 2.41% | 2.17% | 2.29% | 1.74% | 1.71% |
| Portfolio components: | ||||||||||||
DIS The Walt Disney Company | 0.78% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
MCD McDonald's Corporation | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
SBUX Starbucks Corporation | 2.34% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
TGT Target Corporation | 2.99% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
CVS CVS Health Corporation | 4.73% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
LOW Lowe's Companies, Inc. | 1.71% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
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 Services. 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 Services was 39.57%, occurring on Mar 9, 2009. Recovery took 175 trading sessions.
The current Consumer Services drawdown is 2.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.57% | Oct 15, 2007 | 352 | Mar 9, 2009 | 175 | Nov 13, 2009 | 527 |
| -39.34% | Apr 5, 2000 | 734 | Mar 11, 2003 | 233 | Feb 11, 2004 | 967 |
| -28.71% | Jul 20, 1998 | 53 | Oct 1, 1998 | 58 | Dec 23, 1998 | 111 |
| -27.69% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 7, 2020 | 119 |
| -26.99% | Nov 8, 2021 | 154 | Jun 17, 2022 | 429 | Mar 5, 2024 | 583 |
Volatility
Volatility Chart
The current Consumer Services volatility is 3.33%, 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
| MCD | CVS | DIS | SBUX | WMT | COST | LOW | TGT | |
|---|---|---|---|---|---|---|---|---|
| MCD | 1.00 | 0.27 | 0.32 | 0.36 | 0.32 | 0.29 | 0.30 | 0.30 |
| CVS | 0.27 | 1.00 | 0.31 | 0.27 | 0.32 | 0.31 | 0.35 | 0.33 |
| DIS | 0.32 | 0.31 | 1.00 | 0.36 | 0.31 | 0.32 | 0.35 | 0.34 |
| SBUX | 0.36 | 0.27 | 0.36 | 1.00 | 0.30 | 0.35 | 0.36 | 0.32 |
| WMT | 0.32 | 0.32 | 0.31 | 0.30 | 1.00 | 0.47 | 0.39 | 0.48 |
| COST | 0.29 | 0.31 | 0.32 | 0.35 | 0.47 | 1.00 | 0.41 | 0.45 |
| LOW | 0.30 | 0.35 | 0.35 | 0.36 | 0.39 | 0.41 | 1.00 | 0.46 |
| TGT | 0.30 | 0.33 | 0.34 | 0.32 | 0.48 | 0.45 | 0.46 | 1.00 |