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Consumer Services
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DIS 20%MCD 20%SBUX 15%WMT 15%COST 10%TGT 10%CVS 5%LOW 5%EquityEquity
PositionCategory/SectorWeight
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


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
8.44%
15.83%
Consumer Services
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Consumer Services15.11%-1.59%12.51%28.83%10.74%13.26%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.12%7.26%3.48%-5.43%-1.56%-0.91%0.65%7.31%4.60%15.11%
20239.77%-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%
20193.64%2.12%3.23%7.04%-1.81%7.32%3.46%5.05%-2.18%-1.83%6.64%-0.04%37.09%
20184.26%-6.20%-2.13%2.48%-1.70%0.47%5.04%4.88%2.80%0.18%2.74%-6.01%6.14%
20170.13%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%
20135.61%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.


The portfolio doesn't hold funds that charge fees

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.


The Risk-Adjusted Performance Rank of Consumer Services is 2121
Combined Rank
The Sharpe Ratio Rank of Consumer Services is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of Consumer Services is 2727Sortino Ratio Rank
The Omega Ratio Rank of Consumer Services is 2626Omega Ratio Rank
The Calmar Ratio Rank of Consumer Services is 2020Calmar Ratio Rank
The Martin Ratio Rank of Consumer Services is 1010Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Consumer Services
Sharpe ratio
The chart of Sharpe ratio for Consumer Services, currently valued at 2.33, compared to the broader market0.002.004.006.002.33
Sortino ratio
The chart of Sortino ratio for Consumer Services, currently valued at 3.36, compared to the broader market-2.000.002.004.006.003.36
Omega ratio
The chart of Omega ratio for Consumer Services, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.802.001.43
Calmar ratio
The chart of Calmar ratio for Consumer Services, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.67
Martin ratio
The chart of Martin ratio for Consumer Services, currently valued at 6.89, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DIS
The Walt Disney Company
0.851.351.190.371.40
MCD
McDonald's Corporation
1.021.471.201.052.38
SBUX
Starbucks Corporation
0.220.691.100.220.48
WMT
Walmart Inc.
2.883.781.595.0115.06
COST
Costco Wholesale Corporation
3.494.101.616.6317.31
TGT
Target Corporation
1.232.271.270.733.90
CVS
CVS Health Corporation
-0.37-0.290.96-0.24-0.61
LOW
Lowe's Companies, Inc.
2.072.891.361.815.92

Sharpe Ratio

The current Consumer Services Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Consumer Services with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.33
3.43
Consumer Services
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Consumer Services provided a 1.95% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Consumer Services1.95%1.88%1.52%1.20%1.64%1.75%2.17%2.41%2.17%2.29%1.74%1.71%
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.67%
-0.54%
Consumer Services
Benchmark (^GSPC)
Portfolio components

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, 2007352Mar 9, 2009175Nov 13, 2009527
-39.34%Apr 5, 2000734Mar 11, 2003233Feb 11, 2004967
-28.71%Jul 20, 199853Oct 1, 199858Dec 23, 1998111
-27.69%Feb 20, 202023Mar 23, 202096Aug 7, 2020119
-26.99%Nov 8, 2021154Jun 17, 2022429Mar 5, 2024583

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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.33%
2.71%
Consumer Services
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MCDCVSDISSBUXWMTCOSTLOWTGT
MCD1.000.270.320.360.320.290.300.30
CVS0.271.000.310.270.320.310.350.33
DIS0.320.311.000.360.310.320.350.34
SBUX0.360.270.361.000.300.350.360.32
WMT0.320.320.310.301.000.470.390.48
COST0.290.310.320.350.471.000.410.45
LOW0.300.350.350.360.390.411.000.46
TGT0.300.330.340.320.480.450.461.00
The correlation results are calculated based on daily price changes starting from Jun 29, 1992