Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio, 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 Jul 6, 2015, corresponding to the inception date of KHC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| Portfolio | -15.03% | -11.50% | -13.89% | -12.06% | 9.92% | N/A |
| Portfolio components: | ||||||
BMY Bristol-Myers Squibb Company | -0.08% | -8.50% | 4.74% | 13.05% | 3.15% | 1.85% |
CSCO Cisco Systems, Inc. | -6.62% | -14.13% | 4.79% | 15.71% | 9.38% | 10.46% |
XEL Xcel Energy Inc. | 2.23% | 0.67% | 8.31% | 31.39% | 6.01% | 10.50% |
SRE Sempra Energy | -24.21% | -4.06% | -18.96% | -3.58% | 5.87% | 5.28% |
JNJ Johnson & Johnson | 6.81% | -8.07% | -2.86% | 3.78% | 5.12% | 7.17% |
KDP Keurig Dr Pepper Inc. | 6.75% | 2.10% | -5.78% | 12.83% | 7.98% | -6.04% |
AAPL Apple Inc | -24.69% | -21.20% | -16.76% | 11.61% | 24.62% | 20.95% |
CMCSA Comcast Corporation | -9.50% | -10.39% | -17.54% | -15.65% | 0.60% | 3.46% |
CVS CVS Health Corporation | 43.62% | -4.03% | 0.93% | -10.75% | 5.57% | -1.94% |
KMB Kimberly-Clark Corporation | 6.18% | -4.75% | -0.36% | 13.07% | 4.57% | 6.04% |
KHC The Kraft Heinz Company | -2.10% | -7.77% | -11.98% | -15.93% | 6.91% | N/A |
WST West Pharmaceutical Services, Inc. | -37.92% | -12.21% | -31.38% | -48.30% | 5.42% | 14.28% |
MSFT Microsoft Corporation | -14.46% | -8.51% | -13.17% | -14.79% | 18.20% | 26.04% |
UPS United Parcel Service, Inc. | -21.40% | -19.66% | -23.56% | -32.12% | 4.67% | 3.53% |
ADM Archer-Daniels-Midland Company | -13.29% | -12.38% | -25.35% | -29.15% | 6.71% | 1.91% |
Monthly Returns
The table below presents the monthly returns of Portfolio, 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 | -0.90% | -3.28% | -3.21% | -8.41% | -15.03% | ||||||||
| 2024 | -1.18% | -0.92% | 3.45% | -5.55% | 2.20% | 2.65% | 0.46% | 1.95% | 1.53% | -2.06% | 4.16% | -2.37% | 3.94% |
| 2023 | 2.44% | 0.50% | 6.54% | 2.28% | -2.28% | 5.97% | 1.30% | -1.34% | -5.28% | -3.50% | 7.06% | 1.58% | 15.40% |
| 2022 | -4.26% | -1.30% | 5.12% | -8.40% | -1.11% | -4.94% | 7.15% | -3.89% | -10.56% | 5.98% | 5.18% | -5.05% | -16.62% |
| 2021 | 0.35% | -1.47% | 4.64% | 7.16% | 2.40% | 1.18% | 4.15% | 4.15% | -5.82% | 5.21% | 0.04% | 7.19% | 32.40% |
| 2020 | 1.09% | -9.05% | -4.21% | 12.10% | 5.39% | 3.50% | 9.28% | 7.10% | -4.16% | -3.79% | 7.17% | 3.62% | 29.07% |
| 2019 | 5.60% | 0.45% | 3.14% | 4.30% | -6.37% | 6.77% | 2.79% | 0.20% | 2.72% | 2.07% | 2.72% | 4.30% | 31.97% |
| 2018 | 4.00% | -5.72% | -1.62% | -0.83% | 0.49% | 2.73% | 0.72% | 5.47% | 0.12% | -4.92% | 2.24% | -10.08% | -8.20% |
| 2017 | 0.40% | 4.70% | 0.48% | 1.71% | 1.06% | -1.45% | 0.84% | 0.96% | 0.04% | 0.73% | 3.34% | -0.92% | 12.37% |
| 2016 | -1.20% | 1.17% | 5.84% | -0.27% | 3.18% | 3.55% | 1.69% | -2.35% | -1.26% | -1.64% | -0.03% | 3.21% | 12.15% |
| 2015 | 3.42% | -6.87% | -0.85% | 9.04% | -2.51% | -0.50% | 1.01% |
Expense Ratio
Portfolio 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 Portfolio is 6, meaning it’s performing worse than 94% of other 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 | |
|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 0.42 | 0.85 | 1.10 | 0.26 | 1.29 |
CSCO Cisco Systems, Inc. | 0.74 | 1.11 | 1.16 | 0.64 | 3.58 |
XEL Xcel Energy Inc. | 1.57 | 2.16 | 1.29 | 1.07 | 7.17 |
SRE Sempra Energy | -0.14 | 0.01 | 1.00 | -0.14 | -0.42 |
JNJ Johnson & Johnson | 0.13 | 0.31 | 1.04 | 0.14 | 0.43 |
KDP Keurig Dr Pepper Inc. | 0.63 | 0.94 | 1.13 | 0.17 | 1.32 |
AAPL Apple Inc | 0.42 | 0.72 | 1.10 | 0.43 | 1.70 |
CMCSA Comcast Corporation | -0.62 | -0.68 | 0.90 | -0.42 | -1.51 |
CVS CVS Health Corporation | -0.27 | -0.11 | 0.98 | -0.19 | -0.52 |
KMB Kimberly-Clark Corporation | 0.70 | 1.04 | 1.15 | 0.91 | 2.18 |
KHC The Kraft Heinz Company | -0.76 | -0.96 | 0.88 | -0.29 | -1.21 |
WST West Pharmaceutical Services, Inc. | -0.89 | -1.02 | 0.80 | -0.83 | -2.00 |
MSFT Microsoft Corporation | -0.63 | -0.71 | 0.91 | -0.61 | -1.44 |
UPS United Parcel Service, Inc. | -1.10 | -1.35 | 0.79 | -0.63 | -2.43 |
ADM Archer-Daniels-Midland Company | -1.09 | -1.46 | 0.82 | -0.54 | -1.78 |
Dividends
Dividend yield
Portfolio provided a 3.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.63% | 3.43% | 2.90% | 2.52% | 2.25% | 2.60% | 2.59% | 19.30% | 2.48% | 2.44% | 2.38% | 1.71% |
| Portfolio components: | ||||||||||||
BMY Bristol-Myers Squibb Company | 4.41% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
CSCO Cisco Systems, Inc. | 2.95% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
XEL Xcel Energy Inc. | 3.26% | 2.43% | 3.36% | 2.78% | 2.71% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% |
SRE Sempra Energy | 3.80% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.56% | 3.31% | 3.08% | 3.04% | 2.98% | 2.37% |
JNJ Johnson & Johnson | 3.24% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KDP Keurig Dr Pepper Inc. | 2.68% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% |
AAPL Apple Inc | 0.53% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
CMCSA Comcast Corporation | 3.77% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 1.18% | 1.96% | 1.73% | 1.16% |
CVS CVS Health Corporation | 4.18% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
KMB Kimberly-Clark Corporation | 3.57% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KHC The Kraft Heinz Company | 5.39% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% |
WST West Pharmaceutical Services, Inc. | 0.40% | 0.25% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% |
MSFT Microsoft Corporation | 0.88% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
UPS United Parcel Service, Inc. | 6.68% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
ADM Archer-Daniels-Midland Company | 4.64% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
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 Portfolio. 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 Portfolio was 27.15%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Portfolio drawdown is 13.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.15% | Feb 18, 2020 | 25 | Mar 23, 2020 | 52 | Jun 5, 2020 | 77 |
| -22.57% | Mar 31, 2022 | 135 | Oct 12, 2022 | 511 | Oct 24, 2024 | 646 |
| -17.73% | Sep 24, 2018 | 64 | Dec 24, 2018 | 122 | Jun 20, 2019 | 186 |
| -17.18% | Dec 3, 2024 | 84 | Apr 4, 2025 | — | — | — |
| -10.76% | Jan 30, 2018 | 38 | Mar 23, 2018 | 119 | Sep 12, 2018 | 157 |
Volatility
Volatility Chart
The current Portfolio volatility is 7.31%, 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
| BMY | WST | AAPL | KDP | XEL | CVS | SRE | ADM | MSFT | KMB | KHC | CMCSA | JNJ | UPS | CSCO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BMY | 1.00 | 0.26 | 0.21 | 0.22 | 0.25 | 0.37 | 0.24 | 0.27 | 0.21 | 0.32 | 0.28 | 0.29 | 0.47 | 0.26 | 0.33 |
| WST | 0.26 | 1.00 | 0.37 | 0.24 | 0.22 | 0.24 | 0.22 | 0.24 | 0.45 | 0.21 | 0.20 | 0.31 | 0.29 | 0.36 | 0.39 |
| AAPL | 0.21 | 0.37 | 1.00 | 0.23 | 0.16 | 0.23 | 0.21 | 0.24 | 0.64 | 0.17 | 0.22 | 0.37 | 0.24 | 0.39 | 0.50 |
| KDP | 0.22 | 0.24 | 0.23 | 1.00 | 0.38 | 0.28 | 0.32 | 0.28 | 0.27 | 0.42 | 0.41 | 0.29 | 0.29 | 0.29 | 0.31 |
| XEL | 0.25 | 0.22 | 0.16 | 0.38 | 1.00 | 0.24 | 0.66 | 0.25 | 0.18 | 0.46 | 0.36 | 0.26 | 0.37 | 0.25 | 0.23 |
| CVS | 0.37 | 0.24 | 0.23 | 0.28 | 0.24 | 1.00 | 0.26 | 0.38 | 0.23 | 0.29 | 0.36 | 0.34 | 0.40 | 0.37 | 0.36 |
| SRE | 0.24 | 0.22 | 0.21 | 0.32 | 0.66 | 0.26 | 1.00 | 0.32 | 0.21 | 0.36 | 0.35 | 0.28 | 0.32 | 0.30 | 0.30 |
| ADM | 0.27 | 0.24 | 0.24 | 0.28 | 0.25 | 0.38 | 0.32 | 1.00 | 0.24 | 0.28 | 0.42 | 0.36 | 0.33 | 0.38 | 0.37 |
| MSFT | 0.21 | 0.45 | 0.64 | 0.27 | 0.18 | 0.23 | 0.21 | 0.24 | 1.00 | 0.20 | 0.21 | 0.38 | 0.26 | 0.39 | 0.54 |
| KMB | 0.32 | 0.21 | 0.17 | 0.42 | 0.46 | 0.29 | 0.36 | 0.28 | 0.20 | 1.00 | 0.44 | 0.26 | 0.42 | 0.30 | 0.28 |
| KHC | 0.28 | 0.20 | 0.22 | 0.41 | 0.36 | 0.36 | 0.35 | 0.42 | 0.21 | 0.44 | 1.00 | 0.33 | 0.35 | 0.32 | 0.31 |
| CMCSA | 0.29 | 0.31 | 0.37 | 0.29 | 0.26 | 0.34 | 0.28 | 0.36 | 0.38 | 0.26 | 0.33 | 1.00 | 0.33 | 0.43 | 0.46 |
| JNJ | 0.47 | 0.29 | 0.24 | 0.29 | 0.37 | 0.40 | 0.32 | 0.33 | 0.26 | 0.42 | 0.35 | 0.33 | 1.00 | 0.34 | 0.38 |
| UPS | 0.26 | 0.36 | 0.39 | 0.29 | 0.25 | 0.37 | 0.30 | 0.38 | 0.39 | 0.30 | 0.32 | 0.43 | 0.34 | 1.00 | 0.46 |
| CSCO | 0.33 | 0.39 | 0.50 | 0.31 | 0.23 | 0.36 | 0.30 | 0.37 | 0.54 | 0.28 | 0.31 | 0.46 | 0.38 | 0.46 | 1.00 |