"Economic Moat"
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
CAT Caterpillar Inc. | Industrials | 6.67% |
DIS The Walt Disney Company | Communication Services | 6.67% |
GOOG Alphabet Inc. | Communication Services | 6.67% |
JPM JPMorgan Chase & Co. | Financial Services | 6.67% |
KO The Coca-Cola Company | Consumer Defensive | 6.67% |
MA Mastercard Inc | Financial Services | 6.67% |
MCD McDonald's Corporation | Consumer Cyclical | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NKE NIKE, Inc. | Consumer Cyclical | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
PFE Pfizer Inc. | Healthcare | 6.67% |
PG The Procter & Gamble Company | Consumer Defensive | 6.67% |
V Visa Inc. | Financial Services | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in "Economic Moat", 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Apr 20, 2025, the "Economic Moat" returned -10.50% Year-To-Date and 19.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| "Economic Moat" | -10.50% | -7.38% | -8.94% | 5.11% | 18.14% | 19.72% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -12.57% | -4.93% | -11.70% | -7.15% | 17.08% | 25.86% |
AAPL Apple Inc | -21.25% | -8.00% | -15.99% | 19.95% | 24.08% | 21.30% |
AMZN Amazon.com, Inc. | -21.32% | -11.46% | -8.67% | -1.16% | 7.62% | 24.45% |
V Visa Inc. | 4.47% | -2.91% | 13.83% | 23.09% | 15.83% | 17.97% |
KO The Coca-Cola Company | 18.12% | 4.72% | 5.19% | 24.95% | 12.88% | 9.30% |
MA Mastercard Inc | -1.45% | -3.40% | 0.50% | 14.27% | 16.20% | 19.74% |
PG The Procter & Gamble Company | 2.40% | 1.84% | 0.23% | 9.85% | 9.90% | 10.54% |
DIS The Walt Disney Company | -23.83% | -14.21% | -12.43% | -24.00% | -3.45% | -1.58% |
NKE NIKE, Inc. | -25.94% | -22.40% | -32.07% | -39.91% | -7.62% | 2.28% |
CAT Caterpillar Inc. | -18.59% | -12.49% | -24.75% | -16.09% | 23.21% | 16.20% |
PFE Pfizer Inc. | -15.17% | -15.46% | -21.78% | -9.51% | -4.20% | 0.00% |
NVDA NVIDIA Corporation | -24.42% | -14.38% | -26.44% | 33.22% | 70.28% | 69.14% |
JPM JPMorgan Chase & Co. | -2.13% | -2.35% | 4.09% | 27.74% | 23.87% | 17.16% |
MCD McDonald's Corporation | 8.01% | 1.40% | -0.50% | 17.24% | 14.02% | 15.17% |
GOOG Alphabet Inc. | -19.38% | -7.08% | -6.87% | -1.05% | 19.53% | 19.13% |
Monthly Returns
The table below presents the monthly returns of "Economic Moat", 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 | 2.22% | 0.19% | -6.71% | -6.32% | -10.50% | ||||||||
| 2024 | 3.15% | 6.41% | 3.58% | -3.28% | 4.56% | 1.11% | 0.96% | 2.63% | 2.37% | -1.26% | 5.91% | -0.90% | 27.77% |
| 2023 | 8.34% | -2.21% | 6.31% | 2.83% | 0.49% | 5.92% | 3.01% | -0.66% | -5.46% | -1.17% | 8.92% | 2.46% | 31.54% |
| 2022 | -4.55% | -3.42% | 2.97% | -8.80% | -0.36% | -8.63% | 9.55% | -5.55% | -11.67% | 10.72% | 6.98% | -4.32% | -18.37% |
| 2021 | -3.35% | 4.32% | 2.91% | 5.90% | 0.15% | 3.78% | 3.59% | 2.18% | -5.12% | 6.23% | 1.62% | 4.53% | 29.43% |
| 2020 | 1.84% | -7.12% | -9.17% | 11.76% | 5.49% | 1.63% | 7.06% | 10.83% | -2.64% | -2.79% | 10.63% | 4.58% | 33.76% |
| 2019 | 5.56% | 2.88% | 3.99% | 6.27% | -6.51% | 7.29% | 2.61% | -1.28% | 1.68% | 3.50% | 4.42% | 3.61% | 38.85% |
| 2018 | 7.73% | -2.01% | -2.84% | 1.01% | 3.69% | 1.09% | 5.02% | 5.18% | 2.19% | -7.06% | 1.46% | -7.10% | 7.39% |
| 2017 | 3.32% | 3.78% | 1.28% | 2.57% | 4.60% | 0.47% | 3.74% | 1.23% | 1.03% | 6.10% | 3.20% | 1.60% | 38.15% |
| 2016 | -4.67% | -1.51% | 6.91% | -0.03% | 3.55% | -1.44% | 5.72% | 1.47% | 2.32% | -0.52% | 3.24% | 3.66% | 19.67% |
| 2015 | -2.99% | 8.27% | -2.42% | 3.64% | 1.20% | -1.12% | 5.73% | -4.64% | 0.10% | 11.63% | 2.17% | -0.81% | 21.38% |
| 2014 | -0.93% | 2.31% | 1.12% | -1.68% | 4.71% | -0.08% | 3.14% | 4.53% | -2.55% | 10.76% |
Expense Ratio
"Economic Moat" 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 "Economic Moat" is 27, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | -0.43 | -0.46 | 0.94 | -0.45 | -1.04 |
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
V Visa Inc. | 1.05 | 1.49 | 1.22 | 1.49 | 5.30 |
KO The Coca-Cola Company | 1.80 | 2.53 | 1.33 | 1.90 | 4.21 |
MA Mastercard Inc | 0.64 | 0.98 | 1.14 | 0.79 | 3.40 |
PG The Procter & Gamble Company | 0.66 | 0.97 | 1.13 | 1.03 | 2.65 |
DIS The Walt Disney Company | -0.85 | -1.09 | 0.84 | -0.42 | -1.65 |
NKE NIKE, Inc. | -0.99 | -1.27 | 0.80 | -0.57 | -1.92 |
CAT Caterpillar Inc. | -0.55 | -0.63 | 0.92 | -0.50 | -1.51 |
PFE Pfizer Inc. | -0.35 | -0.34 | 0.96 | -0.14 | -0.71 |
NVDA NVIDIA Corporation | 0.27 | 0.79 | 1.10 | 0.44 | 1.20 |
JPM JPMorgan Chase & Co. | 1.10 | 1.62 | 1.24 | 1.28 | 4.69 |
MCD McDonald's Corporation | 1.01 | 1.48 | 1.20 | 1.17 | 3.69 |
GOOG Alphabet Inc. | -0.04 | 0.17 | 1.02 | -0.04 | -0.10 |
Dividends
Dividend yield
"Economic Moat" provided a 1.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.66% | 1.54% | 1.44% | 1.31% | 1.13% | 1.33% | 1.46% | 1.65% | 1.56% | 1.84% | 1.91% | 1.81% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.67% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
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% |
MA Mastercard Inc | 0.55% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
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% | 3.31% | 2.78% |
DIS The Walt Disney Company | 1.12% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% |
NKE NIKE, Inc. | 2.76% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
CAT Caterpillar Inc. | 1.44% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
PFE Pfizer Inc. | 7.63% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
JPM JPMorgan Chase & Co. | 2.18% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
MCD McDonald's Corporation | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
GOOG Alphabet Inc. | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 "Economic Moat". 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 "Economic Moat" was 31.93%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current "Economic Moat" drawdown is 13.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -28.58% | Dec 28, 2021 | 192 | Sep 30, 2022 | 195 | Jul 13, 2023 | 387 |
| -18.46% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -18.3% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.36% | Dec 7, 2015 | 46 | Feb 11, 2016 | 42 | Apr 13, 2016 | 88 |
Volatility
Volatility Chart
The current "Economic Moat" volatility is 12.55%, 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
| PFE | PG | KO | MCD | CAT | NVDA | DIS | JPM | NKE | AMZN | AAPL | GOOG | MSFT | V | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PFE | 1.00 | 0.33 | 0.34 | 0.28 | 0.27 | 0.17 | 0.25 | 0.32 | 0.27 | 0.20 | 0.26 | 0.25 | 0.29 | 0.33 | 0.31 |
| PG | 0.33 | 1.00 | 0.60 | 0.42 | 0.23 | 0.14 | 0.25 | 0.25 | 0.30 | 0.20 | 0.27 | 0.24 | 0.32 | 0.36 | 0.36 |
| KO | 0.34 | 0.60 | 1.00 | 0.48 | 0.28 | 0.12 | 0.30 | 0.31 | 0.32 | 0.19 | 0.27 | 0.26 | 0.31 | 0.39 | 0.39 |
| MCD | 0.28 | 0.42 | 0.48 | 1.00 | 0.29 | 0.21 | 0.33 | 0.34 | 0.36 | 0.27 | 0.32 | 0.32 | 0.36 | 0.42 | 0.42 |
| CAT | 0.27 | 0.23 | 0.28 | 0.29 | 1.00 | 0.33 | 0.41 | 0.58 | 0.38 | 0.30 | 0.35 | 0.35 | 0.35 | 0.42 | 0.44 |
| NVDA | 0.17 | 0.14 | 0.12 | 0.21 | 0.33 | 1.00 | 0.32 | 0.33 | 0.35 | 0.54 | 0.50 | 0.52 | 0.58 | 0.42 | 0.45 |
| DIS | 0.25 | 0.25 | 0.30 | 0.33 | 0.41 | 0.32 | 1.00 | 0.47 | 0.46 | 0.38 | 0.38 | 0.41 | 0.40 | 0.47 | 0.48 |
| JPM | 0.32 | 0.25 | 0.31 | 0.34 | 0.58 | 0.33 | 0.47 | 1.00 | 0.41 | 0.31 | 0.36 | 0.37 | 0.37 | 0.48 | 0.49 |
| NKE | 0.27 | 0.30 | 0.32 | 0.36 | 0.38 | 0.35 | 0.46 | 0.41 | 1.00 | 0.40 | 0.41 | 0.42 | 0.42 | 0.47 | 0.48 |
| AMZN | 0.20 | 0.20 | 0.19 | 0.27 | 0.30 | 0.54 | 0.38 | 0.31 | 0.40 | 1.00 | 0.55 | 0.67 | 0.64 | 0.48 | 0.49 |
| AAPL | 0.26 | 0.27 | 0.27 | 0.32 | 0.35 | 0.50 | 0.38 | 0.36 | 0.41 | 0.55 | 1.00 | 0.57 | 0.61 | 0.48 | 0.49 |
| GOOG | 0.25 | 0.24 | 0.26 | 0.32 | 0.35 | 0.52 | 0.41 | 0.37 | 0.42 | 0.67 | 0.57 | 1.00 | 0.68 | 0.54 | 0.54 |
| MSFT | 0.29 | 0.32 | 0.31 | 0.36 | 0.35 | 0.58 | 0.40 | 0.37 | 0.42 | 0.64 | 0.61 | 0.68 | 1.00 | 0.57 | 0.58 |
| V | 0.33 | 0.36 | 0.39 | 0.42 | 0.42 | 0.42 | 0.47 | 0.48 | 0.47 | 0.48 | 0.48 | 0.54 | 0.57 | 1.00 | 0.85 |
| MA | 0.31 | 0.36 | 0.39 | 0.42 | 0.44 | 0.45 | 0.48 | 0.49 | 0.48 | 0.49 | 0.49 | 0.54 | 0.58 | 0.85 | 1.00 |