My Future Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 7.14% |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 7.14% |
ADP Automatic Data Processing, Inc. | Industrials | 7.14% |
BDX Becton, Dickinson and Company | Healthcare | 7.14% |
CMCSA Comcast Corporation | Communication Services | 7.14% |
CVS CVS Health Corporation | Healthcare | 7.14% |
EA Electronic Arts Inc. | Communication Services | 7.14% |
ELV Elevance Health Inc | Healthcare | 7.14% |
EOG EOG Resources, Inc. | Energy | 7.14% |
JNJ Johnson & Johnson | Healthcare | 7.14% |
KO The Coca-Cola Company | Consumer Defensive | 7.14% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 7.14% |
MCD McDonald's Corporation | Consumer Cyclical | 7.14% |
MRK Merck & Co., Inc. | Healthcare | 7.14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Future 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 Oct 30, 2001, corresponding to the inception date of ELV
Returns By Period
As of Apr 7, 2025, the My Future Portfolio returned 1.27% Year-To-Date and 9.84% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| My Future Portfolio | 1.21% | -6.00% | -8.67% | -5.34% | 11.53% | 8.41% |
| Portfolio components: | ||||||
CMCSA Comcast Corporation | -9.50% | -10.39% | -16.26% | -15.65% | 0.20% | 3.42% |
EA Electronic Arts Inc. | -7.36% | -3.36% | -5.04% | 4.43% | 5.40% | 9.08% |
ABT Abbott Laboratories | 10.59% | -9.26% | 10.88% | 14.19% | 9.91% | 12.35% |
ELV Elevance Health Inc | 16.75% | 5.18% | -12.11% | -14.25% | 13.14% | 12.35% |
JNJ Johnson & Johnson | 6.81% | -8.07% | -2.40% | 3.78% | 4.26% | 7.10% |
EOG EOG Resources, Inc. | -9.17% | -11.74% | -16.46% | -16.37% | 25.26% | 4.16% |
ADM Archer-Daniels-Midland Company | -13.29% | -12.38% | -24.88% | -29.15% | 6.42% | 1.90% |
KO The Coca-Cola Company | 13.15% | -1.38% | 2.86% | 21.02% | 11.32% | 8.94% |
LOW Lowe's Companies, Inc. | -9.13% | -7.98% | -16.13% | -4.98% | 21.06% | 13.61% |
MCD McDonald's Corporation | 4.12% | -6.59% | 0.93% | 15.28% | 13.74% | 14.76% |
BDX Becton, Dickinson and Company | -8.19% | -9.26% | -11.87% | -14.30% | -1.76% | 5.58% |
CVS CVS Health Corporation | 43.62% | -4.03% | -0.10% | -10.75% | 4.65% | -1.96% |
MRK Merck & Co., Inc. | -17.40% | -13.18% | -23.72% | -34.46% | 4.07% | 7.33% |
ADP Automatic Data Processing, Inc. | -1.73% | -6.13% | 2.49% | 19.37% | 18.16% | 15.25% |
Monthly Returns
The table below presents the monthly returns of My Future 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 | 4.31% | 1.98% | 1.44% | -6.20% | 1.21% | ||||||||
| 2024 | -1.03% | 2.14% | 3.61% | -3.64% | -1.47% | 0.13% | 3.56% | 3.24% | 0.24% | -5.99% | 2.78% | -7.06% | -4.18% |
| 2023 | -0.82% | -5.71% | 0.62% | 3.90% | -5.72% | 5.29% | 6.12% | -3.80% | -4.08% | -1.80% | 3.57% | 3.43% | -0.05% |
| 2022 | -0.71% | -1.07% | 2.69% | -1.41% | 3.83% | -7.56% | 3.37% | 0.94% | -6.60% | 12.75% | 3.87% | -4.29% | 4.27% |
| 2021 | -0.38% | 0.91% | 9.18% | 3.48% | 2.92% | -1.19% | 1.00% | 0.30% | -0.58% | 8.42% | -2.48% | 9.12% | 34.21% |
| 2020 | -3.10% | -9.43% | -11.85% | 14.56% | 4.89% | -2.05% | 5.23% | 3.03% | -2.26% | -2.22% | 8.68% | 3.41% | 6.03% |
| 2019 | 7.72% | 0.59% | 1.00% | -0.17% | -4.57% | 6.34% | 0.24% | -1.29% | -1.21% | 0.90% | 3.68% | 4.58% | 18.56% |
| 2018 | 7.97% | -8.59% | -1.70% | 4.92% | -0.59% | 4.07% | 3.71% | 2.31% | 3.98% | -6.63% | 3.91% | -9.70% | 1.79% |
| 2017 | 2.71% | 2.63% | 0.99% | 2.46% | 0.94% | 1.01% | 2.83% | -1.40% | 2.12% | 1.72% | 4.28% | 0.53% | 22.76% |
| 2016 | -2.51% | -1.61% | 7.22% | 2.30% | 0.51% | 1.08% | 0.79% | -0.09% | 0.54% | -4.39% | 4.76% | 1.17% | 9.65% |
| 2015 | -0.55% | 5.47% | 0.01% | 0.06% | 1.38% | -1.26% | 0.59% | -5.49% | -2.95% | 8.42% | -2.53% | -0.70% | 1.74% |
| 2014 | -3.42% | 6.66% | 2.88% | 0.20% | 4.92% | 2.40% | -1.83% | 3.48% | -1.71% | 2.69% | 3.14% | 1.47% | 22.43% |
Expense Ratio
My Future 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 My Future Portfolio is 12, meaning it’s performing worse than 88% 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 | |
|---|---|---|---|---|---|
CMCSA Comcast Corporation | -0.62 | -0.68 | 0.90 | -0.42 | -1.51 |
EA Electronic Arts Inc. | 0.10 | 0.29 | 1.05 | 0.09 | 0.25 |
ABT Abbott Laboratories | 0.69 | 1.12 | 1.14 | 0.55 | 2.94 |
ELV Elevance Health Inc | -0.52 | -0.57 | 0.92 | -0.41 | -0.72 |
JNJ Johnson & Johnson | 0.13 | 0.31 | 1.04 | 0.14 | 0.43 |
EOG EOG Resources, Inc. | -0.59 | -0.66 | 0.91 | -0.78 | -1.98 |
ADM Archer-Daniels-Midland Company | -1.09 | -1.46 | 0.82 | -0.54 | -1.78 |
KO The Coca-Cola Company | 1.27 | 1.85 | 1.24 | 1.31 | 2.92 |
LOW Lowe's Companies, Inc. | -0.24 | -0.18 | 0.98 | -0.26 | -0.63 |
MCD McDonald's Corporation | 0.58 | 0.93 | 1.12 | 0.67 | 2.14 |
BDX Becton, Dickinson and Company | -0.67 | -0.78 | 0.90 | -0.54 | -2.31 |
CVS CVS Health Corporation | -0.27 | -0.11 | 0.98 | -0.19 | -0.52 |
MRK Merck & Co., Inc. | -1.46 | -1.97 | 0.73 | -0.95 | -1.83 |
ADP Automatic Data Processing, Inc. | 1.10 | 1.49 | 1.21 | 1.91 | 6.23 |
Dividends
Dividend yield
My Future Portfolio provided a 2.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.72% | 2.70% | 2.37% | 2.30% | 1.97% | 2.04% | 1.86% | 2.07% | 1.93% | 2.12% | 2.05% | 1.79% |
| Portfolio components: | ||||||||||||
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% |
EA Electronic Arts Inc. | 0.56% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ABT Abbott Laboratories | 1.80% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
ELV Elevance Health Inc | 1.54% | 1.77% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% |
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% |
EOG EOG Resources, Inc. | 3.35% | 2.97% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.56% |
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% |
KO The Coca-Cola Company | 2.81% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LOW Lowe's Companies, Inc. | 2.04% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
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% |
BDX Becton, Dickinson and Company | 1.92% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
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% |
MRK Merck & Co., Inc. | 3.88% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
ADP Automatic Data Processing, Inc. | 2.06% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
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 My Future 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 My Future Portfolio was 42.57%, occurring on Mar 2, 2009. Recovery took 544 trading sessions.
The current My Future Portfolio drawdown is 8.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.57% | May 19, 2008 | 198 | Mar 2, 2009 | 544 | Apr 27, 2011 | 742 |
| -36.37% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -26.09% | May 24, 2002 | 41 | Jul 23, 2002 | 305 | Oct 7, 2003 | 346 |
| -17.47% | Oct 2, 2018 | 58 | Dec 24, 2018 | 244 | Dec 12, 2019 | 302 |
| -17.35% | May 11, 2011 | 101 | Oct 3, 2011 | 65 | Jan 5, 2012 | 166 |
Volatility
Volatility Chart
The current My Future Portfolio volatility is 6.83%, 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
| EOG | EA | ELV | ADM | MCD | LOW | CVS | MRK | KO | CMCSA | BDX | ABT | JNJ | ADP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EOG | 1.00 | 0.25 | 0.24 | 0.38 | 0.21 | 0.24 | 0.25 | 0.22 | 0.21 | 0.28 | 0.22 | 0.19 | 0.21 | 0.30 |
| EA | 0.25 | 1.00 | 0.24 | 0.24 | 0.28 | 0.34 | 0.27 | 0.26 | 0.26 | 0.34 | 0.31 | 0.29 | 0.28 | 0.39 |
| ELV | 0.24 | 0.24 | 1.00 | 0.31 | 0.29 | 0.30 | 0.38 | 0.35 | 0.30 | 0.33 | 0.37 | 0.32 | 0.35 | 0.36 |
| ADM | 0.38 | 0.24 | 0.31 | 1.00 | 0.30 | 0.33 | 0.34 | 0.29 | 0.37 | 0.34 | 0.31 | 0.29 | 0.33 | 0.37 |
| MCD | 0.21 | 0.28 | 0.29 | 0.30 | 1.00 | 0.37 | 0.33 | 0.33 | 0.40 | 0.34 | 0.33 | 0.35 | 0.34 | 0.41 |
| LOW | 0.24 | 0.34 | 0.30 | 0.33 | 0.37 | 1.00 | 0.41 | 0.30 | 0.33 | 0.41 | 0.33 | 0.35 | 0.32 | 0.46 |
| CVS | 0.25 | 0.27 | 0.38 | 0.34 | 0.33 | 0.41 | 1.00 | 0.35 | 0.35 | 0.36 | 0.35 | 0.33 | 0.38 | 0.41 |
| MRK | 0.22 | 0.26 | 0.35 | 0.29 | 0.33 | 0.30 | 0.35 | 1.00 | 0.38 | 0.35 | 0.39 | 0.45 | 0.51 | 0.39 |
| KO | 0.21 | 0.26 | 0.30 | 0.37 | 0.40 | 0.33 | 0.35 | 0.38 | 1.00 | 0.36 | 0.36 | 0.38 | 0.44 | 0.42 |
| CMCSA | 0.28 | 0.34 | 0.33 | 0.34 | 0.34 | 0.41 | 0.36 | 0.35 | 0.36 | 1.00 | 0.35 | 0.35 | 0.36 | 0.46 |
| BDX | 0.22 | 0.31 | 0.37 | 0.31 | 0.33 | 0.33 | 0.35 | 0.39 | 0.36 | 0.35 | 1.00 | 0.50 | 0.45 | 0.42 |
| ABT | 0.19 | 0.29 | 0.32 | 0.29 | 0.35 | 0.35 | 0.33 | 0.45 | 0.38 | 0.35 | 0.50 | 1.00 | 0.50 | 0.43 |
| JNJ | 0.21 | 0.28 | 0.35 | 0.33 | 0.34 | 0.32 | 0.38 | 0.51 | 0.44 | 0.36 | 0.45 | 0.50 | 1.00 | 0.44 |
| ADP | 0.30 | 0.39 | 0.36 | 0.37 | 0.41 | 0.46 | 0.41 | 0.39 | 0.42 | 0.46 | 0.42 | 0.43 | 0.44 | 1.00 |