Ear Research stock Rec
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AAPL Apple Inc | Technology | 4.20% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 4.30% |
COST Costco Wholesale Corporation | Consumer Defensive | 4.30% |
CPK Chesapeake Utilities Corporation | Utilities | 4.20% |
CVS CVS Health Corporation | Healthcare | 4.30% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 4.30% |
GILD Gilead Sciences, Inc. | Healthcare | 4.30% |
IBM International Business Machines Corporation | Technology | 4.30% |
KO The Coca-Cola Company | Consumer Defensive | 4.30% |
LLY Eli Lilly and Company | Healthcare | 4.30% |
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 20% |
MO Altria Group, Inc. | Consumer Defensive | 4.30% |
MSFT Microsoft Corporation | Technology | 4.30% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 20% |
V Visa Inc. | Financial Services | 4.30% |
ZS Zscaler, Inc. | Technology | 4.30% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 16, 2018, corresponding to the inception date of ZS
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.63% | 13.31% | -1.23% | 9.83% | 14.61% | 10.64% |
Ear Research stock Rec | 8.35% | 9.48% | 7.60% | 20.86% | 19.97% | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | -19.10% | 4.76% | -11.54% | 5.56% | 21.13% | 21.14% |
COST Costco Wholesale Corporation | 12.17% | 7.19% | 10.74% | 28.68% | 29.78% | 23.87% |
CPK Chesapeake Utilities Corporation | 1.31% | -8.51% | -4.23% | 11.31% | 7.86% | 11.01% |
DPZ Domino's Pizza, Inc. | 14.93% | 2.61% | 10.26% | -5.16% | 6.47% | 17.24% |
LLY Eli Lilly and Company | -5.74% | -11.20% | -3.41% | -9.12% | 38.44% | 27.87% |
CVS CVS Health Corporation | 41.56% | -3.71% | 11.82% | 13.37% | 2.84% | -2.26% |
MSFT Microsoft Corporation | 7.78% | 26.25% | 9.56% | 6.29% | 20.82% | 27.25% |
ZS Zscaler, Inc. | 37.86% | 28.40% | 23.78% | 40.54% | 26.45% | N/A |
BRK-B Berkshire Hathaway Inc. | 11.86% | 0.02% | 8.15% | 22.36% | 23.72% | 13.37% |
V Visa Inc. | 13.75% | 12.12% | 16.95% | 30.79% | 14.23% | 18.63% |
KO The Coca-Cola Company | 16.25% | -1.26% | 15.78% | 17.63% | 13.22% | 9.12% |
GILD Gilead Sciences, Inc. | 17.44% | 3.25% | 23.42% | 66.09% | 12.44% | 3.12% |
MO Altria Group, Inc. | 15.74% | 3.16% | 10.21% | 38.76% | 18.64% | 8.29% |
IBM International Business Machines Corporation | 20.25% | 11.17% | 23.19% | 54.94% | 23.54% | 9.31% |
SPY SPDR S&P 500 ETF | -0.25% | 13.42% | -0.66% | 11.09% | 16.24% | 12.52% |
MGK Vanguard Mega Cap Growth ETF | -0.90% | 19.53% | 1.60% | 16.11% | 17.97% | 15.82% |
Monthly Returns
The table below presents the monthly returns of Ear Research stock Rec, 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 | 4.59% | 3.56% | -3.69% | 1.45% | 2.38% | 8.35% | |||||||
2024 | 2.55% | 4.33% | 1.72% | -4.30% | 4.13% | 4.45% | 0.58% | 4.21% | 1.31% | -1.46% | 6.71% | -3.64% | 21.88% |
2023 | 4.90% | -2.39% | 4.38% | 1.09% | 2.47% | 5.78% | 3.43% | -0.86% | -3.87% | -0.90% | 9.17% | 4.53% | 30.56% |
2022 | -5.34% | -3.22% | 4.04% | -7.48% | -0.87% | -5.64% | 7.56% | -3.58% | -7.93% | 7.93% | 4.99% | -6.36% | -16.44% |
2021 | -0.45% | 0.45% | 4.07% | 5.30% | 1.24% | 4.45% | 3.67% | 3.72% | -5.22% | 6.09% | 0.75% | 6.18% | 34.05% |
2020 | 2.51% | -6.43% | -5.58% | 10.67% | 5.69% | 2.67% | 4.80% | 7.41% | -3.56% | -3.92% | 10.45% | 4.89% | 31.41% |
2019 | 7.72% | 1.49% | 5.35% | 2.80% | -4.97% | 6.36% | 1.52% | -1.12% | 0.01% | 2.57% | 4.98% | 2.28% | 32.34% |
2018 | -3.96% | 1.23% | 1.65% | 3.00% | 3.91% | 5.83% | 1.06% | -6.56% | 2.02% | -8.38% | -1.20% |
Expense Ratio
Ear Research stock Rec has an expense ratio of 0.03%, which is considered low. 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
With an overall rank of 86, Ear Research stock Rec is among the top 14% of 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.17 | 0.54 | 1.07 | 0.21 | 0.67 |
COST Costco Wholesale Corporation | 1.32 | 1.86 | 1.25 | 1.71 | 4.94 |
CPK Chesapeake Utilities Corporation | 0.53 | 0.79 | 1.09 | 0.40 | 2.07 |
DPZ Domino's Pizza, Inc. | -0.17 | -0.01 | 1.00 | -0.19 | -0.32 |
LLY Eli Lilly and Company | -0.24 | 0.07 | 1.01 | -0.21 | -0.40 |
CVS CVS Health Corporation | 0.35 | 0.78 | 1.10 | 0.22 | 1.00 |
MSFT Microsoft Corporation | 0.25 | 0.66 | 1.09 | 0.36 | 0.80 |
ZS Zscaler, Inc. | 0.91 | 1.33 | 1.19 | 0.68 | 4.22 |
BRK-B Berkshire Hathaway Inc. | 1.14 | 1.57 | 1.22 | 2.45 | 6.01 |
V Visa Inc. | 1.41 | 1.80 | 1.27 | 1.92 | 6.75 |
KO The Coca-Cola Company | 1.04 | 1.55 | 1.19 | 1.12 | 2.46 |
GILD Gilead Sciences, Inc. | 2.43 | 3.31 | 1.42 | 2.45 | 11.72 |
MO Altria Group, Inc. | 2.02 | 2.90 | 1.38 | 3.84 | 8.98 |
IBM International Business Machines Corporation | 1.99 | 2.90 | 1.42 | 3.57 | 10.92 |
SPY SPDR S&P 500 ETF | 0.55 | 0.94 | 1.14 | 0.61 | 2.35 |
MGK Vanguard Mega Cap Growth ETF | 0.63 | 1.09 | 1.15 | 0.74 | 2.46 |
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Dividends
Dividend yield
Ear Research stock Rec provided a 1.44% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.44% | 1.59% | 1.77% | 1.70% | 1.46% | 1.88% | 1.76% | 1.98% | 1.90% | 1.85% | 1.88% | 1.59% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
CPK Chesapeake Utilities Corporation | 2.09% | 2.07% | 2.18% | 1.76% | 1.29% | 1.59% | 1.65% | 1.77% | 1.63% | 1.80% | 2.00% | 2.15% |
DPZ Domino's Pizza, Inc. | 1.30% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% |
LLY Eli Lilly and Company | 0.77% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
CVS CVS Health Corporation | 4.28% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
ZS Zscaler, 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% |
BRK-B Berkshire Hathaway 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. | 0.64% | 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 | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
GILD Gilead Sciences, Inc. | 2.88% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
MO Altria Group, Inc. | 6.80% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
IBM International Business Machines Corporation | 2.56% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
SPY SPDR S&P 500 ETF | 1.23% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
MGK Vanguard Mega Cap Growth ETF | 0.45% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Ear Research stock Rec. 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 Ear Research stock Rec was 26.33%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Ear Research stock Rec drawdown is 1.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.33% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
-22.34% | Dec 30, 2021 | 198 | Oct 12, 2022 | 190 | Jul 18, 2023 | 388 |
-18.08% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
-13.74% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
-9.44% | Sep 3, 2020 | 41 | Oct 30, 2020 | 19 | Nov 27, 2020 | 60 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 16 assets, with an effective number of assets of 9.46, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | MO | DPZ | CPK | LLY | ZS | GILD | CVS | KO | IBM | COST | BRK-B | AAPL | V | MSFT | MGK | SPY | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.31 | 0.37 | 0.33 | 0.38 | 0.50 | 0.37 | 0.40 | 0.42 | 0.59 | 0.58 | 0.66 | 0.72 | 0.68 | 0.78 | 0.93 | 1.00 | 0.95 |
MO | 0.31 | 1.00 | 0.09 | 0.29 | 0.19 | 0.02 | 0.29 | 0.35 | 0.47 | 0.34 | 0.22 | 0.41 | 0.16 | 0.24 | 0.13 | 0.16 | 0.31 | 0.34 |
DPZ | 0.37 | 0.09 | 1.00 | 0.14 | 0.19 | 0.28 | 0.17 | 0.14 | 0.17 | 0.19 | 0.32 | 0.20 | 0.29 | 0.28 | 0.32 | 0.38 | 0.37 | 0.44 |
CPK | 0.33 | 0.29 | 0.14 | 1.00 | 0.19 | 0.04 | 0.26 | 0.28 | 0.41 | 0.30 | 0.25 | 0.36 | 0.18 | 0.27 | 0.17 | 0.21 | 0.33 | 0.37 |
LLY | 0.38 | 0.19 | 0.19 | 0.19 | 1.00 | 0.18 | 0.29 | 0.28 | 0.28 | 0.27 | 0.31 | 0.29 | 0.27 | 0.27 | 0.32 | 0.35 | 0.38 | 0.46 |
ZS | 0.50 | 0.02 | 0.28 | 0.04 | 0.18 | 1.00 | 0.14 | 0.08 | 0.06 | 0.18 | 0.34 | 0.18 | 0.42 | 0.33 | 0.51 | 0.58 | 0.50 | 0.59 |
GILD | 0.37 | 0.29 | 0.17 | 0.26 | 0.29 | 0.14 | 1.00 | 0.34 | 0.33 | 0.35 | 0.27 | 0.33 | 0.26 | 0.29 | 0.27 | 0.29 | 0.37 | 0.43 |
CVS | 0.40 | 0.35 | 0.14 | 0.28 | 0.28 | 0.08 | 0.34 | 1.00 | 0.34 | 0.39 | 0.25 | 0.48 | 0.22 | 0.29 | 0.21 | 0.25 | 0.40 | 0.43 |
KO | 0.42 | 0.47 | 0.17 | 0.41 | 0.28 | 0.06 | 0.33 | 0.34 | 1.00 | 0.39 | 0.36 | 0.48 | 0.25 | 0.41 | 0.27 | 0.29 | 0.42 | 0.46 |
IBM | 0.59 | 0.34 | 0.19 | 0.30 | 0.27 | 0.18 | 0.35 | 0.39 | 0.39 | 1.00 | 0.35 | 0.52 | 0.37 | 0.48 | 0.38 | 0.45 | 0.59 | 0.59 |
COST | 0.58 | 0.22 | 0.32 | 0.25 | 0.31 | 0.34 | 0.27 | 0.25 | 0.36 | 0.35 | 1.00 | 0.37 | 0.46 | 0.43 | 0.51 | 0.58 | 0.58 | 0.64 |
BRK-B | 0.66 | 0.41 | 0.20 | 0.36 | 0.29 | 0.18 | 0.33 | 0.48 | 0.48 | 0.52 | 0.37 | 1.00 | 0.41 | 0.53 | 0.39 | 0.49 | 0.66 | 0.63 |
AAPL | 0.72 | 0.16 | 0.29 | 0.18 | 0.27 | 0.42 | 0.26 | 0.22 | 0.25 | 0.37 | 0.46 | 0.41 | 1.00 | 0.50 | 0.67 | 0.78 | 0.72 | 0.73 |
V | 0.68 | 0.24 | 0.28 | 0.27 | 0.27 | 0.33 | 0.29 | 0.29 | 0.41 | 0.48 | 0.43 | 0.53 | 0.50 | 1.00 | 0.57 | 0.65 | 0.68 | 0.70 |
MSFT | 0.78 | 0.13 | 0.32 | 0.17 | 0.32 | 0.51 | 0.27 | 0.21 | 0.27 | 0.38 | 0.51 | 0.39 | 0.67 | 0.57 | 1.00 | 0.86 | 0.77 | 0.79 |
MGK | 0.93 | 0.16 | 0.38 | 0.21 | 0.35 | 0.58 | 0.29 | 0.25 | 0.29 | 0.45 | 0.58 | 0.49 | 0.78 | 0.65 | 0.86 | 1.00 | 0.93 | 0.91 |
SPY | 1.00 | 0.31 | 0.37 | 0.33 | 0.38 | 0.50 | 0.37 | 0.40 | 0.42 | 0.59 | 0.58 | 0.66 | 0.72 | 0.68 | 0.77 | 0.93 | 1.00 | 0.95 |
Portfolio | 0.95 | 0.34 | 0.44 | 0.37 | 0.46 | 0.59 | 0.43 | 0.43 | 0.46 | 0.59 | 0.64 | 0.63 | 0.73 | 0.70 | 0.79 | 0.91 | 0.95 | 1.00 |