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Core Fund

Last updated Feb 24, 2024

Asset Allocation


CHD 8.33%CP 8.33%CSX 8.33%DHR 8.33%GOOGL 8.33%LLY 8.33%MA 8.33%NVO 8.33%TMO 8.33%UNP 8.33%V 8.33%VWELX 8.33%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
CHD
Church & Dwight Co., Inc.
Consumer Defensive

8.33%

CP
Canadian Pacific Railway Limited
Industrials

8.33%

CSX
CSX Corporation
Industrials

8.33%

DHR
Danaher Corporation
Healthcare

8.33%

GOOGL
Alphabet Inc.
Communication Services

8.33%

LLY
Eli Lilly and Company
Healthcare

8.33%

MA
Mastercard Inc
Financial Services

8.33%

NVO
Novo Nordisk A/S
Healthcare

8.33%

TMO
Thermo Fisher Scientific Inc.
Healthcare

8.33%

UNP
Union Pacific Corporation
Industrials

8.33%

V
Visa Inc.
Financial Services

8.33%

VWELX
Vanguard Wellington Fund Investor Shares
Diversified Portfolio

8.33%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Core Fund, 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%SeptemberOctoberNovemberDecember2024February
1,443.70%
291.92%
Core Fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns

As of Feb 24, 2024, the Core Fund returned 10.43% Year-To-Date and 18.44% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Core Fund10.43%7.04%17.09%37.97%20.42%18.42%
CHD
Church & Dwight Co., Inc.
6.48%1.59%8.25%21.54%10.21%13.08%
CP
Canadian Pacific Railway Limited
9.44%10.08%10.51%14.49%18.03%12.39%
CSX
CSX Corporation
10.56%8.31%24.88%26.43%11.04%17.27%
DHR
Danaher Corporation
9.73%8.94%12.33%15.51%18.96%17.95%
GOOGL
Alphabet Inc.
3.06%-5.40%10.84%61.52%20.80%16.83%
LLY
Eli Lilly and Company
32.25%20.59%39.49%141.26%46.27%31.98%
MA
Mastercard Inc
11.17%7.96%17.86%34.88%16.83%20.59%
NVO
Novo Nordisk A/S
19.33%14.23%32.43%75.95%39.86%19.81%
TMO
Thermo Fisher Scientific Inc.
6.39%3.18%4.41%4.32%17.65%16.70%
UNP
Union Pacific Corporation
4.60%6.87%15.92%35.75%11.02%13.60%
V
Visa Inc.
9.13%6.04%17.38%30.19%14.86%18.37%
VWELX
Vanguard Wellington Fund Investor Shares
3.19%2.30%10.79%17.27%8.71%8.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.02%
20232.46%2.98%-4.65%-2.57%8.08%4.06%

Sharpe Ratio

The current Core Fund Sharpe ratio is 3.15. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.15

The Sharpe ratio of Core Fund is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
3.15
2.23
Core Fund
Benchmark (^GSPC)
Portfolio components

Dividend yield

Core Fund granted a 0.80% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Core Fund0.80%0.86%1.42%1.40%1.58%1.16%1.64%1.40%1.38%1.64%1.41%1.53%
CHD
Church & Dwight Co., Inc.
1.10%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%1.69%
CP
Canadian Pacific Railway Limited
0.66%0.72%0.77%1.67%3.82%0.93%1.07%0.93%0.98%0.84%0.65%0.89%
CSX
CSX Corporation
1.15%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
DHR
Danaher Corporation
0.41%0.45%0.43%0.29%0.37%0.50%0.70%0.68%0.71%0.66%0.47%0.13%
GOOGL
Alphabet 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%
LLY
Eli Lilly and Company
0.61%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMO
Thermo Fisher Scientific Inc.
0.25%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
UNP
Union Pacific Corporation
2.02%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
V
Visa Inc.
0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
VWELX
Vanguard Wellington Fund Investor Shares
2.19%2.26%8.19%8.64%7.77%4.67%9.49%6.47%4.44%7.03%6.39%6.55%

Expense Ratio

The Core Fund has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.24%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Core Fund
3.15
CHD
Church & Dwight Co., Inc.
1.17
CP
Canadian Pacific Railway Limited
0.68
CSX
CSX Corporation
1.58
DHR
Danaher Corporation
0.63
GOOGL
Alphabet Inc.
2.09
LLY
Eli Lilly and Company
4.66
MA
Mastercard Inc
2.05
NVO
Novo Nordisk A/S
2.42
TMO
Thermo Fisher Scientific Inc.
0.15
UNP
Union Pacific Corporation
1.68
V
Visa Inc.
1.98
VWELX
Vanguard Wellington Fund Investor Shares
1.50

Asset Correlations Table

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

CHDNVOLLYGOOGLCPTMOUNPVCSXMADHRVWELX
CHD1.000.250.300.240.260.330.290.300.280.280.340.40
NVO0.251.000.370.320.290.380.270.330.290.320.350.44
LLY0.300.371.000.340.290.410.290.320.290.330.400.50
GOOGL0.240.320.341.000.410.480.410.530.430.540.480.64
CP0.260.290.290.411.000.420.670.440.650.440.470.62
TMO0.330.380.410.480.421.000.440.470.450.490.680.64
UNP0.290.270.290.410.670.441.000.460.780.480.490.64
V0.300.330.320.530.440.470.461.000.460.800.490.63
CSX0.280.290.290.430.650.450.780.461.000.490.490.66
MA0.280.320.330.540.440.490.480.800.491.000.510.65
DHR0.340.350.400.480.470.680.490.490.490.511.000.67
VWELX0.400.440.500.640.620.640.640.630.660.650.671.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Core Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Core Fund. 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 Core Fund was 45.85%, occurring on Mar 9, 2009. Recovery took 274 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.85%Jun 6, 2008190Mar 9, 2009274Apr 9, 2010464
-29.39%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-18.6%Mar 31, 2022127Sep 30, 2022150May 8, 2023277
-15.6%Jul 8, 201161Oct 3, 201158Dec 23, 2011119
-13.73%Oct 2, 201858Dec 24, 201833Feb 12, 201991

Volatility Chart

The current Core Fund volatility is 3.58%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.58%
3.90%
Core Fund
Benchmark (^GSPC)
Portfolio components
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