Core Fund
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
Performance
Performance Chart
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
The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of Jul 25, 2024, the Core Fund returned 11.41% Year-To-Date and 18.52% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Core Fund | 10.88% | -1.91% | 7.48% | 19.79% | 18.33% | 18.59% |
| Portfolio components: | ||||||
CHD Church & Dwight Co., Inc. | 6.18% | -4.43% | 1.30% | 5.26% | 6.93% | 13.27% |
CP Canadian Pacific Railway Limited | 2.74% | 1.76% | 3.34% | -1.87% | 13.25% | 9.34% |
CSX CSX Corporation | -2.43% | 1.79% | -4.41% | 3.14% | 9.32% | 14.52% |
DHR Danaher Corporation | 17.00% | 6.62% | 16.17% | 19.90% | 16.99% | 24.59% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.93% |
LLY Eli Lilly and Company | 41.36% | -8.88% | 28.91% | 81.83% | 52.32% | 32.05% |
MA Mastercard Inc | 1.17% | -4.89% | -1.76% | 9.54% | 9.41% | 19.72% |
NVO Novo Nordisk A/S | 24.23% | -11.00% | 18.92% | 64.63% | 41.05% | 20.42% |
TMO Thermo Fisher Scientific Inc. | 12.15% | 6.51% | 8.76% | 6.44% | 15.98% | 17.42% |
UNP Union Pacific Corporation | -3.14% | 5.25% | -1.03% | 3.68% | 8.58% | 11.44% |
V Visa Inc. | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | 17.74% |
VWELX Vanguard Wellington Fund Investor Shares | 8.06% | -0.43% | 7.13% | 13.71% | 8.20% | 8.05% |
Monthly Returns
The table below presents the monthly returns of Core Fund, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.99% | 5.14% | 2.18% | -2.46% | 2.22% | 0.74% | 10.88% | ||||||
| 2023 | 3.14% | -3.24% | 4.77% | 2.99% | -0.73% | 5.46% | 2.46% | 2.98% | -4.65% | -2.57% | 8.08% | 4.06% | 24.26% |
| 2022 | -4.91% | -2.16% | 7.00% | -6.50% | -0.93% | -3.56% | 7.41% | -5.80% | -8.93% | 6.78% | 8.72% | -3.16% | -7.87% |
| 2021 | 0.24% | 1.88% | 1.99% | 5.09% | 1.62% | 2.67% | 4.73% | 0.90% | -4.75% | 9.52% | -2.93% | 7.27% | 31.08% |
| 2020 | 3.85% | -7.47% | -7.61% | 11.90% | 5.85% | 1.36% | 5.91% | 5.94% | -0.49% | -3.04% | 7.93% | 3.43% | 28.81% |
| 2019 | 7.01% | 5.75% | 3.86% | 2.46% | -2.98% | 4.08% | 0.54% | 1.10% | -1.10% | 1.42% | 3.67% | 3.69% | 33.26% |
| 2018 | 5.35% | -3.25% | -0.50% | 1.00% | 4.03% | 0.76% | 7.27% | 3.48% | 1.81% | -6.11% | 5.91% | -6.93% | 12.32% |
| 2017 | 6.26% | 3.57% | -0.47% | 4.18% | 3.92% | -0.13% | -0.36% | 2.47% | 3.69% | 1.33% | 3.39% | 1.75% | 33.68% |
| 2016 | -5.61% | -0.09% | 5.62% | 2.87% | 0.41% | -0.95% | 11.65% | -1.16% | 0.66% | -3.36% | 0.00% | 1.48% | 11.02% |
| 2015 | -1.52% | 4.88% | -0.50% | 0.53% | 0.39% | -1.35% | 5.70% | -5.93% | -1.18% | 4.66% | 1.99% | -1.90% | 5.28% |
| 2014 | -0.08% | 6.22% | -1.59% | -1.30% | 3.38% | 2.27% | -1.14% | 3.07% | 1.43% | 3.85% | 2.63% | -0.31% | 19.70% |
| 2013 | 8.33% | 2.72% | 3.25% | 1.33% | 1.97% | -2.02% | 4.41% | -2.56% | 3.92% | 5.06% | 4.26% | 4.52% | 40.78% |
Expense Ratio
Core Fund has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Core Fund is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 0.18 | 0.34 | 1.05 | 0.19 | 0.73 |
CP Canadian Pacific Railway Limited | -0.08 | 0.04 | 1.00 | -0.09 | -0.16 |
CSX CSX Corporation | 0.15 | 0.34 | 1.04 | 0.13 | 0.32 |
DHR Danaher Corporation | 0.83 | 1.39 | 1.16 | 0.54 | 3.00 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
LLY Eli Lilly and Company | 2.63 | 3.64 | 1.49 | 5.94 | 18.97 |
MA Mastercard Inc | 0.50 | 0.73 | 1.10 | 0.61 | 1.50 |
NVO Novo Nordisk A/S | 1.80 | 3.01 | 1.35 | 4.54 | 12.90 |
TMO Thermo Fisher Scientific Inc. | 0.21 | 0.44 | 1.05 | 0.13 | 0.45 |
UNP Union Pacific Corporation | 0.58 | 1.15 | 1.13 | 0.47 | 1.52 |
V Visa Inc. | 0.49 | 0.74 | 1.09 | 0.57 | 1.68 |
VWELX Vanguard Wellington Fund Investor Shares | 1.55 | 2.22 | 1.28 | 1.00 | 5.78 |
Dividends
Dividend yield
Core Fund granted a 1.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Core Fund | 1.22% | 1.22% | 1.49% | 1.48% | 1.69% | 1.29% | 1.80% | 1.53% | 4.61% | 1.74% | 1.53% | 1.63% |
| Portfolio components: | ||||||||||||
CHD Church & Dwight Co., Inc. | 1.11% | 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 | 0.70% | 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 | 1.37% | 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 | 0.39% | 0.43% | 0.38% | 0.29% | 0.37% | 0.50% | 0.70% | 0.68% | 36.54% | 0.87% | 0.47% | 0.13% |
GOOGL Alphabet Inc. | 0.12% | 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 | 0.59% | 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 | 0.59% | 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 | 0.76% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
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 | 2.21% | 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. | 0.79% | 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 | 5.72% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 6.47% | 4.44% | 7.03% | 6.39% | 6.55% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Core Fund drawdown is 3.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.85% | Jun 6, 2008 | 190 | Mar 9, 2009 | 274 | Apr 9, 2010 | 464 |
| -29.39% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -18.6% | Mar 31, 2022 | 127 | Sep 30, 2022 | 150 | May 8, 2023 | 277 |
| -15.61% | Jul 8, 2011 | 61 | Oct 3, 2011 | 58 | Dec 23, 2011 | 119 |
| -13.73% | Oct 2, 2018 | 58 | Dec 24, 2018 | 33 | Feb 12, 2019 | 91 |
Volatility
Volatility Chart
The current Core Fund volatility is 3.16%, 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
| CHD | NVO | LLY | GOOGL | CP | TMO | UNP | V | CSX | MA | DHR | VWELX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHD | 1.00 | 0.25 | 0.29 | 0.23 | 0.26 | 0.32 | 0.29 | 0.29 | 0.27 | 0.28 | 0.34 | 0.39 |
| NVO | 0.25 | 1.00 | 0.38 | 0.32 | 0.28 | 0.38 | 0.26 | 0.32 | 0.28 | 0.31 | 0.35 | 0.44 |
| LLY | 0.29 | 0.38 | 1.00 | 0.33 | 0.28 | 0.39 | 0.28 | 0.32 | 0.28 | 0.32 | 0.40 | 0.49 |
| GOOGL | 0.23 | 0.32 | 0.33 | 1.00 | 0.40 | 0.47 | 0.40 | 0.53 | 0.42 | 0.53 | 0.47 | 0.64 |
| CP | 0.26 | 0.28 | 0.28 | 0.40 | 1.00 | 0.42 | 0.66 | 0.44 | 0.64 | 0.44 | 0.46 | 0.61 |
| TMO | 0.32 | 0.38 | 0.39 | 0.47 | 0.42 | 1.00 | 0.44 | 0.46 | 0.45 | 0.48 | 0.68 | 0.63 |
| UNP | 0.29 | 0.26 | 0.28 | 0.40 | 0.66 | 0.44 | 1.00 | 0.46 | 0.78 | 0.48 | 0.49 | 0.63 |
| V | 0.29 | 0.32 | 0.32 | 0.53 | 0.44 | 0.46 | 0.46 | 1.00 | 0.46 | 0.80 | 0.48 | 0.62 |
| CSX | 0.27 | 0.28 | 0.28 | 0.42 | 0.64 | 0.45 | 0.78 | 0.46 | 1.00 | 0.49 | 0.48 | 0.65 |
| MA | 0.28 | 0.31 | 0.32 | 0.53 | 0.44 | 0.48 | 0.48 | 0.80 | 0.49 | 1.00 | 0.51 | 0.64 |
| DHR | 0.34 | 0.35 | 0.40 | 0.47 | 0.46 | 0.68 | 0.49 | 0.48 | 0.48 | 0.51 | 1.00 | 0.66 |
| VWELX | 0.39 | 0.44 | 0.49 | 0.64 | 0.61 | 0.63 | 0.63 | 0.62 | 0.65 | 0.64 | 0.66 | 1.00 |