Core Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Core Portfolio

Currency in USD · Last updated May 9, 2025

The core stocks and ETFs of my portfolio. These are long-term plays.

Asset Allocation

Position	Category/Sector	Target Weight
AMD Advanced Micro Devices, Inc.	Technology	0%
AVGO Broadcom Inc.	Technology	10.70%
BA The Boeing Company	Industrials	0%
DUK Duke Energy Corporation	Utilities	0%
EQIX Equinix, Inc.	Real Estate	8.81%
KHC The Kraft Heinz Company	Consumer Defensive	0%
LMT Lockheed Martin Corporation	Industrials	11.05%
MRK Merck & Co., Inc.	Healthcare	5.39%
MSFT Microsoft Corporation	Technology	12.64%
PFE Pfizer Inc.	Healthcare	0%
PGR The Progressive Corporation	Financial Services	14.81%
RTX Raytheon Technologies Corporation	Industrials	2.43%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	12%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	5.44%
UNH UnitedHealth Group Incorporated	Healthcare	16.73%

Benchmark

Rebalance

Performance

Performance Chart

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

Core Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of KHC

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.70%	13.67%	-5.18%	9.18%	14.14%	10.43%
Core Portfolio	-3.23%	6.12%	-5.43%	12.64%	21.32%	N/A
Portfolio components:
MRK Merck & Co., Inc.	-21.27%	-1.65%	-21.97%	-38.29%	4.44%	6.31%
SCHD Schwab US Dividend Equity ETF	-4.79%	6.00%	-9.18%	2.30%	12.66%	10.38%
EQIX Equinix, Inc.	-8.21%	16.34%	-4.21%	26.86%	6.81%	15.27%
MSFT Microsoft Corporation	4.16%	23.58%	3.41%	7.55%	19.96%	26.84%
UNH UnitedHealth Group Incorporated	-23.46%	-30.29%	-35.80%	-22.16%	7.67%	14.66%
AVGO Broadcom Inc.	-10.11%	33.16%	13.68%	58.68%	53.87%	36.25%
TSM Taiwan Semiconductor Manufacturing Company Limited	-10.93%	23.94%	-12.29%	23.73%	29.48%	25.11%
RTX Raytheon Technologies Corporation	11.75%	6.82%	8.27%	26.51%	20.01%	8.29%
PGR The Progressive Corporation	20.90%	9.04%	13.48%	34.29%	33.51%	29.70%
LMT Lockheed Martin Corporation	-1.63%	7.03%	-12.83%	4.47%	7.51%	12.57%
PFE Pfizer Inc.	-11.99%	5.17%	-13.65%	-13.66%	-4.28%	0.57%
BA The Boeing Company	8.31%	37.53%	26.97%	6.29%	7.53%	4.03%
AMD Advanced Micro Devices, Inc.	-15.80%	30.03%	-32.12%	-33.80%	13.88%	46.07%
KHC The Kraft Heinz Company	-6.03%	2.89%	-10.95%	-16.67%	3.81%	N/A
DUK Duke Energy Corporation	12.41%	3.49%	10.07%	21.74%	12.47%	9.09%

*Annualized

Monthly Returns

The table below presents the monthly returns of Core 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	1.25%	-2.52%	-1.93%	-1.47%	1.46%								-3.23%
2024	3.67%	4.11%	3.44%	-2.90%	3.26%	4.16%	4.58%	5.08%	1.90%	-2.61%	3.83%	-2.03%	29.34%
2023	2.64%	-0.85%	3.69%	0.35%	2.77%	3.83%	0.11%	-0.75%	-2.86%	5.16%	6.09%	2.55%	24.78%
2022	-2.30%	-0.27%	4.76%	-4.69%	2.25%	-4.35%	3.95%	-2.68%	-7.69%	8.76%	8.11%	-2.43%	1.93%
2021	-1.76%	0.34%	6.64%	3.77%	1.62%	1.79%	0.79%	1.69%	-4.70%	8.74%	-1.76%	9.08%	28.43%
2020	1.90%	-7.91%	-4.13%	11.76%	2.56%	2.13%	6.72%	5.15%	-1.10%	-3.36%	7.14%	5.48%	27.66%
2019	7.23%	4.31%	2.91%	4.26%	-3.11%	5.58%	1.45%	-0.30%	0.75%	2.88%	5.42%	2.94%	39.67%
2018	4.70%	-2.34%	-1.05%	0.59%	2.46%	-0.51%	4.06%	4.15%	3.58%	-6.69%	3.10%	-7.15%	4.03%
2017	4.28%	3.40%	1.48%	2.47%	4.21%	0.88%	4.20%	2.23%	0.14%	4.44%	4.35%	0.04%	37.09%
2016	-2.41%	1.18%	8.61%	-2.28%	3.68%	3.17%	2.36%	0.55%	-0.16%	0.36%	4.16%	1.77%	22.53%
2015							2.65%	-4.06%	0.86%	7.67%	-0.49%	2.76%	9.36%

Expense Ratio

Core Portfolio has an expense ratio of 0.01%, 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.

SCHD

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Core Portfolio is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MRK Merck & Co., Inc.	-1.48	-2.04	0.73	-0.94	-1.71
SCHD Schwab US Dividend Equity ETF	0.09	0.34	1.05	0.16	0.53
EQIX Equinix, Inc.	0.56	1.41	1.18	0.96	3.01
MSFT Microsoft Corporation	0.28	0.63	1.08	0.33	0.74
UNH UnitedHealth Group Incorporated	-0.61	-0.54	0.91	-0.58	-1.59
AVGO Broadcom Inc.	0.98	1.72	1.23	1.49	4.13
TSM Taiwan Semiconductor Manufacturing Company Limited	0.53	1.06	1.13	0.70	1.90
RTX Raytheon Technologies Corporation	0.95	1.49	1.24	1.70	5.83
PGR The Progressive Corporation	1.46	1.90	1.27	2.81	6.99
LMT Lockheed Martin Corporation	0.17	0.40	1.06	0.14	0.28
PFE Pfizer Inc.	-0.62	-0.58	0.93	-0.21	-0.91
BA The Boeing Company	0.15	0.58	1.07	0.12	0.63
AMD Advanced Micro Devices, Inc.	-0.64	-0.77	0.91	-0.54	-1.15
KHC The Kraft Heinz Company	-0.73	-0.94	0.89	-0.28	-1.42
DUK Duke Energy Corporation	1.20	1.79	1.22	1.89	4.83

The current Core Portfolio Sharpe ratio is 0.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Core Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Core Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Core Portfolio provided a 2.13% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.13%	1.71%	1.73%	1.86%	2.54%	2.20%	2.47%	2.39%	1.92%	2.26%	2.57%	2.73%
Portfolio components:
MRK Merck & Co., Inc.	4.07%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%	3.12%
SCHD Schwab US Dividend Equity ETF	4.03%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
EQIX Equinix, Inc.	2.03%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%	3.34%
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%
UNH UnitedHealth Group Incorporated	2.18%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
AVGO Broadcom Inc.	1.08%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.41%	1.18%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%
RTX Raytheon Technologies Corporation	1.96%	2.14%	2.76%	2.14%	2.33%	2.64%	1.96%	2.66%	2.13%	2.39%	2.66%	2.05%
PGR The Progressive Corporation	1.73%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
LMT Lockheed Martin Corporation	2.72%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
PFE Pfizer Inc.	9.23%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.54%	3.70%	3.48%	3.34%
BA The Boeing Company	0.00%	0.00%	0.00%	0.00%	0.00%	0.96%	2.52%	2.12%	1.93%	2.80%	2.52%	2.25%
AMD Advanced Micro Devices, 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%
KHC The Kraft Heinz Company	5.62%	5.21%	4.33%	3.93%	4.46%	4.62%	4.98%	5.81%	3.15%	2.69%	2.34%	0.00%
DUK Duke Energy Corporation	3.47%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%	3.77%

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.

Core Portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Core 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 Core Portfolio was 29.68%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Core Portfolio drawdown is 6.59%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.68%	Feb 13, 2020	27	Mar 23, 2020	53	Jun 8, 2020	80
-16.7%	Oct 3, 2018	57	Dec 24, 2018	37	Feb 19, 2019	94
-15.44%	Apr 8, 2022	131	Oct 14, 2022	32	Nov 30, 2022	163
-14.03%	Jan 24, 2025	60	Apr 21, 2025	—	—	—
-10.86%	Jul 21, 2015	26	Aug 25, 2015	39	Oct 20, 2015	65

Volatility

Volatility Chart

The current Core Portfolio volatility is 7.62%, 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.

Core Portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 8.46, 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

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

	^GSPC	DUK	KHC	AMD	MRK	EQIX	PFE	LMT	BA	TSM	UNH	PGR	AVGO	RTX	MSFT	SCHD	Portfolio
^GSPC	1.00	0.24	0.35	0.54	0.36	0.47	0.40	0.37	0.52	0.61	0.44	0.42	0.67	0.55	0.76	0.82	0.85
DUK	0.24	1.00	0.38	-0.00	0.29	0.34	0.29	0.30	0.11	0.02	0.25	0.31	0.05	0.26	0.12	0.38	0.29
KHC	0.35	0.38	1.00	0.11	0.31	0.25	0.30	0.29	0.19	0.13	0.28	0.29	0.18	0.31	0.21	0.49	0.36
AMD	0.54	-0.00	0.11	1.00	0.11	0.30	0.17	0.11	0.27	0.52	0.19	0.15	0.52	0.23	0.50	0.37	0.46
MRK	0.36	0.29	0.31	0.11	1.00	0.25	0.52	0.29	0.17	0.10	0.36	0.35	0.15	0.28	0.25	0.42	0.44
EQIX	0.47	0.34	0.25	0.30	0.25	1.00	0.26	0.19	0.18	0.28	0.25	0.25	0.31	0.22	0.41	0.37	0.53
PFE	0.40	0.29	0.30	0.17	0.52	0.26	1.00	0.29	0.21	0.15	0.36	0.29	0.20	0.28	0.28	0.49	0.42
LMT	0.37	0.30	0.29	0.11	0.29	0.19	0.29	1.00	0.36	0.14	0.31	0.38	0.18	0.55	0.22	0.48	0.50
BA	0.52	0.11	0.19	0.27	0.17	0.18	0.21	0.36	1.00	0.33	0.23	0.24	0.34	0.52	0.32	0.51	0.44
TSM	0.61	0.02	0.13	0.52	0.10	0.28	0.15	0.14	0.33	1.00	0.18	0.17	0.61	0.27	0.52	0.46	0.57
UNH	0.44	0.25	0.28	0.19	0.36	0.25	0.36	0.31	0.23	0.18	1.00	0.34	0.23	0.32	0.31	0.45	0.61
PGR	0.42	0.31	0.29	0.15	0.35	0.25	0.29	0.38	0.24	0.17	0.34	1.00	0.22	0.39	0.28	0.47	0.59
AVGO	0.67	0.05	0.18	0.52	0.15	0.31	0.20	0.18	0.34	0.61	0.23	0.22	1.00	0.32	0.57	0.50	0.68
RTX	0.55	0.26	0.31	0.23	0.28	0.22	0.28	0.55	0.52	0.27	0.32	0.39	0.32	1.00	0.33	0.63	0.55
MSFT	0.76	0.12	0.21	0.50	0.25	0.41	0.28	0.22	0.32	0.52	0.31	0.28	0.57	0.33	1.00	0.51	0.70
SCHD	0.82	0.38	0.49	0.37	0.42	0.37	0.49	0.48	0.51	0.46	0.45	0.47	0.50	0.63	0.51	1.00	0.75
Portfolio	0.85	0.29	0.36	0.46	0.44	0.53	0.42	0.50	0.44	0.57	0.61	0.59	0.68	0.55	0.70	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jul 7, 2015

Performance Analysis

Risk Analysis

Optimization

Factor Model

Core Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community