Core Portfolio
The core stocks and ETFs of my portfolio. These are long-term plays.
Asset Allocation
| Position | Category/Sector | 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% |
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 Quarterly
The earliest data available for this chart is Sep 17, 2012, corresponding to the inception date of KHC
Returns By Period
As of Oct 30, 2024, the Core Portfolio returned 29.02% Year-To-Date and 23.54% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Core Portfolio | 29.02% | -0.88% | 19.01% | 41.87% | 24.02% | 23.54% |
| Portfolio components: | ||||||
MRK Merck & Co., Inc. | -3.03% | -8.76% | -18.71% | 3.70% | 7.89% | 9.81% |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
EQIX Equinix, Inc. | 14.22% | 2.63% | 28.74% | 29.33% | 11.83% | 18.56% |
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
UNH UnitedHealth Group Incorporated | 8.03% | -3.39% | 17.12% | 7.68% | 19.14% | 21.34% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 48.19% | 39.10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 91.43% | 10.66% | 44.38% | 132.41% | 33.48% | 27.79% |
RTX Raytheon Technologies Corporation | 48.57% | 1.99% | 22.33% | 60.28% | 10.47% | 9.62% |
PGR The Progressive Corporation | 52.70% | -3.71% | 16.15% | 56.73% | 31.29% | 28.02% |
LMT Lockheed Martin Corporation | 23.03% | -6.11% | 19.06% | 25.96% | 10.69% | 14.19% |
PFE Pfizer Inc. | 3.29% | -2.17% | 14.35% | -1.35% | -0.73% | 3.99% |
BA The Boeing Company | -41.31% | -2.14% | -8.85% | -16.11% | -14.60% | 3.49% |
AMD Advanced Micro Devices, Inc. | 12.78% | 1.16% | 4.97% | 72.85% | 37.55% | 50.59% |
KHC The Kraft Heinz Company | -2.60% | -1.61% | -7.77% | 15.22% | 6.22% | -0.76% |
DUK Duke Energy Corporation | 21.56% | -1.35% | 18.70% | 35.75% | 8.32% | 7.81% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.67% | 4.11% | 3.44% | -2.90% | 3.26% | 4.16% | 4.58% | 5.08% | 1.90% | 29.02% | |||
| 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% | 11.94% | 2.56% | 2.12% | 6.72% | 5.15% | -1.10% | -3.36% | 7.14% | 5.48% | 27.84% |
| 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% | 4.04% |
| 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% | 22.54% |
| 2015 | -1.71% | 7.90% | 0.18% | 0.82% | 4.62% | -3.08% | 3.46% | -4.05% | 0.87% | 7.67% | -0.49% | 2.75% | 19.74% |
| 2014 | -1.36% | 6.09% | 3.00% | -1.08% | 3.66% | 1.92% | -1.42% | 6.62% | 1.19% | 3.74% | 4.23% | 0.39% | 30.04% |
| 2013 | 4.29% | 1.07% | 4.51% | 3.06% | 3.96% | 0.01% | 2.76% | -0.35% | 4.29% | 0.10% | 5.04% | 3.29% | 36.89% |
Expense Ratio
Core Portfolio has an expense ratio of 0.01%, 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 risk-adjusted rank of Core Portfolio is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 0.18 | 0.37 | 1.06 | 0.17 | 0.45 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
EQIX Equinix, Inc. | 1.25 | 2.06 | 1.24 | 1.25 | 2.92 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
UNH UnitedHealth Group Incorporated | 0.37 | 0.67 | 1.09 | 0.44 | 1.17 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 3.38 | 3.92 | 1.51 | 3.63 | 19.23 |
RTX Raytheon Technologies Corporation | 3.41 | 5.50 | 1.68 | 2.47 | 24.72 |
PGR The Progressive Corporation | 2.95 | 3.86 | 1.52 | 8.30 | 23.16 |
LMT Lockheed Martin Corporation | 1.67 | 2.36 | 1.34 | 1.79 | 7.93 |
PFE Pfizer Inc. | 0.00 | 0.18 | 1.02 | 0.00 | 0.01 |
BA The Boeing Company | -0.44 | -0.41 | 0.95 | -0.23 | -0.51 |
AMD Advanced Micro Devices, Inc. | 1.51 | 2.09 | 1.27 | 1.78 | 3.54 |
KHC The Kraft Heinz Company | 0.82 | 1.20 | 1.16 | 0.28 | 2.06 |
DUK Duke Energy Corporation | 2.25 | 3.13 | 1.39 | 1.82 | 12.75 |
Dividends
Dividend yield
Core Portfolio provided a 1.63% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Core Portfolio | 1.63% | 1.73% | 1.86% | 2.54% | 2.20% | 2.48% | 2.40% | 1.92% | 2.26% | 2.58% | 2.74% | 1.91% |
| Portfolio components: | ||||||||||||
MRK Merck & Co., Inc. | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
EQIX Equinix, Inc. | 1.88% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% | 0.00% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
UNH UnitedHealth Group Incorporated | 1.42% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.11% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
RTX Raytheon Technologies Corporation | 1.99% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.27% | 2.55% | 2.84% | 2.19% | 2.06% |
PGR The Progressive Corporation | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
LMT Lockheed Martin Corporation | 2.30% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
PFE Pfizer Inc. | 5.87% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
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 | 4.60% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 3.09% | 3.43% | 3.80% |
DUK Duke Energy Corporation | 3.60% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
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 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 52 trading sessions.
The current Core Portfolio drawdown is 2.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.68% | Feb 13, 2020 | 27 | Mar 23, 2020 | 52 | Jun 5, 2020 | 79 |
| -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 |
| -10.84% | Jul 21, 2015 | 26 | Aug 25, 2015 | 39 | Oct 20, 2015 | 65 |
| -9.17% | Dec 30, 2015 | 30 | Feb 11, 2016 | 15 | Mar 4, 2016 | 45 |
Volatility
Volatility Chart
The current Core Portfolio volatility is 3.20%, 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
| DUK | AMD | TSM | KHC | EQIX | MRK | BA | PFE | UNH | PGR | LMT | AVGO | MSFT | RTX | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DUK | 1.00 | 0.02 | 0.06 | 0.36 | 0.33 | 0.28 | 0.13 | 0.29 | 0.24 | 0.30 | 0.29 | 0.08 | 0.17 | 0.26 | 0.38 |
| AMD | 0.02 | 1.00 | 0.46 | 0.13 | 0.27 | 0.12 | 0.26 | 0.16 | 0.18 | 0.16 | 0.13 | 0.47 | 0.45 | 0.23 | 0.36 |
| TSM | 0.06 | 0.46 | 1.00 | 0.17 | 0.26 | 0.12 | 0.32 | 0.17 | 0.22 | 0.20 | 0.18 | 0.56 | 0.47 | 0.29 | 0.47 |
| KHC | 0.36 | 0.13 | 0.17 | 1.00 | 0.26 | 0.31 | 0.22 | 0.31 | 0.30 | 0.30 | 0.30 | 0.22 | 0.24 | 0.33 | 0.50 |
| EQIX | 0.33 | 0.27 | 0.26 | 0.26 | 1.00 | 0.27 | 0.20 | 0.27 | 0.28 | 0.27 | 0.23 | 0.32 | 0.39 | 0.25 | 0.39 |
| MRK | 0.28 | 0.12 | 0.12 | 0.31 | 0.27 | 1.00 | 0.20 | 0.52 | 0.37 | 0.36 | 0.31 | 0.20 | 0.28 | 0.31 | 0.45 |
| BA | 0.13 | 0.26 | 0.32 | 0.22 | 0.20 | 0.20 | 1.00 | 0.23 | 0.26 | 0.28 | 0.43 | 0.34 | 0.31 | 0.55 | 0.54 |
| PFE | 0.29 | 0.16 | 0.17 | 0.31 | 0.27 | 0.52 | 0.23 | 1.00 | 0.38 | 0.31 | 0.32 | 0.24 | 0.29 | 0.32 | 0.51 |
| UNH | 0.24 | 0.18 | 0.22 | 0.30 | 0.28 | 0.37 | 0.26 | 0.38 | 1.00 | 0.35 | 0.33 | 0.26 | 0.33 | 0.35 | 0.47 |
| PGR | 0.30 | 0.16 | 0.20 | 0.30 | 0.27 | 0.36 | 0.28 | 0.31 | 0.35 | 1.00 | 0.39 | 0.25 | 0.32 | 0.41 | 0.50 |
| LMT | 0.29 | 0.13 | 0.18 | 0.30 | 0.23 | 0.31 | 0.43 | 0.32 | 0.33 | 0.39 | 1.00 | 0.22 | 0.26 | 0.57 | 0.51 |
| AVGO | 0.08 | 0.47 | 0.56 | 0.22 | 0.32 | 0.20 | 0.34 | 0.24 | 0.26 | 0.25 | 0.22 | 1.00 | 0.51 | 0.34 | 0.51 |
| MSFT | 0.17 | 0.45 | 0.47 | 0.24 | 0.39 | 0.28 | 0.31 | 0.29 | 0.33 | 0.32 | 0.26 | 0.51 | 1.00 | 0.35 | 0.54 |
| RTX | 0.26 | 0.23 | 0.29 | 0.33 | 0.25 | 0.31 | 0.55 | 0.32 | 0.35 | 0.41 | 0.57 | 0.34 | 0.35 | 1.00 | 0.65 |
| SCHD | 0.38 | 0.36 | 0.47 | 0.50 | 0.39 | 0.45 | 0.54 | 0.51 | 0.47 | 0.50 | 0.51 | 0.51 | 0.54 | 0.65 | 1.00 |