Core 5
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ATO Atmos Energy Corporation | Utilities | 1.44% |
BRO Brown & Brown, Inc. | Financial Services | 11.32% |
COST Costco Wholesale Corporation | Consumer Defensive | 26.45% |
ESLT Elbit Systems Ltd | Industrials | 14.14% |
FITBI Fifth Third Bancorp | Financial Services | 16.34% |
RBA Ritchie Bros. Auctioneers Incorporated | Industrials | 4.28% |
WCN Waste Connections, Inc. | Industrials | 26.01% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Core 5, 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.
The earliest data available for this chart is Dec 6, 2013, corresponding to the inception date of FITBI
Returns By Period
As of Apr 15, 2025, the Core 5 returned 16.89% Year-To-Date and 19.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Core 5 | 16.89% | 6.04% | 20.37% | 39.12% | 22.59% | 19.16% |
| Portfolio components: | ||||||
COST Costco Wholesale Corporation | 7.00% | 8.34% | 9.74% | 37.09% | 27.17% | 23.31% |
WCN Waste Connections, Inc. | 14.30% | 5.67% | 7.93% | 18.91% | 18.89% | 18.14% |
FITBI Fifth Third Bancorp | 2.91% | 1.62% | 4.06% | 10.80% | 5.87% | 5.59% |
ESLT Elbit Systems Ltd | 58.21% | 11.03% | 95.55% | 103.94% | 29.26% | 19.35% |
BRO Brown & Brown, Inc. | 18.67% | 2.28% | 14.53% | 50.06% | 27.42% | 23.44% |
RBA Ritchie Bros. Auctioneers Incorporated | 8.46% | 2.12% | 21.09% | 34.81% | 22.26% | 16.97% |
ATO Atmos Energy Corporation | 11.93% | 3.40% | 10.42% | 40.54% | 10.91% | 13.87% |
Monthly Returns
The table below presents the monthly returns of Core 5, 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 | 6.95% | 5.33% | 1.99% | 1.73% | 16.89% | ||||||||
| 2024 | 2.92% | 6.84% | 0.29% | -3.22% | 4.25% | 2.46% | 1.75% | 6.35% | -1.73% | 1.91% | 8.18% | -4.90% | 27.09% |
| 2023 | 4.57% | -1.55% | 1.12% | 3.54% | 1.26% | 5.15% | 1.86% | -1.79% | -0.04% | -2.92% | 5.79% | 7.33% | 26.49% |
| 2022 | -6.70% | 3.13% | 8.75% | -4.77% | -5.56% | 1.42% | 8.26% | -2.15% | -5.49% | 1.82% | 2.38% | -8.19% | -8.55% |
| 2021 | -4.72% | -2.27% | 7.16% | 6.00% | 0.33% | 1.16% | 4.34% | 4.56% | -1.77% | 8.32% | 0.44% | 6.02% | 32.72% |
| 2020 | 4.24% | -4.48% | -9.98% | 7.34% | 5.25% | -1.28% | 7.41% | 2.45% | -0.62% | -1.28% | 7.18% | 0.71% | 16.47% |
| 2019 | 6.74% | 3.75% | 3.10% | 4.79% | -0.62% | 4.68% | 2.38% | 2.68% | 0.31% | 1.85% | -0.11% | -0.15% | 33.34% |
| 2018 | 3.73% | -1.16% | -2.21% | 1.37% | 2.17% | 1.12% | 2.82% | 4.86% | -0.37% | -3.36% | 1.50% | -6.53% | 3.42% |
| 2017 | 1.89% | 6.69% | -2.10% | 3.75% | 3.28% | -2.18% | 0.83% | 2.02% | 4.88% | -0.93% | 2.82% | 0.93% | 23.73% |
| 2016 | 1.86% | 2.49% | 6.72% | 0.59% | 0.89% | 4.16% | 4.16% | 0.59% | -2.93% | -0.77% | 2.26% | 2.83% | 24.98% |
| 2015 | -1.76% | 2.51% | 5.00% | -1.11% | -0.97% | -1.03% | 3.20% | -2.14% | -0.91% | 2.03% | 2.74% | -0.07% | 7.44% |
| 2014 | -3.82% | 4.15% | 0.60% | -0.42% | 2.51% | 0.42% | 0.23% | 2.06% | 0.74% | 5.84% | 3.28% | 0.74% | 17.23% |
Expense Ratio
Core 5 has an expense ratio of 0.00%, meaning no management fees are charged. 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 99, Core 5 is among the top 1% 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 | |
|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 1.60 | 2.16 | 1.29 | 1.99 | 6.27 |
WCN Waste Connections, Inc. | 1.05 | 1.51 | 1.20 | 1.46 | 4.42 |
FITBI Fifth Third Bancorp | 1.74 | 2.77 | 1.33 | 3.28 | 9.71 |
ESLT Elbit Systems Ltd | 3.86 | 5.27 | 1.68 | 4.09 | 22.13 |
BRO Brown & Brown, Inc. | 2.42 | 3.00 | 1.44 | 4.15 | 11.96 |
RBA Ritchie Bros. Auctioneers Incorporated | 1.24 | 2.12 | 1.26 | 2.39 | 6.84 |
ATO Atmos Energy Corporation | 2.30 | 3.04 | 1.41 | 3.92 | 10.63 |
Dividends
Dividend yield
Core 5 provided a 1.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 2.05% | 2.39% | 1.86% | 1.58% | 2.37% | 1.72% | 2.00% | 2.84% | 2.17% | 3.39% | 2.55% |
| Portfolio components: | ||||||||||||
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% |
WCN Waste Connections, Inc. | 0.61% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% |
FITBI Fifth Third Bancorp | 8.80% | 9.15% | 6.50% | 6.75% | 5.95% | 5.69% | 5.77% | 6.40% | 5.81% | 6.08% | 5.73% | 6.43% |
ESLT Elbit Systems Ltd | 0.49% | 0.77% | 0.94% | 1.22% | 1.03% | 1.28% | 1.14% | 1.54% | 1.32% | 1.57% | 1.63% | 2.07% |
BRO Brown & Brown, Inc. | 0.46% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
RBA Ritchie Bros. Auctioneers Incorporated | 0.57% | 0.92% | 3.23% | 1.80% | 1.54% | 1.21% | 1.77% | 2.14% | 2.26% | 1.93% | 2.47% | 2.01% |
ATO Atmos Energy Corporation | 2.16% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% |
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 5. 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 5 was 25.83%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.83% | Feb 19, 2020 | 24 | Mar 23, 2020 | 108 | Aug 25, 2020 | 132 |
| -17.56% | Apr 8, 2022 | 49 | Jun 17, 2022 | 272 | Jul 20, 2023 | 321 |
| -14.7% | Sep 12, 2018 | 72 | Dec 24, 2018 | 51 | Mar 11, 2019 | 123 |
| -9.93% | Dec 30, 2021 | 20 | Jan 27, 2022 | 34 | Mar 17, 2022 | 54 |
| -7.39% | Apr 7, 2015 | 98 | Aug 24, 2015 | 92 | Jan 5, 2016 | 190 |
Volatility
Volatility Chart
The current Core 5 volatility is 7.53%, 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
| FITBI | ESLT | ATO | RBA | COST | WCN | BRO | |
|---|---|---|---|---|---|---|---|
| FITBI | 1.00 | 0.11 | 0.11 | 0.14 | 0.13 | 0.14 | 0.15 |
| ESLT | 0.11 | 1.00 | 0.15 | 0.22 | 0.20 | 0.20 | 0.26 |
| ATO | 0.11 | 0.15 | 1.00 | 0.20 | 0.27 | 0.34 | 0.35 |
| RBA | 0.14 | 0.22 | 0.20 | 1.00 | 0.29 | 0.32 | 0.35 |
| COST | 0.13 | 0.20 | 0.27 | 0.29 | 1.00 | 0.36 | 0.40 |
| WCN | 0.14 | 0.20 | 0.34 | 0.32 | 0.36 | 1.00 | 0.43 |
| BRO | 0.15 | 0.26 | 0.35 | 0.35 | 0.40 | 0.43 | 1.00 |