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Joseph Carlson
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500

Performance

Performance Chart


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The earliest data available for this chart is May 25, 2006, corresponding to the inception date of MA

Returns By Period

As of May 29, 2025, the Joseph Carlson returned 5.98% Year-To-Date and 21.96% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.12%6.51%-1.84%10.98%14.10%10.82%
Joseph Carlson5.98%10.36%3.34%18.56%21.22%21.96%
SPGI
S&P Global Inc.
3.08%6.90%-1.82%19.79%10.41%18.45%
MA
Mastercard Inc
9.71%7.75%8.51%30.16%14.51%20.83%
COST
Costco Wholesale Corporation
10.84%3.67%5.62%25.24%28.96%23.81%
TXRH
Texas Roadhouse, Inc.
9.24%17.80%-2.77%15.72%32.46%20.82%
INTU
Intuit Inc.
20.45%22.03%19.00%26.55%21.77%22.87%
BKNG
Booking Holdings Inc.
10.43%11.97%5.22%45.67%27.55%16.79%
MSFT
Microsoft Corporation
8.92%17.14%8.54%7.10%21.10%27.39%
CRM
salesforce.com, inc.
-17.31%3.91%-16.13%2.90%9.73%14.35%
MCO
Moody's Corporation
1.47%9.02%-4.10%18.79%13.29%17.22%
GOOGL
Alphabet Inc Class A
-8.84%7.32%2.08%-1.82%19.30%20.31%
ASML
ASML Holding N.V.
8.24%10.96%11.89%-24.05%18.83%22.03%
EFX
Equifax Inc.
3.22%2.46%0.72%11.54%12.10%11.14%
AAPL
Apple Inc
-19.77%-4.50%-14.48%5.98%21.00%21.25%
*Annualized

Monthly Returns

The table below presents the monthly returns of Joseph Carlson, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.77%-0.14%-6.57%1.99%8.37%5.98%
20243.63%4.75%1.27%-3.74%3.63%5.04%0.68%2.33%1.59%-0.67%7.63%-2.83%25.24%
202312.78%-3.98%7.61%2.34%1.84%5.17%2.90%-0.18%-4.57%-1.94%14.02%7.32%50.25%
2022-6.86%-4.65%2.72%-8.13%-4.01%-7.33%13.41%-6.44%-10.51%9.05%7.67%-7.59%-23.19%
2021-3.85%6.26%3.48%8.73%-0.54%3.80%4.54%3.50%-3.27%7.97%-2.32%3.82%36.00%
20205.43%-7.13%-11.86%13.85%8.37%2.26%4.19%12.22%-4.58%-3.77%11.72%2.46%33.80%
20198.83%5.01%4.18%3.47%-4.97%6.73%4.90%2.37%-1.96%3.85%2.39%2.36%43.17%
20189.64%0.67%0.12%2.74%3.96%2.66%1.66%5.23%-0.26%-8.77%2.83%-8.30%11.22%
20175.76%4.17%0.84%4.57%5.00%-1.82%4.03%1.27%2.11%4.18%3.01%0.75%39.30%
2016-6.68%2.30%7.41%-0.90%3.79%-1.98%8.08%-0.06%-0.73%0.13%0.75%0.01%11.85%
2015-3.67%11.80%-1.76%3.12%0.55%-1.96%5.29%-6.01%-1.27%8.63%1.15%0.07%15.55%
2014-3.62%5.53%-2.98%-2.87%5.23%1.23%-0.23%3.51%1.18%5.39%3.56%-1.59%14.59%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Joseph Carlson 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Joseph Carlson is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Joseph Carlson is 6868
Overall Rank
The Sharpe Ratio Rank of Joseph Carlson is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of Joseph Carlson is 6767
Sortino Ratio Rank
The Omega Ratio Rank of Joseph Carlson is 6868
Omega Ratio Rank
The Calmar Ratio Rank of Joseph Carlson is 6969
Calmar Ratio Rank
The Martin Ratio Rank of Joseph Carlson is 6666
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPGI
S&P Global Inc.
0.901.241.170.953.26
MA
Mastercard Inc
1.431.851.271.707.28
COST
Costco Wholesale Corporation
1.161.771.241.614.63
TXRH
Texas Roadhouse, Inc.
0.561.241.140.791.99
INTU
Intuit Inc.
0.790.861.110.641.44
BKNG
Booking Holdings Inc.
1.572.161.302.216.02
MSFT
Microsoft Corporation
0.280.631.080.330.74
CRM
salesforce.com, inc.
0.070.261.04-0.01-0.02
MCO
Moody's Corporation
0.711.091.160.752.44
GOOGL
Alphabet Inc Class A
-0.060.211.03-0.01-0.01
ASML
ASML Holding N.V.
-0.50-0.270.96-0.43-0.65
EFX
Equifax Inc.
0.340.721.100.340.82
AAPL
Apple Inc
0.180.571.080.230.72

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Joseph Carlson Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 0.95
  • 5-Year: 1.00
  • 10-Year: 1.02
  • All Time: 0.99

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Joseph Carlson compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Joseph Carlson provided a 0.71% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.71%0.69%0.89%0.79%0.51%0.80%0.78%0.90%1.26%1.03%1.35%0.96%
SPGI
S&P Global Inc.
0.91%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
MA
Mastercard Inc
0.49%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
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%
TXRH
Texas Roadhouse, Inc.
1.28%1.35%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%
INTU
Intuit Inc.
0.53%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
BKNG
Booking Holdings Inc.
0.65%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
CRM
salesforce.com, inc.
0.59%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCO
Moody's Corporation
0.75%0.72%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%
GOOGL
Alphabet Inc Class A
0.46%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.93%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
EFX
Equifax Inc.
0.64%0.61%0.63%0.80%0.53%0.81%1.11%1.68%1.32%1.12%1.04%1.24%
AAPL
Apple Inc
0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Joseph Carlson. 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 Joseph Carlson was 52.89%, occurring on Nov 20, 2008. Recovery took 267 trading sessions.

The current Joseph Carlson drawdown is 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.89%Jun 6, 2008118Nov 20, 2008267Dec 14, 2009385
-33.24%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-31.34%Nov 17, 2021229Oct 14, 2022187Jul 17, 2023416
-20.98%Sep 17, 201869Dec 24, 201857Mar 19, 2019126
-18.64%Apr 16, 201055Jul 2, 201054Sep 20, 2010109
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 10.46, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCTXRHCOSTBKNGAAPLASMLEFXCRMMAGOOGLSPGIMSFTMCOINTUPortfolio
^GSPC1.000.500.570.580.610.660.660.610.640.670.660.700.690.680.87
TXRH0.501.000.350.370.290.330.390.340.360.340.350.330.380.390.59
COST0.570.351.000.330.380.370.430.360.390.400.430.440.450.450.60
BKNG0.580.370.331.000.400.420.390.460.470.480.400.400.420.430.65
AAPL0.610.290.380.401.000.470.390.450.440.540.410.530.410.460.57
ASML0.660.330.370.420.471.000.470.470.440.480.460.520.460.510.65
EFX0.660.390.430.390.390.471.000.450.470.420.560.470.570.510.64
CRM0.610.340.360.460.450.470.451.000.470.500.460.530.480.580.71
MA0.640.360.390.470.440.440.470.471.000.490.500.490.530.510.73
GOOGL0.670.340.400.480.540.480.420.500.491.000.460.590.460.520.68
SPGI0.660.350.430.400.410.460.560.460.500.461.000.490.740.530.74
MSFT0.700.330.440.400.530.520.470.530.490.590.491.000.510.600.70
MCO0.690.380.450.420.410.460.570.480.530.460.740.511.000.550.74
INTU0.680.390.450.430.460.510.510.580.510.520.530.600.551.000.74
Portfolio0.870.590.600.650.570.650.640.710.730.680.740.700.740.741.00
The correlation results are calculated based on daily price changes starting from May 26, 2006
Go to the full Correlations tool for more customization options