Joseph Carlson

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Joseph Carlson

Currency in USD · Last updated May 8, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	0.30%
ASML ASML Holding N.V.	Technology	5.40%
BKNG Booking Holdings Inc.	Consumer Cyclical	8.20%
COST Costco Wholesale Corporation	Consumer Defensive	11%
CRM salesforce.com, inc.	Technology	7.59%
EFX Equifax Inc.	Industrials	1.59%
GOOGL Alphabet Inc Class A	Communication Services	5.73%
INTU Intuit Inc.	Technology	8.71%
MA Mastercard Inc	Financial Services	13%
MCO Moody's Corporation	Financial Services	6.57%
MSFT Microsoft Corporation	Technology	8.18%
SPGI S&P Global Inc.	Financial Services	14%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	9.73%

Benchmark

Rebalance

Performance

Performance Chart

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

Joseph Carlson

Benchmark (^GSPC)

Portfolio components

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

Returns By Period

As of May 8, 2025, the Joseph Carlson returned 0.41% Year-To-Date and 21.30% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-4.26%	11.24%	-5.02%	8.55%	14.02%	10.31%
Joseph Carlson	0.41%	15.06%	1.35%	14.41%	21.34%	21.30%
Portfolio components:
SPGI S&P Global Inc.	1.73%	15.38%	3.58%	18.89%	12.17%	18.05%
MA Mastercard Inc	7.88%	16.83%	9.01%	25.74%	15.64%	20.52%
COST Costco Wholesale Corporation	10.18%	11.05%	12.27%	31.25%	29.15%	23.52%
TXRH Texas Roadhouse, Inc.	-4.71%	10.56%	-12.87%	4.62%	31.27%	19.41%
INTU Intuit Inc.	2.36%	15.46%	-0.78%	0.65%	18.78%	21.10%
BKNG Booking Holdings Inc.	4.80%	22.42%	4.29%	45.33%	29.84%	15.91%
MSFT Microsoft Corporation	3.02%	21.09%	3.55%	6.67%	19.73%	26.60%
CRM salesforce.com, inc.	-16.65%	14.11%	-9.10%	0.97%	9.80%	14.53%
MCO Moody's Corporation	-0.98%	17.56%	1.83%	19.66%	14.22%	17.04%
GOOGL Alphabet Inc Class A	-19.94%	3.16%	-14.04%	-11.18%	17.13%	18.72%
ASML ASML Holding N.V.	1.58%	14.08%	6.44%	-22.16%	19.28%	21.81%
EFX Equifax Inc.	4.57%	27.49%	1.02%	13.07%	13.12%	11.50%
AAPL Apple Inc	-21.55%	8.15%	-11.69%	8.10%	21.16%	21.29%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.77%	-0.14%	-6.57%	1.99%	2.67%								0.41%
2024	3.63%	4.75%	1.27%	-3.74%	3.63%	5.04%	0.68%	2.33%	1.59%	-0.67%	7.63%	-2.83%	25.24%
2023	12.78%	-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%
2020	5.43%	-7.13%	-11.86%	13.85%	8.37%	2.26%	4.19%	12.22%	-4.58%	-3.77%	11.72%	2.46%	33.80%
2019	8.83%	5.01%	4.18%	3.47%	-4.97%	6.73%	4.90%	2.37%	-1.96%	3.85%	2.39%	2.36%	43.17%
2018	9.64%	0.67%	0.12%	2.74%	3.96%	2.66%	1.66%	5.23%	-0.26%	-8.77%	2.83%	-8.30%	11.22%
2017	5.76%	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%

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 69, 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
SPGI S&P Global Inc.	0.91	1.33	1.18	1.03	3.60
MA Mastercard Inc	1.35	1.87	1.28	1.70	7.10
COST Costco Wholesale Corporation	1.64	2.19	1.30	2.09	6.15
TXRH Texas Roadhouse, Inc.	0.23	0.55	1.06	0.25	0.64
INTU Intuit Inc.	0.08	0.35	1.05	0.11	0.24
BKNG Booking Holdings Inc.	1.58	2.13	1.30	2.18	5.94
MSFT Microsoft Corporation	0.29	0.60	1.08	0.31	0.69
CRM salesforce.com, inc.	0.06	0.35	1.05	0.06	0.15
MCO Moody's Corporation	0.91	1.34	1.19	0.97	3.28
GOOGL Alphabet Inc Class A	-0.29	-0.21	0.97	-0.30	-0.68
ASML ASML Holding N.V.	-0.45	-0.35	0.95	-0.47	-0.74
EFX Equifax Inc.	0.53	0.98	1.13	0.55	1.32
AAPL Apple Inc	0.23	0.56	1.08	0.23	0.79

The current Joseph Carlson Sharpe ratio is 0.85. 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 0.43 to 0.95, 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 Joseph Carlson 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.

Joseph Carlson

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Joseph Carlson provided a 0.72% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.72%	0.69%	0.89%	0.79%	0.51%	0.80%	0.78%	0.90%	1.26%	1.03%	1.35%	0.96%
Portfolio components:
SPGI S&P Global Inc.	0.73%	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	0.50%	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.	1.47%	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.	0.63%	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.	0.69%	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	0.73%	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.	0.58%	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	0.53%	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.	0.99%	0.97%	0.85%	1.21%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.78%
EFX Equifax Inc.	0.59%	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	0.51%	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.

Joseph Carlson

Benchmark (^GSPC)

Portfolio components

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 4.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-52.89%	Jun 6, 2008	118	Nov 20, 2008	267	Dec 14, 2009	385
-33.24%	Feb 20, 2020	23	Mar 23, 2020	76	Jul 10, 2020	99
-31.34%	Nov 17, 2021	229	Oct 14, 2022	187	Jul 17, 2023	416
-20.98%	Sep 17, 2018	69	Dec 24, 2018	57	Mar 19, 2019	126
-18.64%	Apr 16, 2010	55	Jul 2, 2010	54	Sep 20, 2010	109

Volatility

Volatility Chart

The current Joseph Carlson volatility is 10.72%, 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.

Joseph Carlson

Benchmark (^GSPC)

Portfolio components

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.

	^GSPC	TXRH	COST	BKNG	AAPL	ASML	EFX	CRM	MA	GOOGL	SPGI	MSFT	MCO	INTU	Portfolio
^GSPC	1.00	0.49	0.57	0.58	0.61	0.66	0.66	0.61	0.64	0.67	0.66	0.70	0.69	0.68	0.87
TXRH	0.49	1.00	0.35	0.37	0.29	0.33	0.39	0.34	0.36	0.34	0.34	0.33	0.38	0.39	0.58
COST	0.57	0.35	1.00	0.33	0.38	0.37	0.43	0.36	0.39	0.41	0.43	0.44	0.44	0.45	0.60
BKNG	0.58	0.37	0.33	1.00	0.40	0.42	0.39	0.46	0.47	0.48	0.40	0.40	0.42	0.43	0.65
AAPL	0.61	0.29	0.38	0.40	1.00	0.47	0.39	0.44	0.44	0.54	0.41	0.53	0.41	0.46	0.57
ASML	0.66	0.33	0.37	0.42	0.47	1.00	0.47	0.47	0.44	0.48	0.46	0.52	0.46	0.51	0.65
EFX	0.66	0.39	0.43	0.39	0.39	0.47	1.00	0.45	0.47	0.43	0.56	0.47	0.57	0.51	0.64
CRM	0.61	0.34	0.36	0.46	0.44	0.47	0.45	1.00	0.47	0.50	0.46	0.53	0.48	0.58	0.71
MA	0.64	0.36	0.39	0.47	0.44	0.44	0.47	0.47	1.00	0.49	0.50	0.49	0.53	0.51	0.73
GOOGL	0.67	0.34	0.41	0.48	0.54	0.48	0.43	0.50	0.49	1.00	0.46	0.59	0.47	0.53	0.68
SPGI	0.66	0.34	0.43	0.40	0.41	0.46	0.56	0.46	0.50	0.46	1.00	0.49	0.74	0.53	0.74
MSFT	0.70	0.33	0.44	0.40	0.53	0.52	0.47	0.53	0.49	0.59	0.49	1.00	0.51	0.60	0.70
MCO	0.69	0.38	0.44	0.42	0.41	0.46	0.57	0.48	0.53	0.47	0.74	0.51	1.00	0.54	0.74
INTU	0.68	0.39	0.45	0.43	0.46	0.51	0.51	0.58	0.51	0.53	0.53	0.60	0.54	1.00	0.74
Portfolio	0.87	0.58	0.60	0.65	0.57	0.65	0.64	0.71	0.73	0.68	0.74	0.70	0.74	0.74	1.00

The correlation results are calculated based on daily price changes starting from May 26, 2006

Performance Analysis

Risk Analysis

Optimization

Factor Model

Joseph Carlson

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