Joseph Carlson

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Joseph Carlson

Currency in USD · Last updated May 29, 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

S&P 500

Rebalance

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.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
Joseph Carlson	5.98%	10.36%	3.34%	18.56%	21.22%	21.96%
Portfolio components:
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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.77%	-0.14%	-6.57%	1.99%	8.37%								5.98%
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%

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.

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.	0.90	1.24	1.17	0.95	3.26
MA Mastercard Inc	1.43	1.85	1.27	1.70	7.28
COST Costco Wholesale Corporation	1.16	1.77	1.24	1.61	4.63
TXRH Texas Roadhouse, Inc.	0.56	1.24	1.14	0.79	1.99
INTU Intuit Inc.	0.79	0.86	1.11	0.64	1.44
BKNG Booking Holdings Inc.	1.57	2.16	1.30	2.21	6.02
MSFT Microsoft Corporation	0.28	0.63	1.08	0.33	0.74
CRM salesforce.com, inc.	0.07	0.26	1.04	-0.01	-0.02
MCO Moody's Corporation	0.71	1.09	1.16	0.75	2.44
GOOGL Alphabet Inc Class A	-0.06	0.21	1.03	-0.01	-0.01
ASML ASML Holding N.V.	-0.50	-0.27	0.96	-0.43	-0.65
EFX Equifax Inc.	0.34	0.72	1.10	0.34	0.82
AAPL Apple Inc	0.18	0.57	1.08	0.23	0.72

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.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.71%	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.	0.91%	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, 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

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.

	^GSPC	TXRH	COST	BKNG	AAPL	ASML	EFX	CRM	MA	GOOGL	SPGI	MSFT	MCO	INTU	Portfolio
^GSPC	1.00	0.50	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	0.50	1.00	0.35	0.37	0.29	0.33	0.39	0.34	0.36	0.34	0.35	0.33	0.38	0.39	0.59
COST	0.57	0.35	1.00	0.33	0.38	0.37	0.43	0.36	0.39	0.40	0.43	0.44	0.45	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	0.45	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	0.42	0.56	0.47	0.57	0.51	0.64
CRM	0.61	0.34	0.36	0.46	0.45	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	0.40	0.48	0.54	0.48	0.42	0.50	0.49	1.00	0.46	0.59	0.46	0.52	0.68
SPGI	0.66	0.35	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	0.45	0.42	0.41	0.46	0.57	0.48	0.53	0.46	0.74	0.51	1.00	0.55	0.74
INTU	0.68	0.39	0.45	0.43	0.46	0.51	0.51	0.58	0.51	0.52	0.53	0.60	0.55	1.00	0.74
Portfolio	0.87	0.59	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

Go to the full Correlations tool for more customization options

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

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