USA USA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
ABBV AbbVie Inc. | Healthcare | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
BAC Bank of America Corporation | Financial Services | 6.67% |
CVX Chevron Corporation | Energy | 6.67% |
GOOGL Alphabet Inc. | Communication Services | 6.67% |
JNJ Johnson & Johnson | Healthcare | 6.67% |
MAIN Main Street Capital Corporation | Financial Services | 6.67% |
MCD McDonald's Corporation | Consumer Cyclical | 6.67% |
MDT Medtronic plc | Healthcare | 6.67% |
O Realty Income Corporation | Real Estate | 6.67% |
PEP PepsiCo, Inc. | Consumer Defensive | 6.67% |
PG The Procter & Gamble Company | Consumer Defensive | 6.67% |
PLD Prologis, Inc. | Real Estate | 6.67% |
PSEC Prospect Capital Corporation | Financial Services | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in USA USA, 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 Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of Apr 18, 2025, the USA USA returned -4.90% Year-To-Date and 13.87% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| USA USA | -10.93% | -8.91% | -8.93% | 5.01% | 12.39% | 13.83% |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 9.76% | -3.39% | -3.10% | 11.51% | 3.58% | 7.57% |
PEP PepsiCo, Inc. | -5.23% | -3.56% | -16.98% | -14.33% | 3.75% | 7.08% |
MAIN Main Street Capital Corporation | -6.90% | -7.50% | 5.70% | 22.11% | 26.61% | 14.16% |
GOOGL Alphabet Inc. | -20.06% | -7.77% | -7.29% | -2.65% | 18.94% | 18.84% |
PSEC Prospect Capital Corporation | -14.77% | -15.53% | -28.49% | -25.96% | 8.61% | 2.90% |
PLD Prologis, Inc. | -2.55% | -9.62% | -15.18% | 0.85% | 5.25% | 12.34% |
MDT Medtronic plc | 4.23% | -9.38% | -8.96% | 7.83% | -1.60% | 3.27% |
CVX Chevron Corporation | -3.76% | -15.96% | -6.59% | -8.72% | 14.61% | 6.80% |
AAPL Apple Inc | -21.25% | -8.48% | -15.99% | 18.48% | 23.54% | 21.45% |
AMZN Amazon.com, Inc. | -21.32% | -11.73% | -8.67% | -3.69% | 7.79% | 24.39% |
O Realty Income Corporation | 11.30% | 3.81% | -7.30% | 18.53% | 8.72% | 7.18% |
BAC Bank of America Corporation | -14.34% | -11.37% | -10.55% | 7.17% | 12.75% | 11.58% |
MCD McDonald's Corporation | 8.01% | 1.43% | -0.50% | 17.68% | 13.46% | 15.52% |
PG The Procter & Gamble Company | 2.40% | 1.22% | 0.23% | 10.44% | 9.16% | 10.54% |
ABBV AbbVie Inc. | -0.82% | -17.74% | -6.68% | 8.88% | 20.59% | 15.26% |
Monthly Returns
The table below presents the monthly returns of USA USA, 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 | 3.90% | -1.16% | -5.45% | -8.27% | -10.93% | ||||||||
| 2024 | 0.59% | 2.95% | 2.01% | -2.86% | 3.41% | 4.38% | 2.19% | 1.02% | 1.74% | -0.70% | 3.03% | 0.76% | 19.91% |
| 2023 | 5.67% | -2.26% | 4.32% | 2.55% | 0.30% | 3.96% | 4.06% | -2.04% | -4.98% | -3.08% | 8.28% | 4.97% | 22.92% |
| 2022 | -3.02% | -1.34% | 4.77% | -9.26% | -3.18% | -5.74% | 10.09% | -4.75% | -9.94% | 7.45% | 2.03% | -6.11% | -19.30% |
| 2021 | -0.94% | 1.27% | 3.82% | 7.79% | -1.40% | 2.53% | 2.93% | 3.46% | -5.05% | 6.31% | 1.08% | 4.45% | 28.77% |
| 2020 | 2.78% | -8.42% | -11.23% | 15.71% | 3.32% | 4.54% | 7.78% | 7.63% | -5.78% | -2.55% | 8.34% | 3.68% | 24.93% |
| 2019 | 6.16% | 1.12% | 3.60% | 3.74% | -4.85% | 4.91% | 1.81% | -0.20% | 2.41% | 2.47% | 2.60% | 2.56% | 29.22% |
| 2018 | 5.90% | -2.46% | -3.48% | 1.52% | 2.89% | 1.00% | 4.47% | 5.62% | -0.42% | -7.43% | 4.59% | -8.22% | 2.70% |
| 2017 | 1.76% | 5.52% | 1.17% | 2.60% | 1.68% | 1.28% | 1.14% | 0.94% | 1.22% | 4.10% | 3.91% | 0.70% | 29.20% |
| 2016 | -3.74% | -1.05% | 6.25% | 1.48% | 2.85% | 2.19% | 5.04% | -0.27% | 1.55% | -3.16% | 0.11% | 2.78% | 14.43% |
| 2015 | -0.68% | 3.77% | -1.22% | 0.69% | 0.50% | -1.32% | 5.46% | -5.76% | -2.00% | 11.06% | 1.75% | 0.03% | 11.91% |
| 2014 | -1.81% | 3.31% | -0.12% | -0.16% | 1.56% | 2.98% | -2.44% | 3.96% | -1.25% | 3.70% | 3.27% | -2.96% | 10.12% |
Expense Ratio
USA USA 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
The current rank of USA USA is 52, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | 0.66 | 1.00 | 1.14 | 0.71 | 2.04 |
PEP PepsiCo, Inc. | -0.61 | -0.74 | 0.91 | -0.50 | -1.08 |
MAIN Main Street Capital Corporation | 1.11 | 1.56 | 1.23 | 1.11 | 4.70 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
PSEC Prospect Capital Corporation | -0.86 | -1.02 | 0.84 | -0.57 | -1.86 |
PLD Prologis, Inc. | -0.27 | -0.17 | 0.98 | -0.18 | -0.77 |
MDT Medtronic plc | 0.36 | 0.62 | 1.08 | 0.21 | 1.33 |
CVX Chevron Corporation | -0.32 | -0.26 | 0.96 | -0.37 | -1.04 |
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
O Realty Income Corporation | 1.15 | 1.64 | 1.21 | 0.85 | 2.38 |
BAC Bank of America Corporation | 0.37 | 0.69 | 1.10 | 0.38 | 1.27 |
MCD McDonald's Corporation | 1.01 | 1.48 | 1.20 | 1.17 | 3.69 |
PG The Procter & Gamble Company | 0.66 | 0.97 | 1.13 | 1.03 | 2.65 |
ABBV AbbVie Inc. | 0.38 | 0.65 | 1.10 | 0.51 | 1.30 |
Dividends
Dividend yield
USA USA provided a 4.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.11% | 3.87% | 3.57% | 3.25% | 3.03% | 3.50% | 3.18% | 3.53% | 3.26% | 3.41% | 3.79% | 3.62% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
PEP PepsiCo, Inc. | 3.79% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
MAIN Main Street Capital Corporation | 7.79% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSEC Prospect Capital Corporation | 18.12% | 16.01% | 12.02% | 10.30% | 9.27% | 13.31% | 11.18% | 11.41% | 13.41% | 11.93% | 14.67% | 16.04% |
PLD Prologis, Inc. | 3.81% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% |
MDT Medtronic plc | 3.39% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% |
CVX Chevron Corporation | 4.79% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
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% |
AMZN Amazon.com, 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% |
O Realty Income Corporation | 5.42% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
BAC Bank of America Corporation | 2.73% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
MCD McDonald's Corporation | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
PG The Procter & Gamble Company | 1.77% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
ABBV AbbVie Inc. | 3.69% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
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 USA USA. 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 USA USA was 32.23%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current USA USA drawdown is 10.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.23% | Feb 13, 2020 | 27 | Mar 23, 2020 | 72 | Jul 6, 2020 | 99 |
| -23.31% | Mar 30, 2022 | 128 | Sep 30, 2022 | 336 | Feb 2, 2024 | 464 |
| -19.15% | Feb 5, 2025 | 44 | Apr 8, 2025 | — | — | — |
| -17.55% | Aug 31, 2018 | 79 | Dec 24, 2018 | 71 | Apr 8, 2019 | 150 |
| -11.54% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current USA USA volatility is 12.33%, 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
| CVX | PSEC | ABBV | O | AMZN | AAPL | BAC | MAIN | PG | MCD | JNJ | GOOGL | PEP | PLD | MDT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CVX | 1.00 | 0.35 | 0.27 | 0.19 | 0.20 | 0.24 | 0.46 | 0.33 | 0.22 | 0.26 | 0.28 | 0.26 | 0.23 | 0.25 | 0.30 |
| PSEC | 0.35 | 1.00 | 0.20 | 0.24 | 0.25 | 0.26 | 0.41 | 0.54 | 0.16 | 0.22 | 0.18 | 0.27 | 0.20 | 0.29 | 0.28 |
| ABBV | 0.27 | 0.20 | 1.00 | 0.24 | 0.22 | 0.22 | 0.27 | 0.24 | 0.32 | 0.28 | 0.46 | 0.28 | 0.33 | 0.29 | 0.41 |
| O | 0.19 | 0.24 | 0.24 | 1.00 | 0.16 | 0.18 | 0.16 | 0.31 | 0.36 | 0.33 | 0.31 | 0.21 | 0.41 | 0.61 | 0.36 |
| AMZN | 0.20 | 0.25 | 0.22 | 0.16 | 1.00 | 0.50 | 0.30 | 0.30 | 0.20 | 0.28 | 0.21 | 0.66 | 0.23 | 0.31 | 0.31 |
| AAPL | 0.24 | 0.26 | 0.22 | 0.18 | 0.50 | 1.00 | 0.31 | 0.31 | 0.25 | 0.29 | 0.23 | 0.54 | 0.28 | 0.32 | 0.32 |
| BAC | 0.46 | 0.41 | 0.27 | 0.16 | 0.30 | 0.31 | 1.00 | 0.43 | 0.21 | 0.29 | 0.27 | 0.36 | 0.19 | 0.28 | 0.38 |
| MAIN | 0.33 | 0.54 | 0.24 | 0.31 | 0.30 | 0.31 | 0.43 | 1.00 | 0.21 | 0.28 | 0.22 | 0.33 | 0.25 | 0.34 | 0.33 |
| PG | 0.22 | 0.16 | 0.32 | 0.36 | 0.20 | 0.25 | 0.21 | 0.21 | 1.00 | 0.41 | 0.48 | 0.25 | 0.64 | 0.40 | 0.37 |
| MCD | 0.26 | 0.22 | 0.28 | 0.33 | 0.28 | 0.29 | 0.29 | 0.28 | 0.41 | 1.00 | 0.38 | 0.32 | 0.45 | 0.38 | 0.38 |
| JNJ | 0.28 | 0.18 | 0.46 | 0.31 | 0.21 | 0.23 | 0.27 | 0.22 | 0.48 | 0.38 | 1.00 | 0.28 | 0.48 | 0.35 | 0.49 |
| GOOGL | 0.26 | 0.27 | 0.28 | 0.21 | 0.66 | 0.54 | 0.36 | 0.33 | 0.25 | 0.32 | 0.28 | 1.00 | 0.28 | 0.34 | 0.38 |
| PEP | 0.23 | 0.20 | 0.33 | 0.41 | 0.23 | 0.28 | 0.19 | 0.25 | 0.64 | 0.45 | 0.48 | 0.28 | 1.00 | 0.44 | 0.41 |
| PLD | 0.25 | 0.29 | 0.29 | 0.61 | 0.31 | 0.32 | 0.28 | 0.34 | 0.40 | 0.38 | 0.35 | 0.34 | 0.44 | 1.00 | 0.40 |
| MDT | 0.30 | 0.28 | 0.41 | 0.36 | 0.31 | 0.32 | 0.38 | 0.33 | 0.37 | 0.38 | 0.49 | 0.38 | 0.41 | 0.40 | 1.00 |