Reliable

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Reliable

Currency in USD · Last updated May 13, 2025

Asset Allocation

Position	Category/Sector	Target Weight
COST Costco Wholesale Corporation	Consumer Defensive	10%
CTAS Cintas Corporation	Industrials	5%
DHI D.R. Horton, Inc.	Consumer Cyclical	5%
GOOG Alphabet Inc	Communication Services	10%
ICE Intercontinental Exchange, Inc.	Financial Services	5%
MCO Moody's Corporation	Financial Services	10%
MSFT Microsoft Corporation	Technology	10%
RSG Republic Services, Inc.	Industrials	5%
SCI Service Corporation International	Consumer Cyclical	5%
SPGI S&P Global Inc.	Financial Services	5%
TJX The TJX Companies, Inc.	Consumer Cyclical	5%
UNH UnitedHealth Group Incorporated	Healthcare	10%
V Visa Inc.	Financial Services	10%
WM Waste Management, Inc.	Industrials	5%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 13, 2025, the Reliable returned 3.02% Year-To-Date and 20.90% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.64%	8.97%	-2.62%	11.90%	15.76%	10.69%
Reliable	3.02%	1.31%	-1.47%	14.34%	21.49%	20.90%
Portfolio components:
WM Waste Management, Inc.	12.20%	-1.66%	1.59%	8.20%	20.54%	18.68%
RSG Republic Services, Inc.	20.66%	-1.01%	14.60%	29.00%	26.87%	21.73%
V Visa Inc.	12.79%	6.73%	14.86%	27.70%	15.81%	18.59%
UNH UnitedHealth Group Incorporated	-24.81%	-36.82%	-38.93%	-24.96%	7.98%	14.01%
TJX The TJX Companies, Inc.	9.17%	2.61%	12.06%	34.86%	26.18%	16.46%
SCI Service Corporation International	-3.69%	-2.02%	-10.83%	11.94%	18.74%	12.25%
SPGI S&P Global Inc.	4.27%	11.44%	2.55%	21.01%	12.97%	18.46%
MCO Moody's Corporation	3.09%	13.68%	2.17%	22.58%	15.50%	17.30%
MSFT Microsoft Corporation	6.80%	15.65%	7.91%	9.15%	21.24%	26.92%
ICE Intercontinental Exchange, Inc.	16.72%	11.24%	11.05%	30.98%	14.73%	15.28%
DHI D.R. Horton, Inc.	-9.23%	5.65%	-24.03%	-15.03%	23.82%	18.32%
COST Costco Wholesale Corporation	11.17%	5.61%	9.19%	29.75%	29.68%	23.73%
CTAS Cintas Corporation	18.99%	5.31%	-2.82%	24.90%	35.61%	27.49%
GOOG Alphabet Inc	-16.11%	0.11%	-12.10%	-5.85%	18.97%	19.70%

*Annualized

Monthly Returns

The table below presents the monthly returns of Reliable, 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	5.51%	-0.62%	-2.89%	-0.82%	2.01%								3.02%
2024	1.51%	3.03%	2.68%	-3.17%	4.69%	3.46%	4.15%	3.71%	-0.06%	-1.55%	7.09%	-5.63%	20.97%
2023	6.42%	-5.22%	5.87%	3.76%	1.09%	5.41%	2.14%	-1.24%	-3.26%	0.68%	9.91%	5.81%	34.91%
2022	-8.13%	-2.84%	4.96%	-5.94%	-2.27%	-4.45%	9.81%	-5.00%	-8.42%	6.65%	8.33%	-5.82%	-14.47%
2021	-3.32%	1.98%	6.25%	8.28%	0.06%	3.54%	5.71%	2.58%	-5.35%	10.78%	-0.99%	5.81%	39.98%
2020	4.84%	-6.41%	-12.10%	13.21%	7.49%	0.50%	5.12%	7.39%	-2.46%	-3.45%	10.51%	1.57%	25.85%
2019	7.44%	3.18%	4.15%	4.11%	-2.03%	5.31%	4.87%	1.60%	-1.43%	4.00%	3.40%	2.22%	43.17%
2018	6.96%	-1.73%	-2.22%	1.97%	3.40%	1.69%	5.05%	4.85%	-0.99%	-5.95%	4.12%	-8.85%	7.26%
2017	3.99%	4.75%	0.96%	3.52%	2.35%	-0.16%	3.53%	1.80%	2.50%	3.56%	5.97%	0.60%	38.76%
2016	-4.57%	-1.16%	6.91%	-1.37%	3.84%	-0.25%	6.77%	0.20%	-0.57%	-1.00%	2.16%	0.81%	11.74%
2015	-1.99%	7.54%	0.77%	-0.17%	1.76%	-1.88%	6.79%	-3.23%	-0.99%	7.82%	2.26%	0.24%	19.73%
2014				-2.52%	4.03%	1.53%	-0.50%	4.29%	1.11%	5.30%	3.92%	-0.01%	18.21%

Expense Ratio

Reliable 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

With an overall rank of 77, Reliable is among the top 23% 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.

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
WM Waste Management, Inc.	0.42	0.70	1.10	0.73	1.65
RSG Republic Services, Inc.	1.68	2.20	1.32	3.48	10.12
V Visa Inc.	1.30	1.81	1.27	1.91	6.40
UNH UnitedHealth Group Incorporated	-0.67	-0.64	0.89	-0.62	-1.70
TJX The TJX Companies, Inc.	1.86	2.72	1.34	3.14	10.10
SCI Service Corporation International	0.44	0.73	1.10	0.60	1.31
SPGI S&P Global Inc.	1.01	1.38	1.19	1.08	3.74
MCO Moody's Corporation	0.90	1.27	1.18	0.90	3.02
MSFT Microsoft Corporation	0.37	0.73	1.10	0.41	0.92
ICE Intercontinental Exchange, Inc.	1.68	2.10	1.32	2.12	6.13
DHI D.R. Horton, Inc.	-0.39	-0.43	0.95	-0.36	-0.66
COST Costco Wholesale Corporation	1.47	1.95	1.27	1.80	5.26
CTAS Cintas Corporation	1.08	1.42	1.22	1.31	3.32
GOOG Alphabet Inc	-0.20	-0.09	0.99	-0.22	-0.49

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.

Reliable Sharpe ratios as of May 13, 2025 (values are recalculated daily):

1-Year: 0.98
5-Year: 1.24
10-Year: 1.13
All Time: 1.18

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 0.56 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 Reliable compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Reliable provided a 0.97% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.97%	0.89%	1.12%	1.00%	0.78%	1.16%	1.02%	1.24%	1.51%	1.35%	1.64%	1.34%
Portfolio components:
WM Waste Management, Inc.	1.36%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
RSG Republic Services, Inc.	0.94%	0.82%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%	2.68%
V Visa Inc.	0.79%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
UNH UnitedHealth Group Incorporated	2.22%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
TJX The TJX Companies, Inc.	1.14%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%	0.98%
SCI Service Corporation International	1.59%	1.50%	1.64%	1.48%	1.24%	1.59%	1.56%	1.69%	1.55%	1.80%	1.69%	1.50%
SPGI S&P Global Inc.	0.71%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%
MCO Moody's Corporation	0.72%	0.72%	0.79%	1.00%	0.63%	0.77%	0.84%	1.26%	1.03%	1.57%	1.36%	1.17%
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
ICE Intercontinental Exchange, Inc.	1.06%	1.21%	1.31%	1.48%	0.97%	1.04%	1.19%	1.27%	1.13%	1.21%	1.13%	1.19%
DHI D.R. Horton, Inc.	1.19%	0.93%	0.69%	1.04%	0.76%	1.05%	1.18%	1.51%	0.83%	1.24%	0.84%	0.80%
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%
CTAS Cintas Corporation	0.69%	0.80%	0.83%	0.93%	0.77%	0.79%	0.95%	1.22%	1.04%	1.15%	1.15%	2.17%
GOOG Alphabet Inc	0.50%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 Reliable. 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 Reliable was 33.70%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Reliable drawdown is 3.93%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.7%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-22.99%	Dec 30, 2021	118	Jun 17, 2022	259	Jun 30, 2023	377
-17.77%	Sep 21, 2018	65	Dec 24, 2018	55	Mar 15, 2019	120
-12.67%	Dec 7, 2015	46	Feb 11, 2016	45	Apr 18, 2016	91
-11.59%	Feb 14, 2025	37	Apr 8, 2025	—	—	—

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 14 assets, with an effective number of assets of 12.50, 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	UNH	DHI	SCI	TJX	COST	ICE	WM	RSG	GOOG	MSFT	V	CTAS	SPGI	MCO	Portfolio
^GSPC	1.00	0.45	0.51	0.51	0.55	0.56	0.55	0.49	0.50	0.70	0.75	0.69	0.69	0.68	0.70	0.88
UNH	0.45	1.00	0.24	0.34	0.32	0.30	0.29	0.38	0.37	0.31	0.31	0.37	0.39	0.38	0.37	0.56
DHI	0.51	0.24	1.00	0.34	0.37	0.31	0.32	0.30	0.30	0.34	0.34	0.36	0.41	0.41	0.43	0.56
SCI	0.51	0.34	0.34	1.00	0.38	0.33	0.34	0.36	0.37	0.30	0.33	0.40	0.45	0.42	0.43	0.55
TJX	0.55	0.32	0.37	0.38	1.00	0.44	0.36	0.37	0.37	0.35	0.35	0.44	0.47	0.39	0.41	0.58
COST	0.56	0.30	0.31	0.33	0.44	1.00	0.36	0.41	0.39	0.41	0.47	0.40	0.45	0.43	0.46	0.63
ICE	0.55	0.29	0.32	0.34	0.36	0.36	1.00	0.40	0.41	0.38	0.43	0.46	0.48	0.55	0.56	0.61
WM	0.49	0.38	0.30	0.36	0.37	0.41	0.40	1.00	0.82	0.27	0.34	0.41	0.53	0.44	0.42	0.58
RSG	0.50	0.37	0.30	0.37	0.37	0.39	0.41	0.82	1.00	0.28	0.37	0.42	0.55	0.46	0.45	0.59
GOOG	0.70	0.31	0.34	0.30	0.35	0.41	0.38	0.27	0.28	1.00	0.68	0.54	0.45	0.49	0.50	0.71
MSFT	0.75	0.31	0.34	0.33	0.35	0.47	0.43	0.34	0.37	0.68	1.00	0.57	0.52	0.56	0.58	0.75
V	0.69	0.37	0.36	0.40	0.44	0.40	0.46	0.41	0.42	0.54	0.57	1.00	0.54	0.59	0.60	0.75
CTAS	0.69	0.39	0.41	0.45	0.47	0.45	0.48	0.53	0.55	0.45	0.52	0.54	1.00	0.58	0.59	0.73
SPGI	0.68	0.38	0.41	0.42	0.39	0.43	0.55	0.44	0.46	0.49	0.56	0.59	0.58	1.00	0.82	0.77
MCO	0.70	0.37	0.43	0.43	0.41	0.46	0.56	0.42	0.45	0.50	0.58	0.60	0.59	0.82	1.00	0.80
Portfolio	0.88	0.56	0.56	0.55	0.58	0.63	0.61	0.58	0.59	0.71	0.75	0.75	0.73	0.77	0.80	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Performance Analysis

Risk Analysis

Optimization

Factor Model

Reliable

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