ckstock1

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ckstock1

Currency in USD · Last updated May 20, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	7.14%
ABBV AbbVie Inc.	Healthcare	7.14%
APD Air Products and Chemicals, Inc.	Basic Materials	7.14%
BRK-B Berkshire Hathaway Inc.	Financial Services	7.14%
COST Costco Wholesale Corporation	Consumer Defensive	7.14%
HESAY Hermes International SA	Consumer Cyclical	7.14%
IBM International Business Machines Corporation	Technology	7.14%
JPM JPMorgan Chase & Co.	Financial Services	7.14%
MMM 3M Company	Industrials	7.14%
PGR The Progressive Corporation	Financial Services	7.14%
RNMBY Rheinmetall AG ADR	Industrials	7.14%
V Visa Inc.	Financial Services	7.14%
WM Waste Management, Inc.	Industrials	7.14%
WMT Walmart Inc.	Consumer Defensive	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of May 20, 2025, the ckstock1 returned 23.55% Year-To-Date and 21.65% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.39%	12.89%	1.19%	12.45%	14.95%	10.86%
ckstock1	23.55%	8.95%	23.90%	44.66%	29.49%	21.65%
Portfolio components:
BRK-B Berkshire Hathaway Inc.	13.04%	-1.12%	9.28%	24.07%	23.82%	13.49%
WMT Walmart Inc.	9.16%	5.51%	14.14%	54.45%	20.30%	16.75%
COST Costco Wholesale Corporation	13.16%	4.14%	11.47%	31.11%	29.80%	23.97%
ABBV AbbVie Inc.	6.47%	7.35%	13.58%	16.96%	20.11%	15.71%
JPM JPMorgan Chase & Co.	11.76%	14.19%	10.20%	38.57%	27.22%	18.02%
V Visa Inc.	16.80%	11.80%	18.37%	33.04%	14.48%	18.94%
IBM International Business Machines Corporation	23.73%	13.14%	29.37%	62.74%	23.63%	9.62%
PGR The Progressive Corporation	22.73%	8.59%	15.55%	42.21%	33.60%	29.71%
WM Waste Management, Inc.	15.37%	0.45%	6.64%	12.87%	20.42%	18.90%
AAPL Apple Inc	-16.43%	6.13%	-8.32%	9.80%	21.90%	21.54%
MMM 3M Company	19.99%	18.38%	20.84%	49.84%	8.47%	4.76%
APD Air Products and Chemicals, Inc.	-3.21%	5.49%	-14.41%	6.82%	5.43%	9.71%
HESAY Hermes International SA	21.61%	10.74%	37.14%	16.51%	31.49%	23.42%
RNMBY Rheinmetall AG ADR	212.78%	19.79%	210.90%	244.90%	95.77%	45.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of ckstock1, 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	10.25%	6.44%	-0.11%	0.98%	4.37%								23.55%
2024	3.38%	7.04%	5.24%	-3.02%	5.28%	0.57%	4.74%	7.73%	0.46%	-0.82%	7.94%	-3.83%	39.56%
2023	5.03%	-0.92%	4.23%	1.59%	-4.05%	6.45%	3.44%	-1.46%	-3.59%	1.86%	5.99%	4.24%	24.47%
2022	-2.43%	0.13%	10.33%	-4.55%	-1.16%	-3.76%	5.11%	-3.33%	-6.92%	10.56%	9.62%	-4.61%	7.01%
2021	-3.54%	0.86%	5.97%	5.70%	2.40%	0.18%	1.86%	1.19%	-4.37%	5.01%	-0.11%	6.36%	22.96%
2020	0.84%	-7.93%	-8.70%	8.27%	6.39%	1.23%	5.84%	6.46%	-2.35%	-3.84%	11.04%	4.53%	21.38%
2019	5.95%	4.57%	2.52%	4.89%	-4.99%	7.75%	0.82%	-1.19%	2.96%	0.64%	3.52%	2.31%	33.33%
2018	5.94%	-2.03%	-2.05%	-0.73%	1.94%	-2.92%	5.37%	4.25%	0.48%	-7.54%	2.36%	-6.34%	-2.28%
2017	2.27%	5.08%	1.31%	1.66%	2.80%	0.39%	1.59%	2.53%	3.13%	4.93%	5.20%	1.24%	37.12%
2016	-2.59%	1.60%	7.54%	-0.92%	1.33%	-0.02%	5.27%	0.85%	-1.29%	-1.61%	4.62%	2.47%	18.10%
2015	-2.52%	5.64%	-0.84%	0.17%	2.14%	-2.73%	4.34%	-4.14%	-2.35%	6.02%	-0.76%	-0.92%	3.46%
2014	-6.15%	5.40%	0.74%	1.35%	1.67%	1.43%	-1.68%	2.83%	-0.97%	2.73%	5.40%	0.67%	13.66%

Expense Ratio

ckstock1 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 98, ckstock1 is among the top 2% 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
BRK-B Berkshire Hathaway Inc.	1.16	1.72	1.25	2.74	6.73
WMT Walmart Inc.	2.24	3.50	1.48	3.00	9.88
COST Costco Wholesale Corporation	1.41	1.99	1.27	1.86	5.38
ABBV AbbVie Inc.	0.56	0.94	1.14	0.84	2.00
JPM JPMorgan Chase & Co.	1.13	1.73	1.25	1.40	4.66
V Visa Inc.	1.49	1.97	1.30	2.12	7.24
IBM International Business Machines Corporation	2.31	3.12	1.45	3.90	11.91
PGR The Progressive Corporation	1.67	2.17	1.31	3.30	8.43
WM Waste Management, Inc.	0.58	0.93	1.14	1.06	2.37
AAPL Apple Inc	0.32	0.69	1.10	0.32	1.04
MMM 3M Company	1.40	2.77	1.37	1.33	9.81
APD Air Products and Chemicals, Inc.	0.30	0.90	1.12	0.50	1.34
HESAY Hermes International SA	0.53	1.01	1.13	0.77	1.90
RNMBY Rheinmetall AG ADR	5.50	5.39	1.75	14.62	34.66

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.

ckstock1 Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 2.77
5-Year: 2.01
10-Year: 1.35
All Time: 1.41

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 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ckstock1 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

ckstock1 provided a 1.34% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.34%	1.39%	1.98%	1.89%	2.13%	2.25%	2.13%	2.18%	1.91%	1.94%	2.16%	1.86%
Portfolio components:
BRK-B Berkshire Hathaway 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%
WMT Walmart Inc.	0.90%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
COST Costco Wholesale Corporation	0.46%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
ABBV AbbVie Inc.	3.44%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%
JPM JPMorgan Chase & Co.	1.91%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
V Visa Inc.	0.62%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
IBM International Business Machines Corporation	2.49%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%	2.65%
PGR The Progressive Corporation	1.70%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
WM Waste Management, Inc.	1.33%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
AAPL Apple Inc	0.48%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
MMM 3M Company	1.84%	2.60%	5.49%	4.97%	3.33%	3.36%	3.26%	2.85%	2.00%	2.49%	2.72%	2.08%
APD Air Products and Chemicals, Inc.	2.56%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	1.20%	0.00%	0.00%
HESAY Hermes International SA	0.50%	1.13%	0.65%	0.57%	0.31%	0.82%	0.68%	0.91%	0.77%	0.91%	2.53%	1.03%
RNMBY Rheinmetall AG ADR	0.46%	0.95%	1.48%	1.83%	2.56%	2.43%	2.04%	2.37%	1.21%	1.99%	0.49%	1.25%

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 ckstock1. 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 ckstock1 was 27.91%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.91%	Feb 13, 2020	27	Mar 23, 2020	84	Jul 22, 2020	111
-17.47%	Sep 24, 2018	64	Dec 24, 2018	55	Mar 15, 2019	119
-15.29%	Mar 31, 2022	135	Oct 12, 2022	29	Nov 22, 2022	164
-11.19%	Mar 4, 2025	26	Apr 8, 2025	17	May 2, 2025	43
-10.82%	Aug 11, 2015	112	Jan 20, 2016	39	Mar 16, 2016	151

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 14.00, 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	RNMBY	HESAY	ABBV	WMT	AAPL	PGR	COST	WM	IBM	APD	JPM	MMM	V	BRK-B	Portfolio
^GSPC	1.00	0.25	0.40	0.44	0.41	0.64	0.46	0.56	0.50	0.60	0.62	0.65	0.61	0.68	0.70	0.85
RNMBY	0.25	1.00	0.20	0.12	0.07	0.11	0.11	0.10	0.14	0.22	0.22	0.22	0.21	0.23	0.22	0.42
HESAY	0.40	0.20	1.00	0.17	0.15	0.28	0.16	0.25	0.20	0.24	0.29	0.25	0.27	0.33	0.25	0.47
ABBV	0.44	0.12	0.17	1.00	0.24	0.22	0.31	0.25	0.32	0.34	0.32	0.32	0.34	0.34	0.38	0.52
WMT	0.41	0.07	0.15	0.24	1.00	0.25	0.31	0.57	0.36	0.31	0.30	0.25	0.31	0.30	0.37	0.49
AAPL	0.64	0.11	0.28	0.22	0.25	1.00	0.23	0.39	0.28	0.35	0.36	0.34	0.35	0.44	0.38	0.55
PGR	0.46	0.11	0.16	0.31	0.31	0.23	1.00	0.33	0.42	0.37	0.36	0.43	0.39	0.39	0.52	0.57
COST	0.56	0.10	0.25	0.25	0.57	0.39	0.33	1.00	0.41	0.35	0.36	0.30	0.35	0.41	0.41	0.58
WM	0.50	0.14	0.20	0.32	0.36	0.28	0.42	0.41	1.00	0.37	0.44	0.34	0.40	0.41	0.47	0.59
IBM	0.60	0.22	0.24	0.34	0.31	0.35	0.37	0.35	0.37	1.00	0.43	0.48	0.52	0.46	0.52	0.65
APD	0.62	0.22	0.29	0.32	0.30	0.36	0.36	0.36	0.44	0.43	1.00	0.47	0.51	0.47	0.52	0.67
JPM	0.65	0.22	0.25	0.32	0.25	0.34	0.43	0.30	0.34	0.48	0.47	1.00	0.52	0.47	0.70	0.66
MMM	0.61	0.21	0.27	0.34	0.31	0.35	0.39	0.35	0.40	0.52	0.51	0.52	1.00	0.45	0.56	0.68
V	0.68	0.23	0.33	0.34	0.30	0.44	0.39	0.41	0.41	0.46	0.47	0.47	0.45	1.00	0.54	0.69
BRK-B	0.70	0.22	0.25	0.38	0.37	0.38	0.52	0.41	0.47	0.52	0.52	0.70	0.56	0.54	1.00	0.74
Portfolio	0.85	0.42	0.47	0.52	0.49	0.55	0.57	0.58	0.59	0.65	0.67	0.66	0.68	0.69	0.74	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

ckstock1

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