Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 5.13% |
AVGO Broadcom Inc. | Technology | 0.37% |
BTI British American Tobacco p.l.c. | Consumer Defensive | 3.44% |
CALM Cal-Maine Foods, Inc. | Consumer Defensive | 18.72% |
GOOGL Alphabet Inc Class A | Communication Services | 4.12% |
JNJ Johnson & Johnson | Healthcare | 5.75% |
KO The Coca-Cola Company | Consumer Defensive | 4.61% |
MA Mastercard Inc | Financial Services | 2.40% |
MCD McDonald's Corporation | Consumer Cyclical | 7.53% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 2.80% |
MO Altria Group, Inc. | Consumer Defensive | 8.76% |
MRK Merck & Co., Inc. | Healthcare | 4.25% |
MSFT Microsoft Corporation | Technology | 2.18% |
NFLX Netflix, Inc. | Communication Services | 3.97% |
NVO Novo Nordisk A/S | Healthcare | 2.01% |
O Realty Income Corporation | Real Estate | 7.93% |
PEP PepsiCo, Inc. | Consumer Defensive | 3.88% |
PG The Procter & Gamble Company | Consumer Defensive | 5.27% |
PM Philip Morris International Inc. | Consumer Defensive | 3.83% |
WMT Walmart Inc. | Consumer Defensive | 3.06% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jan 27, 2026 | Buy | Broadcom Inc. | 0.0752 | $331.92 |
| Jan 26, 2026 | Buy | Microsoft Corporation | 0.423 | $472.72 |
| Jan 22, 2026 | Buy | Mastercard Inc | 0.3771 | $530.35 |
| Jan 22, 2026 | Buy | Novo Nordisk A/S | 1 | $62.27 |
| Jan 21, 2026 | Buy | Netflix, Inc. | 1 | $83.49 |
| Jan 16, 2026 | Buy | Cal-Maine Foods, Inc. | 1 | $77.50 |
| Jan 12, 2026 | Buy | Cal-Maine Foods, Inc. | 1 | $75.06 |
| Jan 6, 2026 | Buy | Altria Group, Inc. | 1 | $55.12 |
| Jan 5, 2026 | Buy | Cal-Maine Foods, Inc. | 2 | $79.32 |
| Dec 30, 2025 | Buy | Realty Income Corporation | 10 | $56.99 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CAF_TR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.26% | 4.84% | 2.86% | 6.22% | 33.47% | 19.26% | 10.96% | 12.89% |
Portfolio CAF_TR | 0.38% | -3.02% | 4.25% | — | — | — | — | — |
| Portfolio components: | ||||||||
CALM Cal-Maine Foods, Inc. | 1.72% | -11.90% | -3.26% | -14.88% | -10.39% | 18.31% | 20.14% | 6.82% |
PM Philip Morris International Inc. | -0.60% | -8.79% | -1.72% | 1.98% | 0.81% | 21.34% | 16.35% | 9.81% |
KO The Coca-Cola Company | -0.17% | -3.09% | 8.28% | 12.78% | 7.92% | 9.01% | 10.20% | 8.33% |
JNJ Johnson & Johnson | -1.73% | -1.50% | 13.93% | 23.51% | 56.63% | 15.68% | 10.73% | 10.78% |
PG The Procter & Gamble Company | -0.19% | -5.53% | 0.57% | -2.99% | -11.63% | 0.75% | 3.42% | 8.46% |
MCD McDonald's Corporation | 0.23% | -5.93% | 1.00% | 1.70% | 1.61% | 4.37% | 8.09% | 11.73% |
MO Altria Group, Inc. | 0.81% | -1.41% | 14.51% | 4.63% | 21.37% | 21.80% | 12.87% | 7.45% |
MDLZ Mondelez International, Inc. | 0.87% | -0.65% | 6.94% | -5.69% | -11.30% | -4.05% | 2.02% | 5.23% |
WMT Walmart Inc. | 0.05% | -0.00% | 12.27% | 17.71% | 38.09% | 37.37% | 23.25% | 20.39% |
BTI British American Tobacco p.l.c. | -0.95% | -5.94% | 0.59% | 12.86% | 42.19% | 26.03% | 15.28% | 6.00% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 12, 2025, CAF_TR's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Jan 2026 with a return of +5.9%, while the worst month was Mar 2026 at -6.5%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, CAF_TR closed higher 53% of trading days. The best single day was Feb 27, 2026 with a return of +2.2%, while the worst single day was Mar 18, 2026 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.87% | 5.16% | -6.51% | 0.16% | 4.25% | ||||||||
| 2025 | 0.16% | -1.61% | -1.46% |
Benchmark Metrics
CAF_TR has an annualized alpha of 5.64%, beta of 0.20, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since November 12, 2025.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.20%) than losses (57.16%) — typical of diversified or defensive assets.
- Beta of 0.20 may look defensive, but with R² of 0.06 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.06 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.64%
- Beta
- 0.20
- R²
- 0.06
- Upside Capture
- 63.20%
- Downside Capture
- 57.16%
Expense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 19 | -0.31 | -0.23 | 0.97 | -0.43 | -0.79 |
PM Philip Morris International Inc. | 32 | 0.03 | 0.21 | 1.03 | 0.13 | 0.26 |
KO The Coca-Cola Company | 44 | 0.51 | 0.89 | 1.10 | 0.69 | 1.38 |
JNJ Johnson & Johnson | 95 | 3.44 | 4.89 | 1.62 | 7.78 | 26.05 |
PG The Procter & Gamble Company | 9 | -0.66 | -0.82 | 0.91 | -0.74 | -1.36 |
MCD McDonald's Corporation | 31 | 0.10 | 0.27 | 1.03 | -0.06 | -0.13 |
MO Altria Group, Inc. | 59 | 1.04 | 1.44 | 1.20 | 1.32 | 3.41 |
MDLZ Mondelez International, Inc. | 15 | -0.52 | -0.59 | 0.93 | -0.53 | -0.98 |
WMT Walmart Inc. | 77 | 1.77 | 2.63 | 1.32 | 3.01 | 8.13 |
BTI British American Tobacco p.l.c. | 78 | 2.02 | 2.67 | 1.33 | 3.02 | 7.48 |
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Dividends
Dividend yield
CAF_TR provided a 1.22% dividend yield over the last twelve months.
| TTM | 2025 | |
|---|---|---|
| Portfolio | 1.22% | 0.38% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $23.71 | $5.68 | $40.87 | $3.79 | $74.05 | ||||||||
| 2025 | $2.60 | $24.28 | $26.88 |
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 CAF_TR. 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 CAF_TR was 8.42%, occurring on Mar 23, 2026. The portfolio has not yet recovered.
The current CAF_TR drawdown is 6.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.42% | Mar 2, 2026 | 16 | Mar 23, 2026 | — | — | — |
| -3.99% | Dec 16, 2025 | 15 | Jan 7, 2026 | 9 | Jan 21, 2026 | 24 |
| -1.76% | Nov 12, 2025 | 4 | Nov 17, 2025 | 8 | Nov 28, 2025 | 12 |
| -1.55% | Dec 1, 2025 | 6 | Dec 8, 2025 | 4 | Dec 12, 2025 | 10 |
| -0.96% | Jan 28, 2026 | 2 | Jan 29, 2026 | 1 | Jan 30, 2026 | 3 |
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 20 assets, with an effective number of assets of 12.95, 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
| Benchmark | NFLX | CALM | MA | GOOGL | NVO | AVGO | ABBV | MSFT | O | WMT | JNJ | BTI | PM | MDLZ | MRK | MCD | MO | PEP | PG | KO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.15 | 0.01 | 0.41 | 0.63 | 0.50 | 0.61 | 0.16 | 0.49 | -0.07 | 0.01 | -0.00 | 0.23 | 0.04 | 0.05 | 0.17 | 0.14 | -0.15 | -0.07 | -0.08 | -0.02 | 0.22 |
| NFLX | 0.15 | 1.00 | -0.12 | 0.21 | -0.07 | 0.08 | 0.09 | -0.03 | 0.33 | 0.06 | -0.03 | -0.14 | -0.13 | -0.05 | 0.05 | -0.05 | -0.03 | -0.06 | 0.05 | -0.04 | -0.04 | -0.10 |
| CALM | 0.01 | -0.12 | 1.00 | 0.07 | -0.09 | -0.02 | -0.18 | 0.23 | 0.02 | 0.20 | 0.17 | 0.09 | 0.02 | 0.08 | 0.10 | 0.08 | 0.19 | 0.11 | 0.13 | 0.17 | 0.05 | 0.58 |
| MA | 0.41 | 0.21 | 0.07 | 1.00 | 0.24 | 0.24 | 0.06 | 0.16 | 0.26 | -0.04 | -0.01 | -0.01 | -0.05 | 0.02 | 0.01 | 0.16 | 0.30 | -0.23 | -0.11 | 0.12 | -0.01 | 0.10 |
| GOOGL | 0.63 | -0.07 | -0.09 | 0.24 | 1.00 | 0.29 | 0.44 | 0.18 | 0.13 | -0.07 | -0.06 | 0.06 | 0.20 | 0.02 | 0.01 | 0.11 | 0.13 | -0.17 | -0.09 | -0.01 | 0.01 | 0.18 |
| NVO | 0.50 | 0.08 | -0.02 | 0.24 | 0.29 | 1.00 | 0.42 | 0.29 | 0.38 | 0.04 | 0.06 | -0.04 | 0.09 | 0.04 | 0.09 | -0.06 | 0.06 | -0.09 | -0.15 | -0.02 | -0.14 | 0.13 |
| AVGO | 0.61 | 0.09 | -0.18 | 0.06 | 0.44 | 0.42 | 1.00 | -0.01 | 0.43 | -0.12 | -0.12 | -0.05 | 0.17 | -0.02 | -0.13 | -0.14 | -0.12 | -0.11 | -0.08 | -0.29 | -0.12 | -0.07 |
| ABBV | 0.16 | -0.03 | 0.23 | 0.16 | 0.18 | 0.29 | -0.01 | 1.00 | -0.04 | 0.19 | 0.19 | 0.38 | 0.14 | 0.08 | 0.17 | 0.32 | 0.34 | 0.04 | 0.04 | 0.31 | 0.24 | 0.45 |
| MSFT | 0.49 | 0.33 | 0.02 | 0.26 | 0.13 | 0.38 | 0.43 | -0.04 | 1.00 | -0.20 | -0.13 | -0.17 | -0.07 | -0.06 | -0.14 | -0.34 | -0.00 | -0.15 | -0.18 | -0.30 | -0.28 | -0.12 |
| O | -0.07 | 0.06 | 0.20 | -0.04 | -0.07 | 0.04 | -0.12 | 0.19 | -0.20 | 1.00 | 0.24 | 0.20 | 0.14 | 0.18 | 0.29 | 0.30 | 0.18 | 0.28 | 0.32 | 0.43 | 0.34 | 0.42 |
| WMT | 0.01 | -0.03 | 0.17 | -0.01 | -0.06 | 0.06 | -0.12 | 0.19 | -0.13 | 0.24 | 1.00 | 0.32 | 0.22 | 0.29 | 0.28 | 0.26 | 0.37 | 0.33 | 0.38 | 0.37 | 0.38 | 0.45 |
| JNJ | -0.00 | -0.14 | 0.09 | -0.01 | 0.06 | -0.04 | -0.05 | 0.38 | -0.17 | 0.20 | 0.32 | 1.00 | 0.32 | 0.32 | 0.20 | 0.42 | 0.32 | 0.31 | 0.44 | 0.39 | 0.36 | 0.50 |
| BTI | 0.23 | -0.13 | 0.02 | -0.05 | 0.20 | 0.09 | 0.17 | 0.14 | -0.07 | 0.14 | 0.22 | 0.32 | 1.00 | 0.53 | 0.27 | 0.23 | 0.24 | 0.55 | 0.37 | 0.28 | 0.44 | 0.47 |
| PM | 0.04 | -0.05 | 0.08 | 0.02 | 0.02 | 0.04 | -0.02 | 0.08 | -0.06 | 0.18 | 0.29 | 0.32 | 0.53 | 1.00 | 0.37 | 0.29 | 0.38 | 0.64 | 0.38 | 0.44 | 0.45 | 0.56 |
| MDLZ | 0.05 | 0.05 | 0.10 | 0.01 | 0.01 | 0.09 | -0.13 | 0.17 | -0.14 | 0.29 | 0.28 | 0.20 | 0.27 | 0.37 | 1.00 | 0.38 | 0.29 | 0.42 | 0.48 | 0.49 | 0.58 | 0.47 |
| MRK | 0.17 | -0.05 | 0.08 | 0.16 | 0.11 | -0.06 | -0.14 | 0.32 | -0.34 | 0.30 | 0.26 | 0.42 | 0.23 | 0.29 | 0.38 | 1.00 | 0.32 | 0.15 | 0.32 | 0.39 | 0.47 | 0.43 |
| MCD | 0.14 | -0.03 | 0.19 | 0.30 | 0.13 | 0.06 | -0.12 | 0.34 | -0.00 | 0.18 | 0.37 | 0.32 | 0.24 | 0.38 | 0.29 | 0.32 | 1.00 | 0.20 | 0.35 | 0.48 | 0.51 | 0.59 |
| MO | -0.15 | -0.06 | 0.11 | -0.23 | -0.17 | -0.09 | -0.11 | 0.04 | -0.15 | 0.28 | 0.33 | 0.31 | 0.55 | 0.64 | 0.42 | 0.15 | 0.20 | 1.00 | 0.60 | 0.37 | 0.50 | 0.52 |
| PEP | -0.07 | 0.05 | 0.13 | -0.11 | -0.09 | -0.15 | -0.08 | 0.04 | -0.18 | 0.32 | 0.38 | 0.44 | 0.37 | 0.38 | 0.48 | 0.32 | 0.35 | 0.60 | 1.00 | 0.48 | 0.61 | 0.50 |
| PG | -0.08 | -0.04 | 0.17 | 0.12 | -0.01 | -0.02 | -0.29 | 0.31 | -0.30 | 0.43 | 0.37 | 0.39 | 0.28 | 0.44 | 0.49 | 0.39 | 0.48 | 0.37 | 0.48 | 1.00 | 0.65 | 0.61 |
| KO | -0.02 | -0.04 | 0.05 | -0.01 | 0.01 | -0.14 | -0.12 | 0.24 | -0.28 | 0.34 | 0.38 | 0.36 | 0.44 | 0.45 | 0.58 | 0.47 | 0.51 | 0.50 | 0.61 | 0.65 | 1.00 | 0.55 |
| Portfolio | 0.22 | -0.10 | 0.58 | 0.10 | 0.18 | 0.13 | -0.07 | 0.45 | -0.12 | 0.42 | 0.45 | 0.50 | 0.47 | 0.56 | 0.47 | 0.43 | 0.59 | 0.52 | 0.50 | 0.61 | 0.55 | 1.00 |