temp 1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 8.33% |
CME CME Group Inc. | Financial Services | 8.33% |
DUK Duke Energy Corporation | Utilities | 8.33% |
KMI Kinder Morgan, Inc. | Energy | 8.33% |
KO The Coca-Cola Company | Consumer Defensive | 8.33% |
PAYX Paychex, Inc. | Industrials | 8.33% |
PEP PepsiCo, Inc. | Consumer Defensive | 8.33% |
T AT&T Inc. | Communication Services | 8.33% |
USB U.S. Bancorp | Financial Services | 8.33% |
VZ Verizon Communications Inc. | Communication Services | 8.33% |
WMB The Williams Companies, Inc. | Energy | 8.33% |
XOM Exxon Mobil Corporation | Energy | 8.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in temp 1, 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 15, 2025, the temp 1 returned 5.83% Year-To-Date and 10.31% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| temp 1 | 6.36% | -2.78% | 3.53% | 21.71% | 14.79% | 10.16% |
| Portfolio components: | ||||||
CME CME Group Inc. | 14.11% | 1.94% | 21.72% | 31.69% | 11.84% | 15.97% |
ABBV AbbVie Inc. | 1.74% | -15.43% | -6.85% | 13.33% | 21.69% | 15.80% |
PAYX Paychex, Inc. | 7.01% | 2.50% | 6.11% | 24.80% | 21.58% | 15.41% |
KMI Kinder Morgan, Inc. | -1.16% | -1.11% | 10.13% | 55.56% | 20.76% | 0.21% |
USB U.S. Bancorp | -19.18% | -8.00% | -17.10% | -3.82% | 7.31% | 2.47% |
PEP PepsiCo, Inc. | -2.64% | -1.24% | -15.21% | -9.80% | 4.70% | 7.48% |
WMB The Williams Companies, Inc. | 6.94% | 0.16% | 14.42% | 56.73% | 35.24% | 7.15% |
VZ Verizon Communications Inc. | 14.61% | 3.31% | 6.12% | 19.11% | 0.76% | 4.25% |
T AT&T Inc. | 22.29% | 3.42% | 30.97% | 75.50% | 10.55% | 7.25% |
KO The Coca-Cola Company | 17.23% | 4.76% | 4.55% | 28.03% | 12.18% | 9.48% |
XOM Exxon Mobil Corporation | -3.03% | -7.61% | -15.24% | -11.21% | 26.57% | 6.31% |
DUK Duke Energy Corporation | 12.97% | 0.40% | 6.77% | 32.00% | 11.06% | 9.04% |
Monthly Returns
The table below presents the monthly returns of temp 1, 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 | 2.68% | 7.22% | 2.09% | -5.37% | 6.36% | ||||||||
| 2024 | 1.86% | 2.68% | 3.36% | -3.50% | 0.99% | 0.48% | 5.18% | 5.39% | 1.55% | 2.39% | 1.63% | -4.25% | 18.73% |
| 2023 | 0.11% | -1.20% | 1.75% | -1.00% | -6.89% | 3.53% | 6.62% | -1.30% | -2.03% | -0.61% | 5.00% | 1.90% | 5.29% |
| 2022 | 0.58% | 1.40% | 5.25% | -4.28% | 0.65% | -2.82% | 1.65% | -3.37% | -7.82% | 7.26% | 5.60% | -1.89% | 1.11% |
| 2021 | -3.18% | 4.28% | 6.16% | 2.13% | 3.19% | -0.08% | 2.16% | -0.60% | -3.19% | 7.38% | -3.08% | 9.10% | 25.97% |
| 2020 | 0.12% | -7.01% | -14.52% | 7.94% | 3.53% | -1.80% | 0.86% | 2.62% | -1.85% | -2.03% | 12.33% | 2.49% | 0.07% |
| 2019 | 1.84% | 2.01% | 0.21% | 3.57% | -0.73% | 2.00% | -0.64% | 3.03% | 2.84% | 0.25% | 0.97% | 1.59% | 18.20% |
| 2018 | 4.25% | -2.99% | -5.29% | -0.27% | 2.03% | 1.43% | 2.08% | 3.05% | -0.40% | -2.55% | 7.12% | -6.05% | 1.57% |
| 2017 | -0.30% | 1.53% | -0.19% | -0.35% | 0.45% | 1.70% | 1.57% | 0.03% | 4.87% | 0.46% | 4.91% | 0.95% | 16.59% |
| 2016 | -1.90% | 0.67% | 5.69% | 0.56% | 2.38% | 4.05% | 2.46% | 0.44% | -0.49% | -4.17% | 4.54% | 4.18% | 19.51% |
| 2015 | -2.65% | 4.93% | -1.55% | 1.71% | 0.61% | -0.92% | 0.50% | -5.13% | -4.40% | 5.87% | -0.86% | -3.99% | -6.34% |
| 2014 | -3.71% | 0.42% | 2.23% | 1.10% | 2.39% | 4.28% | -1.43% | 3.46% | 0.51% | 3.82% | 1.90% | -2.25% | 13.12% |
Expense Ratio
temp 1 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
With an overall rank of 96, temp 1 is among the top 4% 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.
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 | |
|---|---|---|---|---|---|
CME CME Group Inc. | 1.83 | 2.43 | 1.32 | 2.15 | 7.57 |
ABBV AbbVie Inc. | 0.50 | 0.79 | 1.12 | 0.68 | 1.72 |
PAYX Paychex, Inc. | 1.10 | 1.62 | 1.22 | 2.03 | 6.99 |
KMI Kinder Morgan, Inc. | 2.24 | 2.68 | 1.44 | 1.51 | 8.71 |
USB U.S. Bancorp | -0.13 | 0.02 | 1.00 | -0.12 | -0.40 |
PEP PepsiCo, Inc. | -0.51 | -0.60 | 0.93 | -0.41 | -0.90 |
WMB The Williams Companies, Inc. | 2.22 | 2.67 | 1.39 | 4.66 | 12.80 |
VZ Verizon Communications Inc. | 0.85 | 1.19 | 1.18 | 0.81 | 3.55 |
T AT&T Inc. | 3.38 | 4.03 | 1.60 | 2.76 | 28.12 |
KO The Coca-Cola Company | 1.72 | 2.42 | 1.32 | 1.81 | 4.01 |
XOM Exxon Mobil Corporation | -0.48 | -0.51 | 0.93 | -0.59 | -1.43 |
DUK Duke Energy Corporation | 1.81 | 2.50 | 1.30 | 2.54 | 7.12 |
Dividends
Dividend yield
temp 1 provided a 3.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.90% | 4.01% | 4.56% | 4.36% | 4.41% | 4.94% | 3.99% | 4.18% | 3.47% | 3.66% | 5.08% | 3.58% |
| Portfolio components: | ||||||||||||
CME CME Group Inc. | 3.98% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
ABBV AbbVie Inc. | 3.56% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
PAYX Paychex, Inc. | 2.63% | 2.73% | 2.90% | 2.62% | 1.90% | 2.66% | 2.85% | 3.35% | 2.82% | 2.89% | 3.03% | 3.16% |
KMI Kinder Morgan, Inc. | 4.29% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% |
USB U.S. Bancorp | 5.21% | 4.14% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% |
PEP PepsiCo, Inc. | 3.71% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
WMB The Williams Companies, Inc. | 3.36% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% |
VZ Verizon Communications Inc. | 6.09% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
T AT&T Inc. | 4.08% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
KO The Coca-Cola Company | 2.71% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
XOM Exxon Mobil Corporation | 3.75% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
DUK Duke Energy Corporation | 3.45% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% |
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 temp 1. 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 temp 1 was 35.54%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.
The current temp 1 drawdown is 4.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.54% | Feb 18, 2020 | 25 | Mar 23, 2020 | 233 | Feb 24, 2021 | 258 |
| -18.69% | Jul 17, 2015 | 125 | Jan 13, 2016 | 122 | Jul 8, 2016 | 247 |
| -18.5% | Apr 11, 2022 | 126 | Oct 10, 2022 | 343 | Feb 22, 2024 | 469 |
| -12.56% | Jan 29, 2018 | 44 | Apr 2, 2018 | 170 | Nov 30, 2018 | 214 |
| -11.34% | Dec 3, 2018 | 15 | Dec 24, 2018 | 81 | Apr 23, 2019 | 96 |
Volatility
Volatility Chart
The current temp 1 volatility is 7.95%, 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
| CME | ABBV | DUK | WMB | XOM | KMI | USB | VZ | PEP | PAYX | T | KO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CME | 1.00 | 0.25 | 0.23 | 0.19 | 0.23 | 0.21 | 0.37 | 0.26 | 0.31 | 0.38 | 0.24 | 0.32 |
| ABBV | 0.25 | 1.00 | 0.24 | 0.28 | 0.28 | 0.25 | 0.30 | 0.28 | 0.33 | 0.36 | 0.28 | 0.32 |
| DUK | 0.23 | 0.24 | 1.00 | 0.21 | 0.19 | 0.27 | 0.19 | 0.42 | 0.50 | 0.33 | 0.38 | 0.49 |
| WMB | 0.19 | 0.28 | 0.21 | 1.00 | 0.55 | 0.70 | 0.38 | 0.24 | 0.18 | 0.29 | 0.30 | 0.24 |
| XOM | 0.23 | 0.28 | 0.19 | 0.55 | 1.00 | 0.59 | 0.45 | 0.28 | 0.24 | 0.32 | 0.35 | 0.28 |
| KMI | 0.21 | 0.25 | 0.27 | 0.70 | 0.59 | 1.00 | 0.42 | 0.26 | 0.22 | 0.32 | 0.33 | 0.28 |
| USB | 0.37 | 0.30 | 0.19 | 0.38 | 0.45 | 0.42 | 1.00 | 0.33 | 0.26 | 0.47 | 0.41 | 0.33 |
| VZ | 0.26 | 0.28 | 0.42 | 0.24 | 0.28 | 0.26 | 0.33 | 1.00 | 0.41 | 0.34 | 0.68 | 0.42 |
| PEP | 0.31 | 0.33 | 0.50 | 0.18 | 0.24 | 0.22 | 0.26 | 0.41 | 1.00 | 0.45 | 0.36 | 0.70 |
| PAYX | 0.38 | 0.36 | 0.33 | 0.29 | 0.32 | 0.32 | 0.47 | 0.34 | 0.45 | 1.00 | 0.37 | 0.46 |
| T | 0.24 | 0.28 | 0.38 | 0.30 | 0.35 | 0.33 | 0.41 | 0.68 | 0.36 | 0.37 | 1.00 | 0.41 |
| KO | 0.32 | 0.32 | 0.49 | 0.24 | 0.28 | 0.28 | 0.33 | 0.42 | 0.70 | 0.46 | 0.41 | 1.00 |