US Equity

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

US Equity

Currency in USD · Last updated May 25, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc.	Consumer Cyclical	9%
COST Costco Wholesale Corporation	Consumer Defensive	11%
CRWD CrowdStrike Holdings, Inc.	Technology	5.50%
GOOGL Alphabet Inc Class A	Communication Services	12%
MA Mastercard Inc	Financial Services	5.30%
MCO Moody's Corporation	Financial Services	5.30%
META Meta Platforms, Inc.	Communication Services	6.60%
MSFT Microsoft Corporation	Technology	15%
NFLX Netflix, Inc.	Communication Services	5.30%
SPGI S&P Global Inc.	Financial Services	5.70%
SYK Stryker Corporation	Healthcare	5.30%
UNH UnitedHealth Group Incorporated	Healthcare	7%
V Visa Inc.	Financial Services	7%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.80%	-2.79%	9.39%	14.45%	10.68%
US Equity	3.18%	6.33%	3.92%	16.21%	21.25%	N/A
Portfolio components:
MSFT Microsoft Corporation	7.21%	16.45%	8.37%	5.46%	20.69%	27.26%
GOOGL Alphabet Inc Class A	-10.90%	5.77%	2.49%	-3.27%	19.09%	19.99%
COST Costco Wholesale Corporation	10.33%	3.52%	4.87%	25.19%	29.35%	23.70%
AMZN Amazon.com, Inc.	-8.39%	7.75%	1.96%	11.20%	10.53%	25.18%
META Meta Platforms, Inc.	7.19%	17.61%	12.34%	31.60%	21.81%	23.02%
V Visa Inc.	12.24%	5.49%	14.46%	29.74%	13.93%	18.65%
UNH UnitedHealth Group Incorporated	-41.32%	-30.33%	-49.57%	-40.91%	1.87%	11.28%
SPGI S&P Global Inc.	2.59%	5.98%	-0.51%	17.25%	11.27%	18.28%
CRWD CrowdStrike Holdings, Inc.	33.15%	10.03%	22.38%	29.62%	40.84%	N/A
SYK Stryker Corporation	4.84%	4.31%	-1.68%	13.28%	16.62%	16.05%
MA Mastercard Inc	7.36%	5.25%	8.54%	25.65%	14.47%	20.62%
MCO Moody's Corporation	-0.41%	7.05%	-1.92%	15.23%	13.78%	16.95%
NFLX Netflix, Inc.	32.99%	8.07%	32.03%	83.28%	22.52%	29.70%

*Annualized

Monthly Returns

The table below presents the monthly returns of US Equity, 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	7.18%	-3.17%	-6.37%	1.57%	4.54%								3.18%
2024	5.18%	5.49%	1.50%	-3.79%	5.80%	5.78%	-3.10%	3.96%	1.56%	-0.49%	7.85%	-0.83%	32.04%
2023	10.40%	-2.57%	9.29%	3.11%	6.76%	4.57%	3.06%	-0.62%	-2.92%	1.35%	11.72%	4.20%	58.73%
2022	-8.11%	-3.26%	5.15%	-12.05%	-4.33%	-5.89%	11.43%	-4.90%	-9.38%	2.89%	4.96%	-6.71%	-28.39%
2021	-2.95%	2.63%	2.76%	8.99%	-0.60%	5.39%	4.38%	3.84%	-5.04%	8.60%	-2.85%	3.42%	31.24%
2020	5.82%	-5.76%	-6.06%	15.69%	6.44%	3.32%	5.94%	8.90%	-3.91%	-3.14%	9.52%	4.26%	46.14%
2019						3.34%	4.84%	-0.44%	-4.09%	3.68%	4.62%	1.73%	14.15%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

US Equity 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

The current rank of US Equity is 65, indicating average performance compared to other portfolios on our website. Here’s 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
MSFT Microsoft Corporation	0.24	0.51	1.07	0.24	0.54
GOOGL Alphabet Inc Class A	-0.08	-0.00	1.00	-0.16	-0.34
COST Costco Wholesale Corporation	1.25	1.70	1.23	1.54	4.43
AMZN Amazon.com, Inc.	0.32	0.64	1.08	0.32	0.82
META Meta Platforms, Inc.	0.96	1.54	1.20	1.04	3.16
V Visa Inc.	1.37	1.81	1.27	1.94	6.80
UNH UnitedHealth Group Incorporated	-0.94	-1.17	0.80	-0.76	-2.51
SPGI S&P Global Inc.	0.81	1.15	1.16	0.87	2.99
CRWD CrowdStrike Holdings, Inc.	0.63	1.12	1.14	0.68	1.55
SYK Stryker Corporation	0.69	1.07	1.14	0.97	2.97
MA Mastercard Inc	1.22	1.58	1.23	1.40	5.98
MCO Moody's Corporation	0.62	0.91	1.13	0.59	1.94
NFLX Netflix, Inc.	2.70	3.31	1.44	4.29	14.04

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.

US Equity Sharpe ratios as of May 25, 2025 (values are recalculated daily):

1-Year: 0.86
5-Year: 0.99
All Time: 0.96

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 0.49 to 1.03, 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 US Equity compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

US Equity provided a 0.64% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.64%	0.54%	0.75%	0.58%	0.43%	0.81%	0.58%	0.74%	1.14%	0.90%	1.22%	0.86%
Portfolio components:
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
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%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
V Visa Inc.	0.65%	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	2.84%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
SPGI S&P Global Inc.	0.72%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%
CRWD CrowdStrike Holdings, 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%
SYK Stryker Corporation	0.87%	0.90%	1.02%	1.16%	0.97%	0.96%	1.02%	1.23%	1.13%	1.31%	1.52%	1.34%
MA Mastercard Inc	0.50%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
MCO Moody's Corporation	0.76%	0.72%	0.79%	1.00%	0.63%	0.77%	0.84%	1.26%	1.03%	1.57%	1.36%	1.17%
NFLX Netflix, 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%

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 US Equity. 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 US Equity was 32.98%, occurring on Nov 3, 2022. Recovery took 212 trading sessions.

The current US Equity drawdown is 5.59%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.98%	Nov 17, 2021	243	Nov 3, 2022	212	Sep 11, 2023	455
-28.28%	Feb 20, 2020	18	Mar 16, 2020	52	May 29, 2020	70
-17.87%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-10.97%	Sep 3, 2020	14	Sep 23, 2020	53	Dec 8, 2020	67
-10.23%	Jul 8, 2024	21	Aug 5, 2024	32	Sep 19, 2024	53

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 13 assets, with an effective number of assets of 11.27, 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	CRWD	NFLX	COST	SYK	META	V	AMZN	MA	SPGI	GOOGL	MCO	MSFT	Portfolio
^GSPC	1.00	0.37	0.47	0.53	0.59	0.63	0.66	0.67	0.67	0.69	0.67	0.72	0.70	0.77	0.88
UNH	0.37	1.00	0.06	0.14	0.28	0.31	0.16	0.32	0.15	0.31	0.35	0.25	0.33	0.26	0.35
CRWD	0.47	0.06	1.00	0.44	0.29	0.27	0.41	0.28	0.52	0.31	0.36	0.40	0.39	0.49	0.61
NFLX	0.53	0.14	0.44	1.00	0.39	0.30	0.55	0.36	0.57	0.37	0.37	0.48	0.41	0.54	0.64
COST	0.59	0.28	0.29	0.39	1.00	0.40	0.42	0.43	0.46	0.43	0.49	0.43	0.51	0.52	0.63
SYK	0.63	0.31	0.27	0.30	0.40	1.00	0.39	0.54	0.37	0.55	0.55	0.42	0.56	0.46	0.59
META	0.66	0.16	0.41	0.55	0.42	0.39	1.00	0.44	0.64	0.45	0.46	0.66	0.48	0.64	0.74
V	0.67	0.32	0.28	0.36	0.43	0.54	0.44	1.00	0.42	0.87	0.58	0.50	0.58	0.54	0.67
AMZN	0.67	0.15	0.52	0.57	0.46	0.37	0.64	0.42	1.00	0.44	0.43	0.67	0.47	0.70	0.79
MA	0.69	0.31	0.31	0.37	0.43	0.55	0.45	0.87	0.44	1.00	0.58	0.50	0.60	0.55	0.68
SPGI	0.67	0.35	0.36	0.37	0.49	0.55	0.46	0.58	0.43	0.58	1.00	0.48	0.86	0.57	0.70
GOOGL	0.72	0.25	0.40	0.48	0.43	0.42	0.66	0.50	0.67	0.50	0.48	1.00	0.50	0.73	0.81
MCO	0.70	0.33	0.39	0.41	0.51	0.56	0.48	0.58	0.47	0.60	0.86	0.50	1.00	0.59	0.73
MSFT	0.77	0.26	0.49	0.54	0.52	0.46	0.64	0.54	0.70	0.55	0.57	0.73	0.59	1.00	0.87
Portfolio	0.88	0.35	0.61	0.64	0.63	0.59	0.74	0.67	0.79	0.68	0.70	0.81	0.73	0.87	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2019

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

US Equity

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