SAFE STOCKS
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AEM Agnico Eagle Mines Limited | Basic Materials | 6.67% |
AGI Alamos Gold Inc. | Basic Materials | 6.67% |
AOS A. O. Smith Corporation | Industrials | 6.67% |
CINF Cincinnati Financial Corporation | Financial Services | 6.67% |
CTSH Cognizant Technology Solutions Corporation | Technology | 6.67% |
EG Everest Group Ltd | Financial Services | 6.67% |
EW Edwards Lifesciences Corporation | Healthcare | 6.67% |
FAST Fastenal Company | Industrials | 6.67% |
INFY Infosys Limited | Technology | 6.65% |
JKHY Jack Henry & Associates, Inc. | Technology | 6.67% |
MNST Monster Beverage Corporation | Consumer Defensive | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 6.67% |
WST West Pharmaceutical Services, Inc. | Healthcare | 6.67% |
XOM Exxon Mobil Corporation | Energy | 6.64% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SAFE STOCKS, 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 Feb 24, 2003, corresponding to the inception date of AGI
Returns By Period
As of May 3, 2025, the SAFE STOCKS returned 1.82% Year-To-Date and 18.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| SAFE STOCKS | 1.82% | 0.86% | -0.06% | 9.91% | 20.80% | 18.59% |
| Portfolio components: | ||||||
FAST Fastenal Company | 15.48% | 5.84% | 6.15% | 22.67% | 21.21% | 17.89% |
AEM Agnico Eagle Mines Limited | 42.68% | 2.42% | 30.68% | 74.26% | 14.84% | 15.89% |
EW Edwards Lifesciences Corporation | 2.19% | 3.66% | 12.01% | -11.26% | 1.87% | 13.86% |
CINF Cincinnati Financial Corporation | 0.52% | -0.77% | 3.28% | 25.86% | 22.27% | 14.19% |
MNST Monster Beverage Corporation | 14.25% | 0.67% | 14.82% | 9.18% | 15.25% | 9.91% |
CTSH Cognizant Technology Solutions Corporation | 1.39% | 6.05% | 4.91% | 19.12% | 8.26% | 3.63% |
JKHY Jack Henry & Associates, Inc. | -0.33% | -5.66% | -4.26% | 7.46% | 2.68% | 11.38% |
WST West Pharmaceutical Services, Inc. | -35.39% | -3.85% | -33.09% | -41.95% | 2.58% | 15.26% |
AGI Alamos Gold Inc. | 34.19% | -8.00% | 23.21% | 65.33% | 25.48% | 14.69% |
INFY Infosys Limited | -18.43% | 3.05% | -13.87% | 8.98% | 17.82% | 12.10% |
REGN Regeneron Pharmaceuticals, Inc. | -14.87% | -0.82% | -28.12% | -36.64% | 2.28% | 2.59% |
AOS A. O. Smith Corporation | 1.38% | 8.07% | -8.29% | -17.30% | 12.40% | 9.38% |
NVDA NVIDIA Corporation | -14.73% | 12.48% | -15.42% | 28.99% | 73.93% | 71.36% |
EG Everest Group Ltd | -3.34% | -3.70% | 0.34% | -3.74% | 19.13% | 9.33% |
XOM Exxon Mobil Corporation | -0.38% | -5.53% | -6.01% | -5.35% | 24.67% | 6.45% |
Monthly Returns
The table below presents the monthly returns of SAFE STOCKS, 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 | 0.70% | 0.60% | 1.41% | -0.65% | -0.24% | 1.82% | |||||||
| 2024 | 3.10% | 4.50% | 7.32% | -6.08% | 4.39% | 1.19% | 3.75% | 2.91% | 0.10% | -1.01% | 3.10% | -4.66% | 19.27% |
| 2023 | 9.71% | 0.83% | 4.51% | 2.14% | -2.13% | 5.16% | 1.78% | 1.80% | -4.81% | -2.17% | 8.45% | 2.60% | 30.49% |
| 2022 | -5.63% | 0.87% | 8.10% | -9.33% | -0.07% | -6.64% | 5.35% | -6.66% | -5.76% | 8.84% | 7.93% | -4.40% | -9.40% |
| 2021 | -2.91% | 1.68% | 5.04% | 6.53% | 3.38% | 1.54% | 3.55% | 4.07% | -6.67% | 6.43% | 0.86% | 6.04% | 32.77% |
| 2020 | -1.32% | -3.75% | -9.91% | 16.70% | 7.56% | 3.17% | 12.03% | 3.01% | -3.43% | -2.93% | 6.23% | 4.47% | 33.03% |
| 2019 | 10.92% | 3.66% | 2.19% | 1.42% | -6.78% | 8.51% | 2.75% | 1.39% | -0.99% | 1.95% | 3.79% | 1.85% | 34.01% |
| 2018 | 5.93% | -5.07% | 1.10% | -3.01% | 2.60% | 2.59% | 3.08% | 1.47% | 1.52% | -9.77% | 1.43% | -5.84% | -5.04% |
| 2017 | 0.43% | 0.81% | 2.69% | 1.55% | 6.47% | 0.71% | 1.80% | 1.75% | -1.42% | 1.17% | 2.26% | 0.70% | 20.44% |
| 2016 | -2.36% | 6.17% | 7.16% | 5.89% | 2.49% | 4.55% | 5.11% | -2.43% | 0.39% | -4.03% | 3.39% | 3.29% | 33.00% |
| 2015 | 0.52% | 6.55% | 0.09% | -0.73% | 1.98% | -1.51% | -0.52% | -2.06% | 0.27% | 9.40% | 0.48% | -1.27% | 13.34% |
| 2014 | -3.82% | 5.94% | -2.74% | 0.95% | 0.27% | 3.66% | -2.71% | 6.82% | -2.84% | 6.48% | 3.24% | -0.19% | 15.20% |
Expense Ratio
SAFE STOCKS 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
The current rank of SAFE STOCKS is 52, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
FAST Fastenal Company | 0.93 | 1.67 | 1.20 | 1.16 | 3.32 |
AEM Agnico Eagle Mines Limited | 2.44 | 2.91 | 1.39 | 4.45 | 16.08 |
EW Edwards Lifesciences Corporation | -0.26 | -0.04 | 0.99 | -0.20 | -0.47 |
CINF Cincinnati Financial Corporation | 1.08 | 1.53 | 1.21 | 1.36 | 3.48 |
MNST Monster Beverage Corporation | 0.49 | 0.79 | 1.12 | 0.47 | 1.45 |
CTSH Cognizant Technology Solutions Corporation | 0.80 | 1.25 | 1.16 | 0.71 | 2.57 |
JKHY Jack Henry & Associates, Inc. | 0.40 | 0.67 | 1.09 | 0.37 | 1.59 |
WST West Pharmaceutical Services, Inc. | -0.75 | -0.75 | 0.85 | -0.69 | -1.79 |
AGI Alamos Gold Inc. | 1.89 | 2.36 | 1.33 | 3.56 | 10.05 |
INFY Infosys Limited | 0.41 | 0.76 | 1.10 | 0.31 | 0.97 |
REGN Regeneron Pharmaceuticals, Inc. | -1.07 | -1.43 | 0.82 | -0.59 | -1.04 |
AOS A. O. Smith Corporation | -0.62 | -0.73 | 0.91 | -0.46 | -0.85 |
NVDA NVIDIA Corporation | 0.55 | 1.12 | 1.14 | 0.88 | 2.24 |
EG Everest Group Ltd | -0.11 | 0.03 | 1.00 | -0.15 | -0.32 |
XOM Exxon Mobil Corporation | -0.30 | -0.26 | 0.97 | -0.38 | -0.87 |
Dividends
Dividend yield
SAFE STOCKS provided a 1.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.38% | 1.36% | 1.48% | 1.48% | 1.40% | 1.65% | 1.42% | 1.55% | 1.42% | 1.17% | 1.43% | 1.83% |
| Portfolio components: | ||||||||||||
FAST Fastenal Company | 2.01% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% |
AEM Agnico Eagle Mines Limited | 1.44% | 2.05% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% |
EW Edwards Lifesciences Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CINF Cincinnati Financial Corporation | 2.30% | 2.25% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CTSH Cognizant Technology Solutions Corporation | 1.56% | 1.56% | 1.54% | 1.89% | 1.08% | 1.07% | 1.29% | 1.26% | 0.63% | 0.00% | 0.00% | 0.00% |
JKHY Jack Henry & Associates, Inc. | 1.28% | 1.25% | 1.27% | 1.12% | 1.10% | 1.06% | 1.10% | 1.17% | 1.06% | 1.26% | 1.28% | 1.42% |
WST West Pharmaceutical Services, Inc. | 0.39% | 0.25% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% |
AGI Alamos Gold Inc. | 0.40% | 0.54% | 0.74% | 0.99% | 1.30% | 0.74% | 0.66% | 0.56% | 0.31% | 0.29% | 1.22% | 2.81% |
INFY Infosys Limited | 3.26% | 2.66% | 2.33% | 2.24% | 1.59% | 1.70% | 3.10% | 3.45% | 5.12% | 2.53% | 2.30% | 8.11% |
REGN Regeneron Pharmaceuticals, Inc. | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOS A. O. Smith Corporation | 1.96% | 1.91% | 1.84% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
EG Everest Group Ltd | 2.30% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% | 1.88% |
XOM Exxon Mobil Corporation | 3.65% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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 SAFE STOCKS. 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 SAFE STOCKS was 44.11%, occurring on Nov 20, 2008. Recovery took 248 trading sessions.
The current SAFE STOCKS drawdown is 3.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.11% | Oct 11, 2007 | 282 | Nov 20, 2008 | 248 | Nov 16, 2009 | 530 |
| -28.84% | Feb 21, 2020 | 22 | Mar 23, 2020 | 47 | May 29, 2020 | 69 |
| -23.94% | Apr 4, 2022 | 121 | Sep 26, 2022 | 129 | Mar 31, 2023 | 250 |
| -18.42% | Apr 28, 2011 | 71 | Aug 8, 2011 | 117 | Jan 25, 2012 | 188 |
| -17.47% | Oct 1, 2018 | 59 | Dec 24, 2018 | 53 | Mar 13, 2019 | 112 |
Volatility
Volatility Chart
The current SAFE STOCKS volatility is 10.95%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 15.00, 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
| ^GSPC | AGI | AEM | MNST | REGN | EW | EG | XOM | NVDA | INFY | WST | AOS | CINF | FAST | JKHY | CTSH | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.14 | 0.19 | 0.43 | 0.44 | 0.49 | 0.49 | 0.57 | 0.59 | 0.54 | 0.55 | 0.60 | 0.65 | 0.63 | 0.61 | 0.63 | 0.81 |
| AGI | 0.14 | 1.00 | 0.59 | 0.08 | 0.07 | 0.09 | 0.06 | 0.16 | 0.09 | 0.12 | 0.07 | 0.09 | 0.05 | 0.06 | 0.08 | 0.10 | 0.40 |
| AEM | 0.19 | 0.59 | 1.00 | 0.12 | 0.10 | 0.09 | 0.08 | 0.21 | 0.14 | 0.15 | 0.10 | 0.12 | 0.07 | 0.10 | 0.13 | 0.13 | 0.42 |
| MNST | 0.43 | 0.08 | 0.12 | 1.00 | 0.24 | 0.26 | 0.24 | 0.24 | 0.27 | 0.28 | 0.30 | 0.30 | 0.30 | 0.34 | 0.34 | 0.35 | 0.52 |
| REGN | 0.44 | 0.07 | 0.10 | 0.24 | 1.00 | 0.29 | 0.23 | 0.23 | 0.30 | 0.27 | 0.34 | 0.30 | 0.28 | 0.33 | 0.35 | 0.33 | 0.53 |
| EW | 0.49 | 0.09 | 0.09 | 0.26 | 0.29 | 1.00 | 0.26 | 0.23 | 0.31 | 0.29 | 0.40 | 0.30 | 0.32 | 0.35 | 0.37 | 0.35 | 0.51 |
| EG | 0.49 | 0.06 | 0.08 | 0.24 | 0.23 | 0.26 | 1.00 | 0.33 | 0.24 | 0.28 | 0.30 | 0.36 | 0.59 | 0.35 | 0.38 | 0.33 | 0.49 |
| XOM | 0.57 | 0.16 | 0.21 | 0.24 | 0.23 | 0.23 | 0.33 | 1.00 | 0.25 | 0.31 | 0.27 | 0.35 | 0.43 | 0.35 | 0.34 | 0.35 | 0.51 |
| NVDA | 0.59 | 0.09 | 0.14 | 0.27 | 0.30 | 0.31 | 0.24 | 0.25 | 1.00 | 0.38 | 0.35 | 0.36 | 0.28 | 0.37 | 0.38 | 0.42 | 0.59 |
| INFY | 0.54 | 0.12 | 0.15 | 0.28 | 0.27 | 0.29 | 0.28 | 0.31 | 0.38 | 1.00 | 0.34 | 0.35 | 0.36 | 0.37 | 0.40 | 0.57 | 0.59 |
| WST | 0.55 | 0.07 | 0.10 | 0.30 | 0.34 | 0.40 | 0.30 | 0.27 | 0.35 | 0.34 | 1.00 | 0.41 | 0.39 | 0.39 | 0.46 | 0.39 | 0.57 |
| AOS | 0.60 | 0.09 | 0.12 | 0.30 | 0.30 | 0.30 | 0.36 | 0.35 | 0.36 | 0.35 | 0.41 | 1.00 | 0.45 | 0.50 | 0.46 | 0.44 | 0.60 |
| CINF | 0.65 | 0.05 | 0.07 | 0.30 | 0.28 | 0.32 | 0.59 | 0.43 | 0.28 | 0.36 | 0.39 | 0.45 | 1.00 | 0.46 | 0.47 | 0.43 | 0.57 |
| FAST | 0.63 | 0.06 | 0.10 | 0.34 | 0.33 | 0.35 | 0.35 | 0.35 | 0.37 | 0.37 | 0.39 | 0.50 | 0.46 | 1.00 | 0.46 | 0.47 | 0.60 |
| JKHY | 0.61 | 0.08 | 0.13 | 0.34 | 0.35 | 0.37 | 0.38 | 0.34 | 0.38 | 0.40 | 0.46 | 0.46 | 0.47 | 0.46 | 1.00 | 0.49 | 0.63 |
| CTSH | 0.63 | 0.10 | 0.13 | 0.35 | 0.33 | 0.35 | 0.33 | 0.35 | 0.42 | 0.57 | 0.39 | 0.44 | 0.43 | 0.47 | 0.49 | 1.00 | 0.66 |
| Portfolio | 0.81 | 0.40 | 0.42 | 0.52 | 0.53 | 0.51 | 0.49 | 0.51 | 0.59 | 0.59 | 0.57 | 0.60 | 0.57 | 0.60 | 0.63 | 0.66 | 1.00 |