Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
CVX Chevron Corporation | Energy | 20% |
KO The Coca-Cola Company | Consumer Defensive | 20% |
WMB The Williams Companies, Inc. | Energy | 20% |
WMT Walmart Inc. | Consumer Defensive | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Veit Portfolio GmbH, 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.
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The earliest data available for this chart is Oct 19, 2001, corresponding to the inception date of CVX
Returns By Period
As of Apr 4, 2026, the Veit Portfolio GmbH returned 14.58% Year-To-Date and 20.45% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Veit Portfolio GmbH | 0.56% | 1.30% | 14.58% | 17.98% | 38.65% | 24.30% | 22.09% | 20.45% |
| Portfolio components: | ||||||||
AAPL Apple Inc | 0.11% | -1.68% | -5.78% | -0.62% | 36.45% | 16.04% | 16.39% | 26.10% |
WMT Walmart Inc. | 0.84% | 2.22% | 13.14% | 23.74% | 52.55% | 37.98% | 24.34% | 20.62% |
CVX Chevron Corporation | 0.79% | 4.78% | 31.83% | 32.31% | 45.12% | 9.95% | 18.30% | 12.53% |
WMB The Williams Companies, Inc. | 0.24% | -3.01% | 20.64% | 13.40% | 36.26% | 39.82% | 30.72% | 23.19% |
KO The Coca-Cola Company | 0.84% | 0.28% | 10.50% | 16.71% | 12.89% | 10.37% | 11.14% | 8.39% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 22, 2001, Veit Portfolio GmbH's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +18.2%, while the worst month was Jul 2002 at -20.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Veit Portfolio GmbH closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +15.7%, while the worst single day was Jul 22, 2002 at -15.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.48% | 7.35% | -0.32% | -0.37% | 14.58% | ||||||||
| 2025 | 2.06% | 5.53% | -1.41% | -2.52% | 0.16% | 1.70% | -0.27% | 3.45% | 3.90% | 0.25% | 4.10% | -1.04% | 16.74% |
| 2024 | -0.01% | 2.74% | 2.97% | -0.07% | 7.10% | 3.00% | 3.05% | 4.88% | 1.37% | 1.03% | 8.04% | -3.55% | 34.50% |
| 2023 | 0.78% | -2.90% | 4.95% | 2.67% | -3.95% | 7.66% | 3.07% | -1.18% | -2.37% | -1.73% | 3.60% | 0.56% | 11.02% |
| 2022 | 4.99% | 2.05% | 7.80% | -0.75% | -0.57% | -9.48% | 10.32% | -1.79% | -9.33% | 13.58% | 3.75% | -4.79% | 13.71% |
| 2021 | -1.72% | 2.73% | 5.01% | 2.87% | 1.78% | 2.22% | 0.89% | 0.52% | -1.82% | 8.32% | -1.33% | 5.30% | 27.15% |
Benchmark Metrics
Veit Portfolio GmbH has an annualized alpha of 10.45%, beta of 0.87, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 22, 2001.
- This portfolio captured 117.21% of S&P 500 Index gains but only 73.07% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 10.45% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R² of 0.68, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 10.45%
- Beta
- 0.87
- R²
- 0.68
- Upside Capture
- 117.21%
- Downside Capture
- 73.07%
Expense Ratio
Veit Portfolio GmbH 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.
Return for Risk
Risk / Return Rank
Veit Portfolio GmbH ranks 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.88 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.37 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.39 | +0.52 |
Martin ratioReturn relative to average drawdown | 9.23 | 6.43 | +2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
WMT Walmart Inc. | 87 | 1.72 | 2.65 | 1.33 | 3.92 | 10.75 |
CVX Chevron Corporation | 65 | 0.98 | 1.37 | 1.20 | 1.19 | 2.67 |
WMB The Williams Companies, Inc. | 66 | 0.84 | 1.21 | 1.16 | 1.84 | 3.95 |
KO The Coca-Cola Company | 58 | 0.64 | 1.06 | 1.12 | 1.00 | 2.03 |
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Dividends
Dividend yield
Veit Portfolio GmbH provided a 2.03% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.03% | 2.39% | 2.49% | 2.85% | 2.68% | 3.13% | 3.84% | 3.21% | 3.52% | 2.83% | 3.45% | 4.50% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
WMT Walmart Inc. | 0.76% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
CVX Chevron Corporation | 3.47% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
WMB The Williams Companies, Inc. | 2.81% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
KO The Coca-Cola Company | 2.69% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
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 Veit Portfolio GmbH. 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 Veit Portfolio GmbH was 46.79%, occurring on Jul 23, 2002. Recovery took 309 trading sessions.
The current Veit Portfolio GmbH drawdown is 1.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.79% | Apr 18, 2002 | 67 | Jul 23, 2002 | 309 | Oct 13, 2003 | 376 |
| -45.71% | Jun 6, 2008 | 190 | Mar 9, 2009 | 282 | Apr 21, 2010 | 472 |
| -33.83% | Jan 17, 2020 | 45 | Mar 23, 2020 | 93 | Aug 4, 2020 | 138 |
| -30.66% | Nov 25, 2014 | 285 | Jan 13, 2016 | 236 | Dec 19, 2016 | 521 |
| -18.06% | Oct 10, 2018 | 52 | Dec 24, 2018 | 59 | Mar 21, 2019 | 111 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | WMT | KO | AAPL | WMB | CVX | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.47 | 0.48 | 0.60 | 0.49 | 0.56 | 0.75 |
| WMT | 0.47 | 1.00 | 0.37 | 0.27 | 0.18 | 0.24 | 0.50 |
| KO | 0.48 | 0.37 | 1.00 | 0.25 | 0.24 | 0.32 | 0.52 |
| AAPL | 0.60 | 0.27 | 0.25 | 1.00 | 0.28 | 0.28 | 0.66 |
| WMB | 0.49 | 0.18 | 0.24 | 0.28 | 1.00 | 0.55 | 0.73 |
| CVX | 0.56 | 0.24 | 0.32 | 0.28 | 0.55 | 1.00 | 0.69 |
| Portfolio | 0.75 | 0.50 | 0.52 | 0.66 | 0.73 | 0.69 | 1.00 |