one etf
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
COKE Coca-Cola Consolidated, Inc. | Consumer Defensive | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in one etf, 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 Quarterly
The earliest data available for this chart is Mar 26, 1990, corresponding to the inception date of COKE
Returns By Period
As of Nov 13, 2024, the one etf returned 36.12% Year-To-Date and 30.68% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| one etf | 36.12% | -4.84% | 30.22% | 83.28% | 36.33% | 30.68% |
| Portfolio components: | ||||||
COKE Coca-Cola Consolidated, Inc. | 36.12% | -4.84% | 30.22% | 83.28% | 36.33% | 30.68% |
Monthly Returns
The table below presents the monthly returns of one etf, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -5.43% | -2.39% | 0.67% | -2.35% | 18.77% | 10.60% | 5.66% | 17.15% | -1.94% | -14.43% | 36.12% | ||
| 2023 | -0.39% | 9.88% | -3.91% | 10.26% | 12.26% | -3.89% | -0.33% | 10.34% | -8.95% | 0.09% | 15.42% | 26.40% | 82.91% |
| 2022 | -7.42% | -13.28% | -0.02% | -11.09% | 27.97% | -0.19% | -8.98% | -7.54% | -13.20% | 18.35% | 0.98% | 4.18% | -17.09% |
| 2021 | 0.32% | -3.82% | 12.51% | 1.63% | 38.08% | -0.69% | -0.68% | 1.76% | -2.95% | 1.89% | 42.14% | 8.52% | 133.23% |
| 2020 | -4.58% | -27.48% | 6.19% | 13.04% | 3.38% | -5.85% | 0.27% | 19.05% | -11.94% | -4.78% | 14.30% | 1.75% | -5.88% |
| 2019 | 21.80% | 14.86% | 16.13% | 13.01% | -7.08% | -0.91% | -1.83% | 14.68% | -9.73% | -9.63% | -1.53% | 5.14% | 60.72% |
| 2018 | -5.81% | -7.86% | -7.47% | -2.33% | -24.34% | 6.06% | 7.58% | 16.84% | 7.50% | -5.16% | 23.11% | -16.53% | -17.11% |
| 2017 | -5.46% | 1.91% | 19.73% | 2.96% | 7.50% | 0.50% | 5.01% | -11.04% | 1.01% | 4.66% | -4.37% | -0.21% | 20.93% |
| 2016 | -3.48% | -0.67% | -8.56% | -0.09% | -22.51% | 19.41% | -3.27% | 5.54% | -1.42% | -4.47% | 14.49% | 10.55% | -1.39% |
| 2015 | 11.06% | 7.02% | 8.31% | 0.16% | 0.50% | 33.02% | 7.40% | -4.80% | 25.38% | 9.35% | -8.30% | -5.76% | 108.83% |
| 2014 | -6.38% | 10.78% | 12.35% | -2.95% | -8.48% | -2.11% | -4.90% | 6.50% | 0.36% | 21.53% | 4.56% | -6.91% | 21.82% |
| 2013 | -2.30% | 1.08% | -7.81% | 1.96% | -2.39% | 2.27% | 4.83% | -1.60% | -0.45% | 1.60% | 7.23% | 7.79% | 11.76% |
Expense Ratio
one etf has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of one etf is 60, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
COKE Coca-Cola Consolidated, Inc. | 2.64 | 3.79 | 1.49 | 5.07 | 12.90 |
Dividends
Dividend yield
one etf provided a 1.62% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% | 1.37% |
| Portfolio components: | ||||||||||||
COKE Coca-Cola Consolidated, Inc. | 1.62% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% | 1.37% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $16.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $2.50 | $0.00 | $20.00 | |
| 2023 | $3.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $5.00 |
| 2022 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2021 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2020 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2019 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2018 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2017 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2016 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2015 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2014 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
| 2013 | $0.25 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $1.00 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the one etf. 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 one etf was 54.34%, occurring on Nov 8, 2000. Recovery took 537 trading sessions.
The current one etf drawdown is 8.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.34% | Aug 10, 1998 | 570 | Nov 8, 2000 | 537 | Jan 3, 2003 | 1107 |
| -51.71% | May 14, 2019 | 216 | Mar 20, 2020 | 299 | May 27, 2021 | 515 |
| -51.09% | Jan 3, 2007 | 400 | Aug 4, 2008 | 663 | Mar 22, 2011 | 1063 |
| -47.98% | Jul 28, 2017 | 202 | May 16, 2018 | 197 | Feb 28, 2019 | 399 |
| -43.77% | Oct 8, 2015 | 169 | Jun 9, 2016 | 241 | May 24, 2017 | 410 |
Volatility
Volatility Chart
The current one etf volatility is 8.90%, 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.