Unethical Stock Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BA The Boeing Company | Industrials | 8.33% |
BP BP p.l.c. | Energy | 8.33% |
CXW CoreCivic, Inc. | Real Estate | 8.37% |
HSBC HSBC Holdings plc | Financial Services | 8.33% |
JNJ Johnson & Johnson | Healthcare | 8.33% |
LMT Lockheed Martin Corporation | Industrials | 8.33% |
MCD McDonald's Corporation | Consumer Cyclical | 8.33% |
NSRGY Nestlé S.A. | Consumer Defensive | 8.33% |
PM Philip Morris International Inc. | Consumer Defensive | 8.33% |
RIO Rio Tinto Group | Basic Materials | 8.33% |
RTX Raytheon Technologies Corporation | Industrials | 8.33% |
WFC Wells Fargo & Company | Financial Services | 8.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Unethical Stock Portfolio, 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 Mar 17, 2008, corresponding to the inception date of PM
Returns By Period
As of Apr 19, 2025, the Unethical Stock Portfolio returned 7.58% Year-To-Date and 9.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Unethical Stock Portfolio | 7.58% | -3.50% | 9.40% | 21.03% | 14.75% | 9.96% |
| Portfolio components: | ||||||
PM Philip Morris International Inc. | 36.81% | 6.72% | 38.49% | 86.99% | 22.22% | 12.46% |
MCD McDonald's Corporation | 8.01% | 1.43% | -0.50% | 17.68% | 13.46% | 15.52% |
RTX Raytheon Technologies Corporation | 11.94% | -4.75% | 3.42% | 30.79% | 17.23% | 8.37% |
WFC Wells Fargo & Company | -7.42% | -11.06% | 1.62% | 12.84% | 21.02% | 4.74% |
JNJ Johnson & Johnson | 9.76% | -3.39% | -3.10% | 11.51% | 3.58% | 7.57% |
LMT Lockheed Martin Corporation | -3.79% | -1.37% | -23.11% | 4.42% | 5.77% | 11.98% |
NSRGY Nestlé S.A. | 31.87% | 5.19% | 8.63% | 9.25% | 2.29% | 5.95% |
RIO Rio Tinto Group | 2.52% | -8.91% | -7.75% | -6.96% | 13.00% | 11.61% |
HSBC HSBC Holdings plc | 9.45% | -10.79% | 22.35% | 38.59% | 21.16% | 7.04% |
BA The Boeing Company | -8.53% | -6.21% | 4.45% | -4.89% | 1.01% | 1.84% |
CXW CoreCivic, Inc. | 2.16% | 9.09% | 60.13% | 51.09% | 13.83% | -1.51% |
BP BP p.l.c. | -2.85% | -18.17% | -6.86% | -21.03% | 9.55% | 1.75% |
Monthly Returns
The table below presents the monthly returns of Unethical Stock Portfolio, 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 | 3.62% | 5.45% | 0.83% | -2.35% | 7.58% | ||||||||
| 2024 | -2.65% | 0.23% | 2.80% | 0.08% | 3.12% | -3.37% | 5.83% | 2.10% | -1.46% | 0.04% | 6.99% | -2.75% | 10.86% |
| 2023 | 4.02% | -2.51% | -1.56% | 2.22% | -4.82% | 6.03% | 2.51% | -2.58% | -3.32% | 0.51% | 7.45% | 4.23% | 11.92% |
| 2022 | 5.48% | 1.00% | 1.41% | -3.18% | 2.54% | -6.29% | 2.25% | -2.12% | -9.32% | 11.77% | 11.46% | -1.82% | 11.57% |
| 2021 | -1.28% | 6.64% | 7.40% | 3.74% | 3.32% | 0.26% | -0.30% | -1.52% | -2.18% | 2.33% | -2.32% | 5.29% | 22.81% |
| 2020 | -1.90% | -9.58% | -16.06% | 5.20% | -0.28% | -1.12% | -0.11% | 3.52% | -4.78% | -7.28% | 16.91% | 3.92% | -14.35% |
| 2019 | 9.43% | 5.97% | -0.10% | 3.53% | -3.76% | 4.21% | -2.74% | -1.51% | 3.12% | -1.56% | 2.45% | 2.73% | 23.09% |
| 2018 | 5.23% | -4.93% | -3.76% | 0.52% | 1.00% | 0.39% | 4.93% | -2.19% | 2.55% | -2.97% | 0.51% | -9.67% | -9.02% |
| 2017 | 4.29% | 4.84% | 0.01% | 2.04% | 2.83% | 2.03% | 3.49% | 0.65% | 1.19% | 1.08% | 1.39% | 3.56% | 30.95% |
| 2016 | -3.46% | -0.78% | 5.80% | 4.84% | -1.83% | 3.82% | 1.04% | -3.52% | -0.86% | 1.11% | 8.33% | 3.48% | 18.61% |
| 2015 | 0.39% | 4.96% | -3.19% | 2.23% | -0.49% | -3.32% | 1.78% | -6.89% | -1.11% | 7.98% | -1.52% | -1.15% | -1.18% |
| 2014 | -3.00% | 4.26% | 0.35% | 2.44% | 1.12% | 0.07% | -2.46% | 2.97% | -1.91% | 1.43% | 0.53% | -1.59% | 4.01% |
Expense Ratio
Unethical Stock Portfolio 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 92, Unethical Stock Portfolio is among the top 8% 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 | |
|---|---|---|---|---|---|
PM Philip Morris International Inc. | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
MCD McDonald's Corporation | 1.01 | 1.48 | 1.20 | 1.17 | 3.69 |
RTX Raytheon Technologies Corporation | 1.34 | 1.90 | 1.28 | 2.26 | 7.17 |
WFC Wells Fargo & Company | 0.52 | 0.95 | 1.13 | 0.71 | 2.05 |
JNJ Johnson & Johnson | 0.66 | 1.00 | 1.14 | 0.71 | 2.04 |
LMT Lockheed Martin Corporation | 0.21 | 0.42 | 1.07 | 0.16 | 0.33 |
NSRGY Nestlé S.A. | 0.46 | 0.86 | 1.11 | 0.27 | 0.76 |
RIO Rio Tinto Group | -0.23 | -0.16 | 0.98 | -0.23 | -0.47 |
HSBC HSBC Holdings plc | 1.69 | 2.07 | 1.32 | 1.89 | 9.40 |
BA The Boeing Company | -0.13 | 0.09 | 1.01 | -0.07 | -0.38 |
CXW CoreCivic, Inc. | 0.82 | 1.71 | 1.23 | 0.80 | 2.88 |
BP BP p.l.c. | -0.81 | -0.97 | 0.87 | -0.73 | -1.41 |
Dividends
Dividend yield
Unethical Stock Portfolio provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.41% | 3.17% | 3.18% | 3.43% | 4.26% | 4.52% | 4.58% | 3.56% | 4.09% | 4.51% | 3.77% |
| Portfolio components: | ||||||||||||
PM Philip Morris International Inc. | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
MCD McDonald's Corporation | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
RTX Raytheon Technologies Corporation | 1.96% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
WFC Wells Fargo & Company | 2.40% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
LMT Lockheed Martin Corporation | 2.78% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
NSRGY Nestlé S.A. | 3.16% | 4.17% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% |
RIO Rio Tinto Group | 6.91% | 7.40% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% |
HSBC HSBC Holdings plc | 6.29% | 6.17% | 6.54% | 4.33% | 3.65% | 0.00% | 6.51% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% |
CXW CoreCivic, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 13.44% | 7.59% | 9.65% | 7.47% | 8.34% | 8.15% | 5.61% |
BP BP p.l.c. | 6.61% | 6.18% | 4.71% | 3.94% | 4.83% | 9.21% | 6.48% | 6.36% | 5.66% | 6.37% | 7.63% | 6.14% |
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 Unethical Stock Portfolio. 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 Unethical Stock Portfolio was 49.60%, occurring on Mar 5, 2009. Recovery took 259 trading sessions.
The current Unethical Stock Portfolio drawdown is 3.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.6% | May 19, 2008 | 201 | Mar 5, 2009 | 259 | Mar 16, 2010 | 460 |
| -39.26% | Feb 13, 2020 | 27 | Mar 23, 2020 | 282 | May 5, 2021 | 309 |
| -19.32% | Apr 20, 2022 | 114 | Sep 30, 2022 | 42 | Nov 30, 2022 | 156 |
| -17.84% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -16.71% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
Volatility
Volatility Chart
The current Unethical Stock Portfolio volatility is 9.69%, 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
| NSRGY | CXW | MCD | JNJ | PM | LMT | RIO | BP | WFC | BA | HSBC | RTX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NSRGY | 1.00 | 0.19 | 0.32 | 0.32 | 0.33 | 0.26 | 0.28 | 0.27 | 0.21 | 0.21 | 0.30 | 0.29 |
| CXW | 0.19 | 1.00 | 0.26 | 0.24 | 0.29 | 0.28 | 0.30 | 0.30 | 0.33 | 0.33 | 0.33 | 0.37 |
| MCD | 0.32 | 0.26 | 1.00 | 0.40 | 0.38 | 0.38 | 0.26 | 0.24 | 0.34 | 0.35 | 0.32 | 0.41 |
| JNJ | 0.32 | 0.24 | 0.40 | 1.00 | 0.42 | 0.39 | 0.27 | 0.27 | 0.34 | 0.32 | 0.33 | 0.41 |
| PM | 0.33 | 0.29 | 0.38 | 0.42 | 1.00 | 0.33 | 0.30 | 0.31 | 0.32 | 0.32 | 0.33 | 0.38 |
| LMT | 0.26 | 0.28 | 0.38 | 0.39 | 0.33 | 1.00 | 0.28 | 0.30 | 0.34 | 0.45 | 0.33 | 0.58 |
| RIO | 0.28 | 0.30 | 0.26 | 0.27 | 0.30 | 0.28 | 1.00 | 0.54 | 0.38 | 0.39 | 0.52 | 0.42 |
| BP | 0.27 | 0.30 | 0.24 | 0.27 | 0.31 | 0.30 | 0.54 | 1.00 | 0.42 | 0.39 | 0.50 | 0.44 |
| WFC | 0.21 | 0.33 | 0.34 | 0.34 | 0.32 | 0.34 | 0.38 | 0.42 | 1.00 | 0.46 | 0.54 | 0.50 |
| BA | 0.21 | 0.33 | 0.35 | 0.32 | 0.32 | 0.45 | 0.39 | 0.39 | 0.46 | 1.00 | 0.44 | 0.59 |
| HSBC | 0.30 | 0.33 | 0.32 | 0.33 | 0.33 | 0.33 | 0.52 | 0.50 | 0.54 | 0.44 | 1.00 | 0.47 |
| RTX | 0.29 | 0.37 | 0.41 | 0.41 | 0.38 | 0.58 | 0.42 | 0.44 | 0.50 | 0.59 | 0.47 | 1.00 |