CKHASANGST

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

CKHASANGST

Currency in USD · Last updated May 20, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	7.14%
BRK-B Berkshire Hathaway Inc.	Financial Services	7.14%
COST Costco Wholesale Corporation	Consumer Defensive	7.14%
IBM International Business Machines Corporation	Technology	7.14%
JNJ Johnson & Johnson	Healthcare	7.14%
JPM JPMorgan Chase & Co.	Financial Services	7.14%
LMT Lockheed Martin Corporation	Industrials	7.14%
MCD McDonald's Corporation	Consumer Cyclical	7.14%
MRK Merck & Co., Inc.	Healthcare	7.14%
PEP PepsiCo, Inc.	Consumer Defensive	7.14%
PG The Procter & Gamble Company	Consumer Defensive	7.14%
PGR The Progressive Corporation	Financial Services	7.14%
V Visa Inc.	Financial Services	7.14%
WMT Walmart Inc.	Consumer Defensive	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of May 20, 2025, the CKHASANGST returned 7.06% Year-To-Date and 15.75% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
CKHASANGST	7.03%	3.80%	6.42%	17.74%	18.09%	15.74%
Portfolio components:
JNJ Johnson & Johnson	7.10%	-2.42%	2.05%	4.00%	3.80%	7.10%
PG The Procter & Gamble Company	0.04%	-2.30%	-1.78%	1.44%	10.92%	10.59%
PEP PepsiCo, Inc.	-12.56%	-7.73%	-14.43%	-24.47%	3.21%	6.26%
MRK Merck & Co., Inc.	-20.95%	-0.04%	-17.89%	-38.71%	4.47%	6.45%
LMT Lockheed Martin Corporation	-1.36%	2.53%	-9.55%	4.54%	8.11%	12.43%
BRK-B Berkshire Hathaway Inc.	12.24%	-1.83%	8.51%	23.18%	23.80%	13.41%
WMT Walmart Inc.	8.81%	5.17%	13.77%	53.95%	20.31%	16.71%
COST Costco Wholesale Corporation	13.43%	4.39%	11.74%	31.42%	30.11%	24.00%
ABBV AbbVie Inc.	5.98%	6.86%	13.06%	16.42%	19.52%	15.66%
JPM JPMorgan Chase & Co.	12.09%	14.54%	10.53%	38.99%	27.63%	18.06%
V Visa Inc.	16.46%	11.48%	18.03%	32.66%	14.80%	18.91%
IBM International Business Machines Corporation	23.06%	12.53%	28.66%	61.86%	23.96%	9.56%
PGR The Progressive Corporation	21.62%	7.60%	14.50%	40.92%	33.31%	29.59%
MCD McDonald's Corporation	10.95%	2.73%	11.30%	22.30%	14.16%	15.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of CKHASANGST, 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	4.49%	4.54%	-2.26%	-0.65%	0.90%								7.03%
2024	5.03%	3.94%	2.87%	-3.41%	2.25%	0.36%	4.25%	7.15%	0.69%	-1.83%	4.79%	-4.55%	22.93%
2023	-0.09%	-0.75%	1.85%	2.61%	-3.63%	4.93%	1.96%	-0.28%	-2.87%	1.02%	4.49%	3.16%	12.69%
2022	0.62%	-1.31%	5.26%	-1.75%	-0.45%	-2.99%	2.18%	-2.33%	-5.48%	13.50%	6.01%	-2.97%	9.21%
2021	-4.73%	0.58%	6.74%	3.54%	1.84%	0.15%	2.11%	0.95%	-3.23%	3.63%	-2.51%	8.79%	18.43%
2020	2.45%	-8.11%	-7.01%	8.96%	2.06%	-1.34%	5.09%	5.92%	-1.56%	-4.10%	9.29%	2.47%	13.02%
2019	3.97%	4.28%	2.23%	4.40%	-2.78%	5.66%	0.63%	0.98%	2.30%	-0.14%	2.78%	1.81%	29.11%
2018	4.79%	-3.71%	-2.53%	-0.25%	-0.61%	0.31%	5.26%	3.88%	2.00%	-3.52%	5.07%	-7.46%	2.32%
2017	1.61%	5.80%	-0.33%	0.88%	2.96%	0.74%	1.86%	1.51%	2.15%	1.77%	5.23%	1.66%	28.90%
2016	-1.99%	0.07%	5.89%	0.79%	1.65%	1.64%	2.49%	0.38%	-0.75%	-1.92%	3.41%	2.38%	14.67%
2015	-3.17%	4.26%	-1.13%	0.02%	1.19%	-1.99%	4.79%	-5.86%	-1.02%	6.35%	-0.21%	1.07%	3.70%
2014	-3.78%	3.97%	2.15%	1.31%	0.41%	0.12%	-1.34%	4.31%	1.54%	2.42%	4.69%	-1.26%	15.15%

Expense Ratio

CKHASANGST 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

With an overall rank of 84, CKHASANGST is among the top 16% 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.

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
JNJ Johnson & Johnson	0.21	0.32	1.04	0.16	0.42
PG The Procter & Gamble Company	0.08	0.20	1.03	0.09	0.21
PEP PepsiCo, Inc.	-1.25	-1.80	0.79	-0.85	-1.99
MRK Merck & Co., Inc.	-1.40	-1.94	0.74	-0.89	-1.63
LMT Lockheed Martin Corporation	0.19	0.43	1.07	0.16	0.31
BRK-B Berkshire Hathaway Inc.	1.18	1.66	1.24	2.63	6.42
WMT Walmart Inc.	2.27	3.02	1.42	2.48	8.16
COST Costco Wholesale Corporation	1.44	1.96	1.27	1.82	5.26
ABBV AbbVie Inc.	0.58	0.91	1.14	0.80	1.88
JPM JPMorgan Chase & Co.	1.38	1.74	1.25	1.40	4.68
V Visa Inc.	1.50	1.98	1.30	2.14	7.28
IBM International Business Machines Corporation	2.25	3.06	1.44	3.80	11.62
PGR The Progressive Corporation	1.68	2.18	1.31	3.32	8.48
MCD McDonald's Corporation	1.11	1.45	1.19	1.15	3.86

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.

CKHASANGST Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 1.28
5-Year: 1.41
10-Year: 1.06
All Time: 1.15

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 0.56 to 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of CKHASANGST compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

CKHASANGST provided a 2.11% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.11%	2.03%	2.25%	2.07%	2.51%	2.58%	2.43%	2.49%	2.36%	2.42%	2.70%	2.47%
Portfolio components:
JNJ Johnson & Johnson	2.42%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
PG The Procter & Gamble Company	2.46%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%	2.78%
PEP PepsiCo, Inc.	4.13%	3.52%	2.92%	2.51%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%	2.68%
MRK Merck & Co., Inc.	4.05%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.42%	3.11%
LMT Lockheed Martin Corporation	2.71%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
BRK-B Berkshire Hathaway 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%
WMT Walmart Inc.	0.91%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
COST Costco Wholesale Corporation	0.46%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
ABBV AbbVie Inc.	3.45%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%
JPM JPMorgan Chase & Co.	1.90%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
V Visa Inc.	0.62%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
IBM International Business Machines Corporation	2.51%	3.03%	4.05%	4.68%	4.74%	5.17%	4.79%	5.46%	3.84%	3.31%	3.63%	2.65%
PGR The Progressive Corporation	1.72%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
MCD McDonald's Corporation	2.15%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%	3.50%

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 CKHASANGST. 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 CKHASANGST was 27.18%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.

The current CKHASANGST drawdown is 2.17%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.18%	Feb 13, 2020	27	Mar 23, 2020	110	Aug 27, 2020	137
-13.32%	Nov 12, 2018	29	Dec 24, 2018	44	Feb 28, 2019	73
-13.04%	Apr 11, 2022	120	Sep 30, 2022	29	Nov 10, 2022	149
-10.61%	Jul 21, 2015	26	Aug 25, 2015	79	Dec 16, 2015	105
-10.56%	Mar 4, 2025	26	Apr 8, 2025	—	—	—

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 14 assets, with an effective number of assets of 14.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	ABBV	WMT	LMT	MRK	COST	MCD	PGR	JPM	IBM	PG	PEP	JNJ	V	BRK-B	Portfolio
^GSPC	1.00	0.44	0.41	0.42	0.39	0.56	0.47	0.46	0.65	0.60	0.42	0.45	0.44	0.68	0.70	0.77
ABBV	0.44	1.00	0.24	0.29	0.44	0.25	0.28	0.31	0.32	0.34	0.33	0.33	0.46	0.34	0.38	0.59
WMT	0.41	0.24	1.00	0.26	0.26	0.57	0.34	0.31	0.25	0.31	0.43	0.41	0.34	0.30	0.37	0.56
LMT	0.42	0.29	0.26	1.00	0.30	0.28	0.35	0.38	0.34	0.37	0.33	0.38	0.36	0.37	0.45	0.58
MRK	0.39	0.44	0.26	0.30	1.00	0.25	0.33	0.35	0.28	0.32	0.39	0.38	0.51	0.32	0.38	0.59
COST	0.56	0.25	0.57	0.28	0.25	1.00	0.36	0.33	0.30	0.35	0.40	0.41	0.33	0.41	0.41	0.59
MCD	0.47	0.28	0.34	0.35	0.33	0.36	1.00	0.34	0.33	0.35	0.41	0.45	0.38	0.41	0.43	0.59
PGR	0.46	0.31	0.31	0.38	0.35	0.33	0.34	1.00	0.43	0.37	0.38	0.38	0.37	0.39	0.52	0.63
JPM	0.65	0.32	0.25	0.34	0.28	0.30	0.33	0.43	1.00	0.48	0.25	0.25	0.32	0.47	0.70	0.62
IBM	0.60	0.34	0.31	0.37	0.32	0.35	0.35	0.37	0.48	1.00	0.36	0.34	0.38	0.46	0.52	0.64
PG	0.42	0.33	0.43	0.33	0.39	0.40	0.41	0.38	0.25	0.36	1.00	0.64	0.48	0.36	0.40	0.63
PEP	0.45	0.33	0.41	0.38	0.38	0.41	0.45	0.38	0.25	0.34	0.64	1.00	0.48	0.38	0.42	0.64
JNJ	0.44	0.46	0.34	0.36	0.51	0.33	0.38	0.37	0.32	0.38	0.48	0.48	1.00	0.38	0.47	0.65
V	0.68	0.34	0.30	0.37	0.32	0.41	0.41	0.39	0.47	0.46	0.36	0.38	0.38	1.00	0.54	0.67
BRK-B	0.70	0.38	0.37	0.45	0.38	0.41	0.43	0.52	0.70	0.52	0.40	0.42	0.47	0.54	1.00	0.75
Portfolio	0.77	0.59	0.56	0.58	0.59	0.59	0.59	0.63	0.62	0.64	0.63	0.64	0.65	0.67	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

CKHASANGST

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