Basis Consum
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CHD Church & Dwight Co., Inc. | Consumer Defensive | 9.09% |
CL Colgate-Palmolive Company | Consumer Defensive | 9.09% |
GIS General Mills, Inc. | Consumer Defensive | 9.09% |
HSY The Hershey Company | Consumer Defensive | 9.09% |
KO The Coca-Cola Company | Consumer Defensive | 9.09% |
MNST Monster Beverage Corporation | Consumer Defensive | 9.09% |
MO Altria Group, Inc. | Consumer Defensive | 9.09% |
NESN.SW Nestlé S.A. | Consumer Defensive | 9.09% |
PEP PepsiCo, Inc. | Consumer Defensive | 9.09% |
PG The Procter & Gamble Company | Consumer Defensive | 9.09% |
WMT Walmart Inc. | Consumer Defensive | 9.09% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 18, 1995, corresponding to the inception date of MNST
Returns By Period
As of May 18, 2025, the Basis Consum returned 4.60% Year-To-Date and 9.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| Basis Consum | 4.60% | -1.69% | 3.67% | 3.58% | 9.87% | 9.24% |
| Portfolio components: | ||||||
WMT Walmart Inc. | 9.29% | 5.64% | 17.47% | 53.52% | 19.42% | 16.37% |
CHD Church & Dwight Co., Inc. | -7.95% | -8.77% | -11.59% | -8.90% | 6.64% | 9.70% |
PG The Procter & Gamble Company | -1.38% | -3.69% | -2.48% | -0.20% | 9.48% | 10.13% |
CL Colgate-Palmolive Company | 1.49% | -4.47% | -1.39% | -0.99% | 7.67% | 5.16% |
GIS General Mills, Inc. | -11.74% | -4.14% | -10.96% | -19.56% | 1.07% | 3.08% |
NESN.SW Nestlé S.A. | 29.11% | -0.33% | 22.53% | 0.64% | 1.86% | 5.67% |
HSY The Hershey Company | -4.81% | -4.06% | -4.92% | -20.96% | 6.07% | 7.64% |
PEP PepsiCo, Inc. | -12.44% | -7.60% | -15.34% | -25.15% | 2.36% | 5.98% |
KO The Coca-Cola Company | 16.50% | -1.37% | 18.37% | 17.65% | 12.98% | 8.90% |
MNST Monster Beverage Corporation | 19.60% | 7.62% | 20.88% | 16.17% | 13.22% | 11.05% |
MO Altria Group, Inc. | 14.65% | 1.26% | 9.27% | 38.20% | 18.05% | 7.88% |
Monthly Returns
The table below presents the monthly returns of Basis Consum, 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 | -1.40% | 7.15% | 0.78% | -0.76% | -1.01% | 4.60% | |||||||
| 2024 | 2.08% | 0.67% | 4.18% | -0.29% | 1.94% | -1.68% | 2.82% | 4.79% | 0.55% | -3.70% | 3.11% | -4.83% | 9.52% |
| 2023 | -1.85% | -0.26% | 5.21% | 5.70% | -4.81% | 1.82% | -0.21% | -2.67% | -4.95% | -0.72% | 3.02% | 0.38% | 0.02% |
| 2022 | -0.93% | -1.76% | 1.69% | 3.66% | -3.98% | -1.36% | 2.68% | -1.91% | -6.13% | 7.54% | 5.91% | -1.25% | 3.31% |
| 2021 | -5.21% | -2.65% | 9.17% | 1.91% | 2.24% | -0.89% | 2.20% | 0.34% | -4.02% | 3.83% | -1.55% | 11.02% | 16.18% |
| 2020 | 2.33% | -7.83% | -3.90% | 6.76% | 3.60% | -0.32% | 9.05% | 3.66% | -2.35% | -3.16% | 6.12% | 2.13% | 15.79% |
| 2019 | 5.26% | 3.76% | 3.58% | 4.20% | -0.71% | 3.42% | 2.85% | 2.09% | -0.62% | -1.90% | 1.75% | 1.96% | 28.53% |
| 2018 | 0.58% | -8.93% | -1.13% | -4.97% | -2.03% | 5.79% | 4.88% | 1.04% | 0.26% | 1.46% | 2.81% | -6.08% | -7.16% |
| 2017 | 0.89% | 4.07% | 1.25% | 0.29% | 5.41% | -1.65% | 0.41% | -0.65% | -0.69% | 0.34% | 5.49% | 2.97% | 19.36% |
| 2016 | 0.26% | 0.05% | 4.82% | 0.36% | 1.71% | 7.31% | -0.05% | -1.71% | -2.09% | -0.84% | -5.09% | 2.77% | 7.16% |
| 2015 | 0.60% | 5.08% | -2.61% | -1.80% | -0.26% | -2.42% | 5.45% | -4.71% | 0.84% | 2.87% | 0.11% | 1.36% | 4.06% |
| 2014 | -3.65% | 3.61% | 1.44% | 2.26% | 1.31% | 0.08% | -5.17% | 8.13% | 1.43% | 2.86% | 5.94% | -0.99% | 17.81% |
Expense Ratio
Basis Consum 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 Basis Consum is 13, meaning it’s performing worse than 87% of other 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 | |
|---|---|---|---|---|---|
WMT Walmart Inc. | 2.26 | 2.92 | 1.41 | 2.36 | 7.79 |
CHD Church & Dwight Co., Inc. | -0.43 | -0.47 | 0.94 | -0.47 | -1.28 |
PG The Procter & Gamble Company | -0.02 | 0.21 | 1.03 | 0.10 | 0.22 |
CL Colgate-Palmolive Company | -0.07 | 0.13 | 1.02 | -0.01 | -0.01 |
GIS General Mills, Inc. | -0.90 | -0.92 | 0.89 | -0.44 | -1.16 |
NESN.SW Nestlé S.A. | 0.07 | 0.56 | 1.07 | 0.15 | 0.42 |
HSY The Hershey Company | -0.79 | -0.82 | 0.90 | -0.37 | -1.27 |
PEP PepsiCo, Inc. | -1.29 | -1.62 | 0.80 | -0.77 | -1.92 |
KO The Coca-Cola Company | 0.99 | 1.73 | 1.22 | 1.26 | 2.72 |
MNST Monster Beverage Corporation | 0.63 | 1.11 | 1.17 | 0.74 | 2.82 |
MO Altria Group, Inc. | 1.97 | 2.95 | 1.39 | 3.89 | 8.94 |
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Dividends
Dividend yield
Basis Consum provided a 2.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.90% | 2.89% | 2.91% | 2.52% | 2.39% | 2.63% | 2.56% | 2.96% | 2.40% | 2.56% | 2.58% | 2.38% |
| Portfolio components: | ||||||||||||
WMT Walmart Inc. | 0.90% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
CHD Church & Dwight Co., Inc. | 1.21% | 1.08% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% |
PG The Procter & Gamble Company | 2.50% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
CL Colgate-Palmolive Company | 2.21% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
GIS General Mills, Inc. | 4.35% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
NESN.SW Nestlé S.A. | 3.53% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% |
HSY The Hershey Company | 3.46% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% |
PEP PepsiCo, Inc. | 4.11% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
KO The Coca-Cola Company | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
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% |
MO Altria Group, Inc. | 6.86% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
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 Basis Consum. 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 Basis Consum was 24.96%, occurring on Mar 14, 2000. Recovery took 146 trading sessions.
The current Basis Consum drawdown is 3.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.96% | Dec 6, 1999 | 71 | Mar 14, 2000 | 146 | Oct 5, 2000 | 217 |
| -24.8% | Dec 11, 2007 | 320 | Mar 9, 2009 | 175 | Nov 10, 2009 | 495 |
| -22.77% | Feb 24, 2020 | 21 | Mar 23, 2020 | 83 | Jul 17, 2020 | 104 |
| -18.96% | May 20, 2002 | 46 | Jul 22, 2002 | 229 | Jun 11, 2003 | 275 |
| -18.08% | Jan 23, 2018 | 80 | May 15, 2018 | 212 | Mar 11, 2019 | 292 |
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 11 assets, with an effective number of assets of 11.00, 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 | NESN.SW | MNST | WMT | MO | CHD | GIS | HSY | PEP | CL | KO | PG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.32 | 0.49 | 0.37 | 0.34 | 0.34 | 0.38 | 0.43 | 0.43 | 0.47 | 0.46 | 0.58 |
| NESN.SW | 0.19 | 1.00 | 0.11 | 0.09 | 0.15 | 0.15 | 0.15 | 0.16 | 0.18 | 0.17 | 0.18 | 0.16 | 0.33 |
| MNST | 0.32 | 0.11 | 1.00 | 0.18 | 0.17 | 0.22 | 0.17 | 0.22 | 0.26 | 0.21 | 0.24 | 0.20 | 0.56 |
| WMT | 0.49 | 0.09 | 0.18 | 1.00 | 0.25 | 0.27 | 0.29 | 0.30 | 0.33 | 0.34 | 0.34 | 0.36 | 0.51 |
| MO | 0.37 | 0.15 | 0.17 | 0.25 | 1.00 | 0.25 | 0.32 | 0.32 | 0.36 | 0.34 | 0.36 | 0.35 | 0.53 |
| CHD | 0.34 | 0.15 | 0.22 | 0.27 | 0.25 | 1.00 | 0.34 | 0.33 | 0.34 | 0.44 | 0.32 | 0.42 | 0.56 |
| GIS | 0.34 | 0.15 | 0.17 | 0.29 | 0.32 | 0.34 | 1.00 | 0.47 | 0.44 | 0.41 | 0.42 | 0.43 | 0.58 |
| HSY | 0.38 | 0.16 | 0.22 | 0.30 | 0.32 | 0.33 | 0.47 | 1.00 | 0.43 | 0.40 | 0.44 | 0.42 | 0.61 |
| PEP | 0.43 | 0.18 | 0.26 | 0.33 | 0.36 | 0.34 | 0.44 | 0.43 | 1.00 | 0.45 | 0.55 | 0.49 | 0.66 |
| CL | 0.43 | 0.17 | 0.21 | 0.34 | 0.34 | 0.44 | 0.41 | 0.40 | 0.45 | 1.00 | 0.48 | 0.61 | 0.65 |
| KO | 0.47 | 0.18 | 0.24 | 0.34 | 0.36 | 0.32 | 0.42 | 0.44 | 0.55 | 0.48 | 1.00 | 0.51 | 0.65 |
| PG | 0.46 | 0.16 | 0.20 | 0.36 | 0.35 | 0.42 | 0.43 | 0.42 | 0.49 | 0.61 | 0.51 | 1.00 | 0.66 |
| Portfolio | 0.58 | 0.33 | 0.56 | 0.51 | 0.53 | 0.56 | 0.58 | 0.61 | 0.66 | 0.65 | 0.65 | 0.66 | 1.00 |