Core 6
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ATO Atmos Energy Corporation | Utilities | 0.61% |
ATR AptarGroup, Inc. | Consumer Cyclical | 8.83% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 10.05% |
COST Costco Wholesale Corporation | Consumer Defensive | 12.91% |
DGX Quest Diagnostics Incorporated | Healthcare | 9.13% |
ESLT Elbit Systems Ltd | Industrials | 11.49% |
RBA Ritchie Bros. Auctioneers Incorporated | Industrials | 4.72% |
SO The Southern Company | Utilities | 1.35% |
UL The Unilever Group | Consumer Defensive | 15.17% |
WCN Waste Connections, Inc. | Industrials | 13.57% |
WEC WEC Energy Group, Inc. | Utilities | 12.16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Core 6, 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 Jun 25, 2004, corresponding to the inception date of WCN
Returns By Period
As of Apr 15, 2025, the Core 6 returned 15.89% Year-To-Date and 15.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Core 6 | 15.89% | 4.62% | 16.40% | 40.40% | 18.58% | 15.88% |
| Portfolio components: | ||||||
UL The Unilever Group | 10.69% | 6.01% | -0.09% | 37.65% | 7.30% | 6.86% |
WCN Waste Connections, Inc. | 14.30% | 5.67% | 7.93% | 18.91% | 18.89% | 18.14% |
COST Costco Wholesale Corporation | 7.00% | 8.34% | 9.74% | 37.09% | 27.17% | 23.31% |
WEC WEC Energy Group, Inc. | 16.36% | 1.62% | 13.52% | 42.61% | 5.25% | 11.77% |
ESLT Elbit Systems Ltd | 58.21% | 11.03% | 95.55% | 103.94% | 29.26% | 19.35% |
BRK-B Berkshire Hathaway Inc. | 16.82% | 2.90% | 14.45% | 32.29% | 23.12% | 14.21% |
DGX Quest Diagnostics Incorporated | 12.45% | -0.79% | 13.59% | 33.24% | 15.54% | 10.66% |
ATR AptarGroup, Inc. | -6.93% | -0.59% | -13.09% | 6.72% | 8.82% | 10.31% |
RBA Ritchie Bros. Auctioneers Incorporated | 8.46% | 2.12% | 21.09% | 34.81% | 22.26% | 16.97% |
SO The Southern Company | 11.68% | 0.86% | 2.19% | 37.91% | 15.04% | 12.31% |
ATO Atmos Energy Corporation | 11.93% | 3.40% | 10.42% | 40.54% | 10.91% | 13.87% |
Monthly Returns
The table below presents the monthly returns of Core 6, 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 | 5.96% | 4.33% | 3.29% | 1.49% | 15.89% | ||||||||
| 2024 | 0.87% | 4.96% | 1.66% | -1.09% | 3.22% | -0.35% | 4.91% | 8.06% | -0.64% | 0.85% | 6.47% | -5.58% | 25.07% |
| 2023 | 2.49% | -2.08% | 2.62% | 3.04% | -2.45% | 4.40% | 2.14% | -2.18% | -2.34% | -1.38% | 4.69% | 4.08% | 13.32% |
| 2022 | -5.69% | 1.87% | 5.67% | -2.69% | -1.25% | -1.95% | 6.56% | -3.76% | -6.95% | 5.42% | 4.85% | -3.83% | -2.97% |
| 2021 | -2.29% | -5.17% | 9.84% | 5.12% | 0.27% | -1.68% | 2.78% | 3.72% | -3.79% | 4.86% | -1.19% | 7.66% | 20.68% |
| 2020 | 3.23% | -6.34% | -10.00% | 9.56% | 4.12% | -2.00% | 8.23% | 1.37% | 0.31% | -1.46% | 7.21% | -0.02% | 13.08% |
| 2019 | 5.79% | 2.23% | 4.11% | 4.56% | -0.17% | 5.01% | 0.43% | 3.85% | 0.14% | 0.39% | -0.24% | -0.41% | 28.56% |
| 2018 | 4.11% | -3.17% | -0.97% | 1.05% | 1.58% | 1.05% | 3.28% | 3.88% | -0.52% | -3.98% | 2.94% | -6.59% | 2.05% |
| 2017 | 1.66% | 7.46% | -0.26% | 3.46% | 4.30% | -1.62% | 0.81% | 3.41% | 1.06% | 0.47% | 2.19% | -0.36% | 24.67% |
| 2016 | 1.99% | 1.34% | 6.84% | 0.96% | 0.70% | 4.90% | 2.49% | -1.06% | -1.12% | -2.77% | 1.81% | 2.57% | 19.90% |
| 2015 | 1.04% | 0.64% | 1.76% | -0.18% | 0.20% | -2.37% | 4.98% | -4.20% | -0.46% | 4.63% | 0.73% | 0.22% | 6.84% |
| 2014 | -4.18% | 4.57% | 3.49% | 1.37% | 1.17% | 0.31% | -1.90% | 2.96% | -1.45% | 5.13% | 3.74% | 1.32% | 17.36% |
Expense Ratio
Core 6 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 99, Core 6 is among the top 1% 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 | |
|---|---|---|---|---|---|
UL The Unilever Group | 1.83 | 2.54 | 1.37 | 2.08 | 4.70 |
WCN Waste Connections, Inc. | 1.05 | 1.51 | 1.20 | 1.46 | 4.42 |
COST Costco Wholesale Corporation | 1.60 | 2.16 | 1.29 | 1.99 | 6.27 |
WEC WEC Energy Group, Inc. | 2.40 | 3.24 | 1.41 | 1.76 | 10.36 |
ESLT Elbit Systems Ltd | 3.86 | 5.27 | 1.68 | 4.09 | 22.13 |
BRK-B Berkshire Hathaway Inc. | 1.62 | 2.26 | 1.32 | 3.40 | 8.81 |
DGX Quest Diagnostics Incorporated | 1.46 | 2.28 | 1.27 | 1.38 | 8.91 |
ATR AptarGroup, Inc. | 0.28 | 0.51 | 1.08 | 0.25 | 0.70 |
RBA Ritchie Bros. Auctioneers Incorporated | 1.24 | 2.12 | 1.26 | 2.39 | 6.84 |
SO The Southern Company | 1.90 | 2.61 | 1.32 | 2.67 | 6.51 |
ATO Atmos Energy Corporation | 2.30 | 3.04 | 1.41 | 3.92 | 10.63 |
Dividends
Dividend yield
Core 6 provided a 1.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.39% | 1.56% | 2.13% | 1.72% | 1.56% | 1.87% | 1.57% | 1.86% | 2.15% | 1.94% | 2.54% | 2.13% |
| Portfolio components: | ||||||||||||
UL The Unilever Group | 3.01% | 3.29% | 3.83% | 3.61% | 3.77% | 3.07% | 3.17% | 3.46% | 2.79% | 3.40% | 3.02% | 3.69% |
WCN Waste Connections, Inc. | 0.61% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
WEC WEC Energy Group, Inc. | 3.13% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.40% | 2.96% |
ESLT Elbit Systems Ltd | 0.49% | 0.77% | 0.94% | 1.22% | 1.03% | 1.28% | 1.14% | 1.54% | 1.32% | 1.57% | 1.63% | 2.07% |
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% |
DGX Quest Diagnostics Incorporated | 1.82% | 1.96% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% |
ATR AptarGroup, Inc. | 1.21% | 1.09% | 1.28% | 1.38% | 1.22% | 1.05% | 1.23% | 1.40% | 1.48% | 1.66% | 1.57% | 1.63% |
RBA Ritchie Bros. Auctioneers Incorporated | 0.57% | 0.92% | 3.23% | 1.80% | 1.54% | 1.21% | 1.77% | 2.14% | 2.26% | 1.93% | 2.47% | 2.01% |
SO The Southern Company | 3.16% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% |
ATO Atmos Energy Corporation | 2.16% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% |
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 Core 6. 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 Core 6 was 27.14%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.14% | Feb 19, 2020 | 24 | Mar 23, 2020 | 96 | Aug 7, 2020 | 120 |
| -15.47% | May 2, 2011 | 69 | Aug 8, 2011 | 164 | Apr 2, 2012 | 233 |
| -14.63% | Apr 11, 2022 | 47 | Jun 16, 2022 | 39 | Aug 12, 2022 | 86 |
| -13.49% | Aug 15, 2022 | 42 | Oct 12, 2022 | 179 | Jun 30, 2023 | 221 |
| -13.39% | Sep 12, 2018 | 72 | Dec 24, 2018 | 55 | Mar 15, 2019 | 127 |
Volatility
Volatility Chart
The current Core 6 volatility is 7.78%, 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
| ESLT | RBA | DGX | WCN | COST | UL | SO | BRK-B | ATR | WEC | ATO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ESLT | 1.00 | 0.24 | 0.19 | 0.20 | 0.22 | 0.25 | 0.15 | 0.31 | 0.26 | 0.16 | 0.20 |
| RBA | 0.24 | 1.00 | 0.27 | 0.29 | 0.29 | 0.27 | 0.17 | 0.33 | 0.36 | 0.21 | 0.24 |
| DGX | 0.19 | 0.27 | 1.00 | 0.30 | 0.32 | 0.31 | 0.27 | 0.37 | 0.36 | 0.29 | 0.32 |
| WCN | 0.20 | 0.29 | 0.30 | 1.00 | 0.33 | 0.31 | 0.27 | 0.36 | 0.38 | 0.30 | 0.34 |
| COST | 0.22 | 0.29 | 0.32 | 0.33 | 1.00 | 0.33 | 0.28 | 0.41 | 0.38 | 0.31 | 0.31 |
| UL | 0.25 | 0.27 | 0.31 | 0.31 | 0.33 | 1.00 | 0.33 | 0.39 | 0.40 | 0.36 | 0.36 |
| SO | 0.15 | 0.17 | 0.27 | 0.27 | 0.28 | 0.33 | 1.00 | 0.31 | 0.31 | 0.76 | 0.65 |
| BRK-B | 0.31 | 0.33 | 0.37 | 0.36 | 0.41 | 0.39 | 0.31 | 1.00 | 0.51 | 0.33 | 0.39 |
| ATR | 0.26 | 0.36 | 0.36 | 0.38 | 0.38 | 0.40 | 0.31 | 0.51 | 1.00 | 0.34 | 0.42 |
| WEC | 0.16 | 0.21 | 0.29 | 0.30 | 0.31 | 0.36 | 0.76 | 0.33 | 0.34 | 1.00 | 0.70 |
| ATO | 0.20 | 0.24 | 0.32 | 0.34 | 0.31 | 0.36 | 0.65 | 0.39 | 0.42 | 0.70 | 1.00 |