M1 Pie Portfolio
This is from Zeeshan
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in M1 Pie 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 Quarterly
The earliest data available for this chart is Mar 19, 2020, corresponding to the inception date of CARR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| M1 Pie Portfolio | 11.42% | 1.43% | 7.73% | 14.97% | N/A | N/A |
| Portfolio components: | ||||||
ORLY O'Reilly Automotive, Inc. | 15.03% | 4.00% | 6.89% | 18.84% | 23.34% | 21.89% |
TJX The TJX Companies, Inc. | 19.47% | 0.66% | 16.28% | 30.62% | 16.41% | 17.16% |
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 13.00% | 18.62% |
PG The Procter & Gamble Company | 16.05% | 0.27% | 8.23% | 12.50% | 10.52% | 10.84% |
HSY The Hershey Company | 4.78% | 5.26% | 2.70% | -15.39% | 6.92% | 10.18% |
CHD Church & Dwight Co., Inc. | 6.18% | -4.43% | 1.30% | 5.26% | 6.93% | 13.26% |
WM Waste Management, Inc. | 12.44% | -6.00% | 8.38% | 23.88% | 12.96% | 18.88% |
EXPD Expeditors International of Washington, Inc. | -1.25% | -1.89% | -3.33% | 0.19% | 11.71% | 12.25% |
CARR Carrier Global Corporation | 13.53% | 3.13% | 17.50% | 15.77% | N/A | N/A |
GWW W.W. Grainger, Inc. | 15.61% | 4.99% | 8.47% | 32.87% | 27.91% | 16.87% |
LIN Linde plc | 8.54% | 1.05% | 10.33% | 16.64% | 18.96% | 15.23% |
SHW The Sherwin-Williams Company | 10.38% | 15.46% | 14.06% | 24.82% | 16.02% | 18.23% |
PKG Packaging Corporation of America | 20.86% | 4.09% | 14.50% | 31.24% | 17.48% | 14.64% |
MLM Martin Marietta Materials, Inc. | 9.93% | 2.12% | 9.34% | 23.67% | 20.51% | 16.57% |
SYK Stryker Corporation | 9.85% | -3.61% | 5.65% | 17.29% | 10.07% | 16.55% |
Monthly Returns
The table below presents the monthly returns of M1 Pie 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.68% | 4.77% | 3.43% | -4.78% | 1.69% | 0.78% | 11.42% | ||||||
| 2023 | 0.74% | -0.26% | 4.24% | 3.88% | -3.90% | 8.73% | 0.59% | -0.93% | -4.54% | -0.90% | 6.43% | 2.61% | 17.06% |
| 2022 | -5.82% | -4.13% | 1.87% | -1.06% | -1.45% | -6.03% | 6.79% | -1.46% | -6.22% | 9.61% | 8.29% | -2.82% | -4.07% |
| 2021 | -4.52% | 0.33% | 10.09% | 4.90% | 1.40% | -0.01% | 4.33% | 1.30% | -4.15% | 5.67% | 2.22% | 8.79% | 33.54% |
| 2020 | 7.30% | 9.76% | 7.15% | 0.54% | 10.15% | 3.44% | 0.47% | -2.78% | 8.30% | 1.90% | 55.82% |
Expense Ratio
M1 Pie Portfolio 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 M1 Pie Portfolio is 40, 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 | |
|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | 0.65 | 0.98 | 1.13 | 0.74 | 1.83 |
TJX The TJX Companies, Inc. | 1.85 | 2.64 | 1.32 | 3.40 | 8.85 |
HD The Home Depot, Inc. | 0.58 | 0.97 | 1.11 | 0.38 | 1.27 |
PG The Procter & Gamble Company | 0.82 | 1.26 | 1.16 | 1.17 | 3.28 |
HSY The Hershey Company | -0.93 | -1.28 | 0.86 | -0.56 | -1.06 |
CHD Church & Dwight Co., Inc. | 0.18 | 0.34 | 1.05 | 0.19 | 0.73 |
WM Waste Management, Inc. | 1.02 | 1.46 | 1.23 | 1.47 | 6.64 |
EXPD Expeditors International of Washington, Inc. | 0.04 | 0.18 | 1.02 | 0.04 | 0.09 |
CARR Carrier Global Corporation | 0.74 | 1.28 | 1.14 | 0.99 | 2.74 |
GWW W.W. Grainger, Inc. | 1.22 | 1.76 | 1.23 | 1.74 | 3.90 |
LIN Linde plc | 0.93 | 1.36 | 1.19 | 1.27 | 2.98 |
SHW The Sherwin-Williams Company | 1.18 | 1.76 | 1.21 | 0.79 | 3.18 |
PKG Packaging Corporation of America | 1.67 | 2.40 | 1.30 | 2.99 | 8.50 |
MLM Martin Marietta Materials, Inc. | 0.86 | 1.28 | 1.17 | 1.37 | 3.18 |
SYK Stryker Corporation | 0.65 | 1.05 | 1.13 | 0.83 | 2.52 |
Dividends
Dividend yield
M1 Pie Portfolio granted a 1.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| M1 Pie Portfolio | 1.46% | 1.51% | 1.54% | 1.26% | 1.34% | 1.51% | 1.76% | 1.59% | 1.72% | 1.82% | 1.57% | 1.63% |
| Portfolio components: | ||||||||||||
ORLY O'Reilly Automotive, 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% |
TJX The TJX Companies, Inc. | 1.23% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
HD The Home Depot, Inc. | 2.46% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
PG The Procter & Gamble Company | 2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
HSY The Hershey Company | 2.66% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
CHD Church & Dwight Co., Inc. | 1.11% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
WM Waste Management, Inc. | 1.45% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
EXPD Expeditors International of Washington, Inc. | 1.14% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
CARR Carrier Global Corporation | 1.16% | 1.30% | 1.54% | 0.94% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GWW W.W. Grainger, Inc. | 0.80% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
LIN Linde plc | 1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
SHW The Sherwin-Williams Company | 0.77% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
PKG Packaging Corporation of America | 2.57% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
MLM Martin Marietta Materials, Inc. | 0.54% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% |
SYK Stryker Corporation | 0.96% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the M1 Pie 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 M1 Pie Portfolio was 19.26%, occurring on Jun 17, 2022. Recovery took 197 trading sessions.
The current M1 Pie Portfolio drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.26% | Jan 3, 2022 | 116 | Jun 17, 2022 | 197 | Mar 31, 2023 | 313 |
| -9% | Mar 20, 2020 | 2 | Mar 23, 2020 | 2 | Mar 25, 2020 | 4 |
| -8.81% | Jul 26, 2023 | 67 | Oct 27, 2023 | 32 | Dec 13, 2023 | 99 |
| -6.85% | Jun 9, 2020 | 14 | Jun 26, 2020 | 12 | Jul 15, 2020 | 26 |
| -6.52% | Jan 13, 2021 | 35 | Mar 4, 2021 | 7 | Mar 15, 2021 | 42 |
Volatility
Volatility Chart
The current M1 Pie Portfolio volatility is 3.32%, 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
| CHD | HSY | ORLY | PG | PKG | CARR | TJX | EXPD | SYK | MLM | WM | GWW | SHW | HD | LIN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHD | 1.00 | 0.49 | 0.28 | 0.67 | 0.16 | 0.10 | 0.14 | 0.25 | 0.29 | 0.10 | 0.38 | 0.23 | 0.36 | 0.30 | 0.26 |
| HSY | 0.49 | 1.00 | 0.35 | 0.56 | 0.26 | 0.19 | 0.21 | 0.24 | 0.31 | 0.16 | 0.47 | 0.34 | 0.29 | 0.28 | 0.31 |
| ORLY | 0.28 | 0.35 | 1.00 | 0.35 | 0.27 | 0.33 | 0.42 | 0.35 | 0.33 | 0.35 | 0.42 | 0.45 | 0.40 | 0.47 | 0.39 |
| PG | 0.67 | 0.56 | 0.35 | 1.00 | 0.30 | 0.21 | 0.26 | 0.29 | 0.39 | 0.23 | 0.49 | 0.33 | 0.39 | 0.37 | 0.42 |
| PKG | 0.16 | 0.26 | 0.27 | 0.30 | 1.00 | 0.45 | 0.42 | 0.44 | 0.37 | 0.53 | 0.38 | 0.45 | 0.40 | 0.40 | 0.49 |
| CARR | 0.10 | 0.19 | 0.33 | 0.21 | 0.45 | 1.00 | 0.45 | 0.45 | 0.43 | 0.55 | 0.35 | 0.50 | 0.48 | 0.48 | 0.48 |
| TJX | 0.14 | 0.21 | 0.42 | 0.26 | 0.42 | 0.45 | 1.00 | 0.38 | 0.44 | 0.54 | 0.37 | 0.44 | 0.41 | 0.50 | 0.47 |
| EXPD | 0.25 | 0.24 | 0.35 | 0.29 | 0.44 | 0.45 | 0.38 | 1.00 | 0.40 | 0.43 | 0.38 | 0.48 | 0.50 | 0.53 | 0.48 |
| SYK | 0.29 | 0.31 | 0.33 | 0.39 | 0.37 | 0.43 | 0.44 | 0.40 | 1.00 | 0.44 | 0.45 | 0.40 | 0.44 | 0.43 | 0.52 |
| MLM | 0.10 | 0.16 | 0.35 | 0.23 | 0.53 | 0.55 | 0.54 | 0.43 | 0.44 | 1.00 | 0.40 | 0.52 | 0.49 | 0.46 | 0.56 |
| WM | 0.38 | 0.47 | 0.42 | 0.49 | 0.38 | 0.35 | 0.37 | 0.38 | 0.45 | 0.40 | 1.00 | 0.49 | 0.45 | 0.42 | 0.47 |
| GWW | 0.23 | 0.34 | 0.45 | 0.33 | 0.45 | 0.50 | 0.44 | 0.48 | 0.40 | 0.52 | 0.49 | 1.00 | 0.51 | 0.52 | 0.50 |
| SHW | 0.36 | 0.29 | 0.40 | 0.39 | 0.40 | 0.48 | 0.41 | 0.50 | 0.44 | 0.49 | 0.45 | 0.51 | 1.00 | 0.62 | 0.51 |
| HD | 0.30 | 0.28 | 0.47 | 0.37 | 0.40 | 0.48 | 0.50 | 0.53 | 0.43 | 0.46 | 0.42 | 0.52 | 0.62 | 1.00 | 0.48 |
| LIN | 0.26 | 0.31 | 0.39 | 0.42 | 0.49 | 0.48 | 0.47 | 0.48 | 0.52 | 0.56 | 0.47 | 0.50 | 0.51 | 0.48 | 1.00 |