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M1 Pie Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ORLY 10%TJX 10%HD 10%PG 10%HSY 10%CHD 10%WM 8%EXPD 4%CARR 4%GWW 4%LIN 4%SHW 4%PKG 4%MLM 4%SYK 4%EquityEquity
PositionCategory/SectorWeight
CARR
Carrier Global Corporation
Industrials

4%

CHD
Church & Dwight Co., Inc.
Consumer Defensive

10%

EXPD
Expeditors International of Washington, Inc.
Industrials

4%

GWW
W.W. Grainger, Inc.
Industrials

4%

HD
The Home Depot, Inc.
Consumer Cyclical

10%

HSY
The Hershey Company
Consumer Defensive

10%

LIN
Linde plc
Basic Materials

4%

MLM
Martin Marietta Materials, Inc.
Basic Materials

4%

ORLY
O'Reilly Automotive, Inc.
Consumer Cyclical

10%

PG
The Procter & Gamble Company
Consumer Defensive

10%

PKG
Packaging Corporation of America
Consumer Cyclical

4%

SHW
The Sherwin-Williams Company
Basic Materials

4%

SYK
Stryker Corporation
Healthcare

4%

TJX
The TJX Companies, Inc.
Consumer Cyclical

10%

WM
Waste Management, Inc.
Industrials

8%

S&P 500

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


80.00%100.00%120.00%140.00%160.00%NovemberDecember2024FebruaryMarchApril
147.86%
106.16%
M1 Pie Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2020, corresponding to the inception date of CARR

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
M1 Pie Portfolio6.08%-5.79%17.01%15.53%N/AN/A
ORLY
O'Reilly Automotive, Inc.
14.83%-6.56%20.27%20.70%22.27%22.15%
TJX
The TJX Companies, Inc.
-0.14%-6.15%5.52%20.85%12.64%13.66%
HD
The Home Depot, Inc.
-2.65%-14.07%18.58%14.74%13.00%18.19%
PG
The Procter & Gamble Company
9.30%-1.55%8.18%3.92%11.06%10.08%
HSY
The Hershey Company
-0.05%-6.55%-1.81%-27.45%11.88%8.80%
CHD
Church & Dwight Co., Inc.
10.67%-0.24%16.48%15.23%8.46%13.38%
WM
Waste Management, Inc.
16.03%-2.22%33.27%27.47%16.37%19.88%
EXPD
Expeditors International of Washington, Inc.
-9.90%-5.82%0.07%4.25%8.64%12.52%
CARR
Carrier Global Corporation
-6.82%-7.48%11.68%20.24%N/AN/A
GWW
W.W. Grainger, Inc.
13.97%-8.22%36.91%42.05%26.93%16.03%
LIN
Linde plc
8.99%-4.69%22.56%23.46%21.74%15.18%
SHW
The Sherwin-Williams Company
-1.69%-10.77%29.30%32.19%16.26%17.45%
PKG
Packaging Corporation of America
11.18%-2.61%26.30%29.70%17.01%13.54%
MLM
Martin Marietta Materials, Inc.
15.58%-5.14%40.95%63.42%23.12%17.26%
SYK
Stryker Corporation
8.92%-7.50%23.09%8.32%13.81%16.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.68%4.77%3.43%
2023-4.54%-0.90%6.43%2.61%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


M1 Pie Portfolio
Sharpe ratio
The chart of Sharpe ratio for M1 Pie Portfolio, currently valued at 1.61, compared to the broader market-1.000.001.002.003.004.001.61
Sortino ratio
The chart of Sortino ratio for M1 Pie Portfolio, currently valued at 2.37, compared to the broader market-2.000.002.004.006.002.37
Omega ratio
The chart of Omega ratio for M1 Pie Portfolio, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for M1 Pie Portfolio, currently valued at 1.90, compared to the broader market0.002.004.006.008.001.90
Martin ratio
The chart of Martin ratio for M1 Pie Portfolio, currently valued at 5.40, compared to the broader market0.0010.0020.0030.0040.005.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ORLY
O'Reilly Automotive, Inc.
1.091.531.212.135.68
TJX
The TJX Companies, Inc.
1.371.991.232.497.03
HD
The Home Depot, Inc.
0.811.281.150.522.61
PG
The Procter & Gamble Company
0.550.891.110.751.93
HSY
The Hershey Company
-1.36-1.980.78-0.78-1.09
CHD
Church & Dwight Co., Inc.
1.011.411.191.133.41
WM
Waste Management, Inc.
1.813.081.382.225.79
EXPD
Expeditors International of Washington, Inc.
0.170.381.050.180.55
CARR
Carrier Global Corporation
0.741.181.140.732.57
GWW
W.W. Grainger, Inc.
2.022.811.372.926.83
LIN
Linde plc
1.452.071.283.647.96
SHW
The Sherwin-Williams Company
1.592.271.270.895.94
PKG
Packaging Corporation of America
1.382.101.281.345.89
MLM
Martin Marietta Materials, Inc.
2.813.641.492.9314.89
SYK
Stryker Corporation
0.480.821.110.591.57

Sharpe Ratio

The current M1 Pie Portfolio Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.61

The Sharpe ratio of M1 Pie Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.61
1.66
M1 Pie Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

M1 Pie Portfolio granted a 1.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
M1 Pie Portfolio1.50%1.51%1.54%1.26%1.34%1.51%1.76%1.59%1.72%1.82%1.57%1.63%
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.
1.42%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.
2.54%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
2.42%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
2.59%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.
1.06%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.
1.38%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.
1.20%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
1.39%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.
0.79%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
1.17%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
0.83%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
2.78%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.
0.50%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
0.95%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.08%
-5.46%
M1 Pie Portfolio
Benchmark (^GSPC)
Portfolio components

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 6.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.26%Jan 3, 2022116Jun 17, 2022197Mar 31, 2023313
-9%Mar 20, 20202Mar 23, 20202Mar 25, 20204
-8.81%Jul 26, 202367Oct 27, 202332Dec 13, 202399
-6.85%Jun 9, 202014Jun 26, 202012Jul 15, 202026
-6.52%Jan 13, 202135Mar 4, 20217Mar 15, 202142

Volatility

Volatility Chart

The current M1 Pie Portfolio volatility is 3.08%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.08%
3.15%
M1 Pie Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

CHDHSYORLYPGPKGCARRTJXEXPDSYKMLMWMGWWSHWHDLIN
CHD1.000.500.290.670.160.110.140.270.280.110.380.240.370.310.26
HSY0.501.000.370.560.270.200.230.250.320.180.480.350.310.300.32
ORLY0.290.371.000.360.270.340.430.360.330.360.430.450.400.470.39
PG0.670.560.361.000.300.220.270.310.390.240.490.330.410.380.42
PKG0.160.270.270.301.000.460.430.440.380.540.380.450.390.400.49
CARR0.110.200.340.220.461.000.460.450.440.540.350.500.480.490.49
TJX0.140.230.430.270.430.461.000.380.450.550.380.450.420.520.48
EXPD0.270.250.360.310.440.450.381.000.410.440.390.500.500.540.49
SYK0.280.320.330.390.380.440.450.411.000.460.460.420.460.430.54
MLM0.110.180.360.240.540.540.550.440.461.000.410.520.490.450.57
WM0.380.480.430.490.380.350.380.390.460.411.000.500.460.430.48
GWW0.240.350.450.330.450.500.450.500.420.520.501.000.510.530.50
SHW0.370.310.400.410.390.480.420.500.460.490.460.511.000.620.51
HD0.310.300.470.380.400.490.520.540.430.450.430.530.621.000.48
LIN0.260.320.390.420.490.490.480.490.540.570.480.500.510.481.00