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First One
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ABNB 12.48%META 7.87%COST 7.53%BK 7.52%PG 7.09%BRO 7.04%GM 6.9%KO 6.54%WM 6.51%O 6.41%NEE 6.31%PFE 6.28%DIS 6.18%ABBV 4.93%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.
Healthcare

4.93%

ABNB
Airbnb, Inc.
Communication Services

12.48%

BK
The Bank of New York Mellon Corporation
Financial Services

7.52%

BRO
Brown & Brown, Inc.
Financial Services

7.04%

COST
Costco Wholesale Corporation
Consumer Defensive

7.53%

DIS
The Walt Disney Company
Communication Services

6.18%

GM
General Motors Company
Consumer Cyclical

6.90%

KO
The Coca-Cola Company
Consumer Defensive

6.54%

META
Meta Platforms, Inc.
Communication Services

7.87%

NEE
NextEra Energy, Inc.
Utilities

6.31%

O
Realty Income Corporation
Real Estate

6.41%

PFE
Pfizer Inc.
Healthcare

6.28%

PG
The Procter & Gamble Company
Consumer Defensive

7.09%

USD=X
USD Cash

0.41%

WM
Waste Management, Inc.
Industrials

6.51%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First One, 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


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
17.61%
14.19%
First One
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
First One17.28%1.41%17.61%24.65%N/AN/A
ABBV
AbbVie Inc.
10.27%3.98%10.75%26.17%21.72%16.71%
ABNB
Airbnb, Inc.
8.53%-0.93%2.24%18.29%N/AN/A
BK
The Bank of New York Mellon Corporation
14.60%1.57%17.07%37.77%9.04%7.85%
BRO
Brown & Brown, Inc.
26.44%2.46%18.66%39.89%23.32%20.61%
COST
Costco Wholesale Corporation
29.06%9.57%35.72%67.53%29.02%24.79%
DIS
The Walt Disney Company
11.72%-4.69%8.66%7.83%-6.30%2.88%
GM
General Motors Company
34.97%7.01%42.63%29.48%7.16%5.81%
KO
The Coca-Cola Company
8.70%-0.05%6.89%8.48%7.59%7.95%
META
Meta Platforms, Inc.
43.52%8.43%51.76%87.24%23.47%22.97%
NEE
NextEra Energy, Inc.
21.64%-1.84%18.19%0.87%9.81%14.57%
O
Realty Income Corporation
-7.26%-4.95%-5.54%-10.07%-1.45%6.78%
PFE
Pfizer Inc.
0.32%-1.44%8.33%-26.52%-3.13%3.93%
PG
The Procter & Gamble Company
15.75%0.97%14.16%18.41%11.36%10.85%
WM
Waste Management, Inc.
13.68%-3.77%13.71%26.69%14.16%18.98%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of First One, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.48%6.59%4.36%-3.45%3.57%17.28%
20238.23%0.55%3.35%0.77%-3.89%6.91%4.58%-5.27%-2.81%-2.90%7.15%4.45%21.85%
2022-5.96%-4.50%4.35%-7.64%-3.35%-7.07%7.87%-1.03%-9.03%3.29%5.43%-5.33%-22.16%
20210.21%2.37%4.77%3.78%-1.53%1.60%2.81%3.88%-3.52%5.71%1.29%6.22%30.78%
20202.02%2.02%

Expense Ratio

First One 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.


First One
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.
1.431.971.271.274.93
ABNB
Airbnb, Inc.
0.751.311.150.542.27
BK
The Bank of New York Mellon Corporation
1.912.531.341.1610.01
BRO
Brown & Brown, Inc.
2.263.121.413.5311.55
COST
Costco Wholesale Corporation
3.884.481.715.0119.58
DIS
The Walt Disney Company
0.370.731.100.171.17
GM
General Motors Company
1.201.881.220.592.36
KO
The Coca-Cola Company
0.650.981.130.491.46
META
Meta Platforms, Inc.
2.553.481.453.1515.11
NEE
NextEra Energy, Inc.
0.040.261.030.030.07
O
Realty Income Corporation
-0.48-0.570.93-0.28-0.74
PFE
Pfizer Inc.
-0.98-1.360.84-0.44-1.03
PG
The Procter & Gamble Company
1.251.851.241.795.01
WM
Waste Management, Inc.
1.642.581.342.115.55
USD=X
USD Cash

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for First One. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend yield

First One granted a 2.06% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
First One2.06%2.15%1.64%1.38%1.92%1.96%2.11%2.24%2.11%2.36%1.96%1.85%
ABBV
AbbVie Inc.
3.61%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
ABNB
Airbnb, 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%
BK
The Bank of New York Mellon Corporation
2.86%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
BRO
Brown & Brown, Inc.
0.56%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
COST
Costco Wholesale Corporation
2.26%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
DIS
The Walt Disney Company
0.30%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
GM
General Motors Company
0.87%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%
KO
The Coca-Cola Company
2.93%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
NextEra Energy, Inc.
2.70%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
O
Realty Income Corporation
5.90%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
PFE
Pfizer Inc.
5.92%5.70%3.12%2.64%3.71%3.49%2.96%3.35%3.51%3.29%3.17%2.97%
PG
The Procter & Gamble Company
2.29%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
WM
Waste Management, Inc.
1.43%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.67%
0
First One
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the First One. 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 First One was 26.28%, occurring on Jun 16, 2022. Recovery took 426 trading sessions.

The current First One drawdown is 0.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.28%Jan 5, 2022117Jun 16, 2022426Feb 2, 2024543
-5.82%Nov 16, 202112Dec 1, 202118Dec 27, 202130
-5.25%Feb 12, 202115Mar 4, 20216Mar 12, 202121
-4.83%Apr 1, 202412Apr 16, 202421May 15, 202433
-4.18%May 4, 20217May 12, 202136Jul 1, 202143

Volatility

Volatility Chart

The current First One volatility is 2.99%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.99%
2.41%
First One
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.

USD=XABNBPFEABBVMETAGMPGONEEDISWMCOSTBKKOBRO
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
ABNB0.001.000.060.030.470.430.000.160.210.480.080.310.330.100.24
PFE0.000.061.000.400.130.170.310.270.300.160.270.220.230.320.24
ABBV0.000.030.401.000.110.160.390.230.220.150.330.210.260.380.29
META0.000.470.130.111.000.310.160.190.230.430.130.420.320.170.33
GM0.000.430.170.160.311.000.120.290.250.520.230.280.550.220.32
PG0.000.000.310.390.160.121.000.360.440.200.510.390.240.660.39
O0.000.160.270.230.190.290.361.000.450.330.380.320.340.440.40
NEE0.000.210.300.220.230.250.440.451.000.290.420.360.250.440.40
DIS0.000.480.160.150.430.520.200.330.291.000.240.290.490.280.41
WM0.000.080.270.330.130.230.510.380.420.241.000.390.280.500.53
COST0.000.310.220.210.420.280.390.320.360.290.391.000.250.410.46
BK0.000.330.230.260.320.550.240.340.250.490.280.251.000.330.42
KO0.000.100.320.380.170.220.660.440.440.280.500.410.331.000.41
BRO0.000.240.240.290.330.320.390.400.400.410.530.460.420.411.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020