First One
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
USD=X USD Cash | 0.41% | |
ABNB Airbnb, Inc. | Communication Services | 12.48% |
META Meta Platforms, Inc. | Communication Services | 7.87% |
COST Costco Wholesale Corporation | Consumer Defensive | 7.53% |
BK The Bank of New York Mellon Corporation | Financial Services | 7.52% |
PG The Procter & Gamble Company | Consumer Defensive | 7.09% |
BRO Brown & Brown, Inc. | Financial Services | 7.04% |
GM General Motors Company | Consumer Cyclical | 6.9% |
KO The Coca-Cola Company | Consumer Defensive | 6.54% |
WM Waste Management, Inc. | Industrials | 6.51% |
O Realty Income Corporation | Real Estate | 6.41% |
NEE NextEra Energy, Inc. | Utilities | 6.31% |
PFE Pfizer Inc. | Healthcare | 6.28% |
DIS The Walt Disney Company | Communication Services | 6.18% |
ABBV AbbVie Inc. | Healthcare | 4.93% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.02% | 4.35% | 11.68% | 17.79% | 5.53% | N/A |
| First One | -3.05% | -0.50% | 11.91% | 13.54% | 5.33% | N/A |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | 0.50% | -4.56% | -4.99% | 8.68% | 16.45% | N/A |
ABNB Airbnb, Inc. | 5.05% | 10.30% | 60.48% | 28.64% | -1.82% | N/A |
BK The Bank of New York Mellon Corporation | -4.14% | -4.42% | -3.86% | 13.57% | 4.02% | N/A |
BRO Brown & Brown, Inc. | -5.77% | 22.05% | 23.25% | 15.54% | 17.25% | N/A |
COST Costco Wholesale Corporation | 4.19% | 14.16% | 24.47% | 18.84% | 16.21% | N/A |
DIS The Walt Disney Company | -3.83% | -19.06% | -6.71% | -16.83% | -19.97% | N/A |
GM General Motors Company | -0.99% | -9.62% | -1.22% | 0.13% | -8.27% | N/A |
KO The Coca-Cola Company | -6.69% | -8.34% | -9.94% | 1.99% | 4.84% | N/A |
META Meta Platforms, Inc. | 1.73% | 41.65% | 149.47% | 120.08% | 2.80% | N/A |
NEE NextEra Energy, Inc. | -14.61% | -24.68% | -30.11% | -26.56% | -6.20% | N/A |
O Realty Income Corporation | -10.84% | -19.01% | -18.20% | -9.00% | -0.60% | N/A |
PFE Pfizer Inc. | -7.60% | -16.91% | -33.23% | -21.86% | -4.32% | N/A |
PG The Procter & Gamble Company | -5.31% | -0.67% | -1.94% | 16.30% | 5.01% | N/A |
WM Waste Management, Inc. | -3.46% | -5.75% | -1.51% | -4.20% | 11.97% | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.55% | 3.35% | 0.77% | -3.89% | 6.91% | 4.58% | -5.28% |
Not enough dataDividend yield
First One granted a 2.08% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| First One | 2.08% | 1.68% | 1.49% | 2.10% | 2.20% | 2.43% | 2.64% | 2.60% | 2.97% | 2.58% | 2.55% | 3.18% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.92% | 3.59% | 4.11% | 4.94% | 5.72% | 4.87% | 3.44% | 4.90% | 4.77% | 3.66% | 4.52% | 0.00% |
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 | 3.59% | 3.20% | 2.37% | 3.18% | 2.63% | 2.54% | 1.87% | 1.82% | 2.01% | 2.01% | 2.09% | 2.60% |
BRO Brown & Brown, Inc. | 0.66% | 0.75% | 0.55% | 0.75% | 0.85% | 1.15% | 1.13% | 1.19% | 1.52% | 1.36% | 1.31% | 1.52% |
COST Costco Wholesale Corporation | 0.68% | 0.77% | 0.55% | 3.45% | 0.91% | 1.16% | 5.18% | 1.24% | 4.66% | 1.16% | 1.23% | 10.00% |
DIS The Walt Disney Company | 0.00% | 0.00% | 0.00% | 0.00% | 1.22% | 1.59% | 1.55% | 1.49% | 1.38% | 1.31% | 1.22% | 1.66% |
GM General Motors Company | 1.09% | 0.54% | 0.00% | 0.92% | 4.26% | 4.85% | 4.12% | 5.05% | 4.93% | 4.35% | 0.00% | 0.00% |
KO The Coca-Cola Company | 3.25% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
META Meta Platforms, 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% |
NEE NextEra Energy, Inc. | 3.19% | 2.07% | 1.72% | 1.93% | 2.24% | 2.84% | 2.87% | 3.42% | 3.58% | 3.39% | 3.95% | 4.60% |
O Realty Income Corporation | 6.57% | 4.86% | 4.69% | 5.29% | 4.54% | 5.36% | 5.98% | 5.88% | 6.47% | 7.07% | 9.44% | 7.55% |
PFE Pfizer Inc. | 4.91% | 3.22% | 2.81% | 4.33% | 4.23% | 3.72% | 4.37% | 4.75% | 4.63% | 4.60% | 4.48% | 5.18% |
PG The Procter & Gamble Company | 2.54% | 2.43% | 2.17% | 2.40% | 2.60% | 3.49% | 3.48% | 3.83% | 4.12% | 3.57% | 3.85% | 4.45% |
WM Waste Management, Inc. | 1.80% | 1.68% | 1.42% | 1.93% | 1.92% | 2.27% | 2.19% | 2.62% | 3.36% | 3.51% | 4.04% | 5.41% |
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% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 0.34 | ||||
ABNB Airbnb, Inc. | 0.51 | ||||
BK The Bank of New York Mellon Corporation | 0.43 | ||||
BRO Brown & Brown, Inc. | 0.64 | ||||
COST Costco Wholesale Corporation | 0.77 | ||||
DIS The Walt Disney Company | -0.57 | ||||
GM General Motors Company | -0.16 | ||||
KO The Coca-Cola Company | 0.09 | ||||
META Meta Platforms, Inc. | 2.15 | ||||
NEE NextEra Energy, Inc. | -1.10 | ||||
O Realty Income Corporation | -0.65 | ||||
PFE Pfizer Inc. | -1.02 | ||||
PG The Procter & Gamble Company | 0.86 | ||||
WM Waste Management, Inc. | -0.33 | ||||
USD=X USD Cash | N/A |
Asset Correlations Table
| USD=X | ABNB | PFE | ABBV | META | GM | O | BK | PG | WM | NEE | DIS | COST | KO | BRO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| ABNB | 0.00 | 1.00 | 0.05 | 0.00 | 0.47 | 0.44 | 0.16 | 0.34 | 0.00 | 0.08 | 0.22 | 0.50 | 0.30 | 0.09 | 0.27 |
| PFE | 0.00 | 0.05 | 1.00 | 0.47 | 0.14 | 0.16 | 0.28 | 0.22 | 0.36 | 0.30 | 0.31 | 0.15 | 0.23 | 0.34 | 0.25 |
| ABBV | 0.00 | 0.00 | 0.47 | 1.00 | 0.13 | 0.16 | 0.23 | 0.27 | 0.41 | 0.34 | 0.24 | 0.16 | 0.21 | 0.41 | 0.28 |
| META | 0.00 | 0.47 | 0.14 | 0.13 | 1.00 | 0.35 | 0.25 | 0.35 | 0.20 | 0.17 | 0.27 | 0.49 | 0.41 | 0.20 | 0.35 |
| GM | 0.00 | 0.44 | 0.16 | 0.16 | 0.35 | 1.00 | 0.28 | 0.56 | 0.12 | 0.24 | 0.23 | 0.57 | 0.31 | 0.22 | 0.36 |
| O | 0.00 | 0.16 | 0.28 | 0.23 | 0.25 | 0.28 | 1.00 | 0.33 | 0.38 | 0.40 | 0.47 | 0.35 | 0.37 | 0.46 | 0.43 |
| BK | 0.00 | 0.34 | 0.22 | 0.27 | 0.35 | 0.56 | 0.33 | 1.00 | 0.25 | 0.30 | 0.22 | 0.52 | 0.25 | 0.34 | 0.46 |
| PG | 0.00 | 0.00 | 0.36 | 0.41 | 0.20 | 0.12 | 0.38 | 0.25 | 1.00 | 0.52 | 0.48 | 0.23 | 0.42 | 0.67 | 0.39 |
| WM | 0.00 | 0.08 | 0.30 | 0.34 | 0.17 | 0.24 | 0.40 | 0.30 | 0.52 | 1.00 | 0.48 | 0.24 | 0.42 | 0.52 | 0.55 |
| NEE | 0.00 | 0.22 | 0.31 | 0.24 | 0.27 | 0.23 | 0.47 | 0.22 | 0.48 | 0.48 | 1.00 | 0.32 | 0.43 | 0.44 | 0.46 |
| DIS | 0.00 | 0.50 | 0.15 | 0.16 | 0.49 | 0.57 | 0.35 | 0.52 | 0.23 | 0.24 | 0.32 | 1.00 | 0.33 | 0.31 | 0.46 |
| COST | 0.00 | 0.30 | 0.23 | 0.21 | 0.41 | 0.31 | 0.37 | 0.25 | 0.42 | 0.42 | 0.43 | 0.33 | 1.00 | 0.44 | 0.48 |
| KO | 0.00 | 0.09 | 0.34 | 0.41 | 0.20 | 0.22 | 0.46 | 0.34 | 0.67 | 0.52 | 0.44 | 0.31 | 0.44 | 1.00 | 0.42 |
| BRO | 0.00 | 0.27 | 0.25 | 0.28 | 0.35 | 0.36 | 0.43 | 0.46 | 0.39 | 0.55 | 0.46 | 0.46 | 0.48 | 0.42 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the First One. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the First One is 26.28%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.28% | Jan 5, 2022 | 117 | Jun 16, 2022 | — | — | — |
| -5.82% | Nov 16, 2021 | 12 | Dec 1, 2021 | 18 | Dec 27, 2021 | 30 |
| -5.25% | Feb 12, 2021 | 15 | Mar 4, 2021 | 6 | Mar 12, 2021 | 21 |
| -4.18% | May 4, 2021 | 7 | May 12, 2021 | 36 | Jul 1, 2021 | 43 |
| -4.12% | Sep 9, 2021 | 16 | Sep 30, 2021 | 13 | Oct 19, 2021 | 29 |
Volatility Chart
The current First One volatility is 3.01%, 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.