First One
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
First One | 21.95% | 2.61% | 9.13% | 28.63% | N/A | N/A |
Portfolio components: | ||||||
ABBV AbbVie Inc. | 31.18% | 4.44% | 12.40% | 38.55% | 29.87% | 18.29% |
ABNB Airbnb, Inc. | -15.54% | -10.33% | -27.84% | -13.35% | N/A | N/A |
BK The Bank of New York Mellon Corporation | 33.40% | 7.56% | 23.28% | 54.42% | 13.16% | 8.26% |
BRO Brown & Brown, Inc. | 48.28% | 3.83% | 25.16% | 42.37% | 24.27% | 21.63% |
COST Costco Wholesale Corporation | 33.70% | 6.87% | 15.96% | 66.15% | 26.46% | 24.00% |
DIS The Walt Disney Company | -0.83% | -0.49% | -20.67% | 10.04% | -8.25% | 0.71% |
GM General Motors Company | 35.53% | 17.59% | 19.40% | 45.56% | 5.50% | 6.18% |
KO The Coca-Cola Company | 25.85% | 5.31% | 24.61% | 27.04% | 9.15% | 9.16% |
META Meta Platforms, Inc. | 44.88% | 4.84% | 4.50% | 73.03% | 21.93% | 20.89% |
NEE NextEra Energy, Inc. | 34.52% | 1.58% | 46.15% | 23.19% | 10.35% | 15.52% |
O Realty Income Corporation | 12.65% | 5.44% | 22.62% | 17.41% | 1.63% | 8.38% |
PFE Pfizer Inc. | 2.71% | -7.00% | 11.70% | -16.24% | 0.25% | 4.04% |
PG The Procter & Gamble Company | 21.34% | 2.61% | 10.91% | 15.81% | 10.01% | 10.73% |
WM Waste Management, Inc. | 17.77% | 0.79% | 1.96% | 35.51% | 13.81% | 18.52% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.48% | 6.59% | 4.36% | -3.45% | 3.60% | 1.11% | 1.25% | 3.27% | 21.95% | ||||
2023 | 8.23% | 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% |
2021 | 0.21% | 2.37% | 4.77% | 3.78% | -1.53% | 1.60% | 2.81% | 3.88% | -3.52% | 5.71% | 1.29% | 6.22% | 30.78% |
2020 | 2.02% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of First One is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
ABBV AbbVie Inc. | 1.89 | 2.43 | 1.35 | 2.21 | 6.11 |
ABNB Airbnb, Inc. | -0.57 | -0.61 | 0.92 | -0.41 | -1.52 |
BK The Bank of New York Mellon Corporation | 3.09 | 4.17 | 1.54 | 1.73 | 20.97 |
BRO Brown & Brown, Inc. | 2.49 | 3.45 | 1.47 | 4.54 | 12.95 |
COST Costco Wholesale Corporation | 3.24 | 3.83 | 1.60 | 6.09 | 15.97 |
DIS The Walt Disney Company | 0.19 | 0.47 | 1.06 | 0.08 | 0.38 |
GM General Motors Company | 1.44 | 2.12 | 1.27 | 0.74 | 5.70 |
KO The Coca-Cola Company | 2.20 | 3.03 | 1.43 | 1.68 | 10.84 |
META Meta Platforms, Inc. | 1.95 | 2.84 | 1.39 | 2.88 | 11.68 |
NEE NextEra Energy, Inc. | 0.66 | 1.03 | 1.15 | 0.44 | 1.71 |
O Realty Income Corporation | 1.13 | 1.65 | 1.21 | 0.64 | 3.03 |
PFE Pfizer Inc. | -0.49 | -0.55 | 0.93 | -0.22 | -0.86 |
PG The Procter & Gamble Company | 1.12 | 1.61 | 1.22 | 1.73 | 6.31 |
WM Waste Management, Inc. | 1.81 | 2.42 | 1.41 | 2.58 | 9.67 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
First One granted a 1.93% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
First One | 1.93% | 2.15% | 1.64% | 1.38% | 1.93% | 1.97% | 2.12% | 2.25% | 2.12% | 2.37% | 1.97% | 1.86% |
Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.10% | 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 | 2.55% | 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. | 0.50% | 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 | 2.20% | 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 | 0.84% | 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 | 0.68% | 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 | 2.59% | 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. | 0.20% | 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. | 2.52% | 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 | 4.98% | 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. | 5.90% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
PG The Procter & Gamble Company | 2.23% | 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. | 1.38% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.28% | Jan 5, 2022 | 117 | Jun 16, 2022 | 426 | Feb 2, 2024 | 543 |
-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 |
-4.83% | Apr 1, 2024 | 12 | Apr 16, 2024 | 21 | May 15, 2024 | 33 |
-4.18% | May 4, 2021 | 7 | May 12, 2021 | 36 | Jul 1, 2021 | 43 |
Volatility
Volatility Chart
The current First One volatility is 3.49%, 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
USD=X | ABNB | PFE | ABBV | META | GM | PG | O | COST | NEE | DIS | WM | BK | 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 | 0.02 | 0.47 | 0.43 | -0.00 | 0.15 | 0.31 | 0.20 | 0.48 | 0.08 | 0.33 | 0.08 | 0.23 |
PFE | 0.00 | 0.05 | 1.00 | 0.40 | 0.11 | 0.17 | 0.30 | 0.28 | 0.19 | 0.29 | 0.16 | 0.27 | 0.23 | 0.33 | 0.24 |
ABBV | 0.00 | 0.02 | 0.40 | 1.00 | 0.10 | 0.15 | 0.39 | 0.24 | 0.20 | 0.21 | 0.14 | 0.32 | 0.26 | 0.39 | 0.29 |
META | 0.00 | 0.47 | 0.11 | 0.10 | 1.00 | 0.30 | 0.14 | 0.17 | 0.42 | 0.22 | 0.42 | 0.13 | 0.31 | 0.15 | 0.32 |
GM | 0.00 | 0.43 | 0.17 | 0.15 | 0.30 | 1.00 | 0.11 | 0.28 | 0.27 | 0.25 | 0.52 | 0.24 | 0.55 | 0.21 | 0.32 |
PG | 0.00 | -0.00 | 0.30 | 0.39 | 0.14 | 0.11 | 1.00 | 0.36 | 0.37 | 0.43 | 0.19 | 0.50 | 0.22 | 0.65 | 0.39 |
O | 0.00 | 0.15 | 0.28 | 0.24 | 0.17 | 0.28 | 0.36 | 1.00 | 0.30 | 0.44 | 0.32 | 0.37 | 0.33 | 0.44 | 0.40 |
COST | 0.00 | 0.31 | 0.19 | 0.20 | 0.42 | 0.27 | 0.37 | 0.30 | 1.00 | 0.33 | 0.29 | 0.38 | 0.24 | 0.38 | 0.44 |
NEE | 0.00 | 0.20 | 0.29 | 0.21 | 0.22 | 0.25 | 0.43 | 0.44 | 0.33 | 1.00 | 0.29 | 0.41 | 0.24 | 0.43 | 0.39 |
DIS | 0.00 | 0.48 | 0.16 | 0.14 | 0.42 | 0.52 | 0.19 | 0.32 | 0.29 | 0.29 | 1.00 | 0.24 | 0.48 | 0.27 | 0.40 |
WM | 0.00 | 0.08 | 0.27 | 0.32 | 0.13 | 0.24 | 0.50 | 0.37 | 0.38 | 0.41 | 0.24 | 1.00 | 0.27 | 0.48 | 0.51 |
BK | 0.00 | 0.33 | 0.23 | 0.26 | 0.31 | 0.55 | 0.22 | 0.33 | 0.24 | 0.24 | 0.48 | 0.27 | 1.00 | 0.32 | 0.42 |
KO | 0.00 | 0.08 | 0.33 | 0.39 | 0.15 | 0.21 | 0.65 | 0.44 | 0.38 | 0.43 | 0.27 | 0.48 | 0.32 | 1.00 | 0.41 |
BRO | 0.00 | 0.23 | 0.24 | 0.29 | 0.32 | 0.32 | 0.39 | 0.40 | 0.44 | 0.39 | 0.40 | 0.51 | 0.42 | 0.41 | 1.00 |