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First One

Last updated Sep 30, 2023

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
USD=X
USD Cash
0.41%
ABNB
Airbnb, Inc.
Communication Services12.48%
META
Meta Platforms, Inc.
Communication Services7.87%
COST
Costco Wholesale Corporation
Consumer Defensive7.53%
BK
The Bank of New York Mellon Corporation
Financial Services7.52%
PG
The Procter & Gamble Company
Consumer Defensive7.09%
BRO
Brown & Brown, Inc.
Financial Services7.04%
GM
General Motors Company
Consumer Cyclical6.9%
KO
The Coca-Cola Company
Consumer Defensive6.54%
WM
Waste Management, Inc.
Industrials6.51%
O
Realty Income Corporation
Real Estate6.41%
NEE
NextEra Energy, Inc.
Utilities6.31%
PFE
Pfizer Inc.
Healthcare6.28%
DIS
The Walt Disney Company
Communication Services6.18%
ABBV
AbbVie Inc.
Healthcare4.93%

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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-0.27%
3.97%
First One
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.55%3.35%0.77%-3.89%6.91%4.58%-5.28%

Sharpe Ratio

The current First One Sharpe ratio is 0.98. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.98

The Sharpe ratio of First One 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.


Chart placeholderNot enough data

Dividend yield

First One granted a 2.08% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
First One2.08%1.68%1.49%2.10%2.20%2.43%2.64%2.60%2.97%2.58%2.55%3.18%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

USD=XABNBPFEABBVMETAGMOBKPGWMNEEDISCOSTKOBRO
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
ABNB0.001.000.050.000.470.440.160.340.000.080.220.500.300.090.27
PFE0.000.051.000.470.140.160.280.220.360.300.310.150.230.340.25
ABBV0.000.000.471.000.130.160.230.270.410.340.240.160.210.410.28
META0.000.470.140.131.000.350.250.350.200.170.270.490.410.200.35
GM0.000.440.160.160.351.000.280.560.120.240.230.570.310.220.36
O0.000.160.280.230.250.281.000.330.380.400.470.350.370.460.43
BK0.000.340.220.270.350.560.331.000.250.300.220.520.250.340.46
PG0.000.000.360.410.200.120.380.251.000.520.480.230.420.670.39
WM0.000.080.300.340.170.240.400.300.521.000.480.240.420.520.55
NEE0.000.220.310.240.270.230.470.220.480.481.000.320.430.440.46
DIS0.000.500.150.160.490.570.350.520.230.240.321.000.330.310.46
COST0.000.300.230.210.410.310.370.250.420.420.430.331.000.440.48
KO0.000.090.340.410.200.220.460.340.670.520.440.310.441.000.42
BRO0.000.270.250.280.350.360.430.460.390.550.460.460.480.421.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-13.55%
-10.60%
First One
Benchmark (^GSPC)
Portfolio components

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, 2022117Jun 16, 2022
-5.82%Nov 16, 202112Dec 1, 202118Dec 27, 202130
-5.25%Feb 12, 202115Mar 4, 20216Mar 12, 202121
-4.18%May 4, 20217May 12, 202136Jul 1, 202143
-4.12%Sep 9, 202116Sep 30, 202113Oct 19, 202129

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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptember
3.01%
3.15%
First One
Benchmark (^GSPC)
Portfolio components