First One

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

First One

Last updated Jul 25, 2024

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%

Benchmark

S&P 500

Rebalance portfolio

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

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-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.78%	-0.38%	11.47%	18.82%	12.44%	10.64%
First One	19.15%	0.88%	15.29%	19.82%	N/A	N/A
Portfolio components:
ABBV AbbVie Inc.	16.93%	4.15%	8.70%	28.98%	26.63%	17.52%
ABNB Airbnb, Inc.	5.94%	-4.43%	1.49%	-3.96%	N/A	N/A
BK The Bank of New York Mellon Corporation	25.56%	9.51%	17.19%	46.06%	9.44%	7.61%
BRO Brown & Brown, Inc.	37.64%	7.04%	26.80%	37.08%	22.79%	21.23%
COST Costco Wholesale Corporation	26.25%	-2.89%	22.57%	51.10%	26.43%	24.24%
DIS The Walt Disney Company	-0.08%	-11.73%	-4.90%	5.41%	-8.87%	1.33%
GM General Motors Company	30.15%	0.17%	32.97%	22.78%	3.78%	5.60%
KO The Coca-Cola Company	13.44%	3.09%	13.00%	7.72%	7.27%	8.25%
META Meta Platforms, Inc.	30.58%	-9.66%	17.56%	54.81%	18.33%	19.96%
NEE NextEra Energy, Inc.	26.10%	3.33%	32.10%	4.55%	10.14%	14.79%
O Realty Income Corporation	2.66%	8.74%	6.37%	-4.85%	1.41%	7.62%
PFE Pfizer Inc.	7.29%	7.11%	10.78%	-14.93%	-2.06%	4.41%
PG The Procter & Gamble Company	16.81%	1.29%	9.31%	11.90%	10.67%	10.88%
WM Waste Management, Inc.	22.26%	2.51%	18.30%	33.91%	14.88%	19.82%
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%							19.15%
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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of First One is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

First One

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	1.22	1.65	1.23	1.37	3.77
ABNB Airbnb, Inc.	0.02	0.27	1.03	0.02	0.07
BK The Bank of New York Mellon Corporation	2.41	3.37	1.43	1.33	12.32
BRO Brown & Brown, Inc.	2.08	2.98	1.40	3.81	10.54
COST Costco Wholesale Corporation	2.88	3.45	1.54	4.59	14.61
DIS The Walt Disney Company	0.16	0.43	1.06	0.07	0.41
GM General Motors Company	0.92	1.49	1.19	0.45	2.67
KO The Coca-Cola Company	0.87	1.28	1.17	0.64	2.69
META Meta Platforms, Inc.	1.27	2.03	1.27	1.78	7.88
NEE NextEra Energy, Inc.	0.44	0.77	1.11	0.30	1.06
O Realty Income Corporation	0.03	0.17	1.02	0.01	0.05
PFE Pfizer Inc.	-0.50	-0.58	0.93	-0.22	-0.62
PG The Procter & Gamble Company	0.74	1.13	1.14	1.02	2.78
WM Waste Management, Inc.	2.43	3.77	1.52	2.98	17.81
USD=X USD Cash	—	—	—	—	—

Sharpe Ratio

The current First One Sharpe ratio is 1.96. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of First One with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

First One

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

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

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
First One	2.06%	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.	3.48%	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	3.36%	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.	0.52%	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	2.31%	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	0.90%	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	2.87%	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.	0.22%	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.	2.61%	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	5.39%	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.	5.54%	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	2.32%	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.	1.33%	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.

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 1.08%.

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 2.33%, 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.

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=X	ABNB	PFE	ABBV	META	GM	PG	O	NEE	COST	DIS	BK	WM	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	0.46	0.42	0.00	0.16	0.20	0.31	0.48	0.32	0.08	0.09	0.23
PFE	0.00	0.05	1.00	0.40	0.11	0.17	0.30	0.28	0.29	0.20	0.15	0.23	0.27	0.33	0.23
ABBV	0.00	0.02	0.40	1.00	0.10	0.16	0.39	0.23	0.21	0.21	0.14	0.26	0.33	0.38	0.29
META	0.00	0.46	0.11	0.10	1.00	0.29	0.15	0.17	0.22	0.42	0.43	0.31	0.12	0.15	0.32
GM	0.00	0.42	0.17	0.16	0.29	1.00	0.11	0.29	0.25	0.26	0.51	0.55	0.24	0.22	0.32
PG	0.00	0.00	0.30	0.39	0.15	0.11	1.00	0.36	0.44	0.38	0.20	0.23	0.50	0.66	0.39
O	0.00	0.16	0.28	0.23	0.17	0.29	0.36	1.00	0.44	0.31	0.32	0.34	0.38	0.44	0.40
NEE	0.00	0.20	0.29	0.21	0.22	0.25	0.44	0.44	1.00	0.33	0.29	0.25	0.41	0.43	0.40
COST	0.00	0.31	0.20	0.21	0.42	0.26	0.38	0.31	0.33	1.00	0.29	0.24	0.38	0.39	0.45
DIS	0.00	0.48	0.15	0.14	0.43	0.51	0.20	0.32	0.29	0.29	1.00	0.48	0.24	0.28	0.40
BK	0.00	0.32	0.23	0.26	0.31	0.55	0.23	0.34	0.25	0.24	0.48	1.00	0.28	0.32	0.42
WM	0.00	0.08	0.27	0.33	0.12	0.24	0.50	0.38	0.41	0.38	0.24	0.28	1.00	0.50	0.52
KO	0.00	0.09	0.33	0.38	0.15	0.22	0.66	0.44	0.43	0.39	0.28	0.32	0.50	1.00	0.41
BRO	0.00	0.23	0.23	0.29	0.32	0.32	0.39	0.40	0.40	0.45	0.40	0.42	0.52	0.41	1.00

The correlation results are calculated based on daily price changes starting from Dec 11, 2020