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First One
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 Every 3 months.


40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
62.77%
54.41%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
First One2.81%10.62%-0.53%11.17%N/AN/A
ABBV
AbbVie Inc.
6.39%6.62%-5.71%19.87%22.17%15.79%
ABNB
Airbnb, Inc.
-3.82%19.59%-14.24%-19.96%N/AN/A
BK
The Bank of New York Mellon Corporation
12.61%17.07%11.37%52.52%23.07%9.83%
BRO
Brown & Brown, Inc.
9.48%-0.78%1.21%32.05%25.19%22.56%
COST
Costco Wholesale Corporation
10.24%11.03%10.53%32.68%29.14%23.66%
DIS
The Walt Disney Company
-5.59%28.63%6.73%0.60%-0.51%0.50%
GM
General Motors Company
-10.89%11.46%-14.10%6.15%15.32%5.55%
KO
The Coca-Cola Company
15.15%4.02%13.48%16.62%12.51%9.11%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
NEE
NextEra Energy, Inc.
-3.92%6.57%-7.07%-3.58%6.08%13.48%
O
Realty Income Corporation
7.85%8.12%2.64%8.55%6.95%7.43%
PFE
Pfizer Inc.
-11.99%5.17%-13.65%-13.66%-4.28%0.57%
PG
The Procter & Gamble Company
-4.18%0.81%-1.69%-1.52%9.16%10.10%
WM
Waste Management, Inc.
15.96%7.70%6.51%12.62%20.24%19.16%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

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
20253.79%4.61%-4.83%-2.54%2.09%2.81%
20244.48%6.59%4.36%-3.45%3.60%1.11%1.25%3.27%1.85%0.63%4.28%-4.96%24.84%
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%1.50%6.22%31.05%
20202.02%2.02%

Expense Ratio

First One has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of First One is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of First One is 6161
Overall Rank
The Sharpe Ratio Rank of First One is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of First One is 6060
Sortino Ratio Rank
The Omega Ratio Rank of First One is 6464
Omega Ratio Rank
The Calmar Ratio Rank of First One is 6262
Calmar Ratio Rank
The Martin Ratio Rank of First One is 5959
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.
0.711.101.170.992.35
ABNB
Airbnb, Inc.
-0.34-0.140.98-0.22-0.68
BK
The Bank of New York Mellon Corporation
2.002.661.402.7710.09
BRO
Brown & Brown, Inc.
1.421.481.221.734.80
COST
Costco Wholesale Corporation
1.351.711.241.524.41
DIS
The Walt Disney Company
0.010.371.050.050.26
GM
General Motors Company
0.140.581.080.230.64
KO
The Coca-Cola Company
0.981.491.191.052.25
META
Meta Platforms, Inc.
0.711.311.170.832.55
NEE
NextEra Energy, Inc.
-0.20-0.210.97-0.32-0.63
O
Realty Income Corporation
0.470.921.120.431.13
PFE
Pfizer Inc.
-0.61-1.040.88-0.32-1.38
PG
The Procter & Gamble Company
-0.11-0.100.99-0.27-0.60
WM
Waste Management, Inc.
0.610.961.151.062.35
USD=X
USD Cash

The current First One Sharpe ratio is 0.72. 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 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.72
0.48
First One
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

First One provided a 2.14% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.14%1.95%2.15%1.64%1.57%1.94%1.97%2.12%2.25%2.13%2.37%1.97%
ABBV
AbbVie Inc.
3.44%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
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
2.20%2.32%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%
BRO
Brown & Brown, Inc.
0.39%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
COST
Costco Wholesale Corporation
0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
DIS
The Walt Disney Company
0.90%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%
GM
General Motors Company
1.01%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
META
Meta Platforms, Inc.
0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
NextEra Energy, Inc.
3.09%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
O
Realty Income Corporation
5.65%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
PFE
Pfizer Inc.
9.23%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%
PG
The Procter & Gamble Company
2.57%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
WM
Waste Management, Inc.
1.32%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.52%
-7.82%
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 5.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.28%Jan 5, 2022117Jun 16, 2022426Feb 2, 2024543
-14.59%Feb 20, 202534Apr 8, 2025
-6.32%Nov 26, 202436Jan 14, 202520Feb 11, 202556
-5.82%Nov 16, 202112Dec 1, 202118Dec 27, 202130
-5.25%Feb 12, 202115Mar 4, 20216Mar 12, 202121

Volatility

Volatility Chart

The current First One volatility is 4.25%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.25%
11.21%
First One
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 13.40, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCUSD=XPFEABBVABNBMETAPGONEEGMWMKOCOSTBKDISBROPortfolio
^GSPC1.000.000.270.290.550.660.310.380.390.550.400.350.600.580.610.540.82
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
PFE0.270.001.000.420.060.100.290.290.280.190.260.320.190.240.160.220.36
ABBV0.290.000.421.000.020.100.390.270.240.160.330.390.190.260.150.290.36
ABNB0.550.000.060.021.000.47-0.020.120.160.430.080.060.310.340.480.200.69
META0.660.000.100.100.471.000.100.110.180.300.130.110.420.310.410.270.60
PG0.310.000.290.39-0.020.101.000.370.440.100.490.640.360.210.180.390.39
O0.380.000.290.270.120.110.371.000.450.260.370.450.280.310.290.400.45
NEE0.390.000.280.240.160.180.440.451.000.240.390.430.310.230.270.380.50
GM0.550.000.190.160.430.300.100.260.241.000.230.190.260.540.520.310.63
WM0.400.000.260.330.080.130.490.370.390.231.000.480.400.280.230.530.46
KO0.350.000.320.390.060.110.640.450.430.190.481.000.360.290.240.410.45
COST0.600.000.190.190.310.420.360.280.310.260.400.361.000.240.290.430.56
BK0.580.000.240.260.340.310.210.310.230.540.280.290.241.000.490.400.61
DIS0.610.000.160.150.480.410.180.290.270.520.230.240.290.491.000.370.66
BRO0.540.000.220.290.200.270.390.400.380.310.530.410.430.400.371.000.57
Portfolio0.820.000.360.360.690.600.390.450.500.630.460.450.560.610.660.571.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020