Trump Portfolio
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is May 3, 2012, corresponding to the inception date of CG
Returns By Period
As of May 11, 2025, the Trump Portfolio returned -10.74% Year-To-Date and 16.21% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Trump Portfolio | -10.74% | 13.26% | -11.55% | 18.46% | 27.64% | 16.21% |
| Portfolio components: | ||||||
AMP Ameriprise Financial, Inc. | -7.00% | 8.17% | -10.29% | 14.97% | 34.33% | 17.11% |
JEF Jefferies Financial Group Inc. | -35.45% | 18.32% | -28.89% | 10.72% | 37.15% | 12.50% |
KKR KKR & Co. Inc. | -20.07% | 15.91% | -22.32% | 14.96% | 36.49% | 20.59% |
BX The Blackstone Group Inc. | -17.89% | 10.14% | -20.22% | 15.39% | 25.65% | 18.44% |
MS Morgan Stanley | -1.77% | 15.10% | -4.66% | 27.79% | 29.22% | 15.63% |
GS The Goldman Sachs Group, Inc. | -0.47% | 15.78% | -2.80% | 27.46% | 28.54% | 13.18% |
JPM JPMorgan Chase & Co. | 6.78% | 11.43% | 8.01% | 30.28% | 26.54% | 17.71% |
CG The Carlyle Group Inc. | -16.17% | 14.77% | -18.55% | 1.97% | 14.92% | 9.22% |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.24% | 12.58% |
BRK-B Berkshire Hathaway Inc. | 13.34% | -0.40% | 10.86% | 24.68% | 24.17% | 13.58% |
BAC Bank of America Corporation | -4.31% | 16.57% | -6.30% | 11.37% | 16.00% | 12.14% |
Monthly Returns
The table below presents the monthly returns of Trump Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.21% | -6.84% | -11.09% | -4.08% | 4.81% | -10.74% | |||||||
| 2024 | -0.58% | 5.66% | 5.77% | -4.72% | 5.76% | 0.42% | 11.30% | -0.19% | 2.30% | 7.62% | 13.66% | -5.29% | 48.02% |
| 2023 | 15.55% | -2.63% | -9.03% | 1.97% | -4.51% | 7.58% | 9.33% | -4.23% | -2.44% | -7.94% | 18.51% | 12.39% | 34.31% |
| 2022 | -2.83% | -6.21% | -1.95% | -13.45% | 8.04% | -14.58% | 13.35% | -3.55% | -11.37% | 15.26% | 8.99% | -8.33% | -20.35% |
| 2021 | -0.27% | 12.86% | 5.88% | 9.95% | 4.17% | 1.69% | 3.00% | 6.90% | -4.25% | 14.53% | -5.47% | 0.39% | 59.03% |
| 2020 | 2.03% | -12.19% | -21.28% | 11.33% | 9.62% | 3.53% | 3.42% | 2.55% | -3.28% | 1.17% | 18.46% | 8.49% | 18.87% |
| 2019 | 14.24% | 0.74% | -1.01% | 11.88% | -9.93% | 10.86% | 5.17% | -6.40% | 6.57% | 5.62% | 6.85% | 3.54% | 56.04% |
| 2018 | 8.02% | -4.55% | -4.85% | -1.62% | -0.10% | -0.41% | 8.19% | -1.59% | -1.32% | -7.58% | -1.17% | -13.60% | -20.37% |
| 2017 | 3.94% | 5.90% | -2.35% | 1.62% | -1.47% | 6.14% | 3.19% | -1.88% | 6.67% | 2.45% | 1.83% | 3.83% | 33.63% |
| 2016 | -11.60% | -3.72% | 8.60% | 2.87% | 1.50% | -6.26% | 8.42% | 5.08% | -2.33% | 0.40% | 16.64% | 3.50% | 22.01% |
| 2015 | -5.11% | 5.54% | -0.53% | 4.02% | 3.16% | -1.35% | -0.05% | -11.31% | -7.38% | 6.98% | -0.18% | -5.75% | -12.86% |
| 2014 | -2.64% | 2.86% | 0.64% | -5.34% | 0.69% | 5.36% | -1.28% | 3.96% | -1.47% | -0.06% | 2.43% | 2.16% | 7.03% |
Expense Ratio
Trump Portfolio 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Trump Portfolio is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 0.54 | 1.01 | 1.14 | 0.66 | 2.07 |
JEF Jefferies Financial Group Inc. | 0.29 | 0.67 | 1.10 | 0.26 | 0.73 |
KKR KKR & Co. Inc. | 0.35 | 0.87 | 1.13 | 0.44 | 1.23 |
BX The Blackstone Group Inc. | 0.43 | 0.89 | 1.11 | 0.45 | 1.17 |
MS Morgan Stanley | 0.84 | 1.43 | 1.21 | 1.06 | 3.36 |
GS The Goldman Sachs Group, Inc. | 0.81 | 1.44 | 1.20 | 0.99 | 3.31 |
JPM JPMorgan Chase & Co. | 1.09 | 1.77 | 1.26 | 1.43 | 4.82 |
CG The Carlyle Group Inc. | 0.05 | 0.40 | 1.05 | 0.08 | 0.21 |
BLK BlackRock, Inc. | 0.77 | 1.25 | 1.18 | 0.88 | 2.83 |
BRK-B Berkshire Hathaway Inc. | 1.31 | 1.87 | 1.27 | 3.01 | 7.59 |
BAC Bank of America Corporation | 0.42 | 0.80 | 1.12 | 0.48 | 1.44 |
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Dividends
Dividend yield
Trump Portfolio provided a 2.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.25% | 1.90% | 2.93% | 3.17% | 1.90% | 2.17% | 2.42% | 3.51% | 2.58% | 3.47% | 5.35% | 3.02% |
| Portfolio components: | ||||||||||||
AMP Ameriprise Financial, Inc. | 1.23% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% |
JEF Jefferies Financial Group Inc. | 2.78% | 1.66% | 7.42% | 3.67% | 2.43% | 0.99% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KKR KKR & Co. Inc. | 0.44% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
BX The Blackstone Group Inc. | 2.91% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
MS Morgan Stanley | 3.04% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
GS The Goldman Sachs Group, Inc. | 2.07% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
JPM JPMorgan Chase & Co. | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
CG The Carlyle Group Inc. | 3.33% | 2.77% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% |
BLK BlackRock, Inc. | 2.22% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
BRK-B Berkshire Hathaway 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% |
BAC Bank of America Corporation | 2.44% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Trump Portfolio. 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 Trump Portfolio was 46.01%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Trump Portfolio drawdown is 17.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.01% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -38.81% | Jun 24, 2015 | 161 | Feb 11, 2016 | 209 | Dec 8, 2016 | 370 |
| -35.75% | Nov 4, 2021 | 228 | Sep 30, 2022 | 312 | Dec 28, 2023 | 540 |
| -31.62% | Jan 29, 2018 | 229 | Dec 24, 2018 | 209 | Oct 23, 2019 | 438 |
| -30.74% | Jan 29, 2025 | 49 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 10.00, 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
| ^GSPC | CG | BX | KKR | BRK-B | JEF | BLK | BAC | JPM | AMP | GS | MS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.57 | 0.63 | 0.63 | 0.70 | 0.63 | 0.75 | 0.62 | 0.65 | 0.73 | 0.68 | 0.68 | 0.80 |
| CG | 0.57 | 1.00 | 0.63 | 0.64 | 0.41 | 0.47 | 0.52 | 0.44 | 0.44 | 0.51 | 0.50 | 0.50 | 0.71 |
| BX | 0.63 | 0.63 | 1.00 | 0.69 | 0.46 | 0.50 | 0.58 | 0.47 | 0.48 | 0.56 | 0.52 | 0.54 | 0.75 |
| KKR | 0.63 | 0.64 | 0.69 | 1.00 | 0.47 | 0.52 | 0.56 | 0.48 | 0.49 | 0.57 | 0.55 | 0.54 | 0.75 |
| BRK-B | 0.70 | 0.41 | 0.46 | 0.47 | 1.00 | 0.58 | 0.65 | 0.66 | 0.69 | 0.68 | 0.65 | 0.65 | 0.71 |
| JEF | 0.63 | 0.47 | 0.50 | 0.52 | 0.58 | 1.00 | 0.60 | 0.65 | 0.64 | 0.66 | 0.67 | 0.68 | 0.78 |
| BLK | 0.75 | 0.52 | 0.58 | 0.56 | 0.65 | 0.60 | 1.00 | 0.61 | 0.63 | 0.71 | 0.64 | 0.67 | 0.79 |
| BAC | 0.62 | 0.44 | 0.47 | 0.48 | 0.66 | 0.65 | 0.61 | 1.00 | 0.83 | 0.71 | 0.76 | 0.79 | 0.82 |
| JPM | 0.65 | 0.44 | 0.48 | 0.49 | 0.69 | 0.64 | 0.63 | 0.83 | 1.00 | 0.72 | 0.78 | 0.77 | 0.82 |
| AMP | 0.73 | 0.51 | 0.56 | 0.57 | 0.68 | 0.66 | 0.71 | 0.71 | 0.72 | 1.00 | 0.71 | 0.73 | 0.84 |
| GS | 0.68 | 0.50 | 0.52 | 0.55 | 0.65 | 0.67 | 0.64 | 0.76 | 0.78 | 0.71 | 1.00 | 0.84 | 0.85 |
| MS | 0.68 | 0.50 | 0.54 | 0.54 | 0.65 | 0.68 | 0.67 | 0.79 | 0.77 | 0.73 | 0.84 | 1.00 | 0.87 |
| Portfolio | 0.80 | 0.71 | 0.75 | 0.75 | 0.71 | 0.78 | 0.79 | 0.82 | 0.82 | 0.84 | 0.85 | 0.87 | 1.00 |