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CORE Portfolio
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 CORE Portfolio, 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.


500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
2,002.19%
315.65%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of May 9, 2025, the CORE Portfolio returned -4.71% Year-To-Date and 26.92% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
CORE Portfolio-4.71%14.47%-3.34%17.63%30.16%26.92%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
LLY
Eli Lilly and Company
-2.49%3.47%-5.45%-2.41%39.23%28.61%
PANW
Palo Alto Networks, Inc.
3.61%23.60%-2.57%24.44%39.67%22.30%
LPLA
LPL Financial Holdings Inc.
3.92%18.16%11.39%27.53%39.70%25.32%
UNH
UnitedHealth Group Incorporated
-23.46%-30.29%-35.80%-22.16%7.68%14.66%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
MA
Mastercard Inc
8.03%18.36%9.85%25.44%15.66%20.67%
V
Visa Inc.
11.33%13.95%15.28%27.67%14.53%18.54%
AVGO
Broadcom Inc.
-10.11%33.16%13.68%58.68%53.93%36.25%
COKE
Coca-Cola Consolidated, Inc.
-5.54%-8.22%0.20%26.28%38.85%27.42%
VTI
Vanguard Total Stock Market ETF
-3.64%14.17%-5.14%10.03%15.30%11.75%
*Annualized

Monthly Returns

The table below presents the monthly returns of CORE Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.86%-1.15%-7.70%1.32%1.19%-4.71%
20244.71%7.29%3.23%-2.74%7.48%7.14%-0.90%3.68%1.30%-0.01%5.30%1.74%44.83%
20239.17%1.66%7.34%2.76%8.58%6.83%3.21%1.52%-5.60%-0.94%10.44%5.69%62.41%
2022-6.18%-2.16%4.71%-10.54%1.07%-7.71%9.60%-5.47%-10.12%8.04%6.78%-6.37%-19.33%
20210.65%3.26%1.57%6.49%2.43%5.63%3.18%4.15%-4.48%8.43%4.69%4.44%48.01%
20201.90%-7.63%-8.91%13.96%7.82%4.21%5.21%11.19%-4.36%-4.03%11.85%5.90%39.63%
20198.69%5.17%5.40%4.41%-8.70%6.98%2.81%-0.89%0.67%4.45%5.07%4.26%44.20%
20187.08%-1.18%-2.99%0.76%5.17%-0.08%3.35%7.36%1.31%-9.18%0.56%-7.48%3.24%
20174.33%3.31%1.66%1.50%6.35%0.18%4.08%1.69%1.95%5.67%1.85%-0.14%37.39%
2016-6.90%-1.97%8.20%-1.77%4.00%-1.11%7.58%2.34%3.22%-0.46%4.44%3.81%22.35%
2015-0.95%8.79%-1.22%1.93%3.81%-0.51%3.51%-3.76%1.27%8.65%2.83%-0.43%25.74%
2014-1.57%7.30%0.28%-0.82%3.91%1.92%-1.54%6.04%-0.13%4.20%4.85%-1.19%25.23%

Expense Ratio

CORE Portfolio has an expense ratio of 0.01%, which is considered low. 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 CORE Portfolio is 68, 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 CORE Portfolio is 6868
Overall Rank
The Sharpe Ratio Rank of CORE Portfolio is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CORE Portfolio is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CORE Portfolio is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CORE Portfolio is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CORE Portfolio is 6666
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
AAPL
Apple Inc
0.270.631.090.280.95
NVDA
NVIDIA Corporation
0.511.021.130.741.85
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
META
Meta Platforms, Inc.
0.751.321.170.852.66
LLY
Eli Lilly and Company
-0.060.211.03-0.05-0.11
PANW
Palo Alto Networks, Inc.
0.681.201.150.952.88
LPLA
LPL Financial Holdings Inc.
0.711.101.160.751.73
UNH
UnitedHealth Group Incorporated
-0.59-0.500.91-0.55-1.53
MSFT
Microsoft Corporation
0.300.571.070.290.63
MA
Mastercard Inc
1.221.791.261.616.73
V
Visa Inc.
1.271.871.281.986.65
AVGO
Broadcom Inc.
0.941.711.231.474.08
COKE
Coca-Cola Consolidated, Inc.
0.811.631.231.795.87
VTI
Vanguard Total Stock Market ETF
0.510.841.120.521.99

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CORE Portfolio Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.77
  • 5-Year: 1.39
  • 10-Year: 1.24
  • All Time: 1.34

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.95, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of CORE Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.77
0.48
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CORE Portfolio provided a 0.81% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.81%0.79%0.84%1.05%0.80%1.00%1.23%1.43%1.23%1.43%1.45%1.46%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
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%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
PANW
Palo Alto Networks, 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%
LPLA
LPL Financial Holdings Inc.
0.35%0.37%0.53%0.46%0.62%0.96%1.08%1.64%1.75%2.84%2.34%2.15%
UNH
UnitedHealth Group Incorporated
2.18%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
V
Visa Inc.
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
AVGO
Broadcom Inc.
1.08%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
COKE
Coca-Cola Consolidated, Inc.
0.67%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%1.14%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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
-9.02%
-7.82%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CORE 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 CORE Portfolio was 33.30%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current CORE Portfolio drawdown is 9.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.3%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-26.67%Dec 28, 2021202Oct 14, 2022147May 17, 2023349
-21.44%Oct 2, 201858Dec 24, 201857Mar 19, 2019115
-20.52%Feb 20, 202534Apr 8, 2025
-17.43%Dec 7, 201546Feb 11, 2016104Jul 12, 2016150

Volatility

Volatility Chart

The current CORE Portfolio volatility is 12.93%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.93%
11.21%
CORE Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 6.98, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCCOKELLYUNHLPLAPANWMETAAAPLNVDAAVGOAMZNVMAGOOGLMSFTVTIPortfolio
^GSPC1.000.360.420.460.530.490.560.640.610.640.640.680.700.690.720.990.92
COKE0.361.000.160.200.220.190.210.230.190.220.230.270.290.230.240.360.40
LLY0.420.161.000.330.190.220.260.240.230.260.260.300.300.290.320.410.42
UNH0.460.200.331.000.270.190.210.270.210.250.240.360.360.310.310.450.40
LPLA0.530.220.190.271.000.290.280.280.320.350.280.390.410.330.330.550.50
PANW0.490.190.220.190.291.000.360.380.430.410.430.370.370.390.420.500.58
META0.560.210.260.210.280.361.000.450.480.450.570.430.430.600.510.560.61
AAPL0.640.230.240.270.280.380.451.000.470.510.500.440.450.530.560.620.68
NVDA0.610.190.230.210.320.430.480.471.000.590.520.410.430.510.560.610.76
AVGO0.640.220.260.250.350.410.450.510.591.000.470.430.450.470.520.640.74
AMZN0.640.230.260.240.280.430.570.500.520.471.000.470.500.650.610.630.68
V0.680.270.300.360.390.370.430.440.410.430.471.000.830.520.530.670.67
MA0.700.290.300.360.410.370.430.450.430.450.500.831.000.530.550.690.70
GOOGL0.690.230.290.310.330.390.600.530.510.470.650.520.531.000.650.670.72
MSFT0.720.240.320.310.330.420.510.560.560.520.610.530.550.651.000.700.77
VTI0.990.360.410.450.550.500.560.620.610.640.630.670.690.670.701.000.91
Portfolio0.920.400.420.400.500.580.610.680.760.740.680.670.700.720.770.911.00
The correlation results are calculated based on daily price changes starting from Jul 23, 2012