AP Equity Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

AP Equity Portfolio

Currency in USD · Last updated May 22, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AXP American Express Company	Financial Services	10%
BRK-B Berkshire Hathaway Inc.	Financial Services	10%
GIVN.SW Givaudan SA	Basic Materials	10%
HSY The Hershey Company	Consumer Defensive	10%
KO The Coca-Cola Company	Consumer Defensive	10%
LLY Eli Lilly and Company	Healthcare	10%
MAA Mid-America Apartment Communities, Inc.	Real Estate	10%
MCD McDonald's Corporation	Consumer Cyclical	10%
META Meta Platforms, Inc.	Communication Services	10%
MSFT Microsoft Corporation	Technology	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 22, 2025, the AP Equity Portfolio returned 6.02% Year-To-Date and 17.97% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.63%	13.31%	-1.23%	9.83%	14.61%	10.64%
AP Equity Portfolio	6.02%	6.05%	6.38%	12.40%	20.57%	17.97%
Portfolio components:
KO The Coca-Cola Company	16.25%	-1.26%	15.78%	17.63%	13.22%	9.12%
GIVN.SW Givaudan SA	15.51%	8.02%	16.01%	10.05%	9.10%	12.85%
MCD McDonald's Corporation	9.79%	2.50%	10.06%	21.92%	14.00%	15.18%
META Meta Platforms, Inc.	8.63%	31.12%	12.57%	37.27%	22.14%	23.00%
MSFT Microsoft Corporation	7.78%	26.25%	9.56%	6.29%	20.82%	27.25%
HSY The Hershey Company	-9.14%	-8.35%	-11.56%	-24.66%	5.43%	7.44%
LLY Eli Lilly and Company	-5.74%	-11.20%	-3.41%	-9.12%	38.44%	27.87%
AXP American Express Company	-3.09%	17.93%	-0.03%	18.99%	27.87%	15.08%
BRK-B Berkshire Hathaway Inc.	11.86%	0.02%	8.15%	22.36%	23.72%	13.37%
MAA Mid-America Apartment Communities, Inc.	2.96%	0.79%	0.89%	18.96%	10.26%	11.18%

*Annualized

Monthly Returns

The table below presents the monthly returns of AP Equity 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	2.08%	5.69%	-3.75%	1.84%	0.25%								6.02%
2024	4.16%	6.43%	2.56%	-2.71%	3.84%	2.22%	1.33%	7.43%	1.61%	-5.29%	2.50%	-2.50%	22.92%
2023	4.83%	0.27%	6.87%	6.66%	-0.13%	4.59%	0.22%	-0.96%	-4.40%	-0.53%	8.26%	3.97%	32.95%
2022	-3.98%	-1.91%	3.85%	-3.23%	-2.52%	-5.36%	5.18%	-4.83%	-6.75%	3.46%	6.89%	-3.41%	-12.93%
2021	-0.19%	1.75%	5.24%	6.10%	3.58%	3.61%	5.30%	1.59%	-5.29%	5.80%	-1.73%	8.16%	38.65%
2020	4.61%	-7.73%	-9.63%	9.21%	3.19%	1.04%	5.11%	6.45%	-2.13%	-4.29%	9.30%	3.30%	17.53%
2019	5.48%	2.09%	3.17%	5.47%	-1.20%	4.95%	1.11%	2.02%	-0.22%	1.36%	1.89%	3.26%	33.34%
2018	2.22%	-5.63%	-1.25%	1.76%	1.84%	1.32%	3.68%	3.70%	0.78%	-0.87%	4.63%	-6.55%	5.04%
2017	2.50%	3.94%	1.13%	2.12%	2.85%	0.80%	2.30%	1.75%	1.82%	2.58%	2.04%	0.81%	27.56%
2016	-1.54%	-1.77%	6.96%	0.11%	0.55%	2.40%	2.39%	-1.76%	-0.93%	0.21%	-1.00%	3.74%	9.36%
2015	-2.61%	2.51%	-1.12%	0.34%	1.32%	-1.76%	5.28%	-3.97%	0.66%	6.45%	1.15%	1.36%	9.49%
2014	1.12%	5.58%	0.30%	0.48%	2.49%	2.09%	-2.61%	4.02%	0.43%	1.33%	4.69%	-0.15%	21.32%

Expense Ratio

AP Equity 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.

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

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, AP Equity Portfolio is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
KO The Coca-Cola Company	1.02	1.76	1.22	1.29	2.77
GIVN.SW Givaudan SA	0.42	0.74	1.10	0.41	0.70
MCD McDonald's Corporation	1.07	2.13	1.29	1.74	6.33
META Meta Platforms, Inc.	0.99	1.51	1.20	1.01	3.09
MSFT Microsoft Corporation	0.24	0.54	1.07	0.26	0.58
HSY The Hershey Company	-0.91	-0.97	0.89	-0.43	-1.43
LLY Eli Lilly and Company	-0.24	-0.12	0.98	-0.40	-0.76
AXP American Express Company	0.58	1.17	1.16	0.79	2.49
BRK-B Berkshire Hathaway Inc.	1.12	1.82	1.27	2.89	7.04
MAA Mid-America Apartment Communities, Inc.	0.87	1.80	1.23	0.68	5.22

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.

AP Equity Portfolio Sharpe ratios as of May 22, 2025 (values are recalculated daily):

1-Year: 0.88
5-Year: 1.36
10-Year: 1.10
All Time: 1.21

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 0.46 to 0.97, 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 AP Equity 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.

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Dividends

Dividend yield

AP Equity Portfolio provided a 1.69% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.69%	1.69%	1.65%	1.54%	1.31%	1.63%	1.67%	1.98%	1.93%	2.11%	2.09%	2.13%
Portfolio components:
KO The Coca-Cola Company	2.73%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
GIVN.SW Givaudan SA	1.70%	1.71%	1.92%	2.33%	1.34%	1.66%	1.98%	2.55%	2.49%	2.33%	2.74%	2.62%
MCD McDonald's Corporation	2.17%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%	3.50%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
HSY The Hershey Company	3.62%	3.24%	2.39%	1.67%	1.76%	2.07%	2.03%	2.57%	2.24%	2.32%	2.50%	1.96%
LLY Eli Lilly and Company	0.77%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
AXP American Express Company	1.02%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%	1.05%
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%
MAA Mid-America Apartment Communities, Inc.	3.83%	3.80%	4.16%	2.98%	2.25%	3.16%	2.91%	3.86%	3.46%	3.35%	3.39%	3.91%

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 AP Equity 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 AP Equity Portfolio was 31.39%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current AP Equity Portfolio drawdown is 1.91%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.39%	Feb 20, 2020	23	Mar 23, 2020	111	Aug 26, 2020	134
-20.39%	Jan 5, 2022	200	Oct 12, 2022	130	Apr 17, 2023	330
-11.47%	Mar 4, 2025	26	Apr 8, 2025	—	—	—
-11.1%	Dec 3, 2018	16	Dec 24, 2018	41	Feb 21, 2019	57
-10.68%	Jan 29, 2018	40	Mar 23, 2018	82	Jul 18, 2018	122

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 10 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

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

	^GSPC	GIVN.SW	LLY	HSY	META	MAA	MCD	KO	AXP	MSFT	BRK-B	Portfolio
^GSPC	1.00	0.26	0.43	0.34	0.56	0.41	0.47	0.46	0.68	0.72	0.70	0.83
GIVN.SW	0.26	1.00	0.14	0.13	0.15	0.14	0.16	0.20	0.15	0.19	0.16	0.37
LLY	0.43	0.14	1.00	0.25	0.26	0.23	0.25	0.28	0.27	0.32	0.33	0.54
HSY	0.34	0.13	0.25	1.00	0.11	0.35	0.38	0.50	0.21	0.23	0.33	0.50
META	0.56	0.15	0.26	0.11	1.00	0.19	0.25	0.15	0.33	0.50	0.30	0.61
MAA	0.41	0.14	0.23	0.35	0.19	1.00	0.33	0.39	0.30	0.28	0.34	0.54
MCD	0.47	0.16	0.25	0.38	0.25	0.33	1.00	0.47	0.34	0.35	0.42	0.58
KO	0.46	0.20	0.28	0.50	0.15	0.39	0.47	1.00	0.34	0.31	0.47	0.59
AXP	0.68	0.15	0.27	0.21	0.33	0.30	0.34	0.34	1.00	0.42	0.63	0.64
MSFT	0.72	0.19	0.32	0.23	0.50	0.28	0.35	0.31	0.42	1.00	0.41	0.67
BRK-B	0.70	0.16	0.33	0.33	0.30	0.34	0.42	0.47	0.63	0.41	1.00	0.67
Portfolio	0.83	0.37	0.54	0.50	0.61	0.54	0.58	0.59	0.64	0.67	0.67	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Performance Analysis

Risk Analysis

Optimization

Factor Model

AP Equity Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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