kings-aristocrats
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FRT Federal Realty Investment Trust | Real Estate | 12.50% |
JNJ Johnson & Johnson | Healthcare | 12.50% |
KO The Coca-Cola Company | Consumer Defensive | 12.50% |
MMM 3M Company | Industrials | 12.50% |
MO Altria Group, Inc. | Consumer Defensive | 12.50% |
PEP PepsiCo, Inc. | Consumer Defensive | 12.50% |
PG The Procter & Gamble Company | Consumer Defensive | 12.50% |
TGT Target Corporation | Consumer Defensive | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in kings-aristocrats, 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.
The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of TGT
Returns By Period
As of Feb 4, 2025, the kings-aristocrats returned 2.62% Year-To-Date and 7.93% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| kings-aristocrats | 1.07% | 1.40% | -0.73% | 10.10% | 5.46% | 6.77% |
| Portfolio components: | ||||||
MO Altria Group, Inc. | 0.63% | -0.98% | 10.54% | 41.02% | 11.22% | 6.48% |
PG The Procter & Gamble Company | 0.90% | 2.44% | 1.23% | 8.89% | 8.43% | 10.05% |
MMM 3M Company | 17.50% | 16.79% | 22.75% | 102.41% | 6.42% | 4.36% |
JNJ Johnson & Johnson | 6.13% | 6.45% | -1.93% | 1.64% | 2.82% | 7.20% |
KO The Coca-Cola Company | 0.66% | 1.49% | -6.57% | 7.57% | 4.42% | 7.61% |
FRT Federal Realty Investment Trust | -2.45% | -1.37% | -1.95% | 12.88% | 0.74% | 0.84% |
TGT Target Corporation | 0.31% | -0.14% | 2.84% | -1.90% | 5.77% | 8.97% |
PEP PepsiCo, Inc. | -5.64% | -4.12% | -15.46% | -13.35% | 2.81% | 7.12% |
Monthly Returns
The table below presents the monthly returns of kings-aristocrats, 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 | 1.81% | 1.07% | |||||||||||
| 2024 | 0.22% | 1.94% | 5.48% | -1.67% | 0.85% | -0.86% | 5.62% | 5.43% | -0.66% | -2.34% | 0.78% | -4.95% | 9.61% |
| 2023 | -1.26% | -1.72% | 1.84% | 3.31% | -7.89% | 4.28% | 2.49% | -3.44% | -5.79% | -1.62% | 6.20% | 1.37% | -3.17% |
| 2022 | -0.51% | -4.12% | 3.30% | 3.67% | -6.79% | -7.30% | 4.30% | -2.73% | -6.31% | 9.77% | 4.40% | -2.50% | -6.26% |
| 2021 | -2.63% | 0.58% | 9.09% | 1.01% | 4.04% | 0.67% | 4.55% | -0.24% | -5.66% | 4.89% | -2.98% | 7.83% | 22.05% |
| 2020 | -1.56% | -8.79% | -9.67% | 9.49% | 1.20% | -0.18% | 3.73% | 7.04% | -1.65% | -4.11% | 9.81% | 3.10% | 6.34% |
| 2019 | 4.13% | 2.04% | 5.62% | -0.54% | -4.09% | 3.72% | 0.14% | 2.39% | 0.73% | 1.65% | 3.50% | 2.61% | 23.82% |
| 2018 | 0.18% | -7.33% | -1.01% | -4.95% | -0.28% | 4.19% | 5.27% | 0.80% | 1.73% | 1.40% | 0.52% | -8.24% | -8.37% |
| 2017 | 0.17% | 3.90% | -0.90% | 0.22% | 2.93% | 0.24% | -1.39% | -0.80% | -0.26% | 1.66% | 4.35% | 2.36% | 12.98% |
| 2016 | 1.92% | 0.88% | 4.70% | -0.65% | -0.65% | 6.12% | 1.24% | -2.40% | -1.16% | -0.97% | -2.14% | 3.09% | 10.03% |
| 2015 | 0.12% | 3.76% | -2.75% | -2.52% | 1.23% | -2.31% | 4.09% | -4.40% | 2.21% | 7.21% | -1.35% | 1.12% | 5.91% |
| 2014 | -4.93% | 3.24% | 3.24% | 3.83% | 0.75% | 1.83% | -2.34% | 4.71% | 2.10% | 3.71% | 4.91% | -1.53% | 20.75% |
Expense Ratio
kings-aristocrats 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of kings-aristocrats is 36, 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 | |
|---|---|---|---|---|---|
MO Altria Group, Inc. | 2.08 | 3.04 | 1.39 | 1.98 | 8.88 |
PG The Procter & Gamble Company | 0.54 | 0.82 | 1.11 | 0.70 | 2.14 |
MMM 3M Company | 3.01 | 5.89 | 1.68 | 1.74 | 25.72 |
JNJ Johnson & Johnson | -0.00 | 0.12 | 1.01 | -0.00 | -0.00 |
KO The Coca-Cola Company | 0.44 | 0.73 | 1.09 | 0.38 | 0.87 |
FRT Federal Realty Investment Trust | 0.50 | 0.80 | 1.10 | 0.37 | 2.42 |
TGT Target Corporation | -0.09 | 0.14 | 1.02 | -0.07 | -0.22 |
PEP PepsiCo, Inc. | -0.78 | -1.01 | 0.88 | -0.59 | -1.68 |
Dividends
Dividend yield
kings-aristocrats provided a 3.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.69% | 3.61% | 4.23% | 3.76% | 3.13% | 3.58% | 3.21% | 3.57% | 2.94% | 3.00% | 2.99% | 2.76% |
| Portfolio components: | ||||||||||||
MO Altria Group, Inc. | 7.60% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
PG The Procter & Gamble Company | 2.40% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
MMM 3M Company | 2.22% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
JNJ Johnson & Johnson | 3.20% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KO The Coca-Cola Company | 3.10% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
FRT Federal Realty Investment Trust | 4.05% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
TGT Target Corporation | 3.27% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
PEP PepsiCo, Inc. | 3.71% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the kings-aristocrats. 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 kings-aristocrats was 51.43%, occurring on Mar 9, 2009. Recovery took 836 trading sessions.
The current kings-aristocrats drawdown is 4.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.43% | Dec 11, 2007 | 312 | Mar 9, 2009 | 836 | Jun 29, 2012 | 1148 |
| -31.25% | Nov 24, 1998 | 328 | Mar 14, 2000 | 197 | Dec 21, 2000 | 525 |
| -30.44% | Aug 27, 1987 | 37 | Oct 19, 1987 | 376 | Apr 14, 1989 | 413 |
| -29.77% | Jan 24, 2020 | 41 | Mar 23, 2020 | 141 | Oct 12, 2020 | 182 |
| -25.04% | May 3, 2002 | 54 | Jul 19, 2002 | 366 | Dec 31, 2003 | 420 |
Volatility
Volatility Chart
The current kings-aristocrats volatility is 4.58%, 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.
Diversification
Asset Correlations Table
| FRT | TGT | MO | MMM | JNJ | PEP | PG | KO | |
|---|---|---|---|---|---|---|---|---|
| FRT | 1.00 | 0.24 | 0.22 | 0.29 | 0.19 | 0.23 | 0.22 | 0.23 |
| TGT | 0.24 | 1.00 | 0.24 | 0.34 | 0.27 | 0.27 | 0.28 | 0.28 |
| MO | 0.22 | 0.24 | 1.00 | 0.33 | 0.35 | 0.37 | 0.36 | 0.38 |
| MMM | 0.29 | 0.34 | 0.33 | 1.00 | 0.38 | 0.34 | 0.38 | 0.38 |
| JNJ | 0.19 | 0.27 | 0.35 | 0.38 | 1.00 | 0.40 | 0.44 | 0.42 |
| PEP | 0.23 | 0.27 | 0.37 | 0.34 | 0.40 | 1.00 | 0.45 | 0.54 |
| PG | 0.22 | 0.28 | 0.36 | 0.38 | 0.44 | 0.45 | 1.00 | 0.49 |
| KO | 0.23 | 0.28 | 0.38 | 0.38 | 0.42 | 0.54 | 0.49 | 1.00 |