Depot 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 30% |
ADBE Adobe Inc | Technology | 15% |
CAT Caterpillar Inc. | Industrials | 19% |
JNJ Johnson & Johnson | Healthcare | 9% |
KO The Coca-Cola Company | Consumer Defensive | 9% |
MCD McDonald's Corporation | Consumer Cyclical | 9% |
NKE NIKE, Inc. | Consumer Cyclical | 9% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Depot 1, 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 Quarterly
The earliest data available for this chart is Aug 13, 1986, corresponding to the inception date of ADBE
Returns By Period
As of Jul 25, 2024, the Depot 1 returned 3.11% Year-To-Date and 19.15% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Depot 1 | 3.71% | 0.52% | 3.33% | 8.62% | 20.00% | 19.22% |
| Portfolio components: | ||||||
MCD McDonald's Corporation | -14.16% | -2.47% | -12.91% | -12.79% | 5.55% | 13.06% |
KO The Coca-Cola Company | 13.89% | 3.15% | 13.05% | 9.20% | 7.35% | 8.47% |
NKE NIKE, Inc. | -33.73% | -24.08% | -29.98% | -32.73% | -2.97% | 7.43% |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.82% | 15.77% |
JNJ Johnson & Johnson | 3.45% | 8.73% | 1.66% | -5.21% | 7.00% | 7.51% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.35% | 22.16% |
Monthly Returns
The table below presents the monthly returns of Depot 1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.83% | 0.72% | -1.85% | -4.18% | 3.85% | 4.47% | 3.71% | ||||||
| 2023 | 5.87% | -3.54% | 7.16% | 1.46% | -1.10% | 10.71% | 3.93% | -1.19% | -6.28% | -2.22% | 9.94% | 3.43% | 30.08% |
| 2022 | -2.67% | -6.04% | 5.70% | -5.87% | -0.82% | -8.94% | 11.38% | -5.50% | -13.13% | 15.82% | 4.69% | -3.03% | -11.66% |
| 2021 | -2.77% | 1.20% | 4.23% | 3.73% | 0.15% | 4.38% | 4.11% | 2.38% | -7.87% | 7.30% | 1.88% | 3.64% | 23.74% |
| 2020 | 1.60% | -7.78% | -8.24% | 9.83% | 5.93% | 6.78% | 7.63% | 13.68% | -2.28% | -3.60% | 8.60% | 6.76% | 42.73% |
| 2019 | 5.56% | 3.40% | 3.62% | 4.91% | -8.92% | 9.86% | 2.06% | -2.41% | 3.76% | 4.34% | 5.81% | 6.25% | 43.90% |
| 2018 | 3.51% | -0.32% | -2.20% | 0.37% | 6.47% | -1.43% | 3.21% | 7.15% | 2.95% | -6.10% | -1.49% | -8.31% | 2.63% |
| 2017 | 4.01% | 6.90% | 2.63% | 3.27% | 4.75% | 0.09% | 3.14% | 3.99% | -1.79% | 9.33% | 3.19% | 1.61% | 49.18% |
| 2016 | -3.90% | 0.59% | 9.39% | -3.94% | 0.62% | -0.07% | 4.78% | 1.06% | 3.63% | -1.78% | 1.27% | 1.72% | 13.40% |
| 2015 | -2.06% | 7.73% | -3.10% | 2.05% | 2.11% | -0.91% | -0.30% | -4.65% | -0.98% | 9.21% | 0.73% | -4.02% | 4.92% |
| 2014 | -4.64% | 6.16% | 0.85% | 4.28% | 3.20% | 4.37% | -2.68% | 5.65% | -1.06% | 3.19% | 5.67% | -5.47% | 20.23% |
| 2013 | -0.61% | -0.40% | 2.82% | 1.94% | -1.11% | -2.50% | 5.65% | 0.91% | 2.86% | 5.10% | 4.18% | 2.28% | 22.86% |
Expense Ratio
Depot 1 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 Depot 1 is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
MCD McDonald's Corporation | -0.74 | -0.95 | 0.89 | -0.69 | -1.38 |
KO The Coca-Cola Company | 0.74 | 1.10 | 1.14 | 0.55 | 1.66 |
NKE NIKE, Inc. | -1.00 | -1.21 | 0.80 | -0.57 | -1.75 |
CAT Caterpillar Inc. | 1.28 | 1.85 | 1.24 | 1.58 | 4.11 |
JNJ Johnson & Johnson | -0.28 | -0.30 | 0.96 | -0.24 | -0.45 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
ADBE Adobe Inc | 0.04 | 0.29 | 1.04 | 0.04 | 0.09 |
Dividends
Dividend yield
Depot 1 granted a 1.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Depot 1 | 1.37% | 1.32% | 1.34% | 1.25% | 1.39% | 1.58% | 1.88% | 1.62% | 2.14% | 2.28% | 1.95% | 1.88% |
| Portfolio components: | ||||||||||||
MCD McDonald's Corporation | 2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
KO The Coca-Cola Company | 2.86% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
NKE NIKE, Inc. | 2.03% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
CAT Caterpillar Inc. | 1.54% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
JNJ Johnson & Johnson | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ADBE Adobe 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Depot 1. 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 Depot 1 was 50.02%, occurring on Mar 9, 2009. Recovery took 159 trading sessions.
The current Depot 1 drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.02% | Jun 6, 2008 | 190 | Mar 9, 2009 | 159 | Oct 22, 2009 | 349 |
| -44.23% | Oct 6, 1987 | 15 | Oct 26, 1987 | 371 | Apr 14, 1989 | 386 |
| -38.75% | May 15, 2002 | 103 | Oct 9, 2002 | 237 | Sep 18, 2003 | 340 |
| -35.86% | May 25, 1990 | 100 | Oct 16, 1990 | 72 | Jan 29, 1991 | 172 |
| -30.81% | Feb 13, 2020 | 27 | Mar 23, 2020 | 55 | Jun 10, 2020 | 82 |
Volatility
Volatility Chart
The current Depot 1 volatility is 4.20%, 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
| AAPL | ADBE | JNJ | NKE | CAT | MCD | KO | |
|---|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.40 | 0.21 | 0.28 | 0.30 | 0.24 | 0.22 |
| ADBE | 0.40 | 1.00 | 0.23 | 0.30 | 0.30 | 0.25 | 0.24 |
| JNJ | 0.21 | 0.23 | 1.00 | 0.27 | 0.28 | 0.33 | 0.43 |
| NKE | 0.28 | 0.30 | 0.27 | 1.00 | 0.32 | 0.30 | 0.29 |
| CAT | 0.30 | 0.30 | 0.28 | 0.32 | 1.00 | 0.30 | 0.29 |
| MCD | 0.24 | 0.25 | 0.33 | 0.30 | 0.30 | 1.00 | 0.38 |
| KO | 0.22 | 0.24 | 0.43 | 0.29 | 0.29 | 0.38 | 1.00 |