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Depot 1

Last updated Feb 21, 2024

Asset Allocation


MCD 25%KO 25%NKE 25%CAT 25%EquityEquity
PositionCategory/SectorWeight
MCD
McDonald's Corporation
Consumer Cyclical

25%

KO
The Coca-Cola Company
Consumer Defensive

25%

NKE
NIKE, Inc.
Consumer Cyclical

25%

CAT
Caterpillar Inc.
Industrials

25%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.61%
13.40%
Depot 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 6, 1983, corresponding to the inception date of NKE

Returns

As of Feb 21, 2024, the Depot 1 returned 0.82% Year-To-Date and 13.81% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Depot 10.82%2.46%7.61%7.01%13.09%13.81%
MCD
McDonald's Corporation
-1.30%-2.62%5.59%10.85%12.47%14.76%
KO
The Coca-Cola Company
3.00%1.45%2.68%4.15%9.14%8.43%
NKE
NIKE, Inc.
-4.85%1.49%2.50%-16.18%5.32%11.70%
CAT
Caterpillar Inc.
6.60%9.98%17.25%29.19%20.62%15.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.21%
20232.37%-2.00%-4.73%-2.01%7.49%5.00%

Sharpe Ratio

The current Depot 1 Sharpe ratio is 0.57. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.57

The Sharpe ratio of Depot 1 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.57
1.75
Depot 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

Depot 1 granted a 2.03% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Depot 12.03%2.05%1.98%1.89%2.08%2.18%2.34%2.15%2.74%2.81%2.57%2.23%
MCD
McDonald's Corporation
2.13%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
3.03%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.
1.35%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.
1.63%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MCD
McDonald's Corporation
0.91
KO
The Coca-Cola Company
0.44
NKE
NIKE, Inc.
-0.58
CAT
Caterpillar Inc.
1.04

Asset Correlations Table

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

NKECATKOMCD
NKE1.000.320.280.30
CAT0.321.000.280.30
KO0.280.281.000.38
MCD0.300.300.381.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.89%
-1.08%
Depot 1
Benchmark (^GSPC)
Portfolio components

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 42.53%, occurring on Mar 5, 2009. Recovery took 253 trading sessions.

The current Depot 1 drawdown is 1.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.53%Apr 21, 2008221Mar 5, 2009253Mar 8, 2010474
-40.64%May 4, 1999214Mar 7, 2000951Dec 16, 20031165
-36.62%Feb 14, 202026Mar 23, 2020114Sep 2, 2020140
-32.52%Sep 24, 198723Oct 26, 1987250Oct 20, 1988273
-30.29%Jul 3, 198661Sep 29, 1986120Mar 20, 1987181

Volatility Chart

The current Depot 1 volatility is 3.78%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
3.78%
3.37%
Depot 1
Benchmark (^GSPC)
Portfolio components
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