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Depot 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 30%CAT 19%ADBE 15%MCD 9%KO 9%NKE 9%JNJ 9%EquityEquity
PositionCategory/SectorWeight
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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.22%
8.53%
Depot 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 20, 1986, corresponding to the inception date of ADBE

Returns By Period

As of Dec 19, 2024, the Depot 1 returned 7.77% Year-To-Date and 19.05% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Depot 19.04%1.23%6.22%8.01%17.70%19.08%
MCD
McDonald's Corporation
1.11%1.21%14.18%2.88%10.78%14.92%
KO
The Coca-Cola Company
9.38%0.05%1.09%11.16%5.86%7.20%
NKE
NIKE, Inc.
-27.91%5.42%-20.06%-36.12%-4.01%6.06%
CAT
Caterpillar Inc.
25.79%-4.05%12.51%28.21%22.63%17.76%
JNJ
Johnson & Johnson
-4.91%-4.89%-1.35%-3.74%2.59%6.22%
AAPL
Apple Inc
32.83%11.13%22.93%31.36%30.37%26.14%
ADBE
Adobe Inc
-25.05%-10.48%-16.17%-25.49%6.43%19.69%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.83%0.72%-1.85%-4.18%3.85%4.47%3.89%5.11%1.81%-5.16%4.28%9.04%
20235.87%-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%
20201.60%-7.78%-8.24%9.83%5.93%6.78%7.63%13.68%-2.28%-3.60%8.60%6.76%42.73%
20195.56%3.40%3.62%4.91%-8.92%9.86%2.06%-2.41%3.76%4.34%5.81%6.25%43.90%
20183.51%-0.32%-2.20%0.37%6.47%-1.43%3.21%7.15%2.95%-6.10%-1.49%-8.31%2.63%
20174.01%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Depot 1 is 9, meaning it’s performing worse than 91% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Depot 1 is 99
Overall Rank
The Sharpe Ratio Rank of Depot 1 is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of Depot 1 is 77
Sortino Ratio Rank
The Omega Ratio Rank of Depot 1 is 77
Omega Ratio Rank
The Calmar Ratio Rank of Depot 1 is 1616
Calmar Ratio Rank
The Martin Ratio Rank of Depot 1 is 88
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.


Sharpe ratio
The chart of Sharpe ratio for Depot 1, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.000.632.10
The chart of Sortino ratio for Depot 1, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.006.000.932.80
The chart of Omega ratio for Depot 1, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.601.801.121.39
The chart of Calmar ratio for Depot 1, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.0012.001.093.09
The chart of Martin ratio for Depot 1, currently valued at 2.76, compared to the broader market0.0010.0020.0030.0040.0050.002.7613.49
Depot 1
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MCD
McDonald's Corporation
0.210.411.050.220.47
KO
The Coca-Cola Company
0.931.401.170.802.33
NKE
NIKE, Inc.
-1.04-1.280.79-0.61-1.24
CAT
Caterpillar Inc.
1.091.631.211.793.92
JNJ
Johnson & Johnson
-0.18-0.160.98-0.16-0.46
AAPL
Apple Inc
1.382.041.261.884.89
ADBE
Adobe Inc
-0.68-0.770.88-0.69-1.37

The current Depot 1 Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.07, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Depot 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.63
2.10
Depot 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Depot 1 provided a 1.37% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.37%1.32%1.34%1.25%1.39%1.58%1.88%1.62%2.14%2.28%1.95%1.88%
MCD
McDonald's Corporation
2.32%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
3.10%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.
1.96%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.
1.48%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
3.40%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
0.39%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.11%
-2.62%
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 50.01%, occurring on Mar 9, 2009. Recovery took 159 trading sessions.

The current Depot 1 drawdown is 5.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.01%Jun 6, 2008190Mar 9, 2009159Oct 22, 2009349
-44.24%Oct 6, 198715Oct 26, 1987373Apr 18, 1989388
-38.82%May 15, 2002103Oct 9, 2002237Sep 18, 2003340
-35.92%May 25, 1990100Oct 16, 199072Jan 29, 1991172
-30.81%Feb 13, 202027Mar 23, 202055Jun 10, 202082

Volatility

Volatility Chart

The current Depot 1 volatility is 4.36%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.36%
3.79%
Depot 1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AAPLADBEJNJNKECATMCDKO
AAPL1.000.400.210.280.300.250.22
ADBE0.401.000.230.300.300.250.24
JNJ0.210.231.000.270.280.330.43
NKE0.280.300.271.000.320.300.28
CAT0.300.300.280.321.000.300.28
MCD0.250.250.330.300.301.000.38
KO0.220.240.430.280.280.381.00
The correlation results are calculated based on daily price changes starting from Aug 21, 1986
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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