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Index
Defensive US Core 20
“Recession-resilient US basket — staples, healthcare and utilities that hold up in a downturn” — by Gabriel Castillo
built · 2026-04-20 23:29·rebalance · annual·next run · 2027-04-20
backtest · S&P 500 (SPX)·range
CAGR—
Annual vol—
Sharpe—
Sortino—
Max drawdown—
Best year—
Worst year—
risk-free raterf = 4.50%
vs S&P 500 (SPX) · 1M—
vs S&P 500 (SPX) · 1Y—
vs S&P 500 (SPX) · 2Y—
vs S&P 500 (SPX) · 3Y—
vs S&P 500 (SPX) · 5Y—
vs S&P 500 (SPX) · 10Y—
no backtest data
sharpe ratio
| ticker | weight | YTD | 1Y | 3Y | 5Y | 10Y |
|---|---|---|---|---|---|---|
| LLY | 7.1% | — | — | — | — | — |
| WMT | 7.1% | — | — | — | — | — |
| UNH | 7.1% | — | — | — | — | — |
| COST | 7.1% | — | — | — | — | — |
| PG | 7.1% | — | — | — | — | — |
| JNJ | 7.1% | — | — | — | — | — |
| ABBV | 7.1% | — | — | — | — | — |
| KO | 7.1% | — | — | — | — | — |
| MRK | 7.1% | — | — | — | — | — |
| PEP | 7.1% | — | — | — | — | — |
| NEE | 7.1% | — | — | — | — | — |
| SO | 7.1% | — | — | — | — | — |
| CEG | 7.1% | — | — | — | — | — |
| DUK | 7.1% | — | — | — | — | — |
| weighted | 100% | — | — | — | — | — |
attribution factsheet
holdings · 14
click a row to drill in ↗NameAllocationRationale
LLYEli Lilly and CompanyHealthcare7.14%Eli Lilly and Company — Healthcare.WMTWalmart Inc.Consumer Staples7.14%Walmart Inc. — Consumer Staples.UNHUnitedHealth GroupHealthcare7.14%UnitedHealth Group — Healthcare.COSTCostco WholesaleConsumer Staples7.14%Costco Wholesale — Consumer Staples.PGProcter & GambleConsumer Staples7.14%Procter & Gamble — Consumer Staples.JNJJohnson & JohnsonHealthcare7.14%Johnson & Johnson — 3.2% dividend yield; Healthcare.ABBVAbbVie Inc.Healthcare7.14%AbbVie Inc. — 3.4% dividend yield; Healthcare.KOCoca-Cola CompanyConsumer Staples7.14%Coca-Cola Company — Consumer Staples.MRKMerck & Co., Inc.Healthcare7.14%Merck & Co., Inc. — Healthcare.PEPPepsiCo, Inc.Consumer Staples7.14%PepsiCo, Inc. — 3.4% dividend yield; Consumer Staples.NEENextEra EnergyUtilities7.14%NextEra Energy — Utilities.SOSouthern CompanyUtilities7.14%Southern Company — 3.3% dividend yield; Utilities.CEGConstellation EnergyUtilities7.14%Constellation Energy — Utilities.DUKDuke EnergyUtilities7.14%Duke Energy — 3.5% dividend yield; Utilities.
weighting · equal
rebalance · annual
