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Pride 20 — LGBTQ+ Inclusion Leaders Index
“Gay and LGBT stocks only. Dont care about the return or Sharpe only lgbt” — by Ricky
built · 2026-06-02 21:17·rebalance · annual·next run · 2027-06-02
backtest · S&P 500 (SPX)·range
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risk-free raterf = 4.50%
vs S&P 500 (SPX) · 1M—
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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 |
|---|---|---|---|---|---|---|
| AAPL | 12.1% | — | — | — | — | — |
| MSFT | 8.5% | — | — | — | — | — |
| GOOG | 8.5% | — | — | — | — | — |
| AMZN | 7.0% | — | — | — | — | — |
| META | 6.0% | — | — | — | — | — |
| JPM | 5.5% | — | — | — | — | — |
| V | 5.0% | — | — | — | — | — |
| WMT | 5.0% | — | — | — | — | — |
| MA | 4.5% | — | — | — | — | — |
| NFLX | 4.0% | — | — | — | — | — |
| PG | 4.0% | — | — | — | — | — |
| KO | 4.0% | — | — | — | — | — |
| BAC | 3.5% | — | — | — | — | — |
| GS | 3.5% | — | — | — | — | — |
| MS | 3.5% | — | — | — | — | — |
| IBM | 3.0% | — | — | — | — | — |
| COST | 3.0% | — | — | — | — | — |
| HD | 3.0% | — | — | — | — | — |
| JNJ | 3.0% | — | — | — | — | — |
| DIS | 3.0% | — | — | — | — | — |
| weighted | 100% | — | — | — | — | — |
attribution factsheet
holdings · 20
click a row to drill in ↗NameAllocation· cap 12%Rationale
AAPL——12.06%Apple has a long-standing 100% HRC Corporate Equality Index score and CEO Tim Cook is openly gay, making it the most iconic LGBTQ+-led company. Largest market cap in the set, anchoring the index at the 12% cap.MSFT——8.54%Microsoft consistently earns 100% on the CEI with robust LGBTQ+ employee resource groups and inclusive benefits. Second-largest market cap, weighted accordingly.GOOG——8.54%Alphabet/Google has a 100% CEI score, strong LGBTQ+ ERGs, and inclusive global policies. Third-largest market cap, tied with MSFT at 8.5%.AMZN——7.04%Amazon scores 100% on the HRC CEI and has comprehensive LGBTQ+ policies. Large market cap earns it a 7% allocation.META——6.03%Meta Platforms has a 100% CEI rating and strong internal LGBTQ+ inclusion programs. Market cap of ~$1.3T supports a 6% weight.JPM——5.53%JPMorgan Chase is a top financial firm with 100% CEI and decades of LGBTQ+ workplace equality leadership. Weight reflects its ~$800B market cap.V——5.03%Visa scores 100% on the CEI and has strong LGBTQ+ supplier diversity programs. Weighted at 5% based on market cap.WMT——5.03%Walmart has a 100% CEI score and extensive LGBTQ+ inclusion initiatives across its massive workforce. ~$900B market cap supports a 5% weight.MA——4.52%Mastercard consistently earns 100% on the CEI and is known for LGBTQ+ marketing and inclusive products. Weighted at 4.5%.NFLX——4.02%Netflix has a 100% CEI score and is a leader in LGBTQ+ representation through its content and workplace culture. Weighted at 4%.PG——4.02%Procter & Gamble has a 100% CEI score and is famous for LGBTQ+-inclusive advertising (e.g. Tide, Gillette). Weighted at 4%.KO——4.02%Coca-Cola has a 100% CEI score and strong global LGBTQ+ inclusion policies. Weighted at 4%.BAC——3.52%Bank of America has a 100% CEI score and is recognized for LGBTQ+ financial inclusion products. Weighted at 3.5%.GS——3.52%Goldman Sachs has a 100% CEI score and strong LGBTQ+ leadership programs. Weighted at 3.5%.MS——3.52%Morgan Stanley scores 100% on the CEI and has robust LGBTQ+ employee networks. Weighted at 3.5%.IBM——3.02%IBM was one of the first companies to include sexual orientation in its non-discrimination policy (1984). 100% CEI. Weighted at 3%.COST——3.02%Costco has a 100% CEI score and strong LGBTQ+ inclusive benefits. Weighted at 3%.HD——3.02%Home Depot scores 100% on the CEI and has strong LGBTQ+ supplier diversity. Weighted at 3%.JNJ——3.02%Johnson & Johnson has a 100% CEI score and comprehensive LGBTQ+ healthcare inclusion policies. Weighted at 3%.DIS——3.02%Disney has a 100% CEI score and is a major force in LGBTQ+ representation in media and theme parks. Weighted at 3%.
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weighting · market_cap · cap=12%
rebalance · annual
