B&H
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 5% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.20% |
AVGO Broadcom Inc. | Technology | 9.70% |
COST Costco Wholesale Corporation | Consumer Defensive | 5.64% |
CPRT Copart, Inc. | Industrials | 5% |
ELV Elevance Health Inc | Healthcare | 5% |
GOOGL Alphabet Inc. | Communication Services | 5% |
ISRG Intuitive Surgical, Inc. | Healthcare | 5% |
LLY Eli Lilly and Company | Healthcare | 9.65% |
MSFT Microsoft Corporation | Technology | 5.13% |
NOW ServiceNow, Inc. | Technology | 7.95% |
NVDA NVIDIA Corporation | Technology | 10% |
PANW Palo Alto Networks, Inc. | Technology | 10% |
V Visa Inc. | Financial Services | 5% |
VRTX Vertex Pharmaceuticals Incorporated | Healthcare | 5.73% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in B&H, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Aug 27, 2024, the B&H returned 37.44% Year-To-Date and 34.91% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
B&H | 37.44% | 5.03% | 18.55% | 58.25% | 39.54% | 34.91% |
Portfolio components: | ||||||
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
PANW Palo Alto Networks, Inc. | 17.72% | 6.21% | 10.28% | 49.35% | 39.26% | 28.57% |
AVGO Broadcom Inc. | 44.06% | 5.27% | 24.06% | 88.63% | 45.96% | 38.89% |
LLY Eli Lilly and Company | 63.86% | 18.30% | 24.64% | 72.75% | 55.70% | 33.76% |
NOW ServiceNow, Inc. | 17.18% | 0.03% | 7.92% | 45.67% | 25.72% | 29.86% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
VRTX Vertex Pharmaceuticals Incorporated | 18.62% | -2.55% | 12.00% | 37.27% | 22.04% | 17.88% |
COST Costco Wholesale Corporation | 35.82% | 9.16% | 20.21% | 71.32% | 26.92% | 24.80% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
CPRT Copart, Inc. | 7.27% | 2.96% | -0.68% | 19.73% | 22.76% | 28.54% |
ELV Elevance Health Inc | 16.22% | 3.25% | 8.01% | 21.38% | 17.45% | 18.33% |
GOOGL Alphabet Inc. | 19.09% | -0.50% | 19.78% | 26.98% | 22.84% | 19.10% |
ISRG Intuitive Surgical, Inc. | 42.04% | 8.59% | 23.99% | 58.95% | 23.22% | 24.89% |
V Visa Inc. | 3.61% | 3.58% | -4.92% | 10.86% | 8.96% | 18.46% |
Monthly Returns
The table below presents the monthly returns of B&H, 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 | 8.05% | 7.08% | 2.66% | -2.45% | 6.52% | 10.01% | -2.33% | 37.44% | |||||
2023 | 10.60% | 0.93% | 9.72% | 2.98% | 12.33% | 8.02% | 2.04% | 2.33% | -5.33% | 0.80% | 11.60% | 5.03% | 78.76% |
2022 | -8.66% | 0.84% | 6.72% | -11.35% | -1.41% | -5.29% | 8.80% | -4.96% | -9.20% | 8.77% | 6.65% | -7.98% | -18.44% |
2021 | -0.06% | 0.63% | -1.33% | 6.96% | 1.12% | 7.75% | 4.47% | 5.85% | -4.44% | 10.06% | 3.07% | 5.15% | 45.76% |
2020 | 4.04% | -6.63% | -5.26% | 14.74% | 9.22% | 3.35% | 6.07% | 9.35% | -2.34% | -4.96% | 11.73% | 7.30% | 53.84% |
2019 | 9.44% | 5.60% | 5.17% | 1.68% | -8.84% | 7.31% | 2.58% | -1.73% | -0.10% | 6.44% | 6.13% | 3.51% | 42.37% |
2018 | 9.53% | 1.05% | -1.39% | 1.96% | 6.16% | 0.91% | 3.38% | 9.21% | 0.59% | -10.00% | 0.33% | -5.16% | 15.93% |
2017 | 9.05% | 3.66% | 0.62% | 2.37% | 8.82% | 0.53% | 3.88% | 3.11% | 1.53% | 6.21% | 3.61% | -1.01% | 50.90% |
2016 | -10.69% | -1.63% | 8.42% | 0.22% | 5.36% | -1.55% | 8.53% | 1.03% | 4.99% | -1.61% | 1.15% | 2.55% | 16.33% |
2015 | 1.28% | 8.86% | -0.01% | 0.80% | 5.89% | -2.36% | 5.30% | -3.60% | -0.52% | 8.51% | 5.59% | 1.04% | 34.29% |
2014 | 0.78% | 9.22% | -2.41% | -3.46% | 5.91% | 5.65% | -1.76% | 6.54% | 2.32% | 4.70% | 5.93% | -0.14% | 37.61% |
2013 | 5.00% | 2.17% | 3.18% | 3.76% | 2.00% | -1.70% | 3.42% | 0.19% | 3.30% | 2.54% | 4.58% | 5.39% | 39.31% |
Expense Ratio
B&H 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 risk-adjusted rank of B&H is 94, placing it in the top 6% 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 | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
PANW Palo Alto Networks, Inc. | 1.19 | 1.51 | 1.27 | 1.73 | 3.65 |
AVGO Broadcom Inc. | 2.09 | 2.78 | 1.35 | 3.57 | 11.56 |
LLY Eli Lilly and Company | 2.48 | 3.25 | 1.44 | 3.98 | 14.01 |
NOW ServiceNow, Inc. | 1.53 | 2.01 | 1.30 | 2.07 | 7.46 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
VRTX Vertex Pharmaceuticals Incorporated | 1.69 | 2.64 | 1.34 | 3.28 | 7.46 |
COST Costco Wholesale Corporation | 3.80 | 4.35 | 1.68 | 6.49 | 18.77 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
CPRT Copart, Inc. | 1.10 | 1.61 | 1.19 | 1.45 | 3.68 |
ELV Elevance Health Inc | 1.09 | 1.55 | 1.21 | 1.06 | 7.24 |
GOOGL Alphabet Inc. | 1.02 | 1.44 | 1.20 | 1.53 | 4.54 |
ISRG Intuitive Surgical, Inc. | 2.40 | 3.28 | 1.44 | 2.32 | 11.81 |
V Visa Inc. | 0.86 | 1.19 | 1.16 | 1.03 | 2.56 |
Dividends
Dividend yield
B&H granted a 0.46% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
B&H | 0.46% | 0.57% | 0.63% | 0.51% | 0.83% | 0.80% | 1.00% | 1.05% | 0.95% | 1.12% | 1.04% | 1.34% |
Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
PANW Palo Alto Networks, 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% |
AVGO Broadcom Inc. | 1.27% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
LLY Eli Lilly and Company | 0.53% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NOW ServiceNow, 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% |
AMZN Amazon.com, 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% |
VRTX Vertex Pharmaceuticals Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
CPRT Copart, 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% |
ELV Elevance Health Inc | 1.14% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% | 1.62% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISRG Intuitive Surgical, 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% |
V Visa Inc. | 0.78% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the B&H. 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 B&H was 29.71%, occurring on Mar 23, 2020. Recovery took 41 trading sessions.
The current B&H drawdown is 1.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-29.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 41 | May 20, 2020 | 64 |
-26.61% | Dec 28, 2021 | 202 | Oct 14, 2022 | 123 | Apr 13, 2023 | 325 |
-22.05% | Dec 7, 2015 | 43 | Feb 8, 2016 | 84 | Jun 8, 2016 | 127 |
-21.57% | Oct 2, 2018 | 58 | Dec 24, 2018 | 53 | Mar 13, 2019 | 111 |
-12.08% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current B&H volatility is 8.16%, 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
ELV | LLY | VRTX | COST | PANW | CPRT | AVGO | AAPL | ISRG | NVDA | NOW | V | AMZN | GOOGL | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELV | 1.00 | 0.33 | 0.31 | 0.30 | 0.19 | 0.29 | 0.24 | 0.24 | 0.33 | 0.20 | 0.21 | 0.34 | 0.23 | 0.28 | 0.29 |
LLY | 0.33 | 1.00 | 0.37 | 0.29 | 0.21 | 0.26 | 0.25 | 0.24 | 0.30 | 0.22 | 0.24 | 0.31 | 0.26 | 0.29 | 0.32 |
VRTX | 0.31 | 0.37 | 1.00 | 0.25 | 0.32 | 0.31 | 0.31 | 0.30 | 0.36 | 0.30 | 0.36 | 0.38 | 0.34 | 0.36 | 0.35 |
COST | 0.30 | 0.29 | 0.25 | 1.00 | 0.28 | 0.41 | 0.35 | 0.38 | 0.38 | 0.35 | 0.31 | 0.41 | 0.40 | 0.41 | 0.45 |
PANW | 0.19 | 0.21 | 0.32 | 0.28 | 1.00 | 0.40 | 0.40 | 0.38 | 0.39 | 0.42 | 0.53 | 0.37 | 0.42 | 0.39 | 0.41 |
CPRT | 0.29 | 0.26 | 0.31 | 0.41 | 0.40 | 1.00 | 0.44 | 0.43 | 0.45 | 0.42 | 0.43 | 0.49 | 0.44 | 0.45 | 0.47 |
AVGO | 0.24 | 0.25 | 0.31 | 0.35 | 0.40 | 0.44 | 1.00 | 0.52 | 0.44 | 0.59 | 0.45 | 0.45 | 0.46 | 0.46 | 0.51 |
AAPL | 0.24 | 0.24 | 0.30 | 0.38 | 0.38 | 0.43 | 0.52 | 1.00 | 0.45 | 0.48 | 0.43 | 0.45 | 0.50 | 0.54 | 0.56 |
ISRG | 0.33 | 0.30 | 0.36 | 0.38 | 0.39 | 0.45 | 0.44 | 0.45 | 1.00 | 0.45 | 0.45 | 0.48 | 0.45 | 0.49 | 0.52 |
NVDA | 0.20 | 0.22 | 0.30 | 0.35 | 0.42 | 0.42 | 0.59 | 0.48 | 0.45 | 1.00 | 0.51 | 0.43 | 0.51 | 0.51 | 0.56 |
NOW | 0.21 | 0.24 | 0.36 | 0.31 | 0.53 | 0.43 | 0.45 | 0.43 | 0.45 | 0.51 | 1.00 | 0.48 | 0.53 | 0.50 | 0.55 |
V | 0.34 | 0.31 | 0.38 | 0.41 | 0.37 | 0.49 | 0.45 | 0.45 | 0.48 | 0.43 | 0.48 | 1.00 | 0.49 | 0.54 | 0.55 |
AMZN | 0.23 | 0.26 | 0.34 | 0.40 | 0.42 | 0.44 | 0.46 | 0.50 | 0.45 | 0.51 | 0.53 | 0.49 | 1.00 | 0.65 | 0.60 |
GOOGL | 0.28 | 0.29 | 0.36 | 0.41 | 0.39 | 0.45 | 0.46 | 0.54 | 0.49 | 0.51 | 0.50 | 0.54 | 0.65 | 1.00 | 0.65 |
MSFT | 0.29 | 0.32 | 0.35 | 0.45 | 0.41 | 0.47 | 0.51 | 0.56 | 0.52 | 0.56 | 0.55 | 0.55 | 0.60 | 0.65 | 1.00 |