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B&H
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 10%PANW 10%AVGO 9.7%LLY 9.65%NOW 7.95%AMZN 6.2%VRTX 5.73%COST 5.64%MSFT 5.13%AAPL 5%CPRT 5%ELV 5%GOOGL 5%ISRG 5%V 5%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2024FebruaryMarchApril
2,727.88%
264.52%
B&H
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of Apr 20, 2024, the B&H returned 11.94% Year-To-Date and 33.80% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
B&H11.94%-6.62%30.84%59.47%33.65%33.99%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%
PANW
Palo Alto Networks, Inc.
-5.82%-3.16%14.24%43.71%28.22%28.55%
AVGO
Broadcom Inc.
8.38%-10.99%42.38%94.11%35.09%37.50%
LLY
Eli Lilly and Company
24.82%-5.75%24.68%90.11%46.31%31.41%
NOW
ServiceNow, Inc.
1.05%-7.78%31.59%50.83%24.06%30.57%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.41%
VRTX
Vertex Pharmaceuticals Incorporated
-3.10%-5.14%8.96%19.09%17.64%19.59%
COST
Costco Wholesale Corporation
7.65%-3.44%31.67%44.36%25.88%22.62%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.10%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%24.97%
CPRT
Copart, Inc.
7.92%-7.89%21.03%34.90%26.36%28.07%
ELV
Elevance Health Inc
13.06%3.42%17.85%19.42%17.69%20.29%
GOOGL
Alphabet Inc.
10.31%2.20%13.64%46.18%19.44%19.20%
ISRG
Intuitive Surgical, Inc.
8.59%-7.04%37.25%22.02%17.08%24.47%
V
Visa Inc.
3.82%-4.76%16.06%16.17%11.57%18.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.05%7.08%2.66%
2023-5.33%0.80%11.60%5.03%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


B&H
Sharpe ratio
The chart of Sharpe ratio for B&H, currently valued at 3.22, compared to the broader market-1.000.001.002.003.004.003.22
Sortino ratio
The chart of Sortino ratio for B&H, currently valued at 4.17, compared to the broader market-2.000.002.004.006.004.17
Omega ratio
The chart of Omega ratio for B&H, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for B&H, currently valued at 8.71, compared to the broader market0.002.004.006.008.008.71
Martin ratio
The chart of Martin ratio for B&H, currently valued at 27.85, compared to the broader market0.0010.0020.0030.0040.0027.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
PANW
Palo Alto Networks, Inc.
0.881.291.231.383.61
AVGO
Broadcom Inc.
2.583.551.436.6818.15
LLY
Eli Lilly and Company
3.284.631.617.9024.99
NOW
ServiceNow, Inc.
1.752.211.301.309.73
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
VRTX
Vertex Pharmaceuticals Incorporated
0.841.501.191.694.10
COST
Costco Wholesale Corporation
2.583.231.482.3814.31
MSFT
Microsoft Corporation
1.792.571.312.107.69
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
CPRT
Copart, Inc.
1.672.441.303.908.33
ELV
Elevance Health Inc
0.831.251.160.754.09
GOOGL
Alphabet Inc.
1.772.271.321.5610.03
ISRG
Intuitive Surgical, Inc.
0.851.331.170.782.05
V
Visa Inc.
1.161.641.201.595.75

Sharpe Ratio

The current B&H Sharpe ratio is 3.22. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.22

The Sharpe ratio of B&H is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.22
1.66
B&H
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

B&H granted a 0.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
B&H0.53%0.57%0.63%0.51%0.83%0.80%0.86%0.99%0.87%1.03%0.94%1.15%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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.
1.64%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
LLY
Eli Lilly and Company
0.65%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
2.69%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
0.72%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.
0.58%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.
0.00%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.
0.72%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.62%
-5.46%
B&H
Benchmark (^GSPC)
Portfolio components

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 6.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.71%Feb 20, 202023Mar 23, 202041May 20, 202064
-26.61%Dec 28, 2021202Oct 14, 2022123Apr 13, 2023325
-22.05%Dec 7, 201543Feb 8, 201684Jun 8, 2016127
-21.57%Oct 2, 201858Dec 24, 201853Mar 13, 2019111
-11.58%Oct 5, 201228Nov 15, 201273Mar 5, 2013101

Volatility

Volatility Chart

The current B&H volatility is 4.79%, 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%7.00%8.00%NovemberDecember2024FebruaryMarchApril
4.79%
3.15%
B&H
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.

ELVLLYVRTXCOSTPANWCPRTAVGOISRGAAPLNOWNVDAVAMZNGOOGLMSFT
ELV1.000.340.310.310.190.290.250.340.240.220.210.350.230.290.30
LLY0.341.000.370.290.200.260.250.300.240.240.220.320.260.300.32
VRTX0.310.371.000.250.320.310.320.360.310.360.310.380.350.360.35
COST0.310.290.251.000.270.410.350.370.380.310.350.410.400.410.45
PANW0.190.200.320.271.000.400.400.390.380.540.430.380.420.390.41
CPRT0.290.260.310.410.401.000.450.450.430.430.430.500.440.450.48
AVGO0.250.250.320.350.400.451.000.440.530.450.580.460.470.470.51
ISRG0.340.300.360.370.390.450.441.000.460.450.450.490.450.490.52
AAPL0.240.240.310.380.380.430.530.461.000.430.490.460.510.540.57
NOW0.220.240.360.310.540.430.450.450.431.000.510.480.530.500.55
NVDA0.210.220.310.350.430.430.580.450.490.511.000.440.520.520.56
V0.350.320.380.410.380.500.460.490.460.480.441.000.500.550.56
AMZN0.230.260.350.400.420.440.470.450.510.530.520.501.000.650.60
GOOGL0.290.300.360.410.390.450.470.490.540.500.520.550.651.000.65
MSFT0.300.320.350.450.410.480.510.520.570.550.560.560.600.651.00