AJ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 27.50% |
MSFT Microsoft Corporation | Technology | 72.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AJ, 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 May 9, 1996, corresponding to the inception date of BRK-B
Returns By Period
As of Jul 24, 2024, the AJ returned 19.74% Year-To-Date and 24.38% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| AJ | 19.74% | 0.88% | 13.38% | 29.11% | 24.91% | 24.38% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 21.69% | 5.95% | 16.63% | 24.13% | 15.91% | 13.06% |
MSFT Microsoft Corporation | 18.73% | -1.10% | 11.93% | 29.91% | 27.28% | 28.01% |
Monthly Returns
The table below presents the monthly returns of AJ, 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 | 6.24% | 4.91% | 1.99% | -6.96% | 6.15% | 5.06% | 19.74% | ||||||
| 2023 | 2.65% | 0.11% | 11.75% | 6.53% | 4.54% | 4.34% | -0.10% | -0.93% | -3.33% | 4.48% | 10.58% | -0.81% | 46.27% |
| 2022 | -4.16% | -1.79% | 5.24% | -9.58% | -1.90% | -7.76% | 9.53% | -6.64% | -9.26% | 2.67% | 9.55% | -5.15% | -19.77% |
| 2021 | 2.63% | 1.77% | 2.80% | 7.14% | 0.87% | 4.99% | 3.78% | 5.23% | -6.07% | 14.22% | -1.00% | 3.30% | 45.98% |
| 2020 | 5.50% | -5.47% | -4.80% | 10.53% | 1.64% | 7.24% | 3.16% | 10.59% | -5.45% | -4.13% | 8.01% | 3.16% | 31.79% |
| 2019 | 2.23% | 5.08% | 3.87% | 9.95% | -6.01% | 8.24% | 0.24% | 0.84% | 1.21% | 2.87% | 5.32% | 3.81% | 43.62% |
| 2018 | 10.27% | -1.52% | -2.95% | 1.00% | 4.23% | -0.82% | 7.15% | 6.08% | 2.02% | -5.93% | 4.84% | -7.85% | 15.96% |
| 2017 | 3.12% | 0.88% | 1.34% | 2.63% | 1.92% | -0.33% | 4.88% | 3.43% | 0.05% | 9.02% | 2.09% | 1.90% | 35.28% |
| 2016 | -0.98% | -4.14% | 7.73% | -6.36% | 3.90% | -1.66% | 7.69% | 2.60% | -0.85% | 2.89% | 3.35% | 3.23% | 17.65% |
| 2015 | -10.59% | 7.28% | -5.81% | 13.65% | -2.02% | -5.54% | 5.53% | -6.17% | 0.49% | 14.93% | 2.61% | 1.24% | 12.91% |
| 2014 | -0.78% | 2.46% | 7.24% | -0.19% | 1.36% | 0.96% | 2.29% | 6.86% | 1.66% | 1.32% | 3.47% | -1.76% | 27.42% |
| 2013 | 4.23% | 3.05% | 2.64% | 11.93% | 6.46% | -1.26% | -4.71% | 2.77% | 0.32% | 5.03% | 6.59% | -0.98% | 41.28% |
Expense Ratio
AJ 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 rank of AJ is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 2.04 | 2.94 | 1.35 | 2.44 | 7.29 |
MSFT Microsoft Corporation | 1.54 | 2.06 | 1.26 | 2.34 | 7.01 |
Dividends
Dividend yield
AJ granted a 0.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AJ | 0.48% | 0.54% | 0.77% | 0.50% | 0.68% | 0.87% | 1.23% | 1.35% | 1.72% | 1.69% | 1.79% | 1.88% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
MSFT Microsoft Corporation | 0.66% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AJ. 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 AJ was 55.00%, occurring on Mar 9, 2009. Recovery took 761 trading sessions.
The current AJ drawdown is 2.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55% | Dec 27, 2007 | 301 | Mar 9, 2009 | 761 | Mar 14, 2012 | 1062 |
| -47.96% | Jan 3, 2000 | 246 | Dec 20, 2000 | 1713 | Oct 17, 2007 | 1959 |
| -28.75% | Dec 30, 2021 | 214 | Nov 3, 2022 | 136 | May 22, 2023 | 350 |
| -27.95% | Feb 11, 2020 | 29 | Mar 23, 2020 | 69 | Jun 30, 2020 | 98 |
| -22.03% | Jul 14, 1998 | 62 | Oct 8, 1998 | 33 | Nov 24, 1998 | 95 |
Volatility
Volatility Chart
The current AJ volatility is 3.86%, 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
| BRK-B | MSFT | |
|---|---|---|
| BRK-B | 1.00 | 0.30 |
| MSFT | 0.30 | 1.00 |