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AJ

Last updated Feb 21, 2024

Asset Allocation


BRK-B 25%AAPL 25%MSFT 25%AMZN 25%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

25%

AAPL
Apple Inc.
Technology

25%

MSFT
Microsoft Corporation
Technology

25%

AMZN
Amazon.com, Inc.
Consumer Cyclical

25%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
17.42%
13.40%
AJ
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 15, 1997, corresponding to the inception date of AMZN

Returns

As of Feb 21, 2024, the AJ returned 6.38% Year-To-Date and 25.44% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
AJ6.38%3.62%17.42%45.16%25.53%25.44%
BRK-B
Berkshire Hathaway Inc.
14.16%10.94%16.14%32.09%14.71%13.69%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.82%
20231.42%-0.19%-5.74%2.27%9.82%0.96%

Sharpe Ratio

The current AJ Sharpe ratio is 2.69. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.69

The Sharpe ratio of AJ 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.69
1.75
AJ
Benchmark (^GSPC)
Portfolio components

Dividend yield

AJ granted a 0.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AJ0.31%0.31%0.44%0.29%0.39%0.56%0.87%0.83%1.07%1.06%1.04%1.17%
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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BRK-B
Berkshire Hathaway Inc.
2.41
AAPL
Apple Inc.
0.97
MSFT
Microsoft Corporation
2.40
AMZN
Amazon.com, Inc.
2.30

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BRK-BAMZNAAPLMSFT
BRK-B1.000.260.260.30
AMZN0.261.000.400.46
AAPL0.260.401.000.49
MSFT0.300.460.491.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.50%
-1.08%
AJ
Benchmark (^GSPC)
Portfolio components

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 57.09%, occurring on Sep 26, 2001. Recovery took 635 trading sessions.

The current AJ drawdown is 2.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.09%Mar 27, 2000376Sep 26, 2001635Apr 5, 20041011
-53.01%Dec 31, 2007227Nov 20, 2008233Oct 26, 2009460
-30.52%Mar 30, 2022194Jan 5, 2023130Jul 14, 2023324
-24.76%Oct 2, 201858Dec 24, 201883Apr 25, 2019141
-24.69%Feb 20, 202023Mar 23, 202052Jun 5, 202075

Volatility Chart

The current AJ volatility is 4.69%, 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%SeptemberOctoberNovemberDecember2024February
4.69%
3.37%
AJ
Benchmark (^GSPC)
Portfolio components
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