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Purchase
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 21.69%MSFT 9.02%HCA 8.14%QQQ 7.81%AAPL 7.43%ISRG 5.94%GOOGL 5.89%V 4.93%AMZN 4.69%UNH 4.14%LMT 4.05%CSX 4.02%LVMUY 3.58%HD 3.36%VOO 2.68%BABA 2.63%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

7.43%

AMZN
Amazon.com, Inc.
Consumer Cyclical

4.69%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

2.63%

CSX
CSX Corporation
Industrials

4.02%

GOOGL
Alphabet Inc.
Communication Services

5.89%

HCA
HCA Healthcare, Inc.
Healthcare

8.14%

HD
The Home Depot, Inc.
Consumer Cyclical

3.36%

ISRG
Intuitive Surgical, Inc.
Healthcare

5.94%

LMT
Lockheed Martin Corporation
Industrials

4.05%

LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical

3.58%

MSFT
Microsoft Corporation
Technology

9.02%

NVDA
NVIDIA Corporation
Technology

21.69%

QQQ
Invesco QQQ
Large Cap Blend Equities

7.81%

UNH
UnitedHealth Group Incorporated
Healthcare

4.14%

V
Visa Inc.
Financial Services

4.93%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

2.68%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Purchase, 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


0.00%500.00%1,000.00%1,500.00%2,000.00%FebruaryMarchAprilMayJuneJuly
1,745.06%
173.83%
Purchase
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Purchase39.11%-0.79%30.95%47.87%36.53%N/A
AAPL
Apple Inc
16.81%8.11%17.40%17.49%34.93%26.82%
AMZN
Amazon.com, Inc.
20.53%-3.15%17.89%40.87%12.97%26.14%
BABA
Alibaba Group Holding Limited
-2.06%2.17%9.35%-16.54%-15.50%N/A
GOOGL
Alphabet Inc.
27.33%-1.10%21.51%48.20%25.47%19.45%
HCA
HCA Healthcare, Inc.
19.49%-4.95%12.40%13.95%19.13%18.73%
ISRG
Intuitive Surgical, Inc.
34.87%5.19%21.39%35.15%20.55%26.50%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-8.02%-3.51%3.15%-21.96%13.54%18.15%
MSFT
Microsoft Corporation
16.67%-2.82%10.04%28.15%26.99%27.68%
NVDA
NVIDIA Corporation
138.17%-6.83%98.26%166.23%93.74%75.12%
QQQ
Invesco QQQ
16.39%-0.87%13.16%27.39%20.52%18.27%
HD
The Home Depot, Inc.
6.21%2.12%1.56%16.36%14.05%19.03%
CSX
CSX Corporation
0.74%3.83%1.09%8.35%9.72%14.58%
LMT
Lockheed Martin Corporation
6.26%1.57%5.21%7.38%8.73%14.05%
UNH
UnitedHealth Group Incorporated
8.26%17.14%13.19%13.35%19.09%22.62%
V
Visa Inc.
2.34%-3.55%-1.64%11.81%8.75%17.84%
VOO
Vanguard S&P 500 ETF
16.29%0.91%14.59%23.21%14.76%12.82%

Monthly Returns

The table below presents the monthly returns of Purchase, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.52%9.77%5.52%-4.05%10.10%5.78%39.11%
202312.87%2.06%11.97%3.14%9.22%8.05%3.10%-0.08%-7.36%-2.11%10.22%4.41%68.78%
2022-8.18%-1.70%5.11%-15.63%-1.54%-9.40%13.53%-7.79%-11.77%9.21%11.14%-7.45%-25.91%
2021-1.36%2.27%2.73%9.33%1.45%8.33%3.39%4.59%-5.86%11.84%5.26%0.96%50.62%
20201.92%-2.36%-7.90%13.82%8.68%3.75%10.10%13.39%-3.80%-3.52%9.46%3.12%53.86%
20198.22%4.26%6.30%3.02%-10.23%10.47%1.92%-1.47%1.66%7.45%5.59%5.01%49.04%
201813.98%-1.64%-3.37%1.43%7.13%-1.10%6.15%8.32%0.87%-12.35%-3.06%-11.04%2.06%
20175.87%2.52%3.26%2.22%11.07%0.00%3.79%3.71%1.99%7.46%2.60%-0.85%52.70%
2016-5.66%0.79%9.33%-1.14%9.24%-1.00%9.87%2.30%5.02%0.64%6.84%5.76%49.18%
2015-2.39%8.16%-2.22%3.23%1.82%-2.70%4.85%-1.93%0.30%10.79%4.02%0.13%25.64%
2014-2.32%4.48%5.05%-1.93%5.14%

Expense Ratio

Purchase has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Purchase is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Purchase is 8989
Purchase
The Sharpe Ratio Rank of Purchase is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of Purchase is 9090Sortino Ratio Rank
The Omega Ratio Rank of Purchase is 8989Omega Ratio Rank
The Calmar Ratio Rank of Purchase is 8989Calmar Ratio Rank
The Martin Ratio Rank of Purchase is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Purchase
Sharpe ratio
The chart of Sharpe ratio for Purchase, currently valued at 2.51, compared to the broader market-1.000.001.002.003.004.002.51
Sortino ratio
The chart of Sortino ratio for Purchase, currently valued at 3.57, compared to the broader market-2.000.002.004.006.003.57
Omega ratio
The chart of Omega ratio for Purchase, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for Purchase, currently valued at 3.57, compared to the broader market0.002.004.006.008.0010.003.57
Martin ratio
The chart of Martin ratio for Purchase, currently valued at 12.41, compared to the broader market0.0010.0020.0030.0040.0012.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.691.141.140.941.86
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
BABA
Alibaba Group Holding Limited
-0.48-0.500.94-0.21-0.73
GOOGL
Alphabet Inc.
1.662.211.312.2410.04
HCA
HCA Healthcare, Inc.
0.570.901.120.501.58
ISRG
Intuitive Surgical, Inc.
1.061.691.221.032.98
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-0.79-1.060.89-0.68-1.28
MSFT
Microsoft Corporation
1.211.681.211.855.57
NVDA
NVIDIA Corporation
3.273.721.467.6121.37
QQQ
Invesco QQQ
1.522.101.261.747.71
HD
The Home Depot, Inc.
0.851.351.160.551.85
CSX
CSX Corporation
0.230.441.050.190.49
LMT
Lockheed Martin Corporation
0.500.901.120.411.97
UNH
UnitedHealth Group Incorporated
0.641.061.140.701.87
V
Visa Inc.
0.781.131.141.142.67
VOO
Vanguard S&P 500 ETF
1.992.801.351.937.76

Sharpe Ratio

The current Purchase Sharpe ratio is 2.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Purchase with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
2.51
1.82
Purchase
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Purchase granted a 0.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Purchase0.71%0.70%0.73%0.56%0.66%0.81%1.04%0.81%1.03%1.59%1.29%1.38%
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%
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%
BABA
Alibaba Group Holding Limited
2.19%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HCA
HCA Healthcare, Inc.
0.78%0.89%0.93%0.75%0.47%1.08%1.12%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%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.89%1.65%1.78%0.99%1.64%1.49%2.21%1.59%2.11%12.92%2.38%2.17%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
HD
The Home Depot, Inc.
2.39%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
CSX
CSX Corporation
1.33%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
LMT
Lockheed Martin Corporation
2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
UNH
UnitedHealth Group Incorporated
1.37%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
V
Visa Inc.
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
VOO
Vanguard S&P 500 ETF
1.31%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.77%
-2.86%
Purchase
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Purchase. 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 Purchase was 36.05%, occurring on Oct 14, 2022. Recovery took 147 trading sessions.

The current Purchase drawdown is 3.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.05%Dec 28, 2021202Oct 14, 2022147May 17, 2023349
-32.27%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-30.18%Oct 2, 201858Dec 24, 2018212Oct 28, 2019270
-14.74%Dec 7, 201546Feb 11, 201631Mar 29, 201677
-13.13%Sep 3, 202014Sep 23, 202051Dec 4, 202065

Volatility

Volatility Chart

The current Purchase volatility is 4.85%, 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%FebruaryMarchAprilMayJuneJuly
4.85%
2.76%
Purchase
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.

LMTUNHBABAHCACSXLVMUYHDNVDAAMZNISRGAAPLVGOOGLMSFTQQQVOO
LMT1.000.330.160.290.350.230.330.170.170.260.250.370.230.270.300.42
UNH0.331.000.180.400.360.280.360.230.260.370.320.380.330.350.380.49
BABA0.160.181.000.190.260.380.240.400.420.350.380.370.420.390.500.45
HCA0.290.400.191.000.390.320.390.260.240.420.310.370.310.310.400.52
CSX0.350.360.260.391.000.390.460.350.320.400.410.450.370.420.500.63
LVMUY0.230.280.380.320.391.000.390.360.410.410.410.470.440.450.530.57
HD0.330.360.240.390.460.391.000.370.390.410.400.470.410.460.540.63
NVDA0.170.230.400.260.350.360.371.000.540.490.530.450.530.600.730.62
AMZN0.170.260.420.240.320.410.390.541.000.500.570.490.680.650.760.64
ISRG0.260.370.350.420.400.410.410.490.501.000.510.540.530.590.670.66
AAPL0.250.320.380.310.410.410.400.530.570.511.000.500.590.640.780.70
V0.370.380.370.370.450.470.470.450.490.540.501.000.560.600.660.70
GOOGL0.230.330.420.310.370.440.410.530.680.530.590.561.000.700.780.70
MSFT0.270.350.390.310.420.450.460.600.650.590.640.600.701.000.830.75
QQQ0.300.380.500.400.500.530.540.730.760.670.780.660.780.831.000.90
VOO0.420.490.450.520.630.570.630.620.640.660.700.700.700.750.901.00
The correlation results are calculated based on daily price changes starting from Sep 22, 2014