Purchase
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 10.12% |
HCA HCA Healthcare, Inc. | Healthcare | 9.7% |
MSFT Microsoft Corporation | Technology | 9.4% |
AAPL Apple Inc. | Technology | 9.08% |
QQQ Invesco QQQ | Large Cap Blend Equities | 8.18% |
ISRG Intuitive Surgical, Inc. | Healthcare | 6.3% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 5.62% |
CSX CSX Corporation | Industrials | 5.55% |
V Visa Inc. | Financial Services | 5.49% |
UNH UnitedHealth Group Incorporated | Healthcare | 5.42% |
LMT Lockheed Martin Corporation | Industrials | 5.35% |
GOOGL Alphabet Inc. | Communication Services | 5.32% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 4.36% |
HD The Home Depot, Inc. | Consumer Cyclical | 4.23% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 2.94% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 2.94% |
Performance
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
Returns
As of Sep 23, 2023, the Purchase returned 31.58% Year-To-Date and 25.78% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 8.88% |
| Purchase | -4.43% | 13.52% | 31.58% | 40.83% | 20.13% | 25.78% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -3.49% | 9.37% | 35.10% | 15.12% | 27.43% | 25.58% |
AMZN Amazon.com, Inc. | -4.72% | 31.58% | 53.71% | 10.07% | 6.17% | 25.64% |
BABA Alibaba Group Holding Limited | -1.71% | 1.61% | 0.24% | 9.40% | -11.73% | -0.68% |
GOOGL Alphabet Inc. | -1.60% | 23.53% | 47.63% | 30.07% | 17.35% | 17.61% |
HCA HCA Healthcare, Inc. | -8.78% | -0.33% | 5.85% | 31.19% | 14.67% | 15.41% |
ISRG Intuitive Surgical, Inc. | -0.75% | 12.39% | 8.61% | 50.83% | 9.22% | 20.92% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -9.88% | -11.41% | 7.65% | 27.43% | 18.73% | 21.85% |
MSFT Microsoft Corporation | -3.06% | 13.47% | 33.09% | 32.82% | 24.02% | 25.55% |
NVDA NVIDIA Corporation | -11.68% | 55.41% | 184.83% | 231.47% | 44.92% | 65.15% |
QQQ Invesco QQQ | -2.89% | 15.45% | 35.00% | 28.66% | 15.13% | 16.18% |
HD The Home Depot, Inc. | -5.64% | 9.50% | -1.18% | 16.68% | 10.24% | 16.90% |
CSX CSX Corporation | 1.01% | 11.23% | 1.80% | 10.73% | 6.18% | 14.29% |
LMT Lockheed Martin Corporation | -8.39% | -11.66% | -13.29% | 0.57% | 6.98% | 12.65% |
UNH UnitedHealth Group Incorporated | 3.81% | 7.17% | -3.44% | -0.76% | 15.40% | 23.36% |
V Visa Inc. | -2.98% | 6.76% | 13.81% | 27.55% | 10.15% | 18.57% |
VOO Vanguard S&P 500 ETF | -2.45% | 9.62% | 13.90% | 16.93% | 9.96% | 10.91% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| LMT | HCA | BABA | UNH | LVMUY | CSX | HD | NVDA | AMZN | ISRG | AAPL | V | GOOGL | MSFT | QQQ | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LMT | 1.00 | 0.29 | 0.17 | 0.34 | 0.25 | 0.36 | 0.34 | 0.21 | 0.20 | 0.28 | 0.27 | 0.38 | 0.27 | 0.30 | 0.33 | 0.45 |
| HCA | 0.29 | 1.00 | 0.20 | 0.44 | 0.32 | 0.40 | 0.39 | 0.28 | 0.25 | 0.42 | 0.32 | 0.38 | 0.33 | 0.33 | 0.42 | 0.53 |
| BABA | 0.17 | 0.20 | 1.00 | 0.19 | 0.38 | 0.27 | 0.24 | 0.42 | 0.44 | 0.37 | 0.39 | 0.39 | 0.44 | 0.41 | 0.52 | 0.47 |
| UNH | 0.34 | 0.44 | 0.19 | 1.00 | 0.29 | 0.38 | 0.38 | 0.27 | 0.28 | 0.40 | 0.35 | 0.40 | 0.36 | 0.38 | 0.42 | 0.52 |
| LVMUY | 0.25 | 0.32 | 0.38 | 0.29 | 1.00 | 0.41 | 0.40 | 0.38 | 0.42 | 0.42 | 0.43 | 0.49 | 0.46 | 0.47 | 0.55 | 0.58 |
| CSX | 0.36 | 0.40 | 0.27 | 0.38 | 0.41 | 1.00 | 0.45 | 0.37 | 0.34 | 0.41 | 0.43 | 0.46 | 0.39 | 0.44 | 0.52 | 0.64 |
| HD | 0.34 | 0.39 | 0.24 | 0.38 | 0.40 | 0.45 | 1.00 | 0.40 | 0.41 | 0.42 | 0.41 | 0.48 | 0.44 | 0.48 | 0.55 | 0.63 |
| NVDA | 0.21 | 0.28 | 0.42 | 0.27 | 0.38 | 0.37 | 0.40 | 1.00 | 0.55 | 0.51 | 0.56 | 0.47 | 0.55 | 0.61 | 0.73 | 0.63 |
| AMZN | 0.20 | 0.25 | 0.44 | 0.28 | 0.42 | 0.34 | 0.41 | 0.55 | 1.00 | 0.51 | 0.58 | 0.51 | 0.69 | 0.65 | 0.77 | 0.64 |
| ISRG | 0.28 | 0.42 | 0.37 | 0.40 | 0.42 | 0.41 | 0.42 | 0.51 | 0.51 | 1.00 | 0.52 | 0.55 | 0.55 | 0.60 | 0.68 | 0.67 |
| AAPL | 0.27 | 0.32 | 0.39 | 0.35 | 0.43 | 0.43 | 0.41 | 0.56 | 0.58 | 0.52 | 1.00 | 0.52 | 0.60 | 0.65 | 0.80 | 0.71 |
| V | 0.38 | 0.38 | 0.39 | 0.40 | 0.49 | 0.46 | 0.48 | 0.47 | 0.51 | 0.55 | 0.52 | 1.00 | 0.58 | 0.62 | 0.68 | 0.72 |
| GOOGL | 0.27 | 0.33 | 0.44 | 0.36 | 0.46 | 0.39 | 0.44 | 0.55 | 0.69 | 0.55 | 0.60 | 0.58 | 1.00 | 0.70 | 0.79 | 0.71 |
| MSFT | 0.30 | 0.33 | 0.41 | 0.38 | 0.47 | 0.44 | 0.48 | 0.61 | 0.65 | 0.60 | 0.65 | 0.62 | 0.70 | 1.00 | 0.84 | 0.76 |
| QQQ | 0.33 | 0.42 | 0.52 | 0.42 | 0.55 | 0.52 | 0.55 | 0.73 | 0.77 | 0.68 | 0.80 | 0.68 | 0.79 | 0.84 | 1.00 | 0.90 |
| VOO | 0.45 | 0.53 | 0.47 | 0.52 | 0.58 | 0.64 | 0.63 | 0.63 | 0.64 | 0.67 | 0.71 | 0.72 | 0.71 | 0.76 | 0.90 | 1.00 |
Dividend yield
Purchase granted a 0.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Purchase | 0.87% | 0.90% | 0.71% | 0.83% | 1.00% | 1.28% | 1.02% | 1.30% | 2.13% | 1.50% | 1.61% | 3.83% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
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 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
HCA HCA Healthcare, Inc. | 0.94% | 0.94% | 0.76% | 0.48% | 1.12% | 1.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 22.77% |
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 | 1.63% | 1.79% | 1.02% | 1.71% | 1.59% | 2.39% | 1.75% | 2.38% | 14.86% | 3.10% | 2.89% | 2.75% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
HD The Home Depot, Inc. | 2.67% | 2.46% | 1.66% | 2.41% | 2.72% | 2.69% | 2.16% | 2.42% | 2.14% | 2.19% | 2.37% | 2.40% |
CSX CSX Corporation | 1.38% | 1.31% | 1.02% | 1.19% | 1.39% | 1.50% | 1.53% | 2.19% | 3.03% | 2.00% | 2.40% | 3.29% |
LMT Lockheed Martin Corporation | 2.90% | 2.39% | 3.14% | 2.98% | 2.56% | 3.55% | 2.70% | 3.23% | 3.48% | 3.61% | 4.20% | 6.13% |
UNH UnitedHealth Group Incorporated | 1.39% | 1.22% | 1.14% | 1.43% | 1.49% | 1.49% | 1.42% | 1.64% | 1.79% | 1.59% | 1.62% | 1.74% |
V Visa Inc. | 0.77% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
Expense Ratio
The Purchase has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
AMZN Amazon.com, Inc. | 0.23 | ||||
BABA Alibaba Group Holding Limited | 0.16 | ||||
GOOGL Alphabet Inc. | 0.92 | ||||
HCA HCA Healthcare, Inc. | 1.11 | ||||
ISRG Intuitive Surgical, Inc. | 1.46 | ||||
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.82 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
QQQ Invesco QQQ | 1.18 | ||||
HD The Home Depot, Inc. | 0.63 | ||||
CSX CSX Corporation | 0.36 | ||||
LMT Lockheed Martin Corporation | 0.05 | ||||
UNH UnitedHealth Group Incorporated | 0.01 | ||||
V Visa Inc. | 1.34 | ||||
VOO Vanguard S&P 500 ETF | 0.92 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Purchase. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Purchase is 32.62%, recorded on Mar 23, 2020. It took 54 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -30.05% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -26.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 137 | Jul 12, 2019 | 195 |
| -13.05% | Dec 2, 2015 | 49 | Feb 11, 2016 | 31 | Mar 29, 2016 | 80 |
| -12.36% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
Volatility Chart
The current Purchase volatility is 4.15%, 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.