Purchase
Asset Allocation
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
The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
As of Oct 18, 2024, the Purchase returned 50.79% Year-To-Date and 35.68% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Purchase | 53.01% | 5.79% | 30.38% | 74.73% | 38.39% | 35.47% |
Portfolio components: | ||||||
Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.06% | 26.06% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.56% | 29.51% |
Alibaba Group Holding Limited | 33.28% | 16.02% | 46.16% | 30.95% | -9.27% | 0.90% |
Alphabet Inc. | 17.28% | -0.10% | 4.83% | 20.81% | 21.20% | 19.63% |
HCA Healthcare, Inc. | 54.39% | 2.69% | 34.40% | 73.71% | 28.31% | 19.98% |
Intuitive Surgical, Inc. | 54.48% | 7.19% | 41.26% | 95.25% | 23.80% | 25.75% |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -15.92% | 1.94% | -19.89% | -2.20% | 12.00% | 18.77% |
Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.23% | 26.73% |
NVIDIA Corporation | 178.72% | 18.97% | 73.57% | 233.54% | 95.85% | 77.93% |
Invesco QQQ | 21.27% | 2.64% | 18.42% | 40.40% | 21.69% | 18.51% |
The Home Depot, Inc. | 22.04% | 6.45% | 25.08% | 48.66% | 14.90% | 18.69% |
CSX Corporation | -0.57% | -2.32% | -0.74% | 12.46% | 8.64% | 13.03% |
Lockheed Martin Corporation | 37.66% | 6.97% | 34.26% | 41.47% | 13.45% | 16.08% |
UnitedHealth Group Incorporated | 9.47% | -0.94% | 16.86% | 9.73% | 19.95% | 21.96% |
Visa Inc. | 12.27% | 2.05% | 7.13% | 25.51% | 11.98% | 19.37% |
Vanguard S&P 500 ETF | 24.24% | 2.89% | 17.84% | 40.81% | 16.20% | 13.63% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 7.52% | 9.77% | 5.52% | -4.05% | 10.10% | 5.78% | 0.76% | 2.62% | 2.92% | 53.01% | |||
2023 | 12.87% | 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% |
2020 | 1.92% | -2.36% | -7.90% | 13.82% | 8.68% | 3.75% | 10.10% | 13.39% | -3.80% | -3.52% | 9.46% | 3.12% | 53.86% |
2019 | 8.22% | 4.26% | 6.30% | 3.02% | -10.23% | 10.47% | 1.92% | -1.47% | 1.66% | 7.45% | 5.59% | 5.01% | 49.04% |
2018 | 13.98% | -1.64% | -3.37% | 1.43% | 7.13% | -1.10% | 6.15% | 8.32% | 0.87% | -12.35% | -3.06% | -11.04% | 2.06% |
2017 | 5.87% | 2.52% | 3.26% | 2.21% | 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% | 9.23% | -1.00% | 9.87% | 2.30% | 5.02% | 0.64% | 6.83% | 5.76% | 49.17% |
2015 | -2.40% | 8.16% | -2.22% | 3.23% | 1.83% | -2.70% | 4.85% | -1.93% | 0.29% | 10.79% | 4.02% | 0.13% | 25.64% |
2014 | -2.32% | 4.49% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Purchase is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
Alibaba Group Holding Limited | 0.70 | 1.24 | 1.15 | 0.33 | 2.17 |
Alphabet Inc. | 0.67 | 1.03 | 1.15 | 0.85 | 2.19 |
HCA Healthcare, Inc. | 3.14 | 3.77 | 1.52 | 2.72 | 21.23 |
Intuitive Surgical, Inc. | 3.19 | 4.65 | 1.58 | 3.05 | 32.47 |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.06 | 0.13 | 1.02 | -0.05 | -0.12 |
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
NVIDIA Corporation | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
Invesco QQQ | 2.12 | 2.77 | 1.37 | 2.68 | 9.95 |
The Home Depot, Inc. | 2.31 | 3.14 | 1.39 | 1.53 | 5.78 |
CSX Corporation | 0.66 | 0.99 | 1.13 | 0.61 | 1.49 |
Lockheed Martin Corporation | 2.80 | 4.21 | 1.54 | 2.75 | 13.21 |
UnitedHealth Group Incorporated | 0.33 | 0.62 | 1.09 | 0.39 | 1.06 |
Visa Inc. | 1.45 | 1.89 | 1.27 | 1.87 | 4.78 |
Vanguard S&P 500 ETF | 3.06 | 4.07 | 1.56 | 3.26 | 20.25 |
Dividends
Dividend yield
Purchase granted a 0.67% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Purchase | 0.67% | 0.70% | 0.73% | 0.56% | 0.66% | 0.81% | 1.04% | 0.81% | 1.03% | 1.59% | 1.29% | 1.38% |
Portfolio components: | ||||||||||||
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
Alibaba Group Holding Limited | 1.61% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HCA Healthcare, Inc. | 0.62% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.07% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.59% | 2.11% | 12.92% | 2.38% | 2.17% |
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% |
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% |
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% |
The Home Depot, Inc. | 2.13% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
CSX Corporation | 1.38% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% | 2.05% |
Lockheed Martin Corporation | 2.06% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
UnitedHealth Group Incorporated | 1.40% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
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% |
Vanguard S&P 500 ETF | 1.26% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.05% | Dec 28, 2021 | 202 | Oct 14, 2022 | 147 | May 17, 2023 | 349 |
-32.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
-30.18% | Oct 2, 2018 | 58 | Dec 24, 2018 | 212 | Oct 28, 2019 | 270 |
-14.73% | Dec 7, 2015 | 46 | Feb 11, 2016 | 31 | Mar 29, 2016 | 77 |
-13.13% | Sep 3, 2020 | 14 | Sep 23, 2020 | 51 | Dec 4, 2020 | 65 |
Volatility
Volatility Chart
The current Purchase volatility is 3.80%, 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
LMT | UNH | BABA | HCA | LVMUY | CSX | HD | NVDA | AMZN | ISRG | AAPL | V | GOOGL | MSFT | QQQ | VOO | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT | 1.00 | 0.33 | 0.15 | 0.29 | 0.22 | 0.35 | 0.32 | 0.16 | 0.16 | 0.25 | 0.24 | 0.37 | 0.23 | 0.26 | 0.28 | 0.41 |
UNH | 0.33 | 1.00 | 0.17 | 0.39 | 0.27 | 0.36 | 0.36 | 0.23 | 0.25 | 0.36 | 0.32 | 0.38 | 0.32 | 0.34 | 0.37 | 0.47 |
BABA | 0.15 | 0.17 | 1.00 | 0.19 | 0.38 | 0.26 | 0.24 | 0.40 | 0.42 | 0.35 | 0.37 | 0.37 | 0.42 | 0.39 | 0.50 | 0.45 |
HCA | 0.29 | 0.39 | 0.19 | 1.00 | 0.31 | 0.38 | 0.39 | 0.26 | 0.24 | 0.41 | 0.31 | 0.37 | 0.30 | 0.31 | 0.40 | 0.51 |
LVMUY | 0.22 | 0.27 | 0.38 | 0.31 | 1.00 | 0.39 | 0.39 | 0.37 | 0.40 | 0.41 | 0.41 | 0.46 | 0.44 | 0.45 | 0.53 | 0.57 |
CSX | 0.35 | 0.36 | 0.26 | 0.38 | 0.39 | 1.00 | 0.46 | 0.34 | 0.32 | 0.39 | 0.41 | 0.44 | 0.37 | 0.41 | 0.50 | 0.62 |
HD | 0.32 | 0.36 | 0.24 | 0.39 | 0.39 | 0.46 | 1.00 | 0.37 | 0.39 | 0.41 | 0.40 | 0.47 | 0.41 | 0.46 | 0.54 | 0.63 |
NVDA | 0.16 | 0.23 | 0.40 | 0.26 | 0.37 | 0.34 | 0.37 | 1.00 | 0.54 | 0.49 | 0.53 | 0.44 | 0.52 | 0.59 | 0.73 | 0.63 |
AMZN | 0.16 | 0.25 | 0.42 | 0.24 | 0.40 | 0.32 | 0.39 | 0.54 | 1.00 | 0.50 | 0.57 | 0.49 | 0.67 | 0.65 | 0.76 | 0.64 |
ISRG | 0.25 | 0.36 | 0.35 | 0.41 | 0.41 | 0.39 | 0.41 | 0.49 | 0.50 | 1.00 | 0.51 | 0.53 | 0.53 | 0.59 | 0.67 | 0.67 |
AAPL | 0.24 | 0.32 | 0.37 | 0.31 | 0.41 | 0.41 | 0.40 | 0.53 | 0.57 | 0.51 | 1.00 | 0.49 | 0.59 | 0.63 | 0.78 | 0.69 |
V | 0.37 | 0.38 | 0.37 | 0.37 | 0.46 | 0.44 | 0.47 | 0.44 | 0.49 | 0.53 | 0.49 | 1.00 | 0.55 | 0.59 | 0.65 | 0.69 |
GOOGL | 0.23 | 0.32 | 0.42 | 0.30 | 0.44 | 0.37 | 0.41 | 0.52 | 0.67 | 0.53 | 0.59 | 0.55 | 1.00 | 0.70 | 0.77 | 0.70 |
MSFT | 0.26 | 0.34 | 0.39 | 0.31 | 0.45 | 0.41 | 0.46 | 0.59 | 0.65 | 0.59 | 0.63 | 0.59 | 0.70 | 1.00 | 0.83 | 0.75 |
QQQ | 0.28 | 0.37 | 0.50 | 0.40 | 0.53 | 0.50 | 0.54 | 0.73 | 0.76 | 0.67 | 0.78 | 0.65 | 0.77 | 0.83 | 1.00 | 0.90 |
VOO | 0.41 | 0.47 | 0.45 | 0.51 | 0.57 | 0.62 | 0.63 | 0.63 | 0.64 | 0.67 | 0.69 | 0.69 | 0.70 | 0.75 | 0.90 | 1.00 |