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Purchase

Last updated Sep 23, 2023

Asset Allocation


NVDA 10.12%HCA 9.7%MSFT 9.4%AAPL 9.08%QQQ 8.18%ISRG 6.3%LVMUY 5.62%CSX 5.55%V 5.49%UNH 5.42%LMT 5.35%GOOGL 5.32%AMZN 4.36%HD 4.23%BABA 2.94%VOO 2.94%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology10.12%
HCA
HCA Healthcare, Inc.
Healthcare9.7%
MSFT
Microsoft Corporation
Technology9.4%
AAPL
Apple Inc.
Technology9.08%
QQQ
Invesco QQQ
Large Cap Blend Equities8.18%
ISRG
Intuitive Surgical, Inc.
Healthcare6.3%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical5.62%
CSX
CSX Corporation
Industrials5.55%
V
Visa Inc.
Financial Services5.49%
UNH
UnitedHealth Group Incorporated
Healthcare5.42%
LMT
Lockheed Martin Corporation
Industrials5.35%
GOOGL
Alphabet Inc.
Communication Services5.32%
AMZN
Amazon.com, Inc.
Consumer Cyclical4.36%
HD
The Home Depot, Inc.
Consumer Cyclical4.23%
BABA
Alibaba Group Holding Limited
Consumer Cyclical2.94%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities2.94%

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


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
14.16%
8.61%
Purchase
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

LMTHCABABAUNHLVMUYCSXHDNVDAAMZNISRGAAPLVGOOGLMSFTQQQVOO
LMT1.000.290.170.340.250.360.340.210.200.280.270.380.270.300.330.45
HCA0.291.000.200.440.320.400.390.280.250.420.320.380.330.330.420.53
BABA0.170.201.000.190.380.270.240.420.440.370.390.390.440.410.520.47
UNH0.340.440.191.000.290.380.380.270.280.400.350.400.360.380.420.52
LVMUY0.250.320.380.291.000.410.400.380.420.420.430.490.460.470.550.58
CSX0.360.400.270.380.411.000.450.370.340.410.430.460.390.440.520.64
HD0.340.390.240.380.400.451.000.400.410.420.410.480.440.480.550.63
NVDA0.210.280.420.270.380.370.401.000.550.510.560.470.550.610.730.63
AMZN0.200.250.440.280.420.340.410.551.000.510.580.510.690.650.770.64
ISRG0.280.420.370.400.420.410.420.510.511.000.520.550.550.600.680.67
AAPL0.270.320.390.350.430.430.410.560.580.521.000.520.600.650.800.71
V0.380.380.390.400.490.460.480.470.510.550.521.000.580.620.680.72
GOOGL0.270.330.440.360.460.390.440.550.690.550.600.581.000.700.790.71
MSFT0.300.330.410.380.470.440.480.610.650.600.650.620.701.000.840.76
QQQ0.330.420.520.420.550.520.550.730.770.680.800.680.790.841.000.90
VOO0.450.530.470.520.580.640.630.630.640.670.710.720.710.760.901.00

Sharpe Ratio

The current Purchase Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.82

The Sharpe ratio of Purchase 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 Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.82
0.81
Purchase
Benchmark (^GSPC)
Portfolio components

Dividend yield

Purchase granted a 0.87% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Purchase0.87%0.90%0.71%0.83%1.00%1.28%1.02%1.30%2.13%1.50%1.61%3.83%
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.


0.20%
0.00%2.15%
0.03%
0.00%2.15%

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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.34%
-9.93%
Purchase
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202054Jun 9, 202077
-30.05%Dec 28, 2021202Oct 14, 2022148May 18, 2023350
-26.11%Oct 2, 201858Dec 24, 2018137Jul 12, 2019195
-13.05%Dec 2, 201549Feb 11, 201631Mar 29, 201680
-12.36%Sep 3, 202014Sep 23, 202038Nov 16, 202052

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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.15%
3.41%
Purchase
Benchmark (^GSPC)
Portfolio components