14Holdings
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACGL Arch Capital Group Ltd. | Financial Services | 7.14% |
AIG American International Group, Inc. | Financial Services | 7.14% |
APA Apache Corporation | Energy | 7.14% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 7.14% |
HOLX Hologic, Inc. | Healthcare | 7.14% |
JPM JPMorgan Chase & Co. | Financial Services | 7.14% |
LLY Eli Lilly and Company | Healthcare | 7.14% |
MRK Merck & Co., Inc. | Healthcare | 7.14% |
NFLX Netflix, Inc. | Communication Services | 7.14% |
ORCL Oracle Corporation | Technology | 7.14% |
AVGO Broadcom Inc. | Technology | 7.14% |
HPE Hewlett Packard Enterprise Company | Technology | 7.14% |
KLAC KLA Corporation | Technology | 7.14% |
MA Mastercard Inc | Financial Services | 7.14% |
Performance
The chart shows the growth of an initial investment of $10,000 in 14Holdings, 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 Oct 19, 2015, corresponding to the inception date of HPE
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| 14Holdings | 24.75% | 1.89% | 10.46% | 27.01% | 25.97% | N/A |
| Portfolio components: | ||||||
ACGL Arch Capital Group Ltd. | 27.38% | -6.09% | 12.24% | 32.09% | 23.65% | 15.16% |
AIG American International Group, Inc. | 5.36% | 2.24% | 16.67% | 8.56% | 14.77% | 5.16% |
APA Apache Corporation | -25.30% | -13.41% | 0.16% | -20.51% | 2.63% | -7.42% |
DHI D.R. Horton, Inc. | 51.27% | 13.76% | 17.77% | 60.70% | 31.19% | 22.87% |
HOLX Hologic, Inc. | -7.62% | 0.45% | -12.32% | -6.88% | 10.51% | 12.00% |
JPM JPMorgan Chase & Co. | 20.04% | 8.49% | 12.69% | 22.33% | 12.02% | 13.96% |
LLY Eli Lilly and Company | 62.66% | -0.82% | 35.57% | 61.46% | 41.36% | 30.67% |
MRK Merck & Co., Inc. | -2.83% | 1.24% | -1.43% | -0.38% | 10.97% | 11.84% |
NFLX Netflix, Inc. | 51.50% | 2.76% | 11.75% | 46.20% | 11.03% | 24.37% |
ORCL Oracle Corporation | 39.15% | 2.68% | 7.21% | 44.14% | 21.52% | 13.96% |
AVGO Broadcom Inc. | 64.54% | 2.59% | 15.24% | 76.42% | 36.34% | 38.09% |
HPE Hewlett Packard Enterprise Company | 1.81% | -0.19% | 2.21% | 0.61% | 5.04% | N/A |
KLAC KLA Corporation | 41.90% | 6.26% | 14.61% | 39.61% | 44.18% | 29.39% |
MA Mastercard Inc | 18.74% | 6.27% | 10.82% | 18.81% | 16.56% | 19.16% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.74% | 9.25% | 2.91% | 0.92% | -4.79% | -0.45% | 8.44% |
Dividend yield
14Holdings granted a 1.42% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 14Holdings | 1.42% | 1.46% | 1.33% | 1.77% | 1.77% | 1.95% | 1.49% | 1.49% | 1.40% | 2.91% | 1.16% | 1.40% |
| Portfolio components: | ||||||||||||
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIG American International Group, Inc. | 2.08% | 2.02% | 2.25% | 3.38% | 2.49% | 3.25% | 2.15% | 1.96% | 1.31% | 0.89% | 0.39% | 0.00% |
APA Apache Corporation | 2.94% | 1.34% | 0.51% | 2.29% | 3.91% | 3.81% | 2.37% | 1.58% | 2.25% | 1.52% | 0.90% | 0.84% |
DHI D.R. Horton, Inc. | 0.79% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.00% | 1.52% |
HOLX Hologic, 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% |
JPM JPMorgan Chase & Co. | 2.59% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% | 2.62% |
LLY Eli Lilly and Company | 0.77% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% | 3.97% |
MRK Merck & Co., Inc. | 2.76% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% | 4.13% |
NFLX Netflix, 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% |
ORCL Oracle Corporation | 1.36% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% | 1.26% |
AVGO Broadcom Inc. | 2.04% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% | 1.93% |
HPE Hewlett Packard Enterprise Company | 3.02% | 3.01% | 3.04% | 4.05% | 2.88% | 3.12% | 1.59% | 1.61% | 0.47% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 1.01% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% | 3.14% |
MA Mastercard Inc | 0.56% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% | 0.21% |
Expense Ratio
The 14Holdings 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.
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 | |
|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 1.41 | ||||
AIG American International Group, Inc. | 0.34 | ||||
APA Apache Corporation | -0.60 | ||||
DHI D.R. Horton, Inc. | 2.13 | ||||
HOLX Hologic, Inc. | -0.40 | ||||
JPM JPMorgan Chase & Co. | 1.08 | ||||
LLY Eli Lilly and Company | 2.14 | ||||
MRK Merck & Co., Inc. | -0.07 | ||||
NFLX Netflix, Inc. | 1.10 | ||||
ORCL Oracle Corporation | 1.60 | ||||
AVGO Broadcom Inc. | 2.42 | ||||
HPE Hewlett Packard Enterprise Company | 0.03 | ||||
KLAC KLA Corporation | 1.08 | ||||
MA Mastercard Inc | 0.90 |
Asset Correlations Table
| LLY | MRK | APA | NFLX | DHI | HOLX | ACGL | ORCL | HPE | AIG | AVGO | KLAC | JPM | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.51 | 0.13 | 0.22 | 0.19 | 0.33 | 0.22 | 0.31 | 0.18 | 0.20 | 0.22 | 0.23 | 0.23 | 0.29 |
| MRK | 0.51 | 1.00 | 0.15 | 0.16 | 0.17 | 0.35 | 0.28 | 0.30 | 0.23 | 0.25 | 0.18 | 0.19 | 0.29 | 0.30 |
| APA | 0.13 | 0.15 | 1.00 | 0.14 | 0.22 | 0.18 | 0.28 | 0.24 | 0.40 | 0.43 | 0.28 | 0.26 | 0.43 | 0.26 |
| NFLX | 0.22 | 0.16 | 0.14 | 1.00 | 0.27 | 0.32 | 0.15 | 0.37 | 0.24 | 0.18 | 0.41 | 0.41 | 0.24 | 0.42 |
| DHI | 0.19 | 0.17 | 0.22 | 0.27 | 1.00 | 0.31 | 0.31 | 0.34 | 0.31 | 0.33 | 0.37 | 0.39 | 0.32 | 0.38 |
| HOLX | 0.33 | 0.35 | 0.18 | 0.32 | 0.31 | 1.00 | 0.28 | 0.35 | 0.28 | 0.27 | 0.37 | 0.36 | 0.31 | 0.39 |
| ACGL | 0.22 | 0.28 | 0.28 | 0.15 | 0.31 | 0.28 | 1.00 | 0.33 | 0.39 | 0.59 | 0.26 | 0.29 | 0.49 | 0.39 |
| ORCL | 0.31 | 0.30 | 0.24 | 0.37 | 0.34 | 0.35 | 0.33 | 1.00 | 0.42 | 0.36 | 0.44 | 0.43 | 0.43 | 0.52 |
| HPE | 0.18 | 0.23 | 0.40 | 0.24 | 0.31 | 0.28 | 0.39 | 0.42 | 1.00 | 0.51 | 0.44 | 0.45 | 0.55 | 0.45 |
| AIG | 0.20 | 0.25 | 0.43 | 0.18 | 0.33 | 0.27 | 0.59 | 0.36 | 0.51 | 1.00 | 0.33 | 0.33 | 0.68 | 0.41 |
| AVGO | 0.22 | 0.18 | 0.28 | 0.41 | 0.37 | 0.37 | 0.26 | 0.44 | 0.44 | 0.33 | 1.00 | 0.66 | 0.41 | 0.49 |
| KLAC | 0.23 | 0.19 | 0.26 | 0.41 | 0.39 | 0.36 | 0.29 | 0.43 | 0.45 | 0.33 | 0.66 | 1.00 | 0.41 | 0.54 |
| JPM | 0.23 | 0.29 | 0.43 | 0.24 | 0.32 | 0.31 | 0.49 | 0.43 | 0.55 | 0.68 | 0.41 | 0.41 | 1.00 | 0.48 |
| MA | 0.29 | 0.30 | 0.26 | 0.42 | 0.38 | 0.39 | 0.39 | 0.52 | 0.45 | 0.41 | 0.49 | 0.54 | 0.48 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 14Holdings. 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 14Holdings was 40.14%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.14% | Feb 13, 2020 | 27 | Mar 23, 2020 | 52 | Jun 5, 2020 | 79 |
| -19.21% | Sep 24, 2018 | 64 | Dec 24, 2018 | 34 | Feb 13, 2019 | 98 |
| -18.38% | Jan 13, 2022 | 176 | Sep 26, 2022 | 33 | Nov 10, 2022 | 209 |
| -18.31% | Dec 7, 2015 | 46 | Feb 11, 2016 | 74 | May 27, 2016 | 120 |
| -12.78% | Jun 9, 2020 | 3 | Jun 11, 2020 | 58 | Sep 2, 2020 | 61 |
Volatility Chart
The current 14Holdings volatility is 3.86%, 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.