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14Holdings

Last updated Dec 7, 2023

Asset Allocation


ACGL 7.14%AIG 7.14%APA 7.14%DHI 7.14%HOLX 7.14%JPM 7.14%LLY 7.14%MRK 7.14%NFLX 7.14%ORCL 7.14%AVGO 7.14%HPE 7.14%KLAC 7.14%MA 7.14%EquityEquity
PositionCategory/SectorWeight
ACGL
Arch Capital Group Ltd.
Financial Services7.14%
AIG
American International Group, Inc.
Financial Services7.14%
APA
Apache Corporation
Energy7.14%
DHI
D.R. Horton, Inc.
Consumer Cyclical7.14%
HOLX
Hologic, Inc.
Healthcare7.14%
JPM
JPMorgan Chase & Co.
Financial Services7.14%
LLY
Eli Lilly and Company
Healthcare7.14%
MRK
Merck & Co., Inc.
Healthcare7.14%
NFLX
Netflix, Inc.
Communication Services7.14%
ORCL
Oracle Corporation
Technology7.14%
AVGO
Broadcom Inc.
Technology7.14%
HPE
Hewlett Packard Enterprise Company
Technology7.14%
KLAC
KLA Corporation
Technology7.14%
MA
Mastercard Inc
Financial Services7.14%

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.46%
5.95%
14Holdings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 19, 2015, corresponding to the inception date of HPE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
14Holdings24.75%1.89%10.46%27.01%25.97%N/A
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


JanFebMarAprMayJunJulAugSepOctNovDec
20232.74%9.25%2.91%0.92%-4.79%-0.45%8.44%

Sharpe Ratio

The current 14Holdings Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.77

The Sharpe ratio of 14Holdings lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.77
1.00
14Holdings
Benchmark (^GSPC)
Portfolio components

Dividend yield

14Holdings granted a 1.42% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
14Holdings1.42%1.46%1.33%1.77%1.77%1.95%1.49%1.49%1.40%2.91%1.16%1.40%
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.


The portfolio doesn't hold funds that charge fees

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
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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LLYMRKAPANFLXDHIHOLXACGLORCLHPEAIGAVGOKLACJPMMA
LLY1.000.510.130.220.190.330.220.310.180.200.220.230.230.29
MRK0.511.000.150.160.170.350.280.300.230.250.180.190.290.30
APA0.130.151.000.140.220.180.280.240.400.430.280.260.430.26
NFLX0.220.160.141.000.270.320.150.370.240.180.410.410.240.42
DHI0.190.170.220.271.000.310.310.340.310.330.370.390.320.38
HOLX0.330.350.180.320.311.000.280.350.280.270.370.360.310.39
ACGL0.220.280.280.150.310.281.000.330.390.590.260.290.490.39
ORCL0.310.300.240.370.340.350.331.000.420.360.440.430.430.52
HPE0.180.230.400.240.310.280.390.421.000.510.440.450.550.45
AIG0.200.250.430.180.330.270.590.360.511.000.330.330.680.41
AVGO0.220.180.280.410.370.370.260.440.440.331.000.660.410.49
KLAC0.230.190.260.410.390.360.290.430.450.330.661.000.410.54
JPM0.230.290.430.240.320.310.490.430.550.680.410.411.000.48
MA0.290.300.260.420.380.390.390.520.450.410.490.540.481.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.49%
-5.15%
14Holdings
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 202052Jun 5, 202079
-19.21%Sep 24, 201864Dec 24, 201834Feb 13, 201998
-18.38%Jan 13, 2022176Sep 26, 202233Nov 10, 2022209
-18.31%Dec 7, 201546Feb 11, 201674May 27, 2016120
-12.78%Jun 9, 20203Jun 11, 202058Sep 2, 202061

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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
2.92%
14Holdings
Benchmark (^GSPC)
Portfolio components
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