初期のポートフォリオ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 30% |
AAPL Apple Inc. | Technology | 30% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 25% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
BAC Bank of America Corporation | Financial Services | 5% |
Performance
The chart shows the growth of an initial investment of $10,000 in 初期のポートフォリオ, 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 22, 2023, the 初期のポートフォリオ returned 23.65% Year-To-Date and 21.94% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| 初期のポートフォリオ | -0.30% | 13.11% | 23.65% | 23.10% | 20.34% | 21.94% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.91% | 15.58% | 34.15% | 35.01% | 24.23% | 27.88% |
AAPL Apple Inc. | -1.86% | 9.74% | 34.44% | 13.82% | 27.33% | 27.57% |
BRK-B Berkshire Hathaway Inc. | 3.63% | 21.75% | 17.60% | 34.18% | 10.53% | 12.15% |
KO The Coca-Cola Company | -3.44% | -2.47% | -7.43% | -0.16% | 7.64% | 7.42% |
BAC Bank of America Corporation | -0.55% | 5.71% | -13.36% | -12.93% | 0.37% | 9.09% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KO | AAPL | BRK-B | BAC | MSFT | |
|---|---|---|---|---|---|
| KO | 1.00 | 0.21 | 0.32 | 0.31 | 0.32 |
| AAPL | 0.21 | 1.00 | 0.25 | 0.31 | 0.47 |
| BRK-B | 0.32 | 0.25 | 1.00 | 0.45 | 0.30 |
| BAC | 0.31 | 0.31 | 0.45 | 1.00 | 0.37 |
| MSFT | 0.32 | 0.47 | 0.30 | 0.37 | 1.00 |
Dividend yield
初期のポートフォリオ granted a 0.89% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 初期のポートフォリオ | 0.89% | 0.95% | 0.75% | 0.93% | 1.12% | 1.60% | 1.52% | 1.88% | 1.88% | 1.84% | 2.03% | 1.90% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
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% |
BRK-B Berkshire Hathaway 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% |
KO The Coca-Cola Company | 3.16% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
BAC Bank of America Corporation | 3.21% | 2.66% | 1.84% | 2.53% | 2.05% | 2.46% | 1.51% | 1.31% | 1.40% | 0.80% | 0.31% | 0.41% |
Expense Ratio
The 初期のポートフォリオ 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.08 | ||||
AAPL Apple Inc. | 0.41 | ||||
BRK-B Berkshire Hathaway Inc. | 1.75 | ||||
KO The Coca-Cola Company | -0.07 | ||||
BAC Bank of America Corporation | -0.55 |
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 初期のポートフォリオ. 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 初期のポートフォリオ is 53.81%, recorded on Mar 9, 2009. It took 250 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.81% | Dec 11, 2007 | 312 | Mar 9, 2009 | 250 | Mar 5, 2010 | 562 |
| -42.67% | Mar 24, 2000 | 189 | Dec 20, 2000 | 873 | Jun 16, 2004 | 1062 |
| -30.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -27.07% | Aug 8, 1997 | 97 | Dec 24, 1997 | 39 | Feb 23, 1998 | 136 |
| -23.88% | Mar 30, 2022 | 136 | Oct 12, 2022 | 160 | Jun 2, 2023 | 296 |
Volatility Chart
The current 初期のポートフォリオ volatility is 4.12%, 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.