BRK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in BRK, 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 21, 2023, the BRK returned 18.75% Year-To-Date and 12.04% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| BRK | 4.18% | 22.38% | 18.75% | 32.36% | 10.75% | 12.04% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 4.18% | 22.38% | 18.75% | 32.36% | 10.75% | 12.04% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Expense Ratio
The BRK 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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.77 |
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 BRK. 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 BRK is 53.86%, recorded on Mar 5, 2009. It took 995 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.86% | Dec 11, 2007 | 310 | Mar 5, 2009 | 995 | Feb 15, 2013 | 1305 |
| -49.35% | Jun 22, 1998 | 435 | Mar 10, 2000 | 925 | Nov 14, 2003 | 1360 |
| -29.57% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -26.58% | Mar 29, 2022 | 137 | Oct 12, 2022 | 204 | Aug 7, 2023 | 341 |
| -18.69% | Dec 19, 2014 | 275 | Jan 25, 2016 | 203 | Nov 10, 2016 | 478 |
Volatility Chart
The current BRK volatility is 2.39%, 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.