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8/2024 BEEFY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

8/2024 BEEFY

Last updated Sep 5, 2024

Lowered std dev, increased sharpe, increased return. Changed GBTC -> IBIT, removed CELH.

Asset Allocation

IBIT 9%LLY 20%MSFT 17%NVDA 16%AAPL 12%COST 10%TSLA 6%MA 5%COKE 2.5%KO 2.5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
12%
COKE
Coca-Cola Consolidated, Inc.		Consumer Defensive
2.50%
COST
Costco Wholesale Corporation		Consumer Defensive
10%
IBIT
iShares Bitcoin Trust		Blockchain
9%
KO
The Coca-Cola Company		Consumer Defensive
2.50%
LLY
Eli Lilly and Company		Healthcare
20%
MA
Mastercard Inc		Financial Services
5%
MSFT
Microsoft Corporation		Technology
17%
NVDA
NVIDIA Corporation		Technology
16%
TSLA
Tesla, Inc.		Consumer Cyclical
6%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 8/2024 BEEFY, 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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
16.09%
8.14%
8/2024 BEEFY
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		15.73%6.43%8.14%22.75%13.18%10.67%
8/2024 BEEFYN/A7.82%14.34%N/AN/AN/A
Portfolio components:
AAPL
Apple Inc		15.14%6.70%31.01%17.02%33.88%26.02%
MSFT
Microsoft Corporation		9.33%2.51%0.30%23.51%25.30%26.47%
NVDA
NVIDIA Corporation		114.50%1.88%14.62%118.84%89.03%71.87%
TSLA
Tesla, Inc.		-11.70%9.36%22.82%-14.46%70.94%28.13%
LLY
Eli Lilly and Company		63.13%19.47%21.67%70.67%55.01%33.43%
COST
Costco Wholesale Corporation		35.44%8.95%13.64%68.16%26.21%24.15%
COKE
Coca-Cola Consolidated, Inc.		48.63%7.55%64.55%104.23%36.48%34.61%
MA
Mastercard Inc		13.78%7.77%3.63%18.10%11.30%20.97%
KO
The Coca-Cola Company		25.08%6.63%24.00%27.31%8.97%9.09%
IBIT
iShares Bitcoin Trust		N/A2.16%-14.47%N/AN/AN/A

Monthly Returns

The table below presents the monthly returns of 8/2024 BEEFY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.40%14.05%3.98%-3.76%10.79%7.18%-1.48%4.45%37.68%

Expense Ratio

8/2024 BEEFY has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IBIT
iShares Bitcoin Trust
Expense ratio chart for IBIT: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 8/2024 BEEFY is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of 8/2024 BEEFY is 9797
8/2024 BEEFY
The Sharpe Ratio Rank of 8/2024 BEEFY is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of 8/2024 BEEFY is 9797Sortino Ratio Rank
The Omega Ratio Rank of 8/2024 BEEFY is 9797Omega Ratio Rank
The Calmar Ratio Rank of 8/2024 BEEFY is 9696Calmar Ratio Rank
The Martin Ratio Rank of 8/2024 BEEFY is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.

8/2024 BEEFY
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.77, compared to the broader market-1.000.001.002.003.001.77
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.42, compared to the broader market-2.000.002.004.002.42
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.44, compared to the broader market0.005.0010.0015.0020.0025.0030.008.44
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.761.231.151.032.26
MSFT
Microsoft Corporation		1.271.741.221.645.21
NVDA
NVIDIA Corporation		2.332.841.364.4013.83
TSLA
Tesla, Inc.		-0.190.101.01-0.16-0.40
LLY
Eli Lilly and Company		2.353.131.423.7813.33
COST
Costco Wholesale Corporation		3.524.071.636.6517.56
COKE
Coca-Cola Consolidated, Inc.		3.364.691.616.5817.47
MA
Mastercard Inc		1.041.401.201.353.13
KO
The Coca-Cola Company		1.962.721.371.529.83
IBIT
iShares Bitcoin Trust		—————

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for 8/2024 BEEFY. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

8/2024 BEEFY granted a 0.63% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
8/2024 BEEFY0.63%0.75%0.67%0.58%1.05%0.95%1.20%1.63%1.51%1.82%1.68%1.99%
Portfolio components:
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
TSLA
Tesla, 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%
LLY
Eli Lilly and Company		0.53%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
COST
Costco Wholesale Corporation		2.18%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
COKE
Coca-Cola Consolidated, Inc.		1.33%0.54%0.19%0.16%0.37%0.34%0.55%0.45%0.55%0.53%1.11%1.33%
MA
Mastercard Inc		0.53%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
KO
The Coca-Cola Company		2.60%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
IBIT
iShares Bitcoin Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.61%
-2.60%
8/2024 BEEFY
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 8/2024 BEEFY. 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 8/2024 BEEFY was 14.17%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current 8/2024 BEEFY drawdown is 5.61%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.17%Jul 11, 202418Aug 5, 2024———
-8.65%Mar 26, 202418Apr 19, 202418May 15, 202436
-3.77%Jun 20, 20243Jun 24, 20246Jul 2, 20249
-2.99%Mar 8, 20242Mar 11, 202410Mar 25, 202412
-2.77%Feb 20, 20242Feb 21, 20241Feb 22, 20243

Volatility

Volatility Chart

The current 8/2024 BEEFY volatility is 7.41%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.41%
4.60%
8/2024 BEEFY
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
KOCOKEIBITMALLYAAPLTSLANVDAMSFTCOST
KO1.000.22-0.020.23-0.130.12-0.05-0.29-0.010.07
COKE0.221.000.090.140.090.080.140.010.210.23
IBIT-0.020.091.000.090.100.060.260.250.150.23
MA0.230.140.091.000.170.170.160.050.270.36
LLY-0.130.090.100.171.000.120.120.380.320.35
AAPL0.120.080.060.170.121.000.430.210.400.27
TSLA-0.050.140.260.160.120.431.000.260.300.28
NVDA-0.290.010.250.050.380.210.261.000.480.43
MSFT-0.010.210.150.270.320.400.300.481.000.46
COST0.070.230.230.360.350.270.280.430.461.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024