7/2024 BEEFY
Lowered std dev, increased sharpe, increased return.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 2% |
COKE Coca-Cola Consolidated, Inc. | Consumer Defensive | 2.50% |
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 7% |
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% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 7/2024 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
The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 7/2024 BEEFY | 39.94% | -3.98% | 32.43% | 65.12% | 54.18% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 4.03% | 12.31% | 12.41% | 34.18% | 25.86% |
MSFT Microsoft Corporation | 11.67% | -7.22% | 3.72% | 24.84% | 25.47% | 27.36% |
NVDA NVIDIA Corporation | 126.76% | -10.95% | 82.25% | 147.10% | 91.77% | 74.99% |
TSLA Tesla, Inc. | -11.36% | 17.56% | 20.60% | -16.68% | 70.83% | 30.90% |
GBTC Grayscale Bitcoin Trust (BTC) | 65.68% | 4.25% | 61.85% | 197.82% | 35.71% | N/A |
CELH Celsius Holdings, Inc. | -14.90% | -16.94% | -12.95% | -5.54% | 94.40% | 71.10% |
LLY Eli Lilly and Company | 41.36% | -9.22% | 31.29% | 82.39% | 52.27% | 31.91% |
COST Costco Wholesale Corporation | 23.99% | -4.62% | 20.38% | 48.40% | 25.92% | 24.24% |
COKE Coca-Cola Consolidated, Inc. | 21.28% | 4.80% | 31.49% | 77.33% | 31.46% | 32.65% |
MA Mastercard Inc | 1.17% | -5.58% | -1.37% | 7.39% | 9.40% | 19.66% |
KO The Coca-Cola Company | 13.89% | 3.49% | 13.45% | 8.15% | 7.35% | 8.38% |
Monthly Returns
The table below presents the monthly returns of 7/2024 BEEFY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.27% | 15.09% | 4.08% | -3.68% | 10.72% | 6.89% | 39.94% | ||||||
| 2023 | 13.29% | 2.66% | 13.43% | 3.95% | 10.13% | 10.60% | 1.57% | 4.85% | -4.88% | 1.72% | 10.94% | 4.55% | 99.61% |
| 2022 | -10.23% | -0.58% | 8.36% | -10.62% | -1.40% | -7.02% | 13.24% | -8.02% | -8.35% | 7.00% | 5.46% | -8.83% | -22.18% |
| 2021 | 5.21% | 0.69% | -0.13% | 5.10% | 0.76% | 11.09% | 4.75% | 6.61% | -5.88% | 16.70% | 5.86% | 0.01% | 61.65% |
| 2020 | 9.89% | -4.04% | -5.55% | 16.17% | 8.52% | 7.60% | 8.30% | 17.54% | -5.28% | -3.79% | 16.64% | 12.87% | 106.32% |
| 2019 | 4.76% | 5.78% | 7.45% | 3.52% | -1.46% | 11.87% | 1.93% | 0.31% | 0.44% | 7.13% | 4.33% | 6.76% | 66.51% |
| 2018 | 5.12% | -0.51% | -6.59% | 5.58% | 2.75% | -1.16% | 6.79% | 8.22% | -0.95% | -5.98% | -2.77% | -9.39% | -0.68% |
| 2017 | 4.02% | 3.63% | 3.51% | 2.51% | 29.48% | -4.91% | 3.49% | 13.14% | -2.56% | 5.93% | 7.94% | 3.53% | 90.21% |
| 2016 | -8.55% | -0.66% | 7.61% | -0.16% | 6.70% | 5.10% | 7.30% | -0.52% | 3.61% | 0.71% | 2.93% | 9.74% | 37.71% |
| 2015 | -0.19% | -0.90% | 1.75% | -2.89% | 3.65% | 8.17% | 5.67% | 4.36% | 20.84% |
Expense Ratio
7/2024 BEEFY 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 7/2024 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.55 | 0.94 | 1.11 | 0.75 | 1.48 |
MSFT Microsoft Corporation | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
NVDA NVIDIA Corporation | 3.16 | 3.61 | 1.45 | 7.43 | 20.09 |
TSLA Tesla, Inc. | -0.31 | -0.12 | 0.99 | -0.26 | -0.66 |
GBTC Grayscale Bitcoin Trust (BTC) | 3.55 | 3.86 | 1.45 | 2.83 | 22.25 |
CELH Celsius Holdings, Inc. | -0.09 | 0.31 | 1.04 | -0.11 | -0.25 |
LLY Eli Lilly and Company | 2.68 | 3.69 | 1.50 | 6.06 | 18.96 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
COKE Coca-Cola Consolidated, Inc. | 2.30 | 3.58 | 1.45 | 4.78 | 9.40 |
MA Mastercard Inc | 0.48 | 0.71 | 1.10 | 0.59 | 1.44 |
KO The Coca-Cola Company | 0.63 | 0.96 | 1.12 | 0.47 | 1.57 |
Dividends
Dividend yield
7/2024 BEEFY granted a 0.69% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 7/2024 BEEFY | 0.69% | 0.75% | 0.67% | 0.58% | 1.05% | 0.95% | 1.20% | 1.65% | 1.51% | 1.82% | 1.68% | 1.99% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 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 | 0.70% | 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% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% |
CELH Celsius Holdings, 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 | 0.59% | 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 | 2.50% | 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. | 1.67% | 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 | 0.59% | 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 | 2.86% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
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 7/2024 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 7/2024 BEEFY was 30.36%, occurring on Mar 23, 2020. Recovery took 41 trading sessions.
The current 7/2024 BEEFY drawdown is 9.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 41 | May 20, 2020 | 64 |
| -28.4% | Dec 28, 2021 | 202 | Oct 14, 2022 | 115 | Mar 31, 2023 | 317 |
| -23.08% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -17.45% | Dec 17, 2015 | 38 | Feb 11, 2016 | 71 | May 24, 2016 | 109 |
| -16.77% | Dec 19, 2017 | 35 | Feb 8, 2018 | 115 | Jul 25, 2018 | 150 |
Volatility
Volatility Chart
The current 7/2024 BEEFY volatility is 6.86%, 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.
Diversification
Asset Correlations Table
| GBTC | CELH | LLY | COKE | KO | TSLA | COST | NVDA | MA | AAPL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GBTC | 1.00 | 0.12 | 0.06 | 0.07 | 0.03 | 0.16 | 0.14 | 0.21 | 0.15 | 0.17 | 0.19 |
| CELH | 0.12 | 1.00 | 0.12 | 0.15 | 0.15 | 0.23 | 0.21 | 0.26 | 0.22 | 0.23 | 0.25 |
| LLY | 0.06 | 0.12 | 1.00 | 0.16 | 0.28 | 0.13 | 0.28 | 0.22 | 0.28 | 0.27 | 0.33 |
| COKE | 0.07 | 0.15 | 0.16 | 1.00 | 0.41 | 0.19 | 0.28 | 0.19 | 0.28 | 0.23 | 0.24 |
| KO | 0.03 | 0.15 | 0.28 | 0.41 | 1.00 | 0.15 | 0.38 | 0.14 | 0.40 | 0.27 | 0.34 |
| TSLA | 0.16 | 0.23 | 0.13 | 0.19 | 0.15 | 1.00 | 0.27 | 0.42 | 0.32 | 0.42 | 0.39 |
| COST | 0.14 | 0.21 | 0.28 | 0.28 | 0.38 | 0.27 | 1.00 | 0.38 | 0.40 | 0.44 | 0.48 |
| NVDA | 0.21 | 0.26 | 0.22 | 0.19 | 0.14 | 0.42 | 0.38 | 1.00 | 0.47 | 0.54 | 0.60 |
| MA | 0.15 | 0.22 | 0.28 | 0.28 | 0.40 | 0.32 | 0.40 | 0.47 | 1.00 | 0.52 | 0.61 |
| AAPL | 0.17 | 0.23 | 0.27 | 0.23 | 0.27 | 0.42 | 0.44 | 0.54 | 0.52 | 1.00 | 0.65 |
| MSFT | 0.19 | 0.25 | 0.33 | 0.24 | 0.34 | 0.39 | 0.48 | 0.60 | 0.61 | 0.65 | 1.00 |