8/2024 BEEFY
Lowered std dev, increased sharpe, increased return. Changed GBTC -> IBIT, removed CELH.
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
8/2024 BEEFY | N/A | 7.82% | 14.34% | N/A | N/A | N/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/A | 2.16% | -14.47% | N/A | N/A | N/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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.40% | 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.
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.
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 | 0.76 | 1.23 | 1.15 | 1.03 | 2.26 |
MSFT Microsoft Corporation | 1.27 | 1.74 | 1.22 | 1.64 | 5.21 |
NVDA NVIDIA Corporation | 2.33 | 2.84 | 1.36 | 4.40 | 13.83 |
TSLA Tesla, Inc. | -0.19 | 0.10 | 1.01 | -0.16 | -0.40 |
LLY Eli Lilly and Company | 2.35 | 3.13 | 1.42 | 3.78 | 13.33 |
COST Costco Wholesale Corporation | 3.52 | 4.07 | 1.63 | 6.65 | 17.56 |
COKE Coca-Cola Consolidated, Inc. | 3.36 | 4.69 | 1.61 | 6.58 | 17.47 |
MA Mastercard Inc | 1.04 | 1.40 | 1.20 | 1.35 | 3.13 |
KO The Coca-Cola Company | 1.96 | 2.72 | 1.37 | 1.52 | 9.83 |
IBIT iShares Bitcoin Trust | — | — | — | — | — |
Dividends
Dividend yield
8/2024 BEEFY granted a 0.63% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
8/2024 BEEFY | 0.63% | 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.
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, 2024 | 18 | Aug 5, 2024 | — | — | — |
-8.65% | Mar 26, 2024 | 18 | Apr 19, 2024 | 18 | May 15, 2024 | 36 |
-3.77% | Jun 20, 2024 | 3 | Jun 24, 2024 | 6 | Jul 2, 2024 | 9 |
-2.99% | Mar 8, 2024 | 2 | Mar 11, 2024 | 10 | Mar 25, 2024 | 12 |
-2.77% | Feb 20, 2024 | 2 | Feb 21, 2024 | 1 | Feb 22, 2024 | 3 |
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.
Diversification
Asset Correlations Table
KO | COKE | IBIT | MA | LLY | AAPL | TSLA | NVDA | MSFT | COST | |
---|---|---|---|---|---|---|---|---|---|---|
KO | 1.00 | 0.22 | -0.02 | 0.23 | -0.13 | 0.12 | -0.05 | -0.29 | -0.01 | 0.07 |
COKE | 0.22 | 1.00 | 0.09 | 0.14 | 0.09 | 0.08 | 0.14 | 0.01 | 0.21 | 0.23 |
IBIT | -0.02 | 0.09 | 1.00 | 0.09 | 0.10 | 0.06 | 0.26 | 0.25 | 0.15 | 0.23 |
MA | 0.23 | 0.14 | 0.09 | 1.00 | 0.17 | 0.17 | 0.16 | 0.05 | 0.27 | 0.36 |
LLY | -0.13 | 0.09 | 0.10 | 0.17 | 1.00 | 0.12 | 0.12 | 0.38 | 0.32 | 0.35 |
AAPL | 0.12 | 0.08 | 0.06 | 0.17 | 0.12 | 1.00 | 0.43 | 0.21 | 0.40 | 0.27 |
TSLA | -0.05 | 0.14 | 0.26 | 0.16 | 0.12 | 0.43 | 1.00 | 0.26 | 0.30 | 0.28 |
NVDA | -0.29 | 0.01 | 0.25 | 0.05 | 0.38 | 0.21 | 0.26 | 1.00 | 0.48 | 0.43 |
MSFT | -0.01 | 0.21 | 0.15 | 0.27 | 0.32 | 0.40 | 0.30 | 0.48 | 1.00 | 0.46 |
COST | 0.07 | 0.23 | 0.23 | 0.36 | 0.35 | 0.27 | 0.28 | 0.43 | 0.46 | 1.00 |