B&B
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GSK GlaxoSmithKline plc | Healthcare | 16.67% |
RIO Rio Tinto Group | Basic Materials | 16.67% |
BA.L BAE Systems plc | Industrials | 16.67% |
RBGLY Reckitt Benckiser Group plc | Consumer Defensive | 16.67% |
AZN AstraZeneca PLC | Healthcare | 16.67% |
UNA.AS Unilever PLC | Consumer Defensive | 16.67% |
Performance
The chart shows the growth of an initial investment of $10,000 in B&B, 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 B&B returned 7.98% Year-To-Date and 8.53% 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% | 8.27% | 9.67% |
| B&B | 3.98% | 4.89% | 7.98% | 24.76% | 8.98% | 8.53% |
| Portfolio components: | ||||||
GSK GlaxoSmithKline plc | 10.19% | 11.29% | 11.60% | 29.87% | 3.23% | 2.10% |
RIO Rio Tinto Group | 9.29% | 3.60% | -2.28% | 26.26% | 14.83% | 10.28% |
BA.L BAE Systems plc | 5.29% | 11.61% | 26.63% | 51.25% | 14.15% | 10.48% |
RBGLY Reckitt Benckiser Group plc | 0.21% | -0.09% | 5.94% | 3.80% | -1.81% | 2.67% |
AZN AstraZeneca PLC | -1.34% | 2.76% | 2.36% | 20.90% | 15.14% | 13.59% |
UNA.AS Unilever PLC | 0.31% | -0.14% | 3.84% | 16.30% | 1.23% | 5.64% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| RIO | BA.L | UNA.AS | RBGLY | AZN | GSK | |
|---|---|---|---|---|---|---|
| RIO | 1.00 | 0.32 | 0.25 | 0.28 | 0.34 | 0.34 |
| BA.L | 0.32 | 1.00 | 0.33 | 0.32 | 0.31 | 0.34 |
| UNA.AS | 0.25 | 0.33 | 1.00 | 0.44 | 0.33 | 0.37 |
| RBGLY | 0.28 | 0.32 | 0.44 | 1.00 | 0.39 | 0.43 |
| AZN | 0.34 | 0.31 | 0.33 | 0.39 | 1.00 | 0.60 |
| GSK | 0.34 | 0.34 | 0.37 | 0.43 | 0.60 | 1.00 |
Dividend yield
B&B granted a 3.11% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| B&B | 3.11% | 4.19% | 5.28% | 3.74% | 5.03% | 4.75% | 4.37% | 4.99% | 5.86% | 5.34% | 4.85% | 5.66% |
| Portfolio components: | ||||||||||||
GSK GlaxoSmithKline plc | 3.59% | 4.86% | 5.30% | 6.29% | 5.19% | 6.94% | 7.67% | 9.60% | 8.83% | 9.69% | 7.42% | 9.83% |
RIO Rio Tinto Group | 6.14% | 11.13% | 17.02% | 6.79% | 15.22% | 10.11% | 7.55% | 7.06% | 14.63% | 8.83% | 6.46% | 5.99% |
BA.L BAE Systems plc | 0.03% | 0.03% | 0.05% | 0.08% | 0.05% | 0.06% | 0.05% | 0.05% | 0.06% | 0.06% | 0.07% | 0.09% |
RBGLY Reckitt Benckiser Group plc | 3.19% | 3.19% | 2.95% | 2.63% | 2.99% | 3.49% | 2.64% | 2.96% | 2.59% | 3.45% | 3.51% | 4.26% |
AZN AstraZeneca PLC | 2.13% | 2.18% | 2.50% | 3.01% | 3.10% | 4.12% | 4.69% | 6.24% | 5.28% | 5.38% | 6.65% | 9.02% |
UNA.AS Unilever PLC | 3.59% | 3.74% | 3.87% | 3.66% | 3.61% | 3.78% | 3.60% | 4.06% | 3.79% | 4.62% | 4.98% | 4.77% |
Expense Ratio
The B&B 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 | |
|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 1.33 | ||||
RIO Rio Tinto Group | 0.73 | ||||
BA.L BAE Systems plc | 1.78 | ||||
RBGLY Reckitt Benckiser Group plc | 0.15 | ||||
AZN AstraZeneca PLC | 0.84 | ||||
UNA.AS Unilever PLC | 0.60 |
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 B&B. 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 B&B is 28.62%, recorded on Mar 9, 2009. It took 51 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.62% | Nov 5, 2008 | 87 | Mar 9, 2009 | 51 | May 20, 2009 | 138 |
| -28.6% | Jan 21, 2020 | 45 | Mar 23, 2020 | 83 | Jul 17, 2020 | 128 |
| -20.6% | Apr 18, 2022 | 116 | Sep 26, 2022 | 78 | Jan 13, 2023 | 194 |
| -19.74% | Jan 20, 2010 | 90 | May 26, 2010 | 87 | Sep 24, 2010 | 177 |
| -17.56% | Jul 4, 2014 | 415 | Feb 11, 2016 | 260 | Feb 13, 2017 | 675 |
Volatility Chart
The current B&B volatility is 3.00%, 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.