B&B2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
UNA.AS Unilever PLC | Consumer Defensive | 14.29% |
RKT.L Reckitt Benckiser Group plc | Consumer Defensive | 14.29% |
RIO Rio Tinto Group | Basic Materials | 14.29% |
GSK.L GlaxoSmithKline plc | Healthcare | 14.29% |
AZN AstraZeneca PLC | Healthcare | 14.29% |
BA.L BAE Systems plc | Industrials | 14.29% |
FLOW.AS Flow Traders BV | Financial Services | 14.29% |
Performance
The chart shows the growth of an initial investment of $10,000 in B&B2, 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 Oct 3, 2023, the B&B2 returned 0.49% Year-To-Date and 7.75% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 7.75% | 8.98% |
| B&B2 | -3.49% | -8.14% | 0.49% | 19.85% | 7.42% | 7.75% |
| Portfolio components: | ||||||
UNA.AS Unilever PLC | -3.82% | -5.48% | -0.27% | 13.95% | 0.90% | 4.54% |
RKT.L Reckitt Benckiser Group plc | -3.15% | -6.84% | 3.16% | 7.66% | -2.76% | -0.46% |
RIO Rio Tinto Group | -1.80% | -5.28% | -6.48% | 20.93% | 13.97% | 14.33% |
GSK.L GlaxoSmithKline plc | 2.68% | 2.43% | 6.20% | 28.02% | 2.29% | 2.77% |
AZN AstraZeneca PLC | -2.07% | -3.92% | 0.51% | 24.26% | 13.36% | 12.22% |
BA.L BAE Systems plc | -3.84% | 0.85% | 19.71% | 42.47% | 13.81% | 10.58% |
FLOW.AS Flow Traders BV | -12.72% | -36.00% | -20.81% | -2.52% | -2.14% | -3.31% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.09% | 1.87% | -6.26% | 1.26% | 1.20% | -1.85% | -1.80% |
Dividend yield
B&B2 granted a 2.71% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| B&B2 | 2.71% | 3.18% | 5.07% | 4.85% | 4.40% | 3.88% | 3.41% | 3.60% | 3.68% | 2.72% | 2.61% | 2.86% |
| Portfolio components: | ||||||||||||
UNA.AS Unilever PLC | 3.67% | 3.74% | 3.87% | 3.66% | 3.61% | 3.78% | 3.60% | 4.06% | 3.79% | 4.62% | 4.98% | 4.77% |
RKT.L Reckitt Benckiser Group plc | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.04% |
RIO Rio Tinto Group | 6.41% | 11.13% | 17.02% | 6.79% | 15.22% | 10.11% | 7.55% | 7.06% | 14.63% | 8.83% | 6.46% | 5.99% |
GSK.L GlaxoSmithKline plc | 0.04% | 0.05% | 0.05% | 0.07% | 0.05% | 0.07% | 0.08% | 0.07% | 0.08% | 0.09% | 0.09% | 0.09% |
AZN AstraZeneca PLC | 2.17% | 2.18% | 2.51% | 3.01% | 3.10% | 4.12% | 4.69% | 6.24% | 5.28% | 5.38% | 6.65% | 9.02% |
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% |
FLOW.AS Flow Traders BV | 6.61% | 5.10% | 11.94% | 20.34% | 8.76% | 9.00% | 7.85% | 7.72% | 1.90% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The B&B2 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 | |
|---|---|---|---|---|---|
UNA.AS Unilever PLC | 0.61 | ||||
RKT.L Reckitt Benckiser Group plc | -0.04 | ||||
RIO Rio Tinto Group | 0.66 | ||||
GSK.L GlaxoSmithKline plc | 0.89 | ||||
AZN AstraZeneca PLC | 1.05 | ||||
BA.L BAE Systems plc | 1.48 | ||||
FLOW.AS Flow Traders BV | -0.34 |
Asset Correlations Table
| FLOW.AS | RIO | BA.L | AZN | UNA.AS | RKT.L | GSK.L | |
|---|---|---|---|---|---|---|---|
| FLOW.AS | 1.00 | 0.06 | 0.07 | 0.07 | 0.10 | 0.10 | 0.07 |
| RIO | 0.06 | 1.00 | 0.27 | 0.26 | 0.15 | 0.16 | 0.25 |
| BA.L | 0.07 | 0.27 | 1.00 | 0.22 | 0.28 | 0.32 | 0.38 |
| AZN | 0.07 | 0.26 | 0.22 | 1.00 | 0.29 | 0.33 | 0.48 |
| UNA.AS | 0.10 | 0.15 | 0.28 | 0.29 | 1.00 | 0.55 | 0.44 |
| RKT.L | 0.10 | 0.16 | 0.32 | 0.33 | 0.55 | 1.00 | 0.45 |
| GSK.L | 0.07 | 0.25 | 0.38 | 0.48 | 0.44 | 0.45 | 1.00 |
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&B2. 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&B2 is 24.42%, recorded on Sep 26, 2022. It took 129 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.42% | Apr 12, 2022 | 119 | Sep 26, 2022 | 129 | Mar 27, 2023 | 248 |
| -23.05% | Jan 21, 2020 | 45 | Mar 23, 2020 | 39 | May 18, 2020 | 84 |
| -13.67% | Sep 16, 2020 | 33 | Oct 30, 2020 | 46 | Jan 6, 2021 | 79 |
| -11.63% | Aug 11, 2015 | 218 | Jun 14, 2016 | 35 | Aug 2, 2016 | 253 |
| -11.55% | Apr 14, 2023 | 122 | Oct 2, 2023 | — | — | — |
Volatility Chart
The current B&B2 volatility is 3.42%, 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.