buyAndHold
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
ABBV AbbVie Inc. | Healthcare | 10% |
AVGO Broadcom Inc. | Technology | 10% |
BAC Bank of America Corporation | Financial Services | 10% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
MSFT Microsoft Corporation | Technology | 10% |
O Realty Income Corporation | Real Estate | 10% |
SBUX Starbucks Corporation | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in buyAndHold, 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 Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Jul 25, 2024, the buyAndHold returned 11.01% Year-To-Date and 19.01% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| buyAndHold | 11.01% | 2.32% | 8.62% | 15.11% | 17.65% | 19.01% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.81% | 4.53% | 12.85% | 12.96% | 34.37% | 25.94% |
ABBV AbbVie Inc. | 16.93% | 4.15% | 8.70% | 28.98% | 26.63% | 17.41% |
O Realty Income Corporation | 2.66% | 8.74% | 6.37% | -4.85% | 1.41% | 7.60% |
SBUX Starbucks Corporation | -21.15% | -5.80% | -18.26% | -24.78% | -3.54% | 8.73% |
AVGO Broadcom Inc. | 36.59% | -4.26% | 23.96% | 72.44% | 42.63% | 40.25% |
HD The Home Depot, Inc. | 2.40% | 3.54% | 1.11% | 9.08% | 12.81% | 18.53% |
BAC Bank of America Corporation | 26.95% | 7.14% | 28.02% | 34.05% | 9.23% | 12.83% |
MSFT Microsoft Corporation | 14.47% | -4.89% | 6.32% | 27.97% | 26.14% | 27.69% |
JNJ Johnson & Johnson | 1.28% | 6.18% | -0.51% | -6.69% | 6.55% | 7.26% |
KO The Coca-Cola Company | 13.44% | 3.09% | 13.00% | 7.72% | 7.27% | 8.34% |
Monthly Returns
The table below presents the monthly returns of buyAndHold, 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 | 1.17% | 3.33% | 1.55% | -4.65% | 2.49% | 4.81% | 11.01% | ||||||
| 2023 | 2.74% | -2.29% | 3.32% | 2.56% | -1.05% | 4.54% | 4.37% | -3.32% | -5.85% | -1.30% | 9.45% | 5.71% | 19.37% |
| 2022 | -4.18% | -2.98% | 2.97% | -6.48% | 0.43% | -5.23% | 7.11% | -4.49% | -6.98% | 7.68% | 7.81% | -3.24% | -8.92% |
| 2021 | -1.96% | 2.71% | 5.25% | 4.35% | 0.77% | 0.99% | 3.79% | 2.42% | -5.22% | 8.11% | 0.83% | 8.67% | 34.35% |
| 2020 | 1.12% | -7.11% | -13.65% | 12.95% | 4.99% | 3.69% | 4.08% | 8.06% | -3.13% | -3.46% | 10.87% | 6.10% | 23.39% |
| 2019 | 4.42% | 2.01% | 4.51% | 4.48% | -7.04% | 7.08% | 2.19% | 0.52% | 2.50% | 3.99% | 3.28% | 3.25% | 35.18% |
| 2018 | 3.30% | -2.06% | -3.55% | 0.06% | 3.04% | -1.59% | 4.00% | 3.76% | 2.06% | -4.37% | 5.22% | -5.26% | 3.95% |
| 2017 | 2.73% | 5.16% | 1.93% | 1.43% | 2.41% | 0.19% | 0.77% | 2.75% | 1.77% | 4.77% | 3.86% | 0.61% | 32.21% |
| 2016 | -3.20% | -1.36% | 7.80% | -2.40% | 2.36% | 0.70% | 5.37% | 0.51% | -0.83% | -2.18% | 4.21% | 2.94% | 14.15% |
| 2015 | -1.34% | 6.73% | -1.70% | 1.63% | 4.09% | -2.04% | 3.67% | -5.48% | -0.41% | 7.95% | 2.04% | 0.49% | 15.84% |
| 2014 | -2.29% | 4.82% | 1.90% | 0.93% | 3.20% | 3.00% | -1.88% | 7.43% | 1.07% | 3.77% | 4.98% | -0.23% | 29.66% |
| 2013 | 3.69% | 1.20% | 4.56% | 5.40% | 2.08% | -2.28% | 5.23% | -1.77% | 2.52% | 5.66% | 2.84% | 2.14% | 35.67% |
Expense Ratio
buyAndHold 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 rank of buyAndHold is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
ABBV AbbVie Inc. | 1.49 | 2.02 | 1.28 | 1.75 | 4.93 |
O Realty Income Corporation | -0.21 | -0.17 | 0.98 | -0.12 | -0.32 |
SBUX Starbucks Corporation | -0.92 | -1.21 | 0.83 | -0.65 | -1.58 |
AVGO Broadcom Inc. | 1.80 | 2.51 | 1.31 | 4.17 | 11.14 |
HD The Home Depot, Inc. | 0.53 | 0.91 | 1.11 | 0.35 | 1.17 |
BAC Bank of America Corporation | 1.43 | 2.23 | 1.26 | 0.71 | 4.23 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
JNJ Johnson & Johnson | -0.37 | -0.42 | 0.95 | -0.31 | -0.58 |
KO The Coca-Cola Company | 0.67 | 1.02 | 1.13 | 0.51 | 1.52 |
Dividends
Dividend yield
buyAndHold granted a 2.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| buyAndHold | 2.50% | 2.56% | 2.53% | 2.13% | 2.52% | 2.58% | 2.87% | 2.36% | 2.53% | 2.41% | 2.24% | 2.56% |
| 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% |
ABBV AbbVie Inc. | 3.48% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
O Realty Income Corporation | 5.39% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
SBUX Starbucks Corporation | 3.00% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.00% | 0.67% | 0.57% |
AVGO Broadcom Inc. | 1.34% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
HD The Home Depot, Inc. | 2.48% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
BAC Bank of America Corporation | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
JNJ Johnson & Johnson | 3.08% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
KO The Coca-Cola Company | 2.87% | 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 buyAndHold. 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 buyAndHold was 35.21%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current buyAndHold drawdown is 2.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.21% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -19.63% | Jan 5, 2022 | 194 | Oct 12, 2022 | 187 | Jul 13, 2023 | 381 |
| -11.98% | Nov 9, 2018 | 30 | Dec 24, 2018 | 33 | Feb 12, 2019 | 63 |
| -11.94% | Jul 31, 2023 | 64 | Oct 27, 2023 | 30 | Dec 11, 2023 | 94 |
| -11.74% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current buyAndHold volatility is 2.78%, 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
| O | ABBV | BAC | JNJ | KO | AVGO | AAPL | HD | SBUX | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.22 | 0.16 | 0.30 | 0.41 | 0.17 | 0.19 | 0.32 | 0.32 | 0.25 |
| ABBV | 0.22 | 1.00 | 0.27 | 0.45 | 0.31 | 0.25 | 0.23 | 0.30 | 0.27 | 0.29 |
| BAC | 0.16 | 0.27 | 1.00 | 0.28 | 0.27 | 0.37 | 0.32 | 0.39 | 0.38 | 0.33 |
| JNJ | 0.30 | 0.45 | 0.28 | 1.00 | 0.45 | 0.22 | 0.24 | 0.35 | 0.34 | 0.31 |
| KO | 0.41 | 0.31 | 0.27 | 0.45 | 1.00 | 0.23 | 0.25 | 0.35 | 0.40 | 0.33 |
| AVGO | 0.17 | 0.25 | 0.37 | 0.22 | 0.23 | 1.00 | 0.53 | 0.37 | 0.39 | 0.51 |
| AAPL | 0.19 | 0.23 | 0.32 | 0.24 | 0.25 | 0.53 | 1.00 | 0.37 | 0.38 | 0.57 |
| HD | 0.32 | 0.30 | 0.39 | 0.35 | 0.35 | 0.37 | 0.37 | 1.00 | 0.46 | 0.44 |
| SBUX | 0.32 | 0.27 | 0.38 | 0.34 | 0.40 | 0.39 | 0.38 | 0.46 | 1.00 | 0.44 |
| MSFT | 0.25 | 0.29 | 0.33 | 0.31 | 0.33 | 0.51 | 0.57 | 0.44 | 0.44 | 1.00 |