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buyAndHold

Last updated Feb 21, 2024

Asset Allocation


AAPL 10%ABBV 10%O 10%SBUX 10%AVGO 10%HD 10%BAC 10%MSFT 10%JNJ 10%KO 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

10%

ABBV
AbbVie Inc.
Healthcare

10%

O
Realty Income Corporation
Real Estate

10%

SBUX
Starbucks Corporation
Consumer Cyclical

10%

AVGO
Broadcom Inc.
Technology

10%

HD
The Home Depot, Inc.
Consumer Cyclical

10%

BAC
Bank of America Corporation
Financial Services

10%

MSFT
Microsoft Corporation
Technology

10%

JNJ
Johnson & Johnson
Healthcare

10%

KO
The Coca-Cola Company
Consumer Defensive

10%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
12.03%
13.40%
buyAndHold
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns

As of Feb 21, 2024, the buyAndHold returned 2.44% Year-To-Date and 19.29% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
buyAndHold2.44%0.18%12.03%18.36%18.56%19.29%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
ABBV
AbbVie Inc.
14.49%6.66%20.89%20.85%23.03%17.95%
O
Realty Income Corporation
-8.19%-6.73%-4.09%-16.24%-0.52%6.96%
SBUX
Starbucks Corporation
-2.07%0.17%-1.59%-10.82%7.91%12.01%
AVGO
Broadcom Inc.
9.88%1.27%44.77%110.63%38.91%39.26%
HD
The Home Depot, Inc.
4.62%0.04%13.21%17.21%16.45%19.41%
BAC
Bank of America Corporation
0.86%5.40%21.37%-0.94%5.55%9.71%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
JNJ
Johnson & Johnson
0.71%-2.36%-3.46%0.69%5.96%8.46%
KO
The Coca-Cola Company
3.00%1.45%2.68%4.15%9.14%8.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.18%
20234.37%-3.32%-5.85%-1.30%9.45%5.71%

Sharpe Ratio

The current buyAndHold Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.53

The Sharpe ratio of buyAndHold lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.53
1.75
buyAndHold
Benchmark (^GSPC)
Portfolio components

Dividend yield

buyAndHold granted a 2.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
buyAndHold2.55%2.56%2.53%2.13%2.52%2.58%2.73%2.30%2.45%2.31%2.06%2.31%
AAPL
Apple Inc.
0.53%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.
3.41%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
5.85%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
2.35%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
AVGO
Broadcom Inc.
1.55%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
HD
The Home Depot, Inc.
2.31%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
2.71%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
0.71%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
3.02%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
3.03%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.97
ABBV
AbbVie Inc.
1.17
O
Realty Income Corporation
-0.82
SBUX
Starbucks Corporation
-0.51
AVGO
Broadcom Inc.
3.35
HD
The Home Depot, Inc.
0.78
BAC
Bank of America Corporation
-0.03
MSFT
Microsoft Corporation
2.40
JNJ
Johnson & Johnson
0.17
KO
The Coca-Cola Company
0.44

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

OABBVBACJNJKOAAPLAVGOHDSBUXMSFT
O1.000.220.150.290.410.200.180.320.330.26
ABBV0.221.000.270.450.310.240.270.300.270.31
BAC0.150.271.000.280.280.320.380.390.380.34
JNJ0.290.450.281.000.450.250.250.350.350.33
KO0.410.310.280.451.000.260.250.360.400.34
AAPL0.200.240.320.250.261.000.540.380.390.58
AVGO0.180.270.380.250.250.541.000.380.420.51
HD0.320.300.390.350.360.380.381.000.470.44
SBUX0.330.270.380.350.400.390.420.471.000.46
MSFT0.260.310.340.330.340.580.510.440.461.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.13%
-1.08%
buyAndHold
Benchmark (^GSPC)
Portfolio components

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 1.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-19.63%Jan 5, 2022194Oct 12, 2022187Jul 13, 2023381
-11.98%Nov 9, 201830Dec 24, 201833Feb 12, 201963
-11.94%Jul 31, 202364Oct 27, 202330Dec 11, 202394
-11.74%Jul 21, 201526Aug 25, 201545Oct 28, 201571

Volatility Chart

The current buyAndHold volatility is 2.80%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.80%
3.37%
buyAndHold
Benchmark (^GSPC)
Portfolio components
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