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Old Cow
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 25%MSFT 25%JPM 10%HD 5%GOOGL 3.18%AXP 3.18%BABA 3.18%BRK-B 3.18%CAT 3.18%DE 3.18%JNJ 3.18%KO 3.18%O 3.18%SHEL 3.18%T 3.18%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

25%

AXP
American Express Company
Financial Services

3.18%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

3.18%

BRK-B
Berkshire Hathaway Inc.
Financial Services

3.18%

CAT
Caterpillar Inc.
Industrials

3.18%

DE
Deere & Company
Industrials

3.18%

GOOGL
Alphabet Inc.
Communication Services

3.18%

HD
The Home Depot, Inc.
Consumer Cyclical

5%

JNJ
Johnson & Johnson
Healthcare

3.18%

JPM
JPMorgan Chase & Co.
Financial Services

10%

KO
The Coca-Cola Company
Consumer Defensive

3.18%

MSFT
Microsoft Corporation
Technology

25%

O
Realty Income Corporation
Real Estate

3.18%

SHEL
Shell plc
Energy

3.18%

T
AT&T Inc.
Communication Services

3.18%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Old Cow, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.47%
19.37%
Old Cow
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Old Cow2.75%-2.27%15.47%22.04%21.00%N/A
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
GOOGL
Alphabet Inc.
13.29%4.97%14.01%49.34%20.14%19.77%
AXP
American Express Company
28.36%6.08%66.51%50.88%17.25%12.29%
BABA
Alibaba Group Holding Limited
-6.45%0.53%-11.33%-15.43%-17.15%N/A
BRK-B
Berkshire Hathaway Inc.
14.60%-0.69%20.70%25.36%14.07%12.40%
CAT
Caterpillar Inc.
23.88%1.81%46.77%65.59%24.65%16.42%
DE
Deere & Company
-0.30%-0.04%7.11%3.80%21.44%17.88%
HD
The Home Depot, Inc.
-1.59%-13.14%21.18%15.37%13.18%18.37%
JNJ
Johnson & Johnson
-4.58%-3.65%-0.31%-6.53%4.03%6.94%
JPM
JPMorgan Chase & Co.
14.32%-1.71%37.74%40.15%14.45%16.41%
KO
The Coca-Cola Company
3.72%0.25%10.73%-2.15%8.19%7.36%
MSFT
Microsoft Corporation
8.59%-4.94%23.79%45.83%27.16%28.34%
O
Realty Income Corporation
-5.67%3.01%10.82%-9.09%-0.26%7.29%
SHEL
Shell plc
11.81%8.74%11.47%22.30%7.39%4.64%
T
AT&T Inc.
1.57%-1.24%9.74%0.84%1.25%2.97%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.08%2.32%1.76%
2023-4.98%-0.07%9.79%3.17%

Expense Ratio

The Old Cow 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

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.


Old Cow
Sharpe ratio
The chart of Sharpe ratio for Old Cow, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.75
Sortino ratio
The chart of Sortino ratio for Old Cow, currently valued at 2.54, compared to the broader market0.002.004.006.002.54
Omega ratio
The chart of Omega ratio for Old Cow, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Old Cow, currently valued at 2.23, compared to the broader market0.002.004.006.008.002.23
Martin ratio
The chart of Martin ratio for Old Cow, currently valued at 6.55, compared to the broader market0.0010.0020.0030.0040.0050.006.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.090.261.030.100.21
GOOGL
Alphabet Inc.
1.852.351.331.6310.49
AXP
American Express Company
2.102.881.381.786.13
BABA
Alibaba Group Holding Limited
-0.50-0.530.94-0.22-0.88
BRK-B
Berkshire Hathaway Inc.
2.103.061.362.317.97
CAT
Caterpillar Inc.
2.573.551.443.1210.55
DE
Deere & Company
0.180.411.050.190.36
HD
The Home Depot, Inc.
0.811.281.150.522.56
JNJ
Johnson & Johnson
-0.40-0.470.94-0.32-0.74
JPM
JPMorgan Chase & Co.
2.353.001.422.219.02
KO
The Coca-Cola Company
-0.18-0.160.98-0.13-0.33
MSFT
Microsoft Corporation
1.992.791.342.338.49
O
Realty Income Corporation
-0.48-0.560.93-0.27-0.76
SHEL
Shell plc
1.251.771.222.335.97
T
AT&T Inc.
-0.120.001.00-0.08-0.29

Sharpe Ratio

The current Old Cow Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.75

The Sharpe ratio of Old Cow 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.75
1.92
Old Cow
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Old Cow granted a 1.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Old Cow1.54%1.54%1.66%1.51%1.73%1.80%2.23%1.95%2.32%2.48%2.29%2.38%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOGL
Alphabet 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%
AXP
American Express Company
1.05%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
BABA
Alibaba Group Holding Limited
1.38%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway 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%
CAT
Caterpillar Inc.
1.43%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
DE
Deere & Company
1.39%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
HD
The Home Depot, Inc.
2.51%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
JNJ
Johnson & Johnson
3.18%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
JPM
JPMorgan Chase & Co.
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
KO
The Coca-Cola Company
3.08%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
O
Realty Income Corporation
5.75%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
SHEL
Shell plc
3.56%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%4.25%
T
AT&T Inc.
6.73%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.86%
-3.50%
Old Cow
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Old Cow. 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 Old Cow was 32.24%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current Old Cow drawdown is 2.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.24%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-23.06%Jan 5, 2022194Oct 12, 2022160Jun 2, 2023354
-21.4%Oct 4, 201856Dec 24, 201878Apr 17, 2019134
-13.88%Jul 21, 201526Aug 25, 201545Oct 28, 201571
-13.26%Dec 7, 201546Feb 11, 201642Apr 13, 201688

Volatility

Volatility Chart

The current Old Cow volatility is 3.63%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.63%
3.58%
Old Cow
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

OBABAJNJSHELTKOAAPLHDGOOGLDEMSFTCATAXPJPMBRK-B
O1.000.120.300.150.330.430.220.330.240.210.260.190.280.200.30
BABA0.121.000.160.240.170.140.380.240.430.250.400.300.290.290.29
JNJ0.300.161.000.210.380.460.280.350.310.280.330.290.310.330.47
SHEL0.150.240.211.000.310.270.260.240.260.420.260.530.420.460.43
T0.330.170.380.311.000.430.240.340.250.360.230.390.380.430.48
KO0.430.140.460.270.431.000.290.360.310.300.350.310.370.340.48
AAPL0.220.380.280.260.240.291.000.410.600.340.640.360.400.370.43
HD0.330.240.350.240.340.360.411.000.420.400.470.400.450.430.49
GOOGL0.240.430.310.260.250.310.600.421.000.300.700.350.420.380.44
DE0.210.250.280.420.360.300.340.400.301.000.310.700.480.530.53
MSFT0.260.400.330.260.230.350.640.470.700.311.000.350.430.380.46
CAT0.190.300.290.530.390.310.360.400.350.700.351.000.560.600.59
AXP0.280.290.310.420.380.370.400.450.420.480.430.561.000.700.66
JPM0.200.290.330.460.430.340.370.430.380.530.380.600.701.000.73
BRK-B0.300.290.470.430.480.480.430.490.440.530.460.590.660.731.00