warren
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 50% |
AXP American Express Company | Financial Services | 9% |
BAC Bank of America Corporation | Financial Services | 10% |
CVX Chevron Corporation | Energy | 7% |
KHC The Kraft Heinz Company | Consumer Defensive | 5% |
KO The Coca-Cola Company | Consumer Defensive | 8% |
MCO Moody's Corporation | Financial Services | 5% |
OXY Occidental Petroleum Corporation | Energy | 6% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of KHC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| warren | -6.83% | 8.38% | -2.51% | 9.75% | 23.16% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | -15.43% | 7.39% | -5.88% | 11.79% | 22.59% | 21.98% |
BAC Bank of America Corporation | 2.33% | 19.46% | -3.27% | 16.55% | 17.21% | 12.72% |
AXP American Express Company | 1.56% | 19.26% | 5.07% | 24.83% | 29.44% | 15.71% |
KO The Coca-Cola Company | 16.50% | -1.37% | 18.37% | 17.65% | 13.34% | 9.13% |
CVX Chevron Corporation | -0.80% | 3.07% | -10.08% | -9.78% | 13.61% | 7.47% |
OXY Occidental Petroleum Corporation | -12.45% | 8.39% | -13.04% | -30.92% | 24.55% | -2.69% |
KHC The Kraft Heinz Company | -8.50% | -5.84% | -8.62% | -19.12% | 2.36% | N/A |
MCO Moody's Corporation | 3.67% | 15.30% | 3.87% | 18.99% | 14.53% | 17.30% |
Monthly Returns
The table below presents the monthly returns of warren, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.52% | 2.72% | -5.47% | -5.42% | 3.01% | -6.83% | |||||||
| 2024 | -1.51% | 0.51% | 0.36% | -0.01% | 7.28% | 4.66% | 4.96% | 2.26% | 0.46% | -2.27% | 6.24% | 0.21% | 25.14% |
| 2023 | 8.37% | -1.08% | 5.24% | 2.14% | 0.00% | 6.89% | 2.65% | -4.62% | -5.42% | -2.26% | 10.62% | 3.68% | 27.86% |
| 2022 | 2.76% | 0.20% | 5.60% | -6.73% | -1.05% | -9.92% | 13.56% | -2.08% | -11.43% | 13.04% | 0.70% | -8.50% | -7.26% |
| 2021 | -1.40% | 3.47% | 4.43% | 5.51% | -0.86% | 6.15% | 2.01% | 2.18% | -3.04% | 7.41% | 1.75% | 6.01% | 38.52% |
| 2020 | 1.84% | -12.00% | -14.48% | 16.58% | 3.66% | 10.01% | 8.27% | 12.61% | -8.84% | -5.28% | 16.93% | 7.96% | 35.42% |
| 2019 | 7.33% | 1.73% | 5.29% | 4.66% | -10.01% | 10.30% | 5.45% | -3.84% | 4.56% | 6.77% | 4.63% | 7.62% | 52.23% |
| 2018 | 1.29% | 0.44% | -4.25% | 1.14% | 7.29% | -0.03% | 2.84% | 9.69% | -0.64% | -4.54% | -6.69% | -11.55% | -6.70% |
| 2017 | 2.91% | 8.69% | 1.82% | 0.12% | 2.98% | -1.45% | 2.94% | 4.88% | -1.10% | 6.41% | 2.98% | 0.20% | 35.69% |
| 2016 | -7.76% | -1.00% | 10.36% | -4.67% | 3.86% | -3.17% | 5.98% | 3.02% | 2.57% | 0.90% | 2.49% | 3.82% | 16.15% |
| 2015 | -1.34% | -5.53% | -2.63% | 7.58% | 0.34% | -6.89% | -8.78% |
Expense Ratio
warren has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of warren is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.36 | 0.80 | 1.11 | 0.40 | 1.31 |
BAC Bank of America Corporation | 0.58 | 1.05 | 1.15 | 0.69 | 2.07 |
AXP American Express Company | 0.80 | 1.28 | 1.18 | 0.89 | 2.82 |
KO The Coca-Cola Company | 1.01 | 1.56 | 1.19 | 1.13 | 2.48 |
CVX Chevron Corporation | -0.36 | -0.34 | 0.95 | -0.43 | -1.08 |
OXY Occidental Petroleum Corporation | -0.91 | -1.20 | 0.84 | -0.60 | -1.46 |
KHC The Kraft Heinz Company | -0.86 | -1.15 | 0.87 | -0.33 | -1.63 |
MCO Moody's Corporation | 0.75 | 1.29 | 1.19 | 0.92 | 3.07 |
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Dividends
Dividend yield
warren provided a 1.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 1.47% | 1.49% | 1.47% | 1.32% | 1.89% | 2.08% | 2.46% | 1.94% | 2.21% | 2.25% | 1.76% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
BAC Bank of America Corporation | 2.28% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
AXP American Express Company | 0.97% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
KO The Coca-Cola Company | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
CVX Chevron Corporation | 3.50% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
OXY Occidental Petroleum Corporation | 2.09% | 1.78% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.40% | 3.47% |
KHC The Kraft Heinz Company | 5.77% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% |
MCO Moody's Corporation | 0.73% | 0.72% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the warren. 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 warren was 39.00%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current warren drawdown is 8.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39% | Feb 13, 2020 | 27 | Mar 23, 2020 | 91 | Jul 31, 2020 | 118 |
| -27.57% | Oct 4, 2018 | 56 | Dec 24, 2018 | 203 | Oct 15, 2019 | 259 |
| -23.63% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -23.6% | Jul 21, 2015 | 143 | Feb 11, 2016 | 209 | Dec 8, 2016 | 352 |
| -20.98% | Mar 30, 2022 | 55 | Jun 16, 2022 | 247 | Jun 12, 2023 | 302 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 3.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | KHC | KO | OXY | CVX | AAPL | MCO | BAC | AXP | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.35 | 0.43 | 0.41 | 0.47 | 0.69 | 0.71 | 0.61 | 0.67 | 0.83 |
| KHC | 0.35 | 1.00 | 0.49 | 0.21 | 0.28 | 0.23 | 0.29 | 0.24 | 0.24 | 0.36 |
| KO | 0.43 | 0.49 | 1.00 | 0.18 | 0.28 | 0.26 | 0.39 | 0.26 | 0.32 | 0.40 |
| OXY | 0.41 | 0.21 | 0.18 | 1.00 | 0.72 | 0.22 | 0.23 | 0.44 | 0.38 | 0.47 |
| CVX | 0.47 | 0.28 | 0.28 | 0.72 | 1.00 | 0.25 | 0.27 | 0.48 | 0.44 | 0.52 |
| AAPL | 0.69 | 0.23 | 0.26 | 0.22 | 0.25 | 1.00 | 0.50 | 0.33 | 0.38 | 0.88 |
| MCO | 0.71 | 0.29 | 0.39 | 0.23 | 0.27 | 0.50 | 1.00 | 0.44 | 0.52 | 0.60 |
| BAC | 0.61 | 0.24 | 0.26 | 0.44 | 0.48 | 0.33 | 0.44 | 1.00 | 0.68 | 0.60 |
| AXP | 0.67 | 0.24 | 0.32 | 0.38 | 0.44 | 0.38 | 0.52 | 0.68 | 1.00 | 0.63 |
| Portfolio | 0.83 | 0.36 | 0.40 | 0.47 | 0.52 | 0.88 | 0.60 | 0.60 | 0.63 | 1.00 |