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
The chart shows the growth of an initial investment of $10,000 in warren, 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 every 3 months.
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 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| warren | -18.21% | -8.01% | -14.11% | 15.46% | 21.74% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | -21.25% | -8.00% | -15.99% | 19.95% | 24.08% | 21.30% |
BAC Bank of America Corporation | -14.34% | -11.94% | -10.55% | 3.69% | 13.54% | 11.41% |
AXP American Express Company | -14.84% | -6.90% | -8.69% | 10.00% | 26.23% | 14.04% |
KO The Coca-Cola Company | 18.12% | 4.72% | 5.19% | 24.95% | 12.88% | 9.30% |
CVX Chevron Corporation | -3.76% | -16.33% | -6.59% | -10.10% | 15.60% | 6.83% |
OXY Occidental Petroleum Corporation | -19.22% | -17.20% | -22.39% | -39.35% | 27.06% | -3.85% |
KHC The Kraft Heinz Company | -2.83% | -0.84% | -16.05% | -18.15% | 4.79% | N/A |
MCO Moody's Corporation | -10.08% | -7.60% | -12.70% | 14.26% | 13.15% | 15.99% |
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 | -3.31% | 2.22% | -7.46% | -10.57% | -18.21% | ||||||||
| 2024 | -2.76% | -0.61% | -2.40% | -0.49% | 10.28% | 6.90% | 5.38% | 2.94% | 1.26% | -2.57% | 6.23% | 2.79% | 29.30% |
| 2023 | 9.61% | 0.24% | 7.75% | 2.54% | 2.30% | 8.48% | 1.79% | -4.42% | -7.48% | -1.27% | 11.21% | 2.57% | 36.57% |
| 2022 | -0.30% | -3.46% | 4.50% | -8.61% | -3.35% | -9.42% | 16.16% | -2.84% | -11.73% | 12.04% | -0.94% | -10.36% | -20.24% |
| 2021 | -1.57% | -3.11% | 2.79% | 6.81% | -2.55% | 7.38% | 4.38% | 3.42% | -5.08% | 6.96% | 5.54% | 6.53% | 35.00% |
| 2020 | 2.95% | -11.61% | -12.38% | 14.78% | 6.57% | 10.21% | 12.15% | 17.07% | -8.94% | -5.76% | 11.60% | 9.57% | 48.09% |
| 2019 | 7.32% | 2.62% | 5.31% | 5.17% | -9.94% | 10.41% | 5.75% | -2.98% | 4.52% | 7.34% | 5.49% | 7.83% | 58.82% |
| 2018 | 1.47% | 0.83% | -4.40% | 0.88% | 7.20% | -0.28% | 3.06% | 10.26% | -0.74% | -4.50% | -8.06% | -11.59% | -7.65% |
| 2017 | 2.59% | 8.32% | 1.45% | 0.09% | 2.97% | -1.46% | 2.85% | 4.87% | -1.11% | 6.53% | 2.91% | 0.25% | 34.20% |
| 2016 | -7.59% | -1.12% | 10.14% | -4.58% | 3.75% | -2.66% | 5.05% | 2.84% | 2.18% | 0.80% | 2.19% | 3.87% | 14.56% |
| 2015 | -1.34% | -5.53% | -2.64% | 7.46% | 0.34% | -6.72% | -8.73% |
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 57, indicating average performance compared to other portfolios on our website. Here’s 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 | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
BAC Bank of America Corporation | 0.37 | 0.69 | 1.10 | 0.38 | 1.27 |
AXP American Express Company | 0.52 | 0.93 | 1.13 | 0.57 | 2.07 |
KO The Coca-Cola Company | 1.80 | 2.53 | 1.33 | 1.90 | 4.21 |
CVX Chevron Corporation | -0.32 | -0.26 | 0.96 | -0.37 | -1.04 |
OXY Occidental Petroleum Corporation | -1.23 | -1.77 | 0.76 | -0.78 | -1.74 |
KHC The Kraft Heinz Company | -0.67 | -0.82 | 0.90 | -0.26 | -1.08 |
MCO Moody's Corporation | 0.60 | 0.96 | 1.14 | 0.63 | 2.43 |
Dividends
Dividend yield
warren provided a 1.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.63% | 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 | 0.51% | 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 | 2.73% | 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 | 1.16% | 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 | 2.69% | 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 | 4.79% | 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 | 2.27% | 1.78% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.39% | 3.46% |
KHC The Kraft Heinz Company | 5.43% | 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 | 0.82% | 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.
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 36.82%, occurring on Mar 23, 2020. Recovery took 64 trading sessions.
The current warren drawdown is 15.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.82% | Feb 13, 2020 | 27 | Mar 23, 2020 | 64 | Jun 23, 2020 | 91 |
| -29.11% | Dec 27, 2024 | 69 | Apr 8, 2025 | — | — | — |
| -28.9% | Oct 4, 2018 | 56 | Dec 24, 2018 | 201 | Oct 11, 2019 | 257 |
| -24.82% | Mar 30, 2022 | 55 | Jun 16, 2022 | 247 | Jun 12, 2023 | 302 |
| -23.54% | Jul 21, 2015 | 143 | Feb 11, 2016 | 210 | Dec 9, 2016 | 353 |
Volatility
Volatility Chart
The current warren volatility is 19.87%, 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
| KHC | AAPL | KO | OXY | MCO | CVX | BAC | AXP | |
|---|---|---|---|---|---|---|---|---|
| KHC | 1.00 | 0.23 | 0.49 | 0.22 | 0.29 | 0.29 | 0.25 | 0.24 |
| AAPL | 0.23 | 1.00 | 0.26 | 0.22 | 0.50 | 0.25 | 0.33 | 0.38 |
| KO | 0.49 | 0.26 | 1.00 | 0.19 | 0.39 | 0.28 | 0.26 | 0.33 |
| OXY | 0.22 | 0.22 | 0.19 | 1.00 | 0.23 | 0.72 | 0.44 | 0.38 |
| MCO | 0.29 | 0.50 | 0.39 | 0.23 | 1.00 | 0.27 | 0.44 | 0.52 |
| CVX | 0.29 | 0.25 | 0.28 | 0.72 | 0.27 | 1.00 | 0.48 | 0.44 |
| BAC | 0.25 | 0.33 | 0.26 | 0.44 | 0.44 | 0.48 | 1.00 | 0.68 |
| AXP | 0.24 | 0.38 | 0.33 | 0.38 | 0.52 | 0.44 | 0.68 | 1.00 |