Portfolio long
Aktien long
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 7.69% |
WMT Walmart Inc. | Consumer Defensive | 7.69% |
LLY Eli Lilly and Company | Healthcare | 7.69% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 7.69% |
SBUX Starbucks Corporation | Consumer Cyclical | 7.69% |
NFLX Netflix, Inc. | Communication Services | 7.69% |
CAT Caterpillar Inc. | Industrials | 7.69% |
XOM Exxon Mobil Corporation | Energy | 7.69% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 7.69% |
NVDA NVIDIA Corporation | Technology | 7.69% |
AMGN Amgen Inc. | Healthcare | 7.69% |
GOOGL Alphabet Inc. | Communication Services | 7.69% |
MA Mastercard Inc | Financial Services | 7.69% |
Performance
The chart shows the growth of an initial investment of $10,000 in Portfolio long, 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
Returns
As of Sep 21, 2023, the Portfolio long returned 37.27% Year-To-Date and 23.21% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| Portfolio long | 1.31% | 26.48% | 37.27% | 52.25% | 21.77% | 23.21% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -0.20% | 11.49% | 35.64% | 12.51% | 27.58% | 28.31% |
WMT Walmart Inc. | 4.06% | 18.35% | 16.93% | 24.61% | 13.27% | 10.38% |
LLY Eli Lilly and Company | 3.56% | 72.93% | 56.95% | 90.81% | 42.41% | 29.51% |
BRK-B Berkshire Hathaway Inc. | 4.18% | 22.38% | 18.75% | 32.36% | 10.75% | 12.04% |
SBUX Starbucks Corporation | -1.35% | -3.00% | -2.60% | 7.04% | 12.89% | 11.62% |
NFLX Netflix, Inc. | -5.39% | 31.44% | 31.00% | 59.07% | 1.36% | 24.07% |
CAT Caterpillar Inc. | 2.15% | 27.99% | 18.07% | 59.98% | 15.09% | 15.85% |
XOM Exxon Mobil Corporation | 7.07% | 13.18% | 8.14% | 30.11% | 12.10% | 7.27% |
BKNG Booking Holdings Inc. | 0.55% | 19.96% | 52.28% | 61.81% | 9.45% | 11.85% |
NVDA NVIDIA Corporation | -10.06% | 59.61% | 189.13% | 220.77% | 45.44% | 60.70% |
AMGN Amgen Inc. | 4.13% | 20.19% | 6.11% | 23.23% | 9.06% | 11.80% |
GOOGL Alphabet Inc. | 4.18% | 29.38% | 51.58% | 32.23% | 18.00% | 19.49% |
MA Mastercard Inc | 4.40% | 17.30% | 18.61% | 31.86% | 13.76% | 20.36% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| WMT | NFLX | LLY | AMGN | XOM | NVDA | BKNG | AAPL | BRK-B | SBUX | CAT | MA | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.20 | 0.33 | 0.31 | 0.28 | 0.23 | 0.23 | 0.26 | 0.35 | 0.37 | 0.30 | 0.30 | 0.30 |
| NFLX | 0.20 | 1.00 | 0.20 | 0.24 | 0.19 | 0.39 | 0.37 | 0.38 | 0.25 | 0.34 | 0.28 | 0.33 | 0.40 |
| LLY | 0.33 | 0.20 | 1.00 | 0.46 | 0.32 | 0.25 | 0.24 | 0.27 | 0.34 | 0.33 | 0.30 | 0.31 | 0.33 |
| AMGN | 0.31 | 0.24 | 0.46 | 1.00 | 0.32 | 0.29 | 0.30 | 0.30 | 0.36 | 0.36 | 0.32 | 0.35 | 0.36 |
| XOM | 0.28 | 0.19 | 0.32 | 0.32 | 1.00 | 0.29 | 0.37 | 0.30 | 0.47 | 0.32 | 0.57 | 0.37 | 0.35 |
| NVDA | 0.23 | 0.39 | 0.25 | 0.29 | 0.29 | 1.00 | 0.42 | 0.48 | 0.34 | 0.40 | 0.39 | 0.43 | 0.50 |
| BKNG | 0.23 | 0.37 | 0.24 | 0.30 | 0.37 | 0.42 | 1.00 | 0.40 | 0.39 | 0.45 | 0.44 | 0.48 | 0.49 |
| AAPL | 0.26 | 0.38 | 0.27 | 0.30 | 0.30 | 0.48 | 0.40 | 1.00 | 0.37 | 0.40 | 0.40 | 0.45 | 0.55 |
| BRK-B | 0.35 | 0.25 | 0.34 | 0.36 | 0.47 | 0.34 | 0.39 | 0.37 | 1.00 | 0.44 | 0.53 | 0.47 | 0.43 |
| SBUX | 0.37 | 0.34 | 0.33 | 0.36 | 0.32 | 0.40 | 0.45 | 0.40 | 0.44 | 1.00 | 0.41 | 0.47 | 0.47 |
| CAT | 0.30 | 0.28 | 0.30 | 0.32 | 0.57 | 0.39 | 0.44 | 0.40 | 0.53 | 0.41 | 1.00 | 0.44 | 0.42 |
| MA | 0.30 | 0.33 | 0.31 | 0.35 | 0.37 | 0.43 | 0.48 | 0.45 | 0.47 | 0.47 | 0.44 | 1.00 | 0.51 |
| GOOGL | 0.30 | 0.40 | 0.33 | 0.36 | 0.35 | 0.50 | 0.49 | 0.55 | 0.43 | 0.47 | 0.42 | 0.51 | 1.00 |
Dividend yield
Portfolio long granted a 1.03% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio long | 1.03% | 1.11% | 1.31% | 1.63% | 1.47% | 1.67% | 1.52% | 1.80% | 1.92% | 1.67% | 1.70% | 1.66% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
WMT Walmart Inc. | 1.38% | 1.60% | 1.56% | 1.56% | 1.89% | 2.42% | 2.29% | 3.29% | 3.74% | 2.69% | 2.95% | 2.94% |
LLY Eli Lilly and Company | 0.77% | 1.08% | 1.26% | 1.82% | 2.08% | 2.10% | 2.73% | 3.16% | 2.77% | 3.41% | 4.76% | 5.11% |
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% |
SBUX Starbucks Corporation | 2.23% | 2.05% | 1.65% | 1.66% | 1.83% | 2.25% | 2.06% | 1.75% | 1.32% | 1.58% | 1.36% | 1.63% |
NFLX Netflix, 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. | 1.76% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
XOM Exxon Mobil Corporation | 3.13% | 3.30% | 6.08% | 9.55% | 6.00% | 6.06% | 4.88% | 4.57% | 5.29% | 4.33% | 3.70% | 3.94% |
BKNG Booking Holdings 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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
AMGN Amgen Inc. | 3.07% | 3.03% | 3.31% | 3.04% | 2.70% | 3.14% | 3.15% | 3.35% | 2.44% | 1.96% | 2.15% | 2.22% |
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% |
MA Mastercard Inc | 0.54% | 0.57% | 0.49% | 0.46% | 0.45% | 0.54% | 0.60% | 0.77% | 0.69% | 0.54% | 0.27% | 0.23% |
Expense Ratio
The Portfolio long 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
WMT Walmart Inc. | 1.45 | ||||
LLY Eli Lilly and Company | 3.16 | ||||
BRK-B Berkshire Hathaway Inc. | 1.77 | ||||
SBUX Starbucks Corporation | 0.25 | ||||
NFLX Netflix, Inc. | 1.36 | ||||
CAT Caterpillar Inc. | 1.89 | ||||
XOM Exxon Mobil Corporation | 1.06 | ||||
BKNG Booking Holdings Inc. | 2.10 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
AMGN Amgen Inc. | 0.99 | ||||
GOOGL Alphabet Inc. | 0.87 | ||||
MA Mastercard Inc | 1.45 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Portfolio long. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Portfolio long is 45.83%, recorded on Nov 20, 2008. It took 226 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.83% | Jun 6, 2008 | 118 | Nov 20, 2008 | 226 | Oct 15, 2009 | 344 |
| -27.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -20.56% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -19.97% | Mar 30, 2022 | 55 | Jun 16, 2022 | 116 | Dec 1, 2022 | 171 |
| -15.4% | Jul 22, 2011 | 51 | Oct 3, 2011 | 68 | Jan 10, 2012 | 119 |
Volatility Chart
The current Portfolio long volatility is 3.49%, 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.