Japaneze conglomerates
Buffet owns them. As well as AXP and KO and OXY. Can't find Mitsubishi ADR ( MSBHF)
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AXP American Express Company | Financial Services | 14.20% |
ITOCY Itochu Corp ADR | Industrials | 14.40% |
KO The Coca-Cola Company | Consumer Defensive | 14.20% |
MARUY Marubeni Corp ADR | Industrials | 14.40% |
MITSY Mitsui & Company Ltd | Industrials | 14.40% |
OXY Occidental Petroleum Corporation | Energy | 14.20% |
SSUMY Sumitomo Corp ADR | Industrials | 14.20% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 28, 2005, corresponding to the inception date of MARUY
Returns By Period
As of May 16, 2025, the Japaneze conglomerates returned 7.64% Year-To-Date and 14.79% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
Japaneze conglomerates | 7.64% | 12.26% | 7.17% | -0.40% | 28.23% | 14.79% |
Portfolio components: | ||||||
ITOCY Itochu Corp ADR | 5.28% | 12.89% | 1.18% | 12.32% | 20.59% | 17.55% |
MITSY Mitsui & Company Ltd | -3.23% | 8.33% | -3.68% | -19.93% | 27.24% | 17.73% |
MARUY Marubeni Corp ADR | 28.06% | 22.85% | 23.94% | -1.62% | 34.88% | 15.63% |
SSUMY Sumitomo Corp ADR | 17.70% | 12.37% | 21.57% | -5.09% | 17.46% | 10.89% |
AXP American Express Company | 1.50% | 16.17% | 4.49% | 25.34% | 31.33% | 15.81% |
OXY Occidental Petroleum Corporation | -11.78% | 14.74% | -13.58% | -30.36% | 26.93% | -2.69% |
KO The Coca-Cola Company | 15.87% | -0.35% | 16.20% | 16.83% | 14.10% | 9.08% |
Monthly Returns
The table below presents the monthly returns of Japaneze conglomerates, 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 | -1.40% | 1.79% | 0.43% | 2.03% | 4.66% | 7.64% | |||||||
2024 | 5.83% | 2.08% | 4.15% | 3.90% | 2.56% | -2.13% | 2.04% | -1.51% | -1.07% | -5.80% | 2.33% | -1.07% | 11.25% |
2023 | 5.15% | -3.57% | 4.99% | 1.47% | -0.85% | 12.21% | 2.78% | -5.01% | -2.67% | -1.94% | 5.71% | 3.35% | 22.36% |
2022 | 9.06% | 5.42% | 9.54% | -5.71% | 0.38% | -10.09% | 5.62% | 2.42% | -11.42% | 6.60% | 16.23% | -1.16% | 25.77% |
2021 | 0.28% | 13.55% | 4.28% | -0.49% | 3.33% | 1.31% | -0.70% | -1.37% | 1.93% | 3.59% | -4.32% | 6.84% | 30.75% |
2020 | 0.98% | -9.62% | -21.05% | 7.55% | -0.88% | 4.28% | -0.96% | 13.18% | -5.08% | -7.39% | 21.89% | 8.23% | 4.12% |
2019 | 7.37% | -3.25% | 1.99% | 1.84% | -4.25% | 5.14% | 0.36% | -2.28% | 4.32% | 1.34% | 0.27% | 2.80% | 16.09% |
2018 | 3.59% | -2.42% | -0.57% | 6.42% | -0.47% | -1.48% | 1.03% | 0.27% | 7.05% | -6.26% | 0.65% | -7.69% | -0.94% |
2017 | 3.39% | 3.87% | -0.49% | -0.56% | -1.36% | 4.00% | 3.02% | 0.95% | 4.54% | 2.38% | 2.36% | 6.00% | 31.66% |
2016 | -6.00% | 2.05% | 5.23% | 5.82% | -3.24% | -2.25% | 0.45% | 4.43% | 2.26% | 1.91% | 2.98% | 0.38% | 14.19% |
2015 | -5.53% | 6.47% | -2.33% | 6.26% | 0.83% | -1.88% | -3.48% | -1.52% | -6.07% | 11.73% | -1.96% | -3.99% | -3.02% |
2014 | -4.30% | 5.38% | -1.02% | -0.13% | 3.60% | 5.14% | -3.34% | 1.89% | -3.46% | -2.80% | -2.09% | -2.33% | -4.03% |
Expense Ratio
Japaneze conglomerates 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 Japaneze conglomerates is 4, meaning it’s performing worse than 96% 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 | |
---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.39 | 0.85 | 1.10 | 0.49 | 1.16 |
MITSY Mitsui & Company Ltd | -0.59 | -0.68 | 0.92 | -0.56 | -0.88 |
MARUY Marubeni Corp ADR | -0.05 | 0.22 | 1.03 | -0.02 | -0.02 |
SSUMY Sumitomo Corp ADR | -0.17 | -0.02 | 1.00 | -0.17 | -0.31 |
AXP American Express Company | 0.79 | 1.34 | 1.19 | 0.94 | 2.98 |
OXY Occidental Petroleum Corporation | -0.91 | -1.17 | 0.84 | -0.59 | -1.44 |
KO The Coca-Cola Company | 0.99 | 1.44 | 1.18 | 1.03 | 2.27 |
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Dividends
Dividend yield
Japaneze conglomerates provided a 0.82% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.82% | 1.01% | 1.75% | 1.92% | 2.76% | 4.17% | 4.72% | 4.59% | 3.45% | 3.96% | 4.09% | 4.09% |
Portfolio components: | ||||||||||||
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% |
MITSY Mitsui & Company Ltd | 0.00% | 1.28% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% |
MARUY Marubeni Corp ADR | 0.00% | 0.00% | 0.00% | 0.00% | 4.38% | 3.96% | 4.25% | 4.52% | 3.22% | 3.20% | 3.64% | 3.82% |
SSUMY Sumitomo Corp ADR | 0.00% | 0.00% | 3.78% | 5.41% | 4.85% | 4.96% | 5.17% | 4.50% | 2.78% | 3.94% | 3.97% | 4.31% |
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% |
OXY Occidental Petroleum Corporation | 2.08% | 1.78% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.40% | 3.47% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
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 Japaneze conglomerates. 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 Japaneze conglomerates was 58.62%, occurring on Nov 20, 2008. Recovery took 513 trading sessions.
The current Japaneze conglomerates drawdown is 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-58.62% | May 23, 2008 | 128 | Nov 20, 2008 | 513 | Dec 3, 2010 | 641 |
-39.06% | Feb 7, 2020 | 31 | Mar 23, 2020 | 181 | Dec 8, 2020 | 212 |
-27.1% | Oct 30, 2007 | 57 | Jan 22, 2008 | 82 | May 19, 2008 | 139 |
-23.7% | Jul 7, 2014 | 408 | Feb 12, 2016 | 207 | Dec 7, 2016 | 615 |
-20.56% | Mar 28, 2022 | 130 | Sep 30, 2022 | 78 | Jan 24, 2023 | 208 |
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 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | KO | MARUY | OXY | MITSY | AXP | ITOCY | SSUMY | Portfolio | |
---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.50 | 0.09 | 0.51 | 0.17 | 0.70 | 0.37 | 0.37 | 0.57 |
KO | 0.50 | 1.00 | 0.04 | 0.25 | 0.09 | 0.37 | 0.21 | 0.21 | 0.38 |
MARUY | 0.09 | 0.04 | 1.00 | 0.07 | 0.57 | 0.07 | 0.43 | 0.48 | 0.60 |
OXY | 0.51 | 0.25 | 0.07 | 1.00 | 0.13 | 0.39 | 0.23 | 0.25 | 0.54 |
MITSY | 0.17 | 0.09 | 0.57 | 0.13 | 1.00 | 0.14 | 0.43 | 0.52 | 0.66 |
AXP | 0.70 | 0.37 | 0.07 | 0.39 | 0.14 | 1.00 | 0.27 | 0.28 | 0.53 |
ITOCY | 0.37 | 0.21 | 0.43 | 0.23 | 0.43 | 0.27 | 1.00 | 0.59 | 0.70 |
SSUMY | 0.37 | 0.21 | 0.48 | 0.25 | 0.52 | 0.28 | 0.59 | 1.00 | 0.75 |
Portfolio | 0.57 | 0.38 | 0.60 | 0.54 | 0.66 | 0.53 | 0.70 | 0.75 | 1.00 |