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
The chart shows the growth of an initial investment of $10,000 in Japaneze conglomerates, 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 Mar 28, 2005, corresponding to the inception date of MARUY
Returns By Period
As of Dec 28, 2024, the Japaneze conglomerates returned 11.41% Year-To-Date and 14.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
| Japaneze conglomerates | 14.21% | -0.48% | -4.30% | 14.21% | 16.00% | 13.76% |
| Portfolio components: | ||||||
ITOCY Itochu Corp ADR | 21.56% | 0.04% | 1.63% | 21.56% | 16.98% | 19.86% |
MITSY Mitsui & Company Ltd | 12.68% | -0.28% | -9.97% | 12.68% | 23.89% | 19.36% |
MARUY Marubeni Corp ADR | -4.28% | -0.10% | -19.16% | -4.28% | 16.47% | 13.05% |
SSUMY Sumitomo Corp ADR | -0.14% | 1.16% | -13.44% | -0.14% | 8.60% | 11.46% |
AXP American Express Company | 62.62% | -1.19% | 29.48% | 62.62% | 21.04% | 14.16% |
OXY Occidental Petroleum Corporation | -17.36% | -3.56% | -22.09% | -17.36% | 4.80% | -1.98% |
KO The Coca-Cola Company | 9.21% | -2.54% | 0.12% | 9.21% | 5.69% | 7.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 8.05% | 1.06% | 3.67% | 4.25% | 4.09% | -2.84% | 2.30% | -1.69% | 0.26% | -6.60% | 2.10% | 14.21% | |
| 2023 | 4.14% | -3.72% | 6.50% | 1.83% | 0.00% | 14.50% | 2.79% | -5.76% | -3.06% | -1.76% | 5.79% | 3.26% | 25.47% |
| 2022 | 6.08% | 3.22% | 6.33% | -7.19% | -1.78% | -9.46% | 5.00% | 1.45% | -11.01% | 5.81% | 18.87% | -0.37% | 14.12% |
| 2021 | -1.33% | 9.52% | 5.35% | -0.85% | 2.25% | -1.26% | 1.32% | -1.21% | 0.36% | 1.62% | -2.68% | 7.59% | 21.81% |
| 2020 | 1.31% | -8.12% | -16.36% | 0.95% | 4.76% | -1.10% | 0.78% | 17.24% | -3.50% | -7.00% | 13.06% | 7.74% | 5.18% |
| 2019 | 7.21% | -3.45% | 2.12% | 2.03% | -3.38% | 4.96% | 0.24% | -0.78% | 4.72% | 2.14% | 1.25% | 2.48% | 20.73% |
| 2018 | 4.00% | -1.99% | 0.00% | 5.56% | -1.80% | -2.02% | 0.65% | 0.01% | 7.63% | -5.68% | -0.63% | -6.85% | -2.06% |
| 2017 | 3.45% | 3.92% | -0.50% | -0.56% | -1.17% | 3.89% | 3.21% | 1.36% | 4.12% | 2.75% | 1.89% | 6.27% | 32.36% |
| 2016 | -5.00% | 1.87% | 5.30% | 5.05% | -3.03% | -1.80% | -0.73% | 4.45% | 2.60% | 1.65% | 2.83% | -0.05% | 13.29% |
| 2015 | -5.40% | 6.31% | -2.44% | 6.52% | 1.14% | -1.91% | -3.80% | -1.54% | -6.35% | 12.05% | -1.86% | -3.78% | -2.69% |
| 2014 | -4.29% | 5.20% | -1.15% | -0.26% | 3.75% | 5.27% | -3.13% | 1.90% | -3.39% | -3.05% | -2.61% | -2.49% | -4.80% |
| 2013 | 4.90% | -0.52% | 4.54% | 1.46% | 0.07% | -2.92% | 2.38% | -1.34% | 8.48% | 0.51% | -0.47% | 1.06% | 19.11% |
Expense Ratio
Japaneze conglomerates 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
Risk-Adjusted Performance Rank
The current rank of Japaneze conglomerates is 11, meaning it’s performing worse than 89% 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 | 0.77 | 1.27 | 1.16 | 1.30 | 3.43 |
MITSY Mitsui & Company Ltd | 0.43 | 0.77 | 1.10 | 0.42 | 0.89 |
MARUY Marubeni Corp ADR | -0.16 | -0.02 | 1.00 | -0.16 | -0.34 |
SSUMY Sumitomo Corp ADR | 0.01 | 0.19 | 1.02 | 0.01 | 0.02 |
AXP American Express Company | 2.61 | 3.44 | 1.47 | 5.87 | 20.96 |
OXY Occidental Petroleum Corporation | -0.88 | -1.17 | 0.87 | -0.50 | -1.15 |
KO The Coca-Cola Company | 0.75 | 1.16 | 1.14 | 0.65 | 1.80 |
Dividends
Dividend yield
Japaneze conglomerates provided a 1.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.01% | 1.75% | 1.92% | 2.76% | 4.17% | 4.72% | 4.59% | 3.45% | 3.96% | 4.09% | 4.09% | 4.68% |
| Portfolio components: | ||||||||||||
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
MITSY Mitsui & Company Ltd | 1.28% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% | 14.12% |
MARUY Marubeni Corp ADR | 0.00% | 0.00% | 0.00% | 4.38% | 3.96% | 4.25% | 4.52% | 3.22% | 3.20% | 3.64% | 3.82% | 5.41% |
SSUMY Sumitomo Corp ADR | 0.00% | 3.78% | 5.41% | 4.85% | 4.96% | 5.17% | 4.50% | 2.78% | 3.94% | 3.97% | 4.31% | 3.46% |
AXP American Express Company | 0.90% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
OXY Occidental Petroleum Corporation | 1.81% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.39% | 3.46% | 2.69% |
KO The Coca-Cola Company | 3.11% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
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 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 60.23%, occurring on Nov 20, 2008. Recovery took 565 trading sessions.
The current Japaneze conglomerates drawdown is 8.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.23% | May 23, 2008 | 128 | Nov 20, 2008 | 565 | Feb 17, 2011 | 693 |
| -33.24% | Feb 7, 2020 | 31 | Mar 23, 2020 | 184 | Dec 11, 2020 | 215 |
| -29.33% | Oct 30, 2007 | 57 | Jan 22, 2008 | 82 | May 19, 2008 | 139 |
| -23.63% | Jul 7, 2014 | 392 | Jan 21, 2016 | 224 | Dec 8, 2016 | 616 |
| -23.52% | Mar 28, 2022 | 130 | Sep 30, 2022 | 81 | Jan 27, 2023 | 211 |
Volatility
Volatility Chart
The current Japaneze conglomerates volatility is 4.87%, 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
| KO | OXY | AXP | MARUY | MITSY | ITOCY | SSUMY | |
|---|---|---|---|---|---|---|---|
| KO | 1.00 | 0.26 | 0.39 | 0.03 | 0.09 | 0.22 | 0.21 |
| OXY | 0.26 | 1.00 | 0.39 | 0.07 | 0.13 | 0.23 | 0.25 |
| AXP | 0.39 | 0.39 | 1.00 | 0.06 | 0.13 | 0.27 | 0.28 |
| MARUY | 0.03 | 0.07 | 0.06 | 1.00 | 0.57 | 0.42 | 0.48 |
| MITSY | 0.09 | 0.13 | 0.13 | 0.57 | 1.00 | 0.43 | 0.51 |
| ITOCY | 0.22 | 0.23 | 0.27 | 0.42 | 0.43 | 1.00 | 0.59 |
| SSUMY | 0.21 | 0.25 | 0.28 | 0.48 | 0.51 | 0.59 | 1.00 |