Heir

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Heir

Last updated May 18, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	8.33%
AMD Advanced Micro Devices, Inc.	Technology	8.33%
CAT Caterpillar Inc.	Industrials	8.33%
GOOG Alphabet Inc.	Communication Services	8.33%
MDLZ Mondelez International, Inc.	Consumer Defensive	8.33%
META Meta Platforms, Inc.	Communication Services	8.33%
MSFT Microsoft Corporation	Technology	8.33%
NVO Novo Nordisk A/S	Healthcare	8.33%
NXPI NXP Semiconductors N.V.	Technology	8.33%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	8.33%
V Visa Inc.	Financial Services	8.33%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	8.33%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Heir, 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

Heir

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 18, 2024, the Heir returned 21.86% Year-To-Date and 26.49% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
Heir	21.86%	9.45%	31.23%	54.11%	32.38%	26.32%
Portfolio components:
MSFT Microsoft Corporation	12.15%	5.47%	14.03%	33.03%	28.34%	28.61%
AAPL Apple Inc.	-1.12%	15.23%	0.36%	8.97%	33.45%	25.83%
META Meta Platforms, Inc.	33.46%	-1.90%	41.00%	92.32%	20.70%	22.87%
MDLZ Mondelez International, Inc.	-1.06%	4.58%	2.07%	-5.38%	8.85%	8.91%
NVO Novo Nordisk A/S	28.15%	7.48%	30.75%	56.00%	42.71%	21.67%
V Visa Inc.	7.99%	4.02%	12.65%	20.98%	12.12%	19.14%
WSM Williams-Sonoma, Inc.	54.68%	10.85%	74.52%	175.32%	44.84%	19.15%
TSM Taiwan Semiconductor Manufacturing Company Limited	46.42%	18.78%	53.64%	66.85%	34.64%	25.43%
AMD Advanced Micro Devices, Inc.	11.57%	12.16%	36.35%	55.42%	43.28%	45.10%
NXPI NXP Semiconductors N.V.	17.06%	24.45%	34.43%	56.00%	24.60%	17.08%
GOOG Alphabet Inc.	25.80%	13.85%	29.47%	43.85%	25.33%	20.68%
CAT Caterpillar Inc.	21.50%	0.45%	41.95%	68.95%	26.32%	16.38%

Monthly Returns

The table below presents the monthly returns of Heir, 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	3.71%	9.34%	4.35%	-3.17%									21.86%
2023	11.93%	-0.67%	10.33%	0.93%	5.39%	5.58%	4.14%	-0.70%	-2.30%	-2.67%	12.51%	7.15%	63.32%
2022	-5.21%	-6.40%	2.31%	-8.28%	1.08%	-11.14%	12.18%	-5.20%	-13.79%	3.12%	12.21%	-5.04%	-24.68%
2021	1.61%	3.99%	6.32%	4.85%	1.35%	3.30%	3.42%	4.89%	-6.66%	6.50%	3.51%	2.23%	40.73%
2020	1.23%	-6.58%	-9.79%	15.02%	6.86%	4.45%	11.97%	9.29%	-3.75%	-1.06%	12.12%	2.74%	47.03%
2019	10.90%	3.11%	4.00%	6.30%	-6.85%	8.57%	2.81%	-0.19%	1.68%	6.02%	4.86%	6.43%	57.84%
2018	8.14%	-2.77%	-5.14%	-1.73%	8.40%	1.20%	4.19%	7.97%	2.33%	-11.71%	2.05%	-7.71%	2.92%
2017	2.94%	5.65%	1.98%	3.79%	2.05%	-0.82%	3.85%	2.41%	0.97%	4.91%	0.44%	1.59%	33.94%
2016	-5.74%	-2.30%	9.84%	1.14%	4.96%	-0.99%	8.99%	0.72%	1.64%	-1.19%	1.44%	3.15%	22.65%
2015	-1.25%	7.43%	-0.25%	1.10%	2.84%	-1.63%	2.89%	-6.45%	-1.43%	8.82%	2.54%	0.57%	15.24%
2014				-0.27%	2.85%	4.14%	-1.75%	3.77%	-1.95%	0.43%	5.69%	-3.47%	9.40%

Expense Ratio

Heir 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Heir is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Heir

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Heir

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	1.65	2.26	1.28	2.69	6.53
AAPL Apple Inc.	0.52	0.87	1.11	0.63	1.27
META Meta Platforms, Inc.	2.63	3.54	1.46	2.65	16.91
MDLZ Mondelez International, Inc.	-0.33	-0.33	0.96	-0.26	-0.70
NVO Novo Nordisk A/S	1.84	3.13	1.36	4.93	11.57
V Visa Inc.	1.50	2.06	1.26	2.01	6.55
WSM Williams-Sonoma, Inc.	4.41	5.81	1.71	3.65	41.44
TSM Taiwan Semiconductor Manufacturing Company Limited	2.11	3.15	1.37	1.85	7.57
AMD Advanced Micro Devices, Inc.	1.23	1.87	1.23	1.39	3.92
NXPI NXP Semiconductors N.V.	1.89	2.49	1.30	2.10	7.10
GOOG Alphabet Inc.	1.63	2.17	1.31	2.05	9.66
CAT Caterpillar Inc.	2.59	3.33	1.45	3.26	10.70

Sharpe Ratio

The current Heir Sharpe ratio is 3.34. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Heir with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Heir

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Heir granted a 0.87% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Heir	0.87%	0.94%	1.18%	0.84%	0.93%	1.23%	1.43%	1.12%	1.36%	1.32%	1.09%	1.12%
Portfolio components:
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
AAPL Apple Inc.	0.51%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
META Meta Platforms, Inc.	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MDLZ Mondelez International, Inc.	2.33%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%	1.60%	1.90%
NVO Novo Nordisk A/S	0.56%	0.18%	0.21%	0.23%	0.33%	0.38%	0.49%	0.38%	0.72%	0.23%	0.36%	0.01%
V Visa Inc.	0.72%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%	0.62%
WSM Williams-Sonoma, Inc.	1.24%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%	1.72%	1.97%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.30%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%	2.30%
AMD Advanced Micro Devices, 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%
NXPI NXP Semiconductors N.V.	1.52%	1.77%	2.14%	0.99%	0.94%	0.98%	0.68%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOG 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%
CAT Caterpillar Inc.	1.46%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%	1.89%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Heir

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Heir. 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 Heir was 33.32%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current Heir drawdown is 0.77%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.32%	Dec 28, 2021	202	Oct 14, 2022	164	Jun 12, 2023	366
-31.7%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-22.97%	Sep 25, 2018	63	Dec 24, 2018	59	Mar 21, 2019	122
-15.12%	Dec 30, 2015	30	Feb 11, 2016	42	Apr 13, 2016	72
-12.47%	Jan 24, 2018	64	Apr 25, 2018	28	Jun 5, 2018	92

Volatility

Volatility Chart

The current Heir volatility is 4.82%, 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.

Heir

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	NVO	WSM	MDLZ	CAT	AMD	NXPI	TSM	META	V	AAPL	GOOG	MSFT
NVO	1.00	0.15	0.25	0.19	0.21	0.21	0.23	0.29	0.33	0.27	0.30	0.34
WSM	0.15	1.00	0.22	0.35	0.26	0.37	0.32	0.28	0.29	0.30	0.29	0.29
MDLZ	0.25	0.22	1.00	0.29	0.19	0.25	0.23	0.27	0.42	0.33	0.34	0.38
CAT	0.19	0.35	0.29	1.00	0.29	0.44	0.39	0.29	0.42	0.36	0.35	0.35
AMD	0.21	0.26	0.19	0.29	1.00	0.46	0.49	0.41	0.38	0.43	0.42	0.47
NXPI	0.21	0.37	0.25	0.44	0.46	1.00	0.57	0.41	0.43	0.48	0.43	0.45
TSM	0.23	0.32	0.23	0.39	0.49	0.57	1.00	0.41	0.44	0.50	0.47	0.49
META	0.29	0.28	0.27	0.29	0.41	0.41	0.41	1.00	0.50	0.52	0.66	0.58
V	0.33	0.29	0.42	0.42	0.38	0.43	0.44	0.50	1.00	0.50	0.57	0.60
AAPL	0.27	0.30	0.33	0.36	0.43	0.48	0.50	0.52	0.50	1.00	0.58	0.62
GOOG	0.30	0.29	0.34	0.35	0.42	0.43	0.47	0.66	0.57	0.58	1.00	0.69
MSFT	0.34	0.29	0.38	0.35	0.47	0.45	0.49	0.58	0.60	0.62	0.69	1.00