Butch_244
High 10yr avg roi
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Butch_244, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Jan 12, 2025, the Butch_244 returned 1.22% Year-To-Date and 81.76% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | -0.93% | -3.71% | 3.77% | 21.81% | 12.17% | 11.26% |
Butch_244 | 1.22% | -6.70% | 45.56% | 125.60% | 60.34% | 79.76% |
Portfolio components: | ||||||
Apple Inc | -5.42% | -4.55% | 1.27% | 28.02% | 25.74% | 25.95% |
Meta Platforms, Inc. | 5.18% | -0.64% | 24.34% | 65.08% | 22.85% | 23.47% |
Microsoft Corporation | -0.60% | -6.33% | -7.36% | 8.65% | 21.86% | 26.59% |
MicroStrategy Incorporated | 13.22% | -19.76% | 103.51% | 575.37% | 86.39% | 35.46% |
Amazon.com, Inc. | -0.21% | -3.75% | 13.61% | 41.60% | 18.67% | 31.17% |
The Progressive Corporation | 0.22% | -4.63% | 10.66% | 43.09% | 28.08% | 27.90% |
Interactive Brokers Group, Inc. | 4.83% | 3.19% | 49.06% | 110.90% | 31.54% | 21.69% |
Bitcoin | 1.22% | -6.71% | 45.78% | 126.26% | 60.85% | 84.46% |
Monthly Returns
The table below presents the monthly returns of Butch_244, 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 | 0.79% | 43.43% | 16.47% | -14.94% | 11.28% | -7.04% | 3.06% | -8.63% | 7.38% | 10.79% | 37.15% | -3.14% | 120.47% |
2023 | 39.45% | 0.08% | 22.87% | 2.78% | -6.88% | 11.91% | -4.01% | -11.17% | 3.90% | 28.24% | 8.78% | 11.98% | 154.21% |
2022 | -16.82% | 12.05% | 5.43% | -17.15% | -15.60% | -37.53% | 17.86% | -13.94% | -3.17% | 5.41% | -16.00% | -3.67% | -64.03% |
2021 | 14.03% | 36.00% | 30.37% | -1.93% | -35.18% | -6.03% | 18.62% | 13.24% | -7.16% | 39.77% | -6.98% | -18.64% | 59.31% |
2020 | 29.34% | -7.98% | -24.71% | 33.97% | 9.15% | -3.19% | 23.62% | 3.35% | -7.68% | 27.06% | 41.74% | 47.19% | 296.64% |
2019 | -6.92% | 11.10% | 6.37% | 29.55% | 58.06% | 25.78% | -6.64% | -4.50% | -13.62% | 10.72% | -17.30% | -4.80% | 90.20% |
2018 | -27.44% | 1.73% | -32.51% | 31.94% | -18.48% | -14.26% | 20.89% | -9.18% | -5.77% | -4.77% | -35.57% | -6.89% | -72.85% |
2017 | 1.35% | 19.86% | -8.20% | 23.70% | 64.51% | 8.10% | 15.47% | 61.04% | -7.54% | 47.95% | 57.05% | 37.82% | 1,250.59% |
2016 | -12.78% | 14.83% | -2.55% | 6.02% | 16.17% | 22.12% | -5.79% | -6.65% | 5.39% | 12.92% | 5.30% | 26.02% | 103.89% |
2015 | -26.66% | 14.45% | -2.89% | -2.13% | -1.55% | 11.93% | 8.00% | -15.76% | 1.98% | 27.57% | 16.17% | 11.45% | 34.72% |
2014 | 9.28% | -31.46% | -15.72% | -1.72% | 35.55% | 2.64% | -7.54% | -16.41% | -16.61% | -10.73% | 10.76% | -13.23% | -52.28% |
Expense Ratio
Butch_244 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 Butch_244 is 35, 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 | |
---|---|---|---|---|---|
Apple Inc | 2.07 | 2.76 | 1.38 | 1.46 | 12.05 |
Meta Platforms, Inc. | 1.98 | 2.64 | 1.34 | 1.46 | 11.80 |
Microsoft Corporation | 0.27 | 0.46 | 1.06 | 0.05 | 0.65 |
MicroStrategy Incorporated | 3.14 | 3.39 | 1.37 | 5.25 | 17.74 |
Amazon.com, Inc. | 0.93 | 1.38 | 1.18 | 0.41 | 3.78 |
The Progressive Corporation | 1.04 | 1.64 | 1.20 | 0.60 | 4.98 |
Interactive Brokers Group, Inc. | 3.17 | 4.04 | 1.55 | 2.74 | 19.12 |
Bitcoin | 1.53 | 2.28 | 1.22 | 1.32 | 6.98 |
Dividends
Dividend yield
Butch_244 provided a 0.62% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.62% | 0.33% | 0.22% | 0.29% | 1.11% | 0.63% | 0.91% | 0.74% | 0.61% | 0.95% | 0.88% | 1.42% |
Portfolio components: | ||||||||||||
Apple Inc | 0.42% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
Meta Platforms, Inc. | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Microsoft Corporation | 0.74% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Amazon.com, 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% |
The Progressive Corporation | 2.44% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
Interactive Brokers Group, Inc. | 0.46% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Butch_244. 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 Butch_244 was 82.78%, occurring on Dec 15, 2018. Recovery took 716 trading sessions.
The current Butch_244 drawdown is 10.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-82.78% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
-79.89% | Dec 5, 2013 | 406 | Jan 14, 2015 | 721 | Jan 4, 2017 | 1127 |
-76.4% | Nov 9, 2021 | 378 | Nov 21, 2022 | 469 | Mar 4, 2024 | 847 |
-61.06% | Apr 11, 2013 | 7 | Apr 17, 2013 | 201 | Nov 4, 2013 | 208 |
-52.78% | Apr 14, 2021 | 98 | Jul 20, 2021 | 91 | Oct 19, 2021 | 189 |
Volatility
Volatility Chart
The current Butch_244 volatility is 13.02%, 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
BTC-USD | PGR | IBKR | MSTR | AAPL | META | AMZN | MSFT | |
---|---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.03 | 0.09 | 0.23 | 0.08 | 0.07 | 0.09 | 0.09 |
PGR | 0.03 | 1.00 | 0.29 | 0.20 | 0.21 | 0.19 | 0.23 | 0.29 |
IBKR | 0.09 | 0.29 | 1.00 | 0.32 | 0.26 | 0.27 | 0.27 | 0.31 |
MSTR | 0.23 | 0.20 | 0.32 | 1.00 | 0.31 | 0.32 | 0.35 | 0.36 |
AAPL | 0.08 | 0.21 | 0.26 | 0.31 | 1.00 | 0.40 | 0.45 | 0.51 |
META | 0.07 | 0.19 | 0.27 | 0.32 | 0.40 | 1.00 | 0.52 | 0.46 |
AMZN | 0.09 | 0.23 | 0.27 | 0.35 | 0.45 | 0.52 | 1.00 | 0.55 |
MSFT | 0.09 | 0.29 | 0.31 | 0.36 | 0.51 | 0.46 | 0.55 | 1.00 |