Butch_244
High 10yr avg roi
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
BTC-USD Bitcoin | 12% | |
IBKR Interactive Brokers Group, Inc. | Financial Services | 10% |
META Meta Platforms, Inc. | Communication Services | 25% |
MSFT Microsoft Corporation | Technology | 10% |
MSTR MicroStrategy Incorporated | Technology | 6% |
PGR The Progressive Corporation | Financial Services | 15% |
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 Quarterly
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Jul 25, 2024, the Butch_244 returned 41.46% Year-To-Date and 36.97% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Butch_244 | 41.46% | -0.84% | 35.41% | 69.63% | 35.70% | 37.03% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.81% | 4.53% | 12.85% | 12.96% | 34.27% | 25.88% |
META Meta Platforms, Inc. | 30.58% | -9.66% | 17.56% | 54.81% | 18.28% | 19.96% |
MSFT Microsoft Corporation | 14.47% | -4.89% | 6.32% | 27.97% | 26.06% | 27.63% |
MSTR MicroStrategy Incorporated | 164.83% | 11.83% | 265.39% | 277.19% | 68.50% | 28.39% |
AMZN Amazon.com, Inc. | 19.01% | -2.96% | 14.63% | 41.11% | 13.24% | 27.43% |
PGR The Progressive Corporation | 36.07% | 3.49% | 21.14% | 71.82% | 24.22% | 27.62% |
IBKR Interactive Brokers Group, Inc. | 42.90% | -3.27% | 30.95% | 38.85% | 19.20% | 18.84% |
BTC-USD Bitcoin | 54.67% | 5.77% | 63.70% | 122.70% | 47.24% | 60.26% |
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 | 4.26% | 21.57% | 8.52% | -7.63% | 8.78% | 3.08% | 41.46% | ||||||
| 2023 | 21.16% | 5.69% | 12.78% | 4.43% | 3.17% | 7.92% | 4.03% | -3.64% | -1.84% | 7.69% | 8.33% | 6.27% | 104.82% |
| 2022 | -8.14% | -7.50% | 5.38% | -12.50% | -2.89% | -14.01% | 12.35% | -3.24% | -8.99% | -1.19% | 1.17% | -6.47% | -39.48% |
| 2021 | 2.95% | 7.18% | 9.03% | 5.65% | -7.43% | 5.46% | 2.44% | 6.22% | -7.93% | 10.13% | 0.67% | -0.64% | 36.93% |
| 2020 | 8.17% | -5.97% | -9.31% | 16.33% | 5.30% | 4.00% | 13.31% | 11.18% | -7.22% | 2.06% | 16.89% | 14.59% | 87.76% |
| 2019 | 9.11% | 4.43% | 3.51% | 12.09% | 2.60% | 12.98% | -0.24% | -3.57% | 0.20% | 2.76% | 1.45% | 1.26% | 55.94% |
| 2018 | 1.71% | 1.88% | -6.42% | 7.54% | 2.84% | -2.84% | 1.02% | 6.55% | -2.55% | -7.32% | -6.84% | -7.94% | -13.12% |
| 2017 | 6.52% | 5.90% | 0.87% | 5.79% | 13.07% | 2.54% | 5.97% | 10.25% | -1.51% | 13.52% | 12.22% | 8.09% | 121.12% |
| 2016 | -5.34% | 0.33% | 7.67% | -1.31% | 6.31% | 0.43% | 3.33% | 0.29% | 2.24% | 2.61% | -0.30% | 5.50% | 23.21% |
| 2015 | -3.89% | 7.46% | -0.05% | 2.07% | 0.91% | 4.26% | 8.21% | -5.84% | 0.47% | 13.32% | 3.94% | 2.05% | 36.40% |
| 2014 | 0.07% | 0.56% | -6.02% | 1.04% | 8.57% | 2.89% | 0.09% | 1.99% | -0.16% | -0.01% | 6.38% | -3.47% | 11.70% |
| 2013 | 10.78% | 7.24% | 44.10% | 8.89% | -2.17% | -4.89% | 15.95% | 7.57% | 10.48% | 11.09% | 77.90% | -14.88% | 302.12% |
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 risk-adjusted rank of Butch_244 is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.08 | 1.76 | 1.21 | 0.44 | 3.21 |
META Meta Platforms, Inc. | 1.55 | 2.42 | 1.34 | 1.38 | 9.85 |
MSFT Microsoft Corporation | 1.30 | 1.79 | 1.23 | 0.79 | 8.66 |
MSTR MicroStrategy Incorporated | 4.39 | 3.71 | 1.45 | 5.19 | 22.56 |
AMZN Amazon.com, Inc. | 1.69 | 2.58 | 1.30 | 0.62 | 13.71 |
PGR The Progressive Corporation | 2.93 | 3.85 | 1.52 | 3.40 | 23.15 |
IBKR Interactive Brokers Group, Inc. | 3.26 | 3.94 | 1.51 | 1.80 | 27.34 |
BTC-USD Bitcoin | 2.29 | 2.77 | 1.29 | 1.34 | 12.79 |
Dividends
Dividend yield
Butch_244 granted a 0.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Butch_244 | 0.30% | 0.22% | 0.29% | 1.11% | 0.63% | 0.91% | 0.74% | 0.61% | 0.95% | 0.88% | 1.42% | 0.83% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 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. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MSTR 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% |
AMZN 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% |
PGR The Progressive Corporation | 0.53% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
IBKR Interactive Brokers Group, Inc. | 0.47% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
BTC-USD 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.
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 44.00%, occurring on Nov 9, 2022. Recovery took 261 trading sessions.
The current Butch_244 drawdown is 3.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44% | Nov 9, 2021 | 366 | Nov 9, 2022 | 261 | Jul 28, 2023 | 627 |
| -28.81% | Feb 15, 2020 | 31 | Mar 16, 2020 | 81 | Jun 5, 2020 | 112 |
| -28.12% | Jul 26, 2018 | 153 | Dec 25, 2018 | 122 | Apr 26, 2019 | 275 |
| -26.81% | Dec 5, 2013 | 14 | Dec 18, 2013 | 492 | Apr 24, 2015 | 506 |
| -20.38% | Apr 11, 2013 | 7 | Apr 17, 2013 | 110 | Aug 5, 2013 | 117 |
Volatility
Volatility Chart
The current Butch_244 volatility is 6.35%, 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 | META | AAPL | AMZN | MSFT | |
|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.03 | 0.08 | 0.22 | 0.06 | 0.08 | 0.08 | 0.09 |
| PGR | 0.03 | 1.00 | 0.29 | 0.21 | 0.20 | 0.22 | 0.24 | 0.30 |
| IBKR | 0.08 | 0.29 | 1.00 | 0.33 | 0.27 | 0.26 | 0.27 | 0.31 |
| MSTR | 0.22 | 0.21 | 0.33 | 1.00 | 0.31 | 0.32 | 0.35 | 0.36 |
| META | 0.06 | 0.20 | 0.27 | 0.31 | 1.00 | 0.41 | 0.51 | 0.46 |
| AAPL | 0.08 | 0.22 | 0.26 | 0.32 | 0.41 | 1.00 | 0.45 | 0.51 |
| AMZN | 0.08 | 0.24 | 0.27 | 0.35 | 0.51 | 0.45 | 1.00 | 0.54 |
| MSFT | 0.09 | 0.30 | 0.31 | 0.36 | 0.46 | 0.51 | 0.54 | 1.00 |