Base
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Base
Last updated Oct 18, 2024
Asset Allocation
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Base, 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
Base
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of Oct 18, 2024, the Base returned 24.30% Year-To-Date and 23.23% 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 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| Base | 24.68% | 1.45% | 9.02% | 37.70% | 26.12% | 22.97% |
| Portfolio components: | ||||||
AAPL Apple Inc | 23.29% | 3.63% | 42.95% | 37.49% | 31.20% | 25.37% |
MSFT Microsoft Corporation | 11.97% | -3.79% | 4.82% | 29.16% | 25.45% | 25.96% |
NVDA NVIDIA Corporation | 190.26% | 23.89% | 80.76% | 247.34% | 93.74% | 75.95% |
NVO Novo Nordisk A/S | 14.67% | -7.98% | -5.98% | 23.19% | 35.54% | 19.62% |
MRK Merck & Co., Inc. | -0.59% | -9.24% | -15.16% | 6.32% | 9.14% | 9.88% |
KO The Coca-Cola Company | 20.54% | -3.06% | 16.38% | 31.20% | 8.01% | 8.59% |
PEP PepsiCo, Inc. | 5.45% | 2.24% | 0.72% | 12.78% | 7.78% | 9.23% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -17.60% | 0.02% | -21.41% | -4.40% | 10.90% | 17.83% |
RMS.PA Hermès International Société en commandite par actions | 6.17% | 3.72% | -8.80% | 28.30% | 26.32% | 22.82% |
SBUX Starbucks Corporation | 2.86% | 0.82% | 11.32% | 5.42% | 5.27% | 11.59% |
MCD McDonald's Corporation | 8.13% | 6.08% | 15.68% | 24.96% | 11.86% | 15.68% |
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München | 32.81% | -2.55% | 23.31% | 40.50% | 17.94% | 15.24% |
HNR1.DE Hannover Rück SE | 15.32% | -2.69% | 11.85% | 26.83% | 10.38% | 14.10% |
XOM Exxon Mobil Corporation | 23.12% | 4.11% | 1.16% | 11.83% | 16.66% | 6.81% |
TOT.TO Total Energy Services Inc. | 25.61% | 3.92% | 1.40% | 11.37% | 9.24% | -6.91% |
V Visa Inc. | 12.27% | 2.05% | 7.13% | 25.51% | 11.63% | 18.81% |
MA Mastercard Inc | 21.45% | 4.66% | 13.07% | 34.75% | 14.83% | 21.59% |
TDG TransDigm Group Incorporated | 45.82% | 4.76% | 22.83% | 85.88% | 25.72% | 26.88% |
GOOGL Alphabet Inc. | 17.74% | 0.29% | 5.24% | 21.30% | 20.65% | 19.11% |
RHM.DE Rheinmetall AG | 69.32% | -2.57% | -1.26% | 94.79% | 37.67% | 30.59% |
Monthly Returns
The table below presents the monthly returns of Base, 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 | 5.35% | 7.38% | 4.83% | -2.87% | 3.35% | 1.16% | -0.99% | 5.30% | 0.10% | 24.68% | |||
| 2023 | 9.98% | -0.50% | 8.07% | 4.64% | -0.78% | 5.70% | 2.11% | -0.95% | -5.20% | -0.84% | 7.95% | 2.25% | 36.20% |
| 2022 | -0.99% | -0.66% | 6.84% | -5.91% | 0.33% | -5.66% | 8.53% | -5.23% | -8.54% | 10.18% | 11.88% | -3.22% | 5.01% |
| 2021 | -3.71% | 4.99% | 2.91% | 6.74% | 2.11% | 4.39% | 2.60% | 0.42% | -2.90% | 8.18% | 0.71% | 4.60% | 34.96% |
| 2020 | 0.96% | -7.66% | -13.52% | 9.21% | 8.65% | 3.14% | 2.97% | 9.85% | -3.83% | -4.46% | 14.22% | 6.40% | 24.61% |
| 2019 | 6.11% | 5.14% | 5.00% | 4.29% | -5.46% | 7.95% | 0.38% | 1.04% | 1.02% | 2.26% | 3.07% | 4.66% | 40.92% |
| 2018 | 6.73% | -3.56% | 0.23% | 2.33% | 2.94% | -2.23% | 4.75% | 3.61% | 0.94% | -7.93% | 1.02% | -5.27% | 2.56% |
| 2017 | 2.51% | 2.47% | 2.37% | 4.23% | 6.51% | -1.43% | 2.39% | 3.03% | 1.75% | 5.02% | 1.71% | 0.26% | 35.24% |
| 2016 | -1.86% | -1.37% | 6.32% | -1.20% | 3.24% | -2.36% | 7.11% | 0.51% | 1.07% | -0.22% | 1.20% | 2.93% | 15.93% |
| 2015 | -1.15% | 7.04% | -0.94% | 4.27% | 0.88% | -2.46% | 4.46% | -3.33% | -0.10% | 9.13% | -0.08% | -1.20% | 16.89% |
| 2014 | -3.58% | 6.46% | -0.49% | 2.47% | 2.24% | 1.97% | -3.14% | 2.69% | -2.79% | 1.68% | 3.99% | -2.61% | 8.66% |
| 2013 | 3.34% | -0.15% | 1.44% | 3.62% | 1.92% | -2.40% | 4.40% | -0.68% | 5.33% | 3.52% | 3.94% | 2.68% | 30.21% |
Expense Ratio
Base 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 Base is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.77 | 2.54 | 1.33 | 2.38 | 5.64 |
MSFT Microsoft Corporation | 1.35 | 1.85 | 1.24 | 1.62 | 4.29 |
NVDA NVIDIA Corporation | 4.85 | 4.45 | 1.59 | 9.22 | 29.04 |
NVO Novo Nordisk A/S | 0.77 | 1.29 | 1.16 | 1.08 | 3.02 |
MRK Merck & Co., Inc. | 0.31 | 0.55 | 1.08 | 0.32 | 0.86 |
KO The Coca-Cola Company | 2.34 | 3.37 | 1.43 | 2.53 | 16.03 |
PEP PepsiCo, Inc. | 0.72 | 1.14 | 1.14 | 0.72 | 2.50 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.19 | -0.08 | 0.99 | -0.17 | -0.36 |
RMS.PA Hermès International Société en commandite par actions | 0.80 | 1.36 | 1.17 | 1.04 | 2.26 |
SBUX Starbucks Corporation | 0.17 | 0.61 | 1.09 | 0.17 | 0.37 |
MCD McDonald's Corporation | 1.46 | 2.09 | 1.27 | 1.39 | 3.10 |
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München | 1.83 | 2.42 | 1.32 | 3.18 | 10.36 |
HNR1.DE Hannover Rück SE | 1.16 | 1.69 | 1.21 | 1.54 | 3.79 |
XOM Exxon Mobil Corporation | 0.90 | 1.36 | 1.16 | 0.92 | 3.48 |
TOT.TO Total Energy Services Inc. | 0.65 | 1.10 | 1.13 | 0.28 | 2.04 |
V Visa Inc. | 1.65 | 2.11 | 1.31 | 2.06 | 5.20 |
MA Mastercard Inc | 2.61 | 3.34 | 1.48 | 3.30 | 8.13 |
TDG TransDigm Group Incorporated | 3.86 | 4.85 | 1.64 | 7.36 | 24.56 |
GOOGL Alphabet Inc. | 1.25 | 1.76 | 1.24 | 1.45 | 3.81 |
RHM.DE Rheinmetall AG | 2.78 | 3.23 | 1.44 | 5.29 | 12.19 |
Base
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Base granted a 1.84% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Base | 1.84% | 1.65% | 1.53% | 1.37% | 1.71% | 2.19% | 1.88% | 2.05% | 2.39% | 1.74% | 2.48% | 2.45% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
NVO Novo Nordisk A/S | 1.23% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
MRK Merck & Co., Inc. | 2.90% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
KO The Coca-Cola Company | 2.76% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP PepsiCo, Inc. | 2.99% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.13% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% |
RMS.PA Hermès International Société en commandite par actions | 0.65% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
SBUX Starbucks Corporation | 2.35% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
MCD McDonald's Corporation | 2.12% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München | 3.06% | 3.09% | 3.62% | 3.76% | 4.04% | 3.52% | 4.51% | 4.76% | 4.59% | 4.20% | 4.37% | 4.37% |
HNR1.DE Hannover Rück SE | 0.47% | 0.46% | 0.67% | 2.69% | 1.15% | 0.87% | 1.27% | 1.43% | 3.16% | 2.84% | 4.00% | 0.64% |
XOM Exxon Mobil Corporation | 3.17% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
TOT.TO Total Energy Services Inc. | 3.64% | 4.23% | 2.09% | 0.00% | 0.00% | 3.74% | 2.46% | 1.62% | 1.65% | 1.77% | 1.85% | 0.97% |
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% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
TDG TransDigm Group Incorporated | 7.87% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RHM.DE Rheinmetall AG | 1.16% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% | 4.01% |
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.
Base
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Base. 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 Base was 47.49%, occurring on Nov 20, 2008. Recovery took 276 trading sessions.
The current Base drawdown is 1.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.49% | Jun 2, 2008 | 124 | Nov 20, 2008 | 276 | Dec 16, 2009 | 400 |
| -34.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 104 | Aug 17, 2020 | 127 |
| -17.63% | Apr 5, 2022 | 125 | Sep 27, 2022 | 46 | Nov 30, 2022 | 171 |
| -16.97% | Jul 26, 2011 | 50 | Oct 3, 2011 | 76 | Jan 18, 2012 | 126 |
| -16.9% | Oct 2, 2018 | 60 | Dec 24, 2018 | 55 | Mar 13, 2019 | 115 |
Volatility
Volatility Chart
The current Base volatility is 2.13%, 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.
Base
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.
| TOT.TO | RHM.DE | NVO | RMS.PA | MRK | HNR1.DE | XOM | NVDA | PEP | MUV2.DE | MCD | KO | AAPL | TDG | MC.PA | SBUX | GOOGL | MSFT | V | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TOT.TO | 1.00 | 0.23 | 0.14 | 0.18 | 0.10 | 0.19 | 0.35 | 0.20 | 0.12 | 0.23 | 0.15 | 0.16 | 0.19 | 0.23 | 0.24 | 0.19 | 0.19 | 0.19 | 0.22 | 0.23 |
| RHM.DE | 0.23 | 1.00 | 0.24 | 0.36 | 0.19 | 0.44 | 0.27 | 0.23 | 0.16 | 0.46 | 0.17 | 0.19 | 0.20 | 0.29 | 0.48 | 0.22 | 0.24 | 0.23 | 0.28 | 0.28 |
| NVO | 0.14 | 0.24 | 1.00 | 0.28 | 0.36 | 0.25 | 0.21 | 0.27 | 0.26 | 0.27 | 0.27 | 0.25 | 0.27 | 0.26 | 0.31 | 0.28 | 0.32 | 0.34 | 0.32 | 0.31 |
| RMS.PA | 0.18 | 0.36 | 0.28 | 1.00 | 0.16 | 0.41 | 0.20 | 0.22 | 0.21 | 0.42 | 0.21 | 0.22 | 0.22 | 0.25 | 0.68 | 0.26 | 0.24 | 0.26 | 0.26 | 0.26 |
| MRK | 0.10 | 0.19 | 0.36 | 0.16 | 1.00 | 0.24 | 0.34 | 0.18 | 0.40 | 0.25 | 0.36 | 0.40 | 0.24 | 0.29 | 0.23 | 0.32 | 0.30 | 0.32 | 0.34 | 0.33 |
| HNR1.DE | 0.19 | 0.44 | 0.25 | 0.41 | 0.24 | 1.00 | 0.28 | 0.20 | 0.23 | 0.74 | 0.22 | 0.26 | 0.19 | 0.27 | 0.51 | 0.24 | 0.24 | 0.25 | 0.25 | 0.26 |
| XOM | 0.35 | 0.27 | 0.21 | 0.20 | 0.34 | 0.28 | 1.00 | 0.25 | 0.30 | 0.32 | 0.31 | 0.35 | 0.28 | 0.36 | 0.30 | 0.30 | 0.33 | 0.32 | 0.36 | 0.37 |
| NVDA | 0.20 | 0.23 | 0.27 | 0.22 | 0.18 | 0.20 | 0.25 | 1.00 | 0.22 | 0.21 | 0.26 | 0.19 | 0.48 | 0.38 | 0.29 | 0.38 | 0.49 | 0.53 | 0.41 | 0.44 |
| PEP | 0.12 | 0.16 | 0.26 | 0.21 | 0.40 | 0.23 | 0.30 | 0.22 | 1.00 | 0.23 | 0.44 | 0.67 | 0.28 | 0.30 | 0.26 | 0.38 | 0.33 | 0.38 | 0.36 | 0.36 |
| MUV2.DE | 0.23 | 0.46 | 0.27 | 0.42 | 0.25 | 0.74 | 0.32 | 0.21 | 0.23 | 1.00 | 0.25 | 0.27 | 0.21 | 0.30 | 0.55 | 0.26 | 0.26 | 0.26 | 0.28 | 0.29 |
| MCD | 0.15 | 0.17 | 0.27 | 0.21 | 0.36 | 0.22 | 0.31 | 0.26 | 0.44 | 0.25 | 1.00 | 0.47 | 0.32 | 0.34 | 0.27 | 0.51 | 0.35 | 0.39 | 0.40 | 0.42 |
| KO | 0.16 | 0.19 | 0.25 | 0.22 | 0.40 | 0.26 | 0.35 | 0.19 | 0.67 | 0.27 | 0.47 | 1.00 | 0.26 | 0.34 | 0.29 | 0.40 | 0.32 | 0.36 | 0.36 | 0.37 |
| AAPL | 0.19 | 0.20 | 0.27 | 0.22 | 0.24 | 0.19 | 0.28 | 0.48 | 0.28 | 0.21 | 0.32 | 0.26 | 1.00 | 0.38 | 0.28 | 0.41 | 0.55 | 0.54 | 0.44 | 0.46 |
| TDG | 0.23 | 0.29 | 0.26 | 0.25 | 0.29 | 0.27 | 0.36 | 0.38 | 0.30 | 0.30 | 0.34 | 0.34 | 0.38 | 1.00 | 0.34 | 0.42 | 0.42 | 0.41 | 0.43 | 0.46 |
| MC.PA | 0.24 | 0.48 | 0.31 | 0.68 | 0.23 | 0.51 | 0.30 | 0.29 | 0.26 | 0.55 | 0.27 | 0.29 | 0.28 | 0.34 | 1.00 | 0.33 | 0.33 | 0.33 | 0.34 | 0.35 |
| SBUX | 0.19 | 0.22 | 0.28 | 0.26 | 0.32 | 0.24 | 0.30 | 0.38 | 0.38 | 0.26 | 0.51 | 0.40 | 0.41 | 0.42 | 0.33 | 1.00 | 0.46 | 0.45 | 0.47 | 0.49 |
| GOOGL | 0.19 | 0.24 | 0.32 | 0.24 | 0.30 | 0.24 | 0.33 | 0.49 | 0.33 | 0.26 | 0.35 | 0.32 | 0.55 | 0.42 | 0.33 | 0.46 | 1.00 | 0.61 | 0.52 | 0.53 |
| MSFT | 0.19 | 0.23 | 0.34 | 0.26 | 0.32 | 0.25 | 0.32 | 0.53 | 0.38 | 0.26 | 0.39 | 0.36 | 0.54 | 0.41 | 0.33 | 0.45 | 0.61 | 1.00 | 0.49 | 0.52 |
| V | 0.22 | 0.28 | 0.32 | 0.26 | 0.34 | 0.25 | 0.36 | 0.41 | 0.36 | 0.28 | 0.40 | 0.36 | 0.44 | 0.43 | 0.34 | 0.47 | 0.52 | 0.49 | 1.00 | 0.79 |
| MA | 0.23 | 0.28 | 0.31 | 0.26 | 0.33 | 0.26 | 0.37 | 0.44 | 0.36 | 0.29 | 0.42 | 0.37 | 0.46 | 0.46 | 0.35 | 0.49 | 0.53 | 0.52 | 0.79 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 20, 2008