SCM Model Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 69% |
COST Costco Wholesale Corporation | Consumer Defensive | 20% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 1% |
TTD The Trade Desk, Inc. | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCM Model Portfolio, 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 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.34% | -3.40% | 4.82% | 15.62% | 14.74% | 10.75% |
| SCM Model Portfolio | 3.78% | -0.23% | 2.91% | 21.27% | N/A | N/A |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 10.84% | 7.06% | 5.57% | 22.72% | 19.55% | 13.10% |
COST Costco Wholesale Corporation | 11.63% | 6.10% | 14.77% | 38.10% | 31.74% | 23.54% |
TTD The Trade Desk, Inc. | -39.17% | -41.68% | -31.61% | -16.32% | 20.07% | N/A |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.67% | 0.35% | 2.31% | 5.05% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of SCM Model Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.87% | 3.78% | |||||||||||
| 2024 | 5.55% | 8.71% | 1.72% | -4.61% | 7.04% | 0.66% | 3.00% | 9.43% | -1.64% | -0.29% | 8.01% | -6.39% | 34.08% |
| 2023 | 4.10% | -1.40% | 2.32% | 5.26% | -0.12% | 6.51% | 5.41% | -0.69% | -1.63% | -3.36% | 5.07% | 2.44% | 25.96% |
| 2022 | -3.52% | 5.39% | 5.50% | -9.04% | -5.24% | -11.06% | 10.44% | -1.66% | -5.86% | 6.77% | 6.73% | -6.71% | -10.62% |
| 2021 | -3.08% | 3.44% | 1.33% | 7.93% | 0.71% | 2.01% | 2.54% | 2.42% | -5.13% | 6.18% | 5.37% | 3.58% | 30.06% |
| 2020 | 0.56% | 0.21% | 9.36% | 9.74% | -0.14% | -1.91% | 19.84% | -1.82% | 39.38% |
Expense Ratio
SCM Model Portfolio 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
With an overall rank of 85, SCM Model Portfolio is among the top 15% of 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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.48 | 2.23 | 1.27 | 2.72 | 6.49 |
COST Costco Wholesale Corporation | 1.91 | 2.50 | 1.34 | 3.68 | 8.53 |
TTD The Trade Desk, Inc. | -0.26 | 0.01 | 1.00 | -0.27 | -1.15 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.08 | 500.73 | 501.73 | 513.36 | 8,149.31 |
Dividends
Dividend yield
SCM Model Portfolio provided a 0.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.14% | 0.15% | 0.62% | 0.17% | 0.11% | 0.68% | 0.17% | 0.22% | 0.96% | 0.22% | 0.81% | 0.19% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
COST Costco Wholesale Corporation | 0.45% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
TTD The Trade Desk, 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.99% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 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 SCM Model Portfolio. 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 SCM Model Portfolio was 25.73%, occurring on Jun 16, 2022. Recovery took 270 trading sessions.
The current SCM Model Portfolio drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.73% | Mar 31, 2022 | 54 | Jun 16, 2022 | 270 | Jul 17, 2023 | 324 |
| -10.58% | Sep 15, 2023 | 31 | Oct 27, 2023 | 35 | Dec 18, 2023 | 66 |
| -9.08% | Jan 12, 2022 | 7 | Jan 21, 2022 | 25 | Feb 28, 2022 | 32 |
| -8.84% | Jun 9, 2020 | 3 | Jun 11, 2020 | 26 | Jul 20, 2020 | 29 |
| -7.81% | Aug 11, 2021 | 38 | Oct 4, 2021 | 22 | Nov 3, 2021 | 60 |
Volatility
Volatility Chart
The current SCM Model Portfolio volatility is 5.49%, 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
| SGOV | BRK-B | TTD | COST | |
|---|---|---|---|---|
| SGOV | 1.00 | -0.02 | -0.03 | -0.00 |
| BRK-B | -0.02 | 1.00 | 0.22 | 0.33 |
| TTD | -0.03 | 0.22 | 1.00 | 0.34 |
| COST | -0.00 | 0.33 | 0.34 | 1.00 |