Superinvestor
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 12.50% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 12.50% |
GOOGL Alphabet Inc. | Communication Services | 12.50% |
JOE The St. Joe Company | Real Estate | 12.50% |
META Meta Platforms, Inc. | Communication Services | 12.50% |
MSFT Microsoft Corporation | Technology | 12.50% |
UNH UnitedHealth Group Incorporated | Healthcare | 12.50% |
V Visa Inc. | Financial Services | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Superinvestor , 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 Sep 20, 2024, the Superinvestor returned 22.01% Year-To-Date and 22.66% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Superinvestor | 22.01% | 3.30% | 8.78% | 32.75% | 24.35% | 22.66% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 17.30% | 3.27% | 2.54% | 37.79% | 27.00% | 27.05% |
JOE The St. Joe Company | 2.30% | 5.18% | 7.56% | 7.35% | 30.49% | 12.18% |
META Meta Platforms, Inc. | 58.43% | 6.25% | 10.33% | 87.13% | 24.24% | 22.04% |
V Visa Inc. | 10.19% | 6.42% | -1.39% | 18.86% | 11.19% | 19.10% |
AMZN Amazon.com, Inc. | 24.96% | 6.14% | 6.58% | 40.34% | 16.22% | 27.95% |
BRK-B Berkshire Hathaway Inc. | 28.89% | 2.53% | 11.10% | 25.32% | 17.22% | 12.71% |
GOOGL Alphabet Inc. | 16.36% | -2.89% | 10.12% | 21.54% | 21.52% | 18.50% |
UNH UnitedHealth Group Incorporated | 10.90% | -0.26% | 18.28% | 19.05% | 21.73% | 22.62% |
Monthly Returns
The table below presents the monthly returns of Superinvestor , 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 | 2.49% | 6.22% | 2.51% | -3.35% | 3.66% | 3.30% | 1.86% | 1.53% | 22.01% | ||||
| 2023 | 11.20% | -2.27% | 8.44% | 4.76% | 6.42% | 4.27% | 7.84% | -0.87% | -3.84% | -0.10% | 8.27% | 3.45% | 57.54% |
| 2022 | -4.35% | -2.78% | 6.01% | -10.54% | -2.29% | -9.37% | 8.90% | -5.50% | -10.47% | 0.73% | 6.55% | -4.72% | -26.43% |
| 2021 | -1.51% | 4.47% | 2.29% | 9.44% | 0.15% | 2.08% | 3.08% | 2.95% | -6.61% | 6.99% | -1.59% | 5.36% | 29.47% |
| 2020 | 3.20% | -6.42% | -8.05% | 14.89% | 4.47% | 2.13% | 6.16% | 10.44% | -7.03% | 2.22% | 11.14% | 7.11% | 44.38% |
| 2019 | 10.17% | -0.52% | 4.56% | 5.93% | -5.41% | 5.97% | 3.25% | -2.77% | -2.05% | 5.87% | 4.63% | 3.28% | 36.90% |
| 2018 | 10.24% | -2.72% | -3.48% | 2.74% | 4.74% | 1.30% | 2.57% | 4.87% | -0.52% | -8.47% | 2.61% | -8.66% | 3.57% |
| 2017 | 3.41% | 2.66% | 1.75% | 4.27% | 2.96% | 0.29% | 3.81% | 2.63% | 0.07% | 5.83% | 3.39% | -0.14% | 35.49% |
| 2016 | -3.82% | -2.90% | 7.68% | 0.13% | 3.37% | -1.10% | 6.00% | 1.32% | 1.42% | -0.24% | 1.87% | -0.16% | 13.77% |
| 2015 | -1.74% | 5.80% | 0.15% | 1.84% | 0.32% | -0.70% | 10.23% | -3.19% | 0.77% | 11.41% | 1.49% | 0.46% | 29.03% |
| 2014 | -1.05% | 4.92% | -1.72% | -4.32% | 7.50% | 2.87% | -0.63% | 3.80% | -0.20% | 1.05% | 3.56% | -1.09% | 15.04% |
| 2013 | 5.98% | -0.94% | 1.05% | 2.67% | 3.39% | 1.69% | 8.66% | -1.31% | 7.60% | 4.41% | 2.93% | 4.90% | 49.00% |
Expense Ratio
Superinvestor 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 Superinvestor is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.73 | 2.27 | 1.29 | 2.23 | 6.82 |
JOE The St. Joe Company | 0.29 | 0.63 | 1.07 | 0.30 | 0.94 |
META Meta Platforms, Inc. | 2.28 | 3.17 | 1.42 | 3.41 | 13.81 |
V Visa Inc. | 1.20 | 1.63 | 1.21 | 1.45 | 3.73 |
AMZN Amazon.com, Inc. | 1.33 | 1.88 | 1.24 | 1.06 | 6.55 |
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.44 | 1.30 | 2.30 | 7.22 |
GOOGL Alphabet Inc. | 0.63 | 0.98 | 1.14 | 0.80 | 2.31 |
UNH UnitedHealth Group Incorporated | 0.98 | 1.51 | 1.20 | 1.09 | 2.97 |
Dividends
Dividend yield
Superinvestor granted a 0.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Superinvestor | 0.52% | 0.45% | 0.51% | 0.38% | 0.38% | 0.40% | 0.47% | 0.47% | 0.57% | 0.57% | 0.56% | 0.58% |
| Portfolio components: | ||||||||||||
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% |
JOE The St. Joe Company | 0.82% | 0.73% | 1.03% | 0.61% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.73% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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% |
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% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
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 Superinvestor . 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 Superinvestor was 32.85%, occurring on Nov 3, 2022. Recovery took 165 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.85% | Dec 29, 2021 | 215 | Nov 3, 2022 | 165 | Jul 5, 2023 | 380 |
| -28.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -20.73% | Aug 30, 2018 | 80 | Dec 24, 2018 | 73 | Apr 10, 2019 | 153 |
| -13.74% | Dec 30, 2015 | 27 | Feb 8, 2016 | 48 | Apr 18, 2016 | 75 |
| -12.72% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current Superinvestor volatility is 3.35%, 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
| JOE | UNH | META | BRK-B | AMZN | V | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|---|
| JOE | 1.00 | 0.22 | 0.25 | 0.40 | 0.29 | 0.34 | 0.32 | 0.32 |
| UNH | 0.22 | 1.00 | 0.22 | 0.44 | 0.26 | 0.37 | 0.33 | 0.32 |
| META | 0.25 | 0.22 | 1.00 | 0.31 | 0.56 | 0.44 | 0.50 | 0.60 |
| BRK-B | 0.40 | 0.44 | 0.31 | 1.00 | 0.36 | 0.54 | 0.43 | 0.43 |
| AMZN | 0.29 | 0.26 | 0.56 | 0.36 | 1.00 | 0.49 | 0.60 | 0.65 |
| V | 0.34 | 0.37 | 0.44 | 0.54 | 0.49 | 1.00 | 0.55 | 0.54 |
| MSFT | 0.32 | 0.33 | 0.50 | 0.43 | 0.60 | 0.55 | 1.00 | 0.65 |
| GOOGL | 0.32 | 0.32 | 0.60 | 0.43 | 0.65 | 0.54 | 0.65 | 1.00 |