Rick's LOL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | Industrials | 5% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 10% |
LLY Eli Lilly and Company | Healthcare | 30% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
RHM.DE Rheinmetall AG | Industrials | 5% |
TCEHY Tencent Holdings Limited | Communication Services | 10% |
UNH UnitedHealth Group Incorporated | Healthcare | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's LOL, 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 Nov 17, 2010, corresponding to the inception date of BAH
Returns By Period
As of Dec 3, 2024, the Rick's LOL returned 45.43% Year-To-Date and 31.76% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Rick's LOL | 45.43% | 2.52% | 7.38% | 44.87% | 37.09% | 31.76% |
| Portfolio components: | ||||||
BAH Booz Allen Hamilton Holding Corporation | 17.87% | -17.69% | -0.18% | 17.64% | 16.99% | 19.93% |
DPZ Domino's Pizza, Inc. | 14.22% | 9.48% | -10.27% | 18.90% | 11.20% | 18.05% |
UNH UnitedHealth Group Incorporated | 16.95% | 7.22% | 23.28% | 12.52% | 18.11% | 21.01% |
LLY Eli Lilly and Company | 38.10% | -2.17% | -3.49% | 37.84% | 47.01% | 28.94% |
NVDA NVIDIA Corporation | 180.00% | 2.39% | 20.57% | 196.53% | 89.81% | 73.11% |
MSFT Microsoft Corporation | 15.47% | 5.23% | 4.62% | 15.94% | 23.99% | 25.68% |
TCEHY Tencent Holdings Limited | 37.57% | -3.82% | 8.39% | 26.67% | 6.11% | 13.84% |
RHM.DE Rheinmetall AG | 110.51% | 27.33% | 13.07% | 117.53% | 46.63% | 32.90% |
Monthly Returns
The table below presents the monthly returns of Rick's LOL, 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 | 6.25% | 10.78% | 6.60% | 0.24% | 6.01% | 5.89% | -3.68% | 7.45% | -0.69% | -2.84% | 3.05% | 45.43% | |
| 2023 | 3.38% | -3.08% | 10.53% | 4.89% | 4.94% | 7.53% | 4.26% | 3.60% | -2.66% | 1.79% | 8.55% | -0.80% | 51.04% |
| 2022 | -7.87% | 1.27% | 9.25% | -5.26% | 1.98% | 1.65% | 2.38% | -6.46% | -5.13% | 6.29% | 10.22% | -3.26% | 3.07% |
| 2021 | 8.33% | -1.42% | -1.08% | 4.49% | 4.44% | 7.82% | 2.02% | 4.01% | -7.08% | 11.54% | 1.46% | 5.67% | 46.57% |
| 2020 | 0.99% | -1.99% | 0.49% | 11.37% | 5.75% | 4.95% | 1.14% | 5.29% | -0.72% | -6.07% | 8.16% | 6.34% | 40.42% |
| 2019 | 7.86% | 0.05% | 5.04% | -1.12% | -3.73% | 3.52% | -0.72% | -1.01% | -0.31% | 6.25% | 5.74% | 7.40% | 32.03% |
| 2018 | 7.78% | -3.36% | -0.98% | 2.72% | 5.40% | 0.27% | 5.71% | 6.32% | -0.31% | -6.60% | 5.75% | -7.29% | 14.88% |
| 2017 | 4.47% | 3.51% | 2.38% | 1.83% | 6.78% | 1.59% | 3.06% | 1.83% | 3.96% | 2.71% | 4.88% | -0.76% | 42.64% |
| 2016 | -3.76% | -0.21% | 6.19% | -0.56% | 4.89% | 3.09% | 7.96% | -0.53% | 3.95% | -0.96% | 4.15% | 3.89% | 31.15% |
| 2015 | 3.15% | 4.64% | 1.28% | 2.82% | 3.66% | 0.97% | 0.92% | -1.93% | 1.92% | 4.74% | 2.23% | 2.86% | 30.70% |
| 2014 | 1.69% | 11.57% | -0.72% | -2.71% | 3.29% | 2.68% | -0.91% | 4.83% | -0.48% | 5.88% | 3.53% | -0.55% | 30.99% |
| 2013 | 5.26% | 0.75% | 2.50% | 4.81% | 4.92% | -2.12% | 7.74% | -0.17% | 3.06% | -0.08% | 4.13% | 2.51% | 38.31% |
Expense Ratio
Rick's LOL 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 Rick's LOL is 78, placing it in the top 22% 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 | |
|---|---|---|---|---|---|
BAH Booz Allen Hamilton Holding Corporation | 0.63 | 1.08 | 1.17 | 0.74 | 3.28 |
DPZ Domino's Pizza, Inc. | 0.68 | 1.05 | 1.16 | 0.67 | 1.48 |
UNH UnitedHealth Group Incorporated | 0.54 | 0.90 | 1.13 | 0.66 | 1.76 |
LLY Eli Lilly and Company | 1.26 | 1.86 | 1.25 | 1.57 | 5.15 |
NVDA NVIDIA Corporation | 3.81 | 3.86 | 1.51 | 7.30 | 23.05 |
MSFT Microsoft Corporation | 0.87 | 1.22 | 1.17 | 1.09 | 2.53 |
TCEHY Tencent Holdings Limited | 0.90 | 1.48 | 1.19 | 0.50 | 3.46 |
RHM.DE Rheinmetall AG | 3.57 | 3.96 | 1.54 | 6.63 | 15.06 |
Dividends
Dividend yield
Rick's LOL provided a 0.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.79% | 1.53% | 1.40% | 0.98% | 1.36% | 1.30% | 1.39% | 1.49% | 1.70% | 1.63% | 2.17% | 2.58% |
| Portfolio components: | ||||||||||||
BAH Booz Allen Hamilton Holding Corporation | 1.37% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% | 7.26% |
DPZ Domino's Pizza, Inc. | 1.23% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
UNH UnitedHealth Group Incorporated | 1.00% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
LLY Eli Lilly and Company | 0.65% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
TCEHY Tencent Holdings Limited | 0.84% | 6.80% | 4.27% | 0.35% | 0.22% | 0.26% | 0.29% | 0.15% | 0.25% | 0.23% | 0.04% | 0.20% |
RHM.DE Rheinmetall AG | 0.91% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rick's LOL. 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 Rick's LOL was 22.99%, occurring on Mar 23, 2020. Recovery took 23 trading sessions.
The current Rick's LOL drawdown is 2.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.99% | Feb 21, 2020 | 22 | Mar 23, 2020 | 23 | Apr 24, 2020 | 45 |
| -15.01% | Jul 8, 2011 | 62 | Oct 3, 2011 | 71 | Jan 11, 2012 | 133 |
| -14.48% | Aug 30, 2018 | 83 | Dec 24, 2018 | 37 | Feb 15, 2019 | 120 |
| -14.23% | Apr 8, 2022 | 133 | Oct 12, 2022 | 30 | Nov 23, 2022 | 163 |
| -13.61% | Dec 28, 2021 | 42 | Feb 23, 2022 | 17 | Mar 18, 2022 | 59 |
Volatility
Volatility Chart
The current Rick's LOL volatility is 5.26%, 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
| RHM.DE | DPZ | LLY | TCEHY | BAH | UNH | NVDA | MSFT | |
|---|---|---|---|---|---|---|---|---|
| RHM.DE | 1.00 | 0.13 | 0.16 | 0.26 | 0.19 | 0.17 | 0.21 | 0.22 |
| DPZ | 0.13 | 1.00 | 0.23 | 0.22 | 0.26 | 0.25 | 0.31 | 0.33 |
| LLY | 0.16 | 0.23 | 1.00 | 0.17 | 0.26 | 0.35 | 0.23 | 0.34 |
| TCEHY | 0.26 | 0.22 | 0.17 | 1.00 | 0.19 | 0.19 | 0.35 | 0.35 |
| BAH | 0.19 | 0.26 | 0.26 | 0.19 | 1.00 | 0.28 | 0.26 | 0.32 |
| UNH | 0.17 | 0.25 | 0.35 | 0.19 | 0.28 | 1.00 | 0.24 | 0.34 |
| NVDA | 0.21 | 0.31 | 0.23 | 0.35 | 0.26 | 0.24 | 1.00 | 0.55 |
| MSFT | 0.22 | 0.33 | 0.34 | 0.35 | 0.32 | 0.34 | 0.55 | 1.00 |