Boch
Long Term
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BABA Alibaba Group Holding Limited | Consumer Cyclical | 53.93% |
BIDU Baidu, Inc. | Communication Services | 32.84% |
PYPL PayPal Holdings, Inc. | Financial Services | 13.23% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Boch , 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 Jul 6, 2015, corresponding to the inception date of PYPL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.66% | 0.49% | 8.64% | 26.56% | 13.06% | 11.10% |
| Boch | 0.48% | -1.45% | 12.83% | 1.67% | -9.15% | N/A |
| Portfolio components: | ||||||
BABA Alibaba Group Holding Limited | 9.70% | -2.84% | 14.44% | 11.50% | -16.52% | -2.31% |
BIDU Baidu, Inc. | -28.14% | -1.35% | -3.40% | -27.23% | -7.67% | -9.61% |
PYPL PayPal Holdings, Inc. | 41.51% | 2.55% | 43.38% | 40.03% | -4.39% | N/A |
Monthly Returns
The table below presents the monthly returns of Boch , 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 | -7.57% | -0.02% | 1.43% | 1.46% | -0.28% | -8.49% | 7.69% | 3.14% | 23.65% | -8.31% | -6.57% | 0.48% | |
| 2023 | 21.25% | -11.78% | 12.26% | -15.74% | -5.63% | 7.36% | 18.51% | -9.95% | -6.40% | -11.29% | -0.13% | 3.73% | -5.90% |
| 2022 | 4.42% | -14.50% | -2.72% | -11.10% | 3.50% | 9.69% | -11.07% | 6.53% | -15.11% | -22.94% | 31.77% | 0.96% | -27.72% |
| 2021 | 7.71% | 4.78% | -12.02% | 1.00% | -6.20% | 6.24% | -14.64% | -8.47% | -8.12% | 6.56% | -17.52% | -3.72% | -39.30% |
| 2020 | -1.44% | -1.32% | -10.19% | 5.99% | 7.04% | 7.98% | 10.42% | 10.00% | 1.28% | 2.94% | -4.23% | 15.47% | 49.85% |
| 2019 | 15.99% | 4.44% | 0.88% | 2.32% | -21.80% | 10.19% | -0.92% | -1.61% | -3.66% | 2.81% | 12.99% | 5.55% | 24.08% |
| 2018 | 13.86% | -5.26% | -5.17% | 2.31% | 5.73% | -3.19% | 0.88% | -4.66% | -3.50% | -13.46% | 7.01% | -13.37% | -20.23% |
| 2017 | 10.57% | 1.39% | 2.78% | 6.74% | 5.59% | 7.30% | 15.28% | 6.52% | 3.66% | 5.03% | -2.39% | -2.39% | 77.50% |
| 2016 | -13.95% | 4.26% | 11.15% | -0.64% | 0.27% | -4.48% | 1.18% | 12.10% | 8.31% | -2.80% | -6.65% | -3.87% | 1.68% |
| 2015 | -3.40% | -14.45% | -9.61% | 36.84% | 5.21% | -6.28% | 0.80% |
Expense Ratio
Boch 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 Boch is 4, meaning it’s performing worse than 96% of other 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 | |
|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.42 | 0.91 | 1.10 | 0.20 | 1.29 |
BIDU Baidu, Inc. | -0.57 | -0.65 | 0.93 | -0.30 | -1.14 |
PYPL PayPal Holdings, Inc. | 1.20 | 1.72 | 1.23 | 0.50 | 6.30 |
Dividends
Dividend yield
Boch provided a 0.42% dividend yield over the last twelve months.
| TTM | 2023 | |
|---|---|---|
| Portfolio | 0.42% | 0.70% |
| Portfolio components: | ||
BABA Alibaba Group Holding Limited | 0.78% | 1.29% |
BIDU Baidu, Inc. | 0.00% | 0.00% |
PYPL PayPal Holdings, Inc. | 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 Boch . 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 Boch was 74.54%, occurring on Oct 31, 2022. The portfolio has not yet recovered.
The current Boch drawdown is 67.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.54% | Feb 17, 2021 | 431 | Oct 31, 2022 | — | — | — |
| -35.99% | Jun 15, 2018 | 286 | Aug 5, 2019 | 233 | Jul 8, 2020 | 519 |
| -30.93% | Jul 23, 2015 | 47 | Sep 28, 2015 | 44 | Nov 30, 2015 | 91 |
| -27.85% | Dec 1, 2015 | 50 | Feb 11, 2016 | 127 | Aug 12, 2016 | 177 |
| -16.85% | Sep 23, 2016 | 64 | Dec 22, 2016 | 80 | Apr 20, 2017 | 144 |
Volatility
Volatility Chart
The current Boch volatility is 9.21%, 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
| PYPL | BIDU | BABA | |
|---|---|---|---|
| PYPL | 1.00 | 0.40 | 0.42 |
| BIDU | 0.40 | 1.00 | 0.67 |
| BABA | 0.42 | 0.67 | 1.00 |