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Berkshire
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 10%BAC 10%AXP 10%KO 10%CVX 10%OXY 10%KHC 10%MCO 10%HPQ 10%KR 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

10%

AXP
American Express Company
Financial Services

10%

BAC
Bank of America Corporation
Financial Services

10%

CVX
Chevron Corporation
Energy

10%

HPQ
HP Inc.
Technology

10%

KHC
The Kraft Heinz Company
Consumer Defensive

10%

KO
The Coca-Cola Company
Consumer Defensive

10%

KR
The Kroger Co.
Consumer Defensive

10%

MCO
Moody's Corporation
Financial Services

10%

OXY
Occidental Petroleum Corporation
Energy

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Berkshire, 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


250.00%300.00%350.00%400.00%450.00%FebruaryMarchAprilMayJuneJuly
442.00%
285.57%
Berkshire
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 17, 2012, corresponding to the inception date of KHC

Returns By Period

As of Jul 11, 2024, the Berkshire returned 13.92% Year-To-Date and 13.40% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
18.12%5.09%17.78%26.91%13.37%11.12%
Berkshire13.92%3.36%15.46%18.19%18.63%13.32%
AAPL
Apple Inc
21.33%12.47%25.87%23.42%36.70%27.08%
BAC
Bank of America Corporation
25.60%7.41%27.57%46.40%9.96%12.65%
AXP
American Express Company
28.73%6.73%29.92%38.90%14.95%11.37%
KO
The Coca-Cola Company
8.30%-0.37%6.71%8.36%7.11%7.39%
CVX
Chevron Corporation
6.20%-0.87%9.04%1.23%8.99%6.26%
OXY
Occidental Petroleum Corporation
3.60%1.32%8.28%1.48%5.58%-1.42%
KHC
The Kraft Heinz Company
-11.68%-5.14%-13.09%-6.50%5.50%-2.28%
MCO
Moody's Corporation
12.45%8.42%16.56%27.06%17.40%18.46%
HPQ
HP Inc.
21.88%0.07%22.24%13.50%14.93%12.32%
KR
The Kroger Co.
17.29%3.15%16.93%14.65%22.05%10.03%

Monthly Returns

The table below presents the monthly returns of Berkshire, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.23%1.97%5.60%-0.62%4.26%-0.29%13.92%
20235.70%-3.56%2.28%1.23%-3.47%4.67%3.79%-5.04%-3.56%-2.82%8.68%4.81%12.19%
20223.86%3.86%8.37%-3.47%2.00%-10.93%7.59%-1.94%-11.04%13.50%4.14%-6.30%6.54%
2021-0.64%10.65%7.21%3.89%0.63%3.83%-1.11%1.75%-2.01%7.74%-1.45%5.34%41.09%
2020-1.06%-9.63%-16.50%14.48%-0.06%7.59%1.91%4.93%-7.12%-4.88%20.50%5.62%10.48%
20198.07%-1.71%0.24%3.33%-8.60%7.41%3.04%-4.86%3.30%1.78%3.75%5.51%21.86%
20184.54%-4.68%-4.10%2.73%2.76%2.87%2.05%3.02%-0.76%-5.34%0.99%-11.00%-7.89%
20171.28%4.81%-0.61%0.88%0.33%-1.91%3.93%-0.87%2.00%3.84%5.80%1.46%22.68%
2016-7.75%0.16%7.67%0.73%2.68%-1.51%3.27%2.29%0.10%0.21%4.23%2.75%15.01%
2015-3.68%2.79%2.38%1.59%1.00%-2.14%-0.74%-5.89%-2.76%6.74%1.04%-2.50%-2.79%
2014-4.93%5.73%2.44%1.55%3.53%3.03%-2.38%5.73%-1.69%1.64%2.94%1.05%19.68%
20134.28%2.51%7.50%2.83%5.44%-2.61%6.25%-3.95%2.51%5.28%4.37%1.63%41.77%

Expense Ratio

Berkshire 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 rank of Berkshire is 37, 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.


The Risk-Adjusted Performance Rank of Berkshire is 3737
Berkshire
The Sharpe Ratio Rank of Berkshire is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of Berkshire is 3838Sortino Ratio Rank
The Omega Ratio Rank of Berkshire is 3939Omega Ratio Rank
The Calmar Ratio Rank of Berkshire is 3939Calmar Ratio Rank
The Martin Ratio Rank of Berkshire is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Berkshire
Sharpe ratio
The chart of Sharpe ratio for Berkshire, currently valued at 1.86, compared to the broader market0.002.004.001.86
Sortino ratio
The chart of Sortino ratio for Berkshire, currently valued at 2.62, compared to the broader market-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for Berkshire, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for Berkshire, currently valued at 1.42, compared to the broader market0.002.004.006.008.0010.001.42
Martin ratio
The chart of Martin ratio for Berkshire, currently valued at 4.74, compared to the broader market0.0010.0020.0030.0040.0050.004.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.48, compared to the broader market-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.0010.0020.0030.0040.0050.009.23

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.091.681.211.462.90
BAC
Bank of America Corporation
2.153.121.371.076.14
AXP
American Express Company
1.952.711.361.525.27
KO
The Coca-Cola Company
0.721.091.140.541.62
CVX
Chevron Corporation
0.200.411.050.180.48
OXY
Occidental Petroleum Corporation
0.260.541.060.230.67
KHC
The Kraft Heinz Company
-0.29-0.270.96-0.10-0.72
MCO
Moody's Corporation
1.471.901.271.194.81
HPQ
HP Inc.
0.641.271.150.551.51
KR
The Kroger Co.
0.771.301.160.552.15

Sharpe Ratio

The current Berkshire Sharpe ratio is 1.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.66, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Berkshire with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.86
2.49
Berkshire
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Berkshire granted a 2.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Berkshire2.31%2.39%2.22%1.98%2.87%2.97%2.98%2.34%2.57%2.53%2.07%2.04%
AAPL
Apple Inc
0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
BAC
Bank of America Corporation
2.30%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
AXP
American Express Company
1.09%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
KO
The Coca-Cola Company
3.01%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
CVX
Chevron Corporation
4.05%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
OXY
Occidental Petroleum Corporation
1.30%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%
KHC
The Kraft Heinz Company
5.01%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%3.09%3.43%3.80%
MCO
Moody's Corporation
0.74%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
HPQ
HP Inc.
3.02%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
KR
The Kroger Co.
2.19%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly00
Berkshire
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Berkshire. 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 Berkshire was 39.23%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.23%Feb 20, 202023Mar 23, 2020172Nov 24, 2020195
-20.94%May 26, 2015182Feb 11, 2016189Nov 9, 2016371
-20.59%Sep 21, 201865Dec 24, 2018246Dec 16, 2019311
-20.26%Apr 21, 2022113Sep 30, 2022333Jan 30, 2024446
-12.39%Jan 29, 201844Apr 2, 201880Jul 25, 2018124

Volatility

Volatility Chart

The current Berkshire volatility is 2.44%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.44%
1.73%
Berkshire
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.

KRAAPLKHCKOOXYHPQMCOCVXBACAXP
KR1.000.130.330.240.160.180.200.200.210.19
AAPL0.131.000.220.250.210.410.450.240.310.36
KHC0.330.221.000.470.230.250.310.300.250.28
KO0.240.250.471.000.210.280.390.310.280.37
OXY0.160.210.230.211.000.350.260.700.430.38
HPQ0.180.410.250.280.351.000.410.400.470.47
MCO0.200.450.310.390.260.411.000.300.450.52
CVX0.200.240.300.310.700.400.301.000.470.45
BAC0.210.310.250.280.430.470.450.471.000.65
AXP0.190.360.280.370.380.470.520.450.651.00
The correlation results are calculated based on daily price changes starting from Sep 18, 2012