Berkshire
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 10% |
BAC Bank of America Corporation | Financial Services | 10% |
AXP American Express Company | Financial Services | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
CVX Chevron Corporation | Energy | 10% |
OXY Occidental Petroleum Corporation | Energy | 10% |
KHC The Kraft Heinz Company | Consumer Defensive | 10% |
MCO Moody's Corporation | Financial Services | 10% |
HPQ HP Inc. | Technology | 10% |
KR The Kroger Co. | Consumer Defensive | 10% |
Performance
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
Returns
As of Sep 21, 2023, the Berkshire returned 4.13% Year-To-Date and 12.67% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.64% |
| Berkshire | -0.41% | 4.06% | 4.13% | 7.96% | 12.14% | 12.67% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 24.83% |
BAC Bank of America Corporation | 1.22% | 7.59% | -11.82% | -11.38% | 0.73% | 8.79% |
AXP American Express Company | -1.16% | -2.71% | 7.55% | 7.26% | 8.79% | 10.61% |
KO The Coca-Cola Company | -1.93% | -0.95% | -5.98% | 1.40% | 7.98% | 8.34% |
CVX Chevron Corporation | 4.81% | 9.98% | -4.48% | 11.46% | 11.41% | 11.86% |
OXY Occidental Petroleum Corporation | 2.41% | 10.50% | 2.89% | 3.61% | -1.72% | 1.60% |
KHC The Kraft Heinz Company | 3.39% | -7.03% | -13.64% | 3.14% | -5.52% | -4.96% |
MCO Moody's Corporation | 2.70% | 16.22% | 21.44% | 27.17% | 15.07% | 16.01% |
HPQ HP Inc. | -11.98% | -0.65% | 3.44% | 7.88% | 4.27% | 11.99% |
KR The Kroger Co. | -1.77% | -3.75% | 5.37% | 4.33% | 11.41% | 4.80% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KR | KHC | KO | AAPL | OXY | MCO | CVX | HPQ | BAC | AXP | |
|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.31 | 0.21 | 0.13 | 0.14 | 0.15 | 0.18 | 0.17 | 0.19 | 0.13 |
| KHC | 0.31 | 1.00 | 0.48 | 0.26 | 0.23 | 0.30 | 0.30 | 0.27 | 0.27 | 0.27 |
| KO | 0.21 | 0.48 | 1.00 | 0.28 | 0.21 | 0.40 | 0.30 | 0.30 | 0.28 | 0.37 |
| AAPL | 0.13 | 0.26 | 0.28 | 1.00 | 0.23 | 0.53 | 0.28 | 0.46 | 0.36 | 0.41 |
| OXY | 0.14 | 0.23 | 0.21 | 0.23 | 1.00 | 0.25 | 0.72 | 0.38 | 0.47 | 0.40 |
| MCO | 0.15 | 0.30 | 0.40 | 0.53 | 0.25 | 1.00 | 0.29 | 0.45 | 0.44 | 0.53 |
| CVX | 0.18 | 0.30 | 0.30 | 0.28 | 0.72 | 0.29 | 1.00 | 0.43 | 0.51 | 0.47 |
| HPQ | 0.17 | 0.27 | 0.30 | 0.46 | 0.38 | 0.45 | 0.43 | 1.00 | 0.51 | 0.53 |
| BAC | 0.19 | 0.27 | 0.28 | 0.36 | 0.47 | 0.44 | 0.51 | 0.51 | 1.00 | 0.69 |
| AXP | 0.13 | 0.27 | 0.37 | 0.41 | 0.40 | 0.53 | 0.47 | 0.53 | 0.69 | 1.00 |
Dividend yield
Berkshire granted a 2.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Berkshire | 2.46% | 2.27% | 2.10% | 3.10% | 3.30% | 3.45% | 2.79% | 3.04% | 3.11% | 2.23% | 2.16% | 2.47% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
BAC Bank of America Corporation | 3.15% | 2.66% | 1.84% | 2.53% | 2.05% | 2.46% | 1.51% | 1.31% | 1.40% | 0.80% | 0.31% | 0.41% |
AXP American Express Company | 1.42% | 1.36% | 1.08% | 1.47% | 1.35% | 1.62% | 1.43% | 1.77% | 1.78% | 1.20% | 1.09% | 1.58% |
KO The Coca-Cola Company | 3.11% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
CVX Chevron Corporation | 3.57% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
OXY Occidental Petroleum Corporation | 1.04% | 0.83% | 0.14% | 4.83% | 8.01% | 5.67% | 4.87% | 5.21% | 5.63% | 4.62% | 3.55% | 3.82% |
KHC The Kraft Heinz Company | 4.70% | 4.06% | 4.83% | 5.18% | 5.90% | 7.26% | 4.11% | 3.61% | 3.23% | 0.00% | 0.00% | 0.00% |
MCO Moody's Corporation | 0.90% | 1.01% | 0.65% | 0.79% | 0.87% | 1.31% | 1.09% | 1.68% | 1.47% | 1.28% | 1.28% | 1.44% |
HPQ HP Inc. | 3.88% | 3.87% | 2.34% | 3.20% | 3.61% | 3.30% | 3.06% | 4.19% | 3.85% | 2.04% | 2.71% | 4.95% |
KR The Kroger Co. | 2.32% | 2.14% | 1.79% | 2.27% | 2.24% | 2.13% | 2.01% | 1.50% | 1.10% | 1.25% | 1.86% | 2.31% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
BAC Bank of America Corporation | -0.55 | ||||
AXP American Express Company | 0.09 | ||||
KO The Coca-Cola Company | 0.03 | ||||
CVX Chevron Corporation | 0.40 | ||||
OXY Occidental Petroleum Corporation | 0.01 | ||||
KHC The Kraft Heinz Company | 0.13 | ||||
MCO Moody's Corporation | 0.76 | ||||
HPQ HP Inc. | 0.14 | ||||
KR The Kroger Co. | -0.02 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Berkshire. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Berkshire is 39.23%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 172 | Nov 24, 2020 | 195 |
| -20.59% | Sep 21, 2018 | 65 | Dec 24, 2018 | 246 | Dec 16, 2019 | 311 |
| -20.26% | Apr 21, 2022 | 113 | Sep 30, 2022 | — | — | — |
| -19.14% | Jul 21, 2015 | 143 | Feb 11, 2016 | 128 | Aug 15, 2016 | 271 |
| -12.39% | Jan 29, 2018 | 44 | Apr 2, 2018 | 80 | Jul 25, 2018 | 124 |
Volatility Chart
The current Berkshire volatility is 2.71%, 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.