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Berkshire

Last updated Sep 21, 2023

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.
Technology10%
BAC
Bank of America Corporation
Financial Services10%
AXP
American Express Company
Financial Services10%
KO
The Coca-Cola Company
Consumer Defensive10%
CVX
Chevron Corporation
Energy10%
OXY
Occidental Petroleum Corporation
Energy10%
KHC
The Kraft Heinz Company
Consumer Defensive10%
MCO
Moody's Corporation
Financial Services10%
HPQ
HP Inc.
Technology10%
KR
The Kroger Co.
Consumer Defensive10%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.50%
10.86%
Berkshire
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.64%
Berkshire-0.41%4.06%4.13%7.96%12.14%12.67%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

KRKHCKOAAPLOXYMCOCVXHPQBACAXP
KR1.000.310.210.130.140.150.180.170.190.13
KHC0.311.000.480.260.230.300.300.270.270.27
KO0.210.481.000.280.210.400.300.300.280.37
AAPL0.130.260.281.000.230.530.280.460.360.41
OXY0.140.230.210.231.000.250.720.380.470.40
MCO0.150.300.400.530.251.000.290.450.440.53
CVX0.180.300.300.280.720.291.000.430.510.47
HPQ0.170.270.300.460.380.450.431.000.510.53
BAC0.190.270.280.360.470.440.510.511.000.69
AXP0.130.270.370.410.400.530.470.530.691.00

Sharpe Ratio

The current Berkshire Sharpe ratio is 0.29. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.29

The Sharpe ratio of Berkshire is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.29
0.74
Berkshire
Benchmark (^GSPC)
Portfolio components

Dividend yield

Berkshire granted a 2.46% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Berkshire2.46%2.27%2.10%3.10%3.30%3.45%2.79%3.04%3.11%2.23%2.16%2.47%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.04%
-8.22%
Berkshire
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 2020172Nov 24, 2020195
-20.59%Sep 21, 201865Dec 24, 2018246Dec 16, 2019311
-20.26%Apr 21, 2022113Sep 30, 2022
-19.14%Jul 21, 2015143Feb 11, 2016128Aug 15, 2016271
-12.39%Jan 29, 201844Apr 2, 201880Jul 25, 2018124

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.71%
3.47%
Berkshire
Benchmark (^GSPC)
Portfolio components