Berkshire
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Sep 17, 2012, corresponding to the inception date of KHC
Returns By Period
As of Aug 27, 2024, the Berkshire returned 16.55% Year-To-Date and 13.51% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Berkshire | 16.55% | 1.00% | 14.65% | 24.16% | 20.67% | 13.51% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
BAC Bank of America Corporation | 20.12% | -4.20% | 17.99% | 42.94% | 10.63% | 11.79% |
AXP American Express Company | 36.78% | 3.25% | 17.18% | 61.63% | 17.74% | 12.67% |
KO The Coca-Cola Company | 22.11% | 5.65% | 19.26% | 20.72% | 8.53% | 8.87% |
CVX Chevron Corporation | 2.80% | -4.86% | -0.32% | -3.29% | 9.59% | 5.81% |
OXY Occidental Petroleum Corporation | -3.21% | -5.24% | -4.64% | -6.59% | 7.90% | -2.34% |
KHC The Kraft Heinz Company | -0.58% | 7.70% | 2.70% | 11.22% | 12.02% | -0.89% |
MCO Moody's Corporation | 23.61% | 7.12% | 27.54% | 44.53% | 18.36% | 19.06% |
HPQ HP Inc. | 20.19% | -2.12% | 25.44% | 17.53% | 18.37% | 10.97% |
KR The Kroger Co. | 17.51% | -2.17% | 10.34% | 15.95% | 24.39% | 11.60% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.23% | 1.97% | 5.60% | -0.62% | 4.26% | -0.29% | 5.03% | 16.55% | |||||
| 2023 | 5.70% | -3.56% | 2.28% | 1.23% | -3.47% | 4.67% | 3.79% | -5.04% | -3.56% | -2.82% | 8.68% | 4.81% | 12.19% |
| 2022 | 3.86% | 3.86% | 8.37% | -3.47% | 2.00% | -10.93% | 7.59% | -1.94% | -11.04% | 15.58% | 4.14% | -6.35% | 8.44% |
| 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% |
| 2019 | 8.07% | -1.71% | 0.24% | 3.33% | -8.60% | 7.41% | 3.04% | -4.86% | 3.30% | 1.78% | 3.75% | 5.51% | 21.86% |
| 2018 | 4.54% | -4.68% | -4.10% | 2.73% | 2.76% | 2.87% | 2.05% | 3.02% | -0.76% | -5.34% | 0.99% | -11.00% | -7.89% |
| 2017 | 1.28% | 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% |
| 2013 | 4.28% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Berkshire is 60, 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.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
BAC Bank of America Corporation | 1.85 | 2.70 | 1.33 | 0.94 | 8.27 |
AXP American Express Company | 2.79 | 3.48 | 1.50 | 2.34 | 14.59 |
KO The Coca-Cola Company | 1.62 | 2.28 | 1.30 | 1.25 | 5.94 |
CVX Chevron Corporation | -0.09 | 0.01 | 1.00 | -0.09 | -0.21 |
OXY Occidental Petroleum Corporation | -0.23 | -0.17 | 0.98 | -0.20 | -0.51 |
KHC The Kraft Heinz Company | 0.61 | 0.92 | 1.12 | 0.21 | 1.63 |
MCO Moody's Corporation | 2.26 | 2.67 | 1.41 | 1.89 | 10.02 |
HPQ HP Inc. | 0.67 | 1.25 | 1.16 | 0.59 | 2.37 |
KR The Kroger Co. | 0.79 | 1.33 | 1.16 | 1.12 | 2.87 |
Dividends
Dividend yield
Berkshire granted a 2.27% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Berkshire | 2.27% | 2.39% | 3.76% | 1.98% | 2.87% | 2.97% | 2.98% | 2.34% | 2.57% | 2.53% | 2.07% | 2.04% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 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 | 2.40% | 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 | 1.02% | 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 | 2.67% | 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 | 4.31% | 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 | 1.39% | 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 | 4.45% | 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 | 0.69% | 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. | 3.06% | 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. | 2.26% | 2.41% | 17.47% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current Berkshire drawdown is 1.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 172 | Nov 24, 2020 | 195 |
| -20.94% | May 26, 2015 | 182 | Feb 11, 2016 | 189 | Nov 9, 2016 | 371 |
| -20.59% | Sep 21, 2018 | 65 | Dec 24, 2018 | 246 | Dec 16, 2019 | 311 |
| -20.26% | Apr 21, 2022 | 113 | Sep 30, 2022 | 303 | Dec 14, 2023 | 416 |
| -12.39% | Jan 29, 2018 | 44 | Apr 2, 2018 | 80 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current Berkshire volatility is 4.60%, 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
| KR | AAPL | KHC | KO | OXY | HPQ | MCO | CVX | BAC | AXP | |
|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.13 | 0.32 | 0.25 | 0.16 | 0.18 | 0.20 | 0.20 | 0.21 | 0.19 |
| AAPL | 0.13 | 1.00 | 0.22 | 0.25 | 0.21 | 0.41 | 0.45 | 0.24 | 0.31 | 0.36 |
| KHC | 0.32 | 0.22 | 1.00 | 0.47 | 0.23 | 0.25 | 0.31 | 0.30 | 0.25 | 0.28 |
| KO | 0.25 | 0.25 | 0.47 | 1.00 | 0.21 | 0.27 | 0.39 | 0.30 | 0.28 | 0.37 |
| OXY | 0.16 | 0.21 | 0.23 | 0.21 | 1.00 | 0.35 | 0.26 | 0.70 | 0.43 | 0.38 |
| HPQ | 0.18 | 0.41 | 0.25 | 0.27 | 0.35 | 1.00 | 0.41 | 0.40 | 0.47 | 0.47 |
| MCO | 0.20 | 0.45 | 0.31 | 0.39 | 0.26 | 0.41 | 1.00 | 0.29 | 0.45 | 0.52 |
| CVX | 0.20 | 0.24 | 0.30 | 0.30 | 0.70 | 0.40 | 0.29 | 1.00 | 0.47 | 0.45 |
| BAC | 0.21 | 0.31 | 0.25 | 0.28 | 0.43 | 0.47 | 0.45 | 0.47 | 1.00 | 0.65 |
| AXP | 0.19 | 0.36 | 0.28 | 0.37 | 0.38 | 0.47 | 0.52 | 0.45 | 0.65 | 1.00 |