Longeva Capital Management
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7.63% |
CB Chubb Limited | Financial Services | 6.05% |
CVS CVS Health Corporation | Healthcare | 0% |
FXI iShares China Large-Cap ETF | China Equities | 7.64% |
GOOGL Alphabet Inc. | Communication Services | 13.64% |
JD JD.com, Inc. | Consumer Cyclical | 1.20% |
JNJ Johnson & Johnson | Healthcare | 8.79% |
NKE NIKE, Inc. | Consumer Cyclical | 10.12% |
QQQ Invesco QQQ | Large Cap Blend Equities | 4.03% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 27.12% |
TM Toyota Motor Corporation | Consumer Cyclical | 1.53% |
UNH UnitedHealth Group Incorporated | Healthcare | 12.02% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 0.24% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jun 28, 2024 | Buy | NIKE, Inc. | 50 | $77.06 |
| Jun 28, 2024 | Sell | CVS Health Corporation | 100 | $59.40 |
| Jun 26, 2024 | Buy | Vanguard Total Stock Market ETF | 1 | $268.70 |
| Jun 14, 2024 | Buy | Toyota Motor Corporation | 10 | $198.91 |
| May 31, 2024 | Buy | iShares China Large-Cap ETF | 38 | $26.51 |
| May 21, 2024 | Buy | Chubb Limited | 25 | $266.70 |
| May 17, 2024 | Buy | NIKE, Inc. | 100 | $92.06 |
| May 17, 2024 | Buy | Johnson & Johnson | 64 | $154.30 |
| May 2, 2024 | Buy | CVS Health Corporation | 100 | $56.65 |
| Apr 18, 2024 | Buy | iShares China Large-Cap ETF | 100 | $23.72 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Longeva Capital Management , 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 By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Longeva Capital Management | 21.85% | 0.76% | 12.34% | 34.19% | N/A | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 20.89% | 1.85% | 9.90% | 33.74% | 15.61% | 13.08% |
GOOGL Alphabet Inc. | 16.36% | -2.11% | 7.81% | 24.61% | 21.52% | 18.50% |
FXI iShares China Large-Cap ETF | 13.26% | 3.27% | 14.93% | 6.51% | -5.58% | -1.26% |
JD JD.com, Inc. | 2.26% | 6.37% | 11.48% | -0.90% | -0.15% | 1.31% |
QQQ Invesco QQQ | 18.37% | 0.18% | 8.46% | 35.80% | 21.29% | 18.15% |
AAPL Apple Inc | 19.33% | 1.09% | 33.18% | 32.26% | 34.25% | 26.20% |
UNH UnitedHealth Group Incorporated | 10.90% | 0.18% | 18.67% | 16.90% | 21.73% | 22.62% |
CVS CVS Health Corporation | -23.79% | 0.14% | -24.02% | -15.58% | 1.04% | -0.60% |
JNJ Johnson & Johnson | 7.62% | 2.87% | 7.85% | 5.18% | 7.53% | 7.25% |
NKE NIKE, Inc. | -24.51% | -3.15% | -12.99% | -10.21% | -0.26% | 8.45% |
CB Chubb Limited | 29.86% | 7.14% | 14.48% | 38.64% | 15.12% | 12.88% |
TM Toyota Motor Corporation | 1.19% | -0.08% | -27.16% | 0.71% | 9.10% | 7.56% |
VTI Vanguard Total Stock Market ETF | 19.74% | 2.02% | 9.50% | 33.24% | 14.91% | 12.58% |
Monthly Returns
The table below presents the monthly returns of Longeva Capital Management , 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 | 1.44% | 3.33% | 3.83% | 0.80% | 5.81% | 0.40% | 2.05% | 2.43% | 21.85% | ||||
| 2023 | 0.98% | 1.60% | 0.63% | 6.10% | 3.20% | -1.63% | -5.12% | -2.18% | 9.13% | 4.14% | 17.30% |
Expense Ratio
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 Longeva Capital Management is 74, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.39 | 3.20 | 1.43 | 3.04 | 14.18 |
GOOGL Alphabet Inc. | 0.63 | 0.98 | 1.14 | 0.80 | 2.31 |
FXI iShares China Large-Cap ETF | 0.14 | 0.39 | 1.04 | 0.12 | 0.35 |
JD JD.com, Inc. | -0.08 | 0.24 | 1.03 | -0.07 | -0.20 |
QQQ Invesco QQQ | 1.76 | 2.35 | 1.31 | 2.32 | 8.35 |
AAPL Apple Inc | 1.27 | 1.92 | 1.24 | 1.71 | 4.05 |
UNH UnitedHealth Group Incorporated | 0.98 | 1.51 | 1.20 | 1.09 | 2.97 |
CVS CVS Health Corporation | -0.52 | -0.50 | 0.92 | -0.48 | -0.89 |
JNJ Johnson & Johnson | 0.32 | 0.56 | 1.07 | 0.30 | 0.85 |
NKE NIKE, Inc. | -0.39 | -0.28 | 0.95 | -0.30 | -0.57 |
CB Chubb Limited | 2.20 | 3.12 | 1.40 | 4.92 | 13.58 |
TM Toyota Motor Corporation | -0.14 | -0.02 | 1.00 | -0.11 | -0.26 |
VTI Vanguard Total Stock Market ETF | 2.28 | 3.06 | 1.41 | 2.78 | 13.27 |
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 Longeva Capital Management . 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 Longeva Capital Management was 10.29%, occurring on Oct 27, 2023. Recovery took 24 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.29% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -5.78% | Jul 17, 2024 | 16 | Aug 7, 2024 | 8 | Aug 19, 2024 | 24 |
| -3.37% | Jan 30, 2024 | 2 | Jan 31, 2024 | 7 | Feb 9, 2024 | 9 |
| -3.29% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.1% | Feb 23, 2024 | 8 | Mar 5, 2024 | 5 | Mar 12, 2024 | 13 |
Volatility
Volatility Chart
The current Longeva Capital Management volatility is 3.18%, 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
| UNH | JNJ | CB | CVS | TM | NKE | JD | GOOGL | FXI | AAPL | QQQ | VTI | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.28 | 0.23 | 0.40 | 0.01 | 0.12 | 0.00 | -0.05 | -0.00 | 0.07 | -0.02 | 0.09 | 0.09 |
| JNJ | 0.28 | 1.00 | 0.31 | 0.30 | -0.01 | 0.14 | 0.07 | -0.00 | 0.08 | 0.01 | -0.05 | 0.10 | 0.10 |
| CB | 0.23 | 0.31 | 1.00 | 0.30 | 0.10 | 0.15 | 0.10 | 0.01 | 0.13 | 0.08 | 0.05 | 0.22 | 0.22 |
| CVS | 0.40 | 0.30 | 0.30 | 1.00 | 0.08 | 0.16 | 0.14 | -0.02 | 0.10 | 0.07 | 0.03 | 0.19 | 0.18 |
| TM | 0.01 | -0.01 | 0.10 | 0.08 | 1.00 | 0.13 | 0.17 | 0.26 | 0.23 | 0.25 | 0.42 | 0.46 | 0.45 |
| NKE | 0.12 | 0.14 | 0.15 | 0.16 | 0.13 | 1.00 | 0.28 | 0.19 | 0.30 | 0.27 | 0.28 | 0.42 | 0.39 |
| JD | 0.00 | 0.07 | 0.10 | 0.14 | 0.17 | 0.28 | 1.00 | 0.26 | 0.84 | 0.25 | 0.34 | 0.37 | 0.36 |
| GOOGL | -0.05 | -0.00 | 0.01 | -0.02 | 0.26 | 0.19 | 0.26 | 1.00 | 0.29 | 0.47 | 0.63 | 0.54 | 0.57 |
| FXI | -0.00 | 0.08 | 0.13 | 0.10 | 0.23 | 0.30 | 0.84 | 0.29 | 1.00 | 0.28 | 0.41 | 0.45 | 0.43 |
| AAPL | 0.07 | 0.01 | 0.08 | 0.07 | 0.25 | 0.27 | 0.25 | 0.47 | 0.28 | 1.00 | 0.64 | 0.58 | 0.61 |
| QQQ | -0.02 | -0.05 | 0.05 | 0.03 | 0.42 | 0.28 | 0.34 | 0.63 | 0.41 | 0.64 | 1.00 | 0.90 | 0.92 |
| VTI | 0.09 | 0.10 | 0.22 | 0.19 | 0.46 | 0.42 | 0.37 | 0.54 | 0.45 | 0.58 | 0.90 | 1.00 | 0.99 |
| SPY | 0.09 | 0.10 | 0.22 | 0.18 | 0.45 | 0.39 | 0.36 | 0.57 | 0.43 | 0.61 | 0.92 | 0.99 | 1.00 |