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Fat Penguin Endowment

Last updated Mar 2, 2024

Asset Allocation


BRK-B 20%AMZN 20%V 11%WM 9%UBER 9%BABA 9%GOOG 8%COST 8%SHOP 6%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

20%

AMZN
Amazon.com, Inc.
Consumer Cyclical

20%

V
Visa Inc.
Financial Services

11%

WM
Waste Management, Inc.
Industrials

9%

UBER
Uber Technologies, Inc.
Technology

9%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

9%

GOOG
Alphabet Inc.
Communication Services

8%

COST
Costco Wholesale Corporation
Consumer Defensive

8%

SHOP
Shopify Inc.
Technology

6%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Fat Penguin Endowment , 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


40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
113.45%
78.95%
Fat Penguin Endowment
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 9, 2019, corresponding to the inception date of UBER

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Fat Penguin Endowment 11.88%4.46%21.16%52.60%N/AN/A
BRK-B
Berkshire Hathaway Inc.
14.15%4.19%12.32%30.30%14.93%13.15%
V
Visa Inc.
8.96%2.35%14.58%27.53%14.42%18.37%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.35%N/A
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
COST
Costco Wholesale Corporation
13.70%5.63%41.30%62.45%30.12%23.10%
WM
Waste Management, Inc.
14.90%9.34%32.20%39.56%17.34%20.05%
UBER
Uber Technologies, Inc.
31.61%19.04%72.26%134.39%N/AN/A
BABA
Alibaba Group Holding Limited
-3.73%3.86%-20.41%-15.69%-16.29%N/A
SHOP
Shopify Inc.
-1.68%-7.65%14.81%76.47%31.97%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.37%7.90%
2023-0.24%-5.02%-1.00%10.46%4.62%

Sharpe Ratio

The current Fat Penguin Endowment Sharpe ratio is 3.64. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.64

The Sharpe ratio of Fat Penguin Endowment is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.64
2.44
Fat Penguin Endowment
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fat Penguin Endowment granted a 0.52% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fat Penguin Endowment 0.52%0.57%0.29%0.24%0.50%0.29%0.35%0.63%0.38%0.66%0.41%0.44%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
GOOG
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
2.55%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
WM
Waste Management, Inc.
1.36%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
UBER
Uber Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
1.34%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHOP
Shopify Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Fat Penguin Endowment 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
^GSPC
S&P 500
2.44
Fat Penguin Endowment
3.64
BRK-B
Berkshire Hathaway Inc.
2.50
V
Visa Inc.
2.03
GOOG
Alphabet Inc.
1.88
AMZN
Amazon.com, Inc.
3.07
COST
Costco Wholesale Corporation
3.66
WM
Waste Management, Inc.
2.54
UBER
Uber Technologies, Inc.
3.91
BABA
Alibaba Group Holding Limited
-0.41
SHOP
Shopify Inc.
1.63

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

WMBABAUBERBRK-BCOSTSHOPVAMZNGOOG
WM1.000.060.130.480.410.130.430.200.28
BABA0.061.000.350.260.210.410.330.410.40
UBER0.130.351.000.310.230.490.410.440.43
BRK-B0.480.260.311.000.400.200.550.330.46
COST0.410.210.230.401.000.340.450.480.48
SHOP0.130.410.490.200.341.000.400.590.50
V0.430.330.410.550.450.401.000.470.57
AMZN0.200.410.440.330.480.590.471.000.69
GOOG0.280.400.430.460.480.500.570.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.27%
0
Fat Penguin Endowment
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fat Penguin Endowment . 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 Fat Penguin Endowment was 31.60%, occurring on Nov 9, 2022. Recovery took 254 trading sessions.

The current Fat Penguin Endowment drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.6%Nov 17, 2021247Nov 9, 2022254Nov 14, 2023501
-26.73%Feb 20, 202018Mar 16, 202069Jun 23, 202087
-9.12%Sep 3, 202015Sep 24, 202031Nov 6, 202046
-8.6%Jul 29, 201947Oct 2, 201952Dec 16, 201999
-8%Jul 26, 202150Oct 4, 202129Nov 12, 202179

Volatility Chart

The current Fat Penguin Endowment volatility is 4.58%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.58%
3.47%
Fat Penguin Endowment
Benchmark (^GSPC)
Portfolio components
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