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Investment Practicum

Last updated Feb 22, 2024

Stocks Held by the Bloesch Fund

Asset Allocation


ADBE 12.5%UBS 12.5%TGT 12.5%RHHBY 12.5%PG 12.5%JBHT 12.5%HD 12.5%T 12.5%EquityEquity
PositionCategory/SectorWeight
ADBE
Adobe Inc
Technology

12.50%

UBS
UBS Group AG
Financial Services

12.50%

TGT
Target Corporation
Consumer Defensive

12.50%

RHHBY
Roche Holding AG
Healthcare

12.50%

PG
The Procter & Gamble Company
Consumer Defensive

12.50%

JBHT
J.B. Hunt Transport Services, Inc.
Industrials

12.50%

HD
The Home Depot, Inc.
Consumer Cyclical

12.50%

T
AT&T Inc.
Communication Services

12.50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Investment Practicum, 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


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
10.04%
12.30%
Investment Practicum
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 16, 2001, corresponding to the inception date of UBS

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
Investment Practicum-0.44%-0.70%10.05%15.38%15.32%N/A
ADBE
Adobe Inc
-9.74%-10.78%1.47%55.33%15.82%22.99%
UBS
UBS Group AG
-9.97%-4.43%14.39%31.52%24.25%N/A
TGT
Target Corporation
5.25%6.79%22.92%-7.49%18.31%13.42%
RHHBY
Roche Holding AG
-9.16%-7.37%-11.77%-9.92%2.08%1.86%
PG
The Procter & Gamble Company
10.15%8.48%5.99%17.56%12.67%10.62%
JBHT
J.B. Hunt Transport Services, Inc.
1.93%-1.92%7.10%11.41%14.28%12.00%
HD
The Home Depot, Inc.
5.07%2.09%13.13%26.65%16.49%19.46%
T
AT&T Inc.
2.96%1.19%24.34%-5.40%1.42%3.81%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.55%
20235.29%0.55%-6.20%-1.45%11.29%4.41%

Sharpe Ratio

The current Investment Practicum Sharpe ratio is 0.90. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.90

The Sharpe ratio of Investment Practicum 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.90
1.79
Investment Practicum
Benchmark (^GSPC)
Portfolio components

Dividend yield

Investment Practicum granted a 2.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Investment Practicum2.61%2.60%2.70%2.67%3.67%2.86%3.55%2.82%3.07%2.96%2.31%2.19%
ADBE
Adobe 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%
UBS
UBS Group AG
1.98%1.79%2.68%2.07%10.31%5.47%5.24%3.27%5.58%4.10%0.00%0.00%
TGT
Target Corporation
2.94%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
RHHBY
Roche Holding AG
3.91%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%2.88%
PG
The Procter & Gamble Company
2.35%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
JBHT
J.B. Hunt Transport Services, Inc.
0.83%0.84%0.92%0.58%0.79%0.89%1.03%0.80%0.91%1.15%0.95%0.58%
HD
The Home Depot, Inc.
2.30%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
T
AT&T Inc.
6.53%6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%

Expense Ratio

The Investment Practicum 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
1.79
Investment Practicum
0.90
ADBE
Adobe Inc
1.58
UBS
UBS Group AG
0.95
TGT
Target Corporation
-0.37
RHHBY
Roche Holding AG
-0.52
PG
The Procter & Gamble Company
1.19
JBHT
J.B. Hunt Transport Services, Inc.
0.35
HD
The Home Depot, Inc.
0.86
T
AT&T Inc.
-0.24

Asset Correlations Table

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

RHHBYPGTADBEUBSJBHTTGTHD
RHHBY1.000.270.220.310.290.160.170.24
PG0.271.000.360.290.200.260.290.37
T0.220.361.000.180.370.310.310.35
ADBE0.310.290.181.000.340.340.310.44
UBS0.290.200.370.341.000.390.320.36
JBHT0.160.260.310.340.391.000.370.45
TGT0.170.290.310.310.320.371.000.52
HD0.240.370.350.440.360.450.521.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-3.18%
-0.95%
Investment Practicum
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Investment Practicum. 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 Investment Practicum was 26.32%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Investment Practicum drawdown is 3.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.32%Feb 21, 202022Mar 23, 202052Jun 5, 202074
-26.27%Nov 17, 2021219Sep 30, 2022302Dec 13, 2023521
-18.26%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-10.8%Jul 17, 2015145Feb 11, 201624Mar 17, 2016169
-9.15%Jan 23, 201870May 2, 201877Aug 21, 2018147

Volatility Chart

The current Investment Practicum volatility is 3.31%, 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%SeptemberOctoberNovemberDecember2024February
3.31%
3.37%
Investment Practicum
Benchmark (^GSPC)
Portfolio components
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