Investment Practicum
Stocks Held by the Bloesch Fund
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADBE Adobe Inc | Technology | 12.50% |
HD The Home Depot, Inc. | Consumer Cyclical | 12.50% |
JBHT J.B. Hunt Transport Services, Inc. | Industrials | 12.50% |
PG The Procter & Gamble Company | Consumer Defensive | 12.50% |
RHHBY Roche Holding AG | Healthcare | 12.50% |
T AT&T Inc. | Communication Services | 12.50% |
TGT Target Corporation | Consumer Defensive | 12.50% |
UBS UBS Group AG | Financial Services | 12.50% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 16, 2001, corresponding to the inception date of UBS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Investment Practicum | 5.10% | 4.30% | 3.06% | 15.75% | 14.24% | N/A |
| Portfolio components: | ||||||
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.35% | 22.07% |
UBS UBS Group AG | 1.52% | 3.29% | 5.02% | 44.43% | 27.99% | N/A |
TGT Target Corporation | 4.19% | -0.60% | 4.11% | 12.42% | 13.54% | 12.44% |
RHHBY Roche Holding AG | 14.08% | 14.40% | 15.97% | 6.34% | 6.71% | 4.17% |
PG The Procter & Gamble Company | 16.05% | 0.27% | 8.23% | 12.50% | 10.52% | 10.84% |
JBHT J.B. Hunt Transport Services, Inc. | -14.11% | 8.69% | -16.89% | -13.88% | 11.66% | 9.03% |
HD The Home Depot, Inc. | 3.27% | 3.36% | 0.72% | 9.97% | 13.00% | 18.62% |
T AT&T Inc. | 19.89% | 3.82% | 14.49% | 41.30% | 0.67% | 2.66% |
Monthly Returns
The table below presents the monthly returns of Investment Practicum, 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 | 1.57% | -0.39% | 2.61% | -8.37% | 3.76% | 3.37% | 5.10% | ||||||
| 2023 | 7.31% | -5.38% | 2.87% | 0.05% | -5.02% | 6.07% | 5.29% | 0.55% | -6.20% | -1.45% | 11.29% | 4.41% | 19.74% |
| 2022 | -3.15% | -5.58% | 1.47% | -3.18% | -1.95% | -7.61% | 5.16% | -3.86% | -9.53% | 10.33% | 7.57% | -3.25% | -14.52% |
| 2021 | -1.28% | 0.39% | 8.17% | 3.13% | 2.14% | 2.36% | 4.48% | 1.19% | -5.38% | 9.49% | -1.17% | 2.24% | 27.92% |
| 2020 | -1.39% | -6.68% | -8.31% | 11.74% | 8.19% | 2.76% | 3.88% | 8.11% | -3.21% | -3.21% | 9.52% | 0.80% | 21.75% |
| 2019 | 8.32% | 1.95% | 1.90% | 1.88% | -4.31% | 7.62% | 2.18% | 4.41% | 3.10% | 2.38% | 2.74% | 3.28% | 41.06% |
| 2018 | 5.18% | -3.63% | -1.71% | -1.43% | 2.08% | 1.29% | 3.75% | 2.34% | 0.99% | -5.86% | 0.09% | -7.05% | -4.62% |
| 2017 | 2.15% | 0.31% | 1.57% | 1.41% | 0.05% | -0.36% | 2.60% | 0.63% | 4.22% | -1.63% | 5.18% | 3.61% | 21.36% |
| 2016 | -2.63% | 0.19% | 5.76% | 0.64% | -0.91% | -1.17% | 3.47% | -1.47% | -0.06% | -2.51% | 5.48% | 1.32% | 7.94% |
| 2015 | -2.85% | 5.94% | 0.19% | 1.48% | 2.77% | -0.68% | 2.40% | -6.32% | -1.20% | 5.31% | 0.29% | 0.99% | 7.99% |
| 2014 | 1.93% | -1.18% | 0.73% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Investment Practicum is 26, 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 | |
|---|---|---|---|---|---|
ADBE Adobe Inc | 0.04 | 0.29 | 1.04 | 0.04 | 0.09 |
UBS UBS Group AG | 1.76 | 2.51 | 1.31 | 3.02 | 7.14 |
TGT Target Corporation | 0.40 | 0.95 | 1.11 | 0.22 | 1.20 |
RHHBY Roche Holding AG | 0.24 | 0.50 | 1.06 | 0.13 | 0.41 |
PG The Procter & Gamble Company | 0.82 | 1.26 | 1.16 | 1.17 | 3.28 |
JBHT J.B. Hunt Transport Services, Inc. | -0.51 | -0.55 | 0.93 | -0.47 | -0.87 |
HD The Home Depot, Inc. | 0.58 | 0.97 | 1.11 | 0.38 | 1.27 |
T AT&T Inc. | 1.81 | 2.73 | 1.32 | 0.96 | 10.06 |
Dividends
Dividend yield
Investment Practicum granted a 2.70% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Investment Practicum | 2.70% | 2.60% | 2.62% | 2.33% | 3.37% | 2.64% | 3.27% | 2.62% | 3.36% | 2.74% | 2.09% | 1.98% |
| Portfolio components: | ||||||||||||
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 | 3.48% | 1.79% | 2.68% | 2.07% | 10.31% | 5.47% | 5.24% | 3.27% | 9.41% | 4.10% | 0.00% | 0.00% |
TGT Target Corporation | 3.01% | 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 | 3.51% | 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 | 2.33% | 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. | 1.00% | 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. | 2.46% | 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. | 5.78% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 26.34%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current Investment Practicum drawdown is 2.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.34% | Nov 17, 2021 | 219 | Sep 30, 2022 | 302 | Dec 13, 2023 | 521 |
| -26.32% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -18.31% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -10.91% | Jul 17, 2015 | 145 | Feb 11, 2016 | 24 | Mar 17, 2016 | 169 |
| -9.7% | Mar 13, 2024 | 35 | May 1, 2024 | 51 | Jul 16, 2024 | 86 |
Volatility
Volatility Chart
The current Investment Practicum volatility is 3.46%, 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
| RHHBY | PG | T | ADBE | UBS | JBHT | TGT | HD | |
|---|---|---|---|---|---|---|---|---|
| RHHBY | 1.00 | 0.27 | 0.22 | 0.30 | 0.28 | 0.16 | 0.17 | 0.24 |
| PG | 0.27 | 1.00 | 0.36 | 0.28 | 0.19 | 0.26 | 0.28 | 0.37 |
| T | 0.22 | 0.36 | 1.00 | 0.17 | 0.35 | 0.30 | 0.31 | 0.34 |
| ADBE | 0.30 | 0.28 | 0.17 | 1.00 | 0.33 | 0.32 | 0.30 | 0.42 |
| UBS | 0.28 | 0.19 | 0.35 | 0.33 | 1.00 | 0.38 | 0.31 | 0.36 |
| JBHT | 0.16 | 0.26 | 0.30 | 0.32 | 0.38 | 1.00 | 0.37 | 0.45 |
| TGT | 0.17 | 0.28 | 0.31 | 0.30 | 0.31 | 0.37 | 1.00 | 0.52 |
| HD | 0.24 | 0.37 | 0.34 | 0.42 | 0.36 | 0.45 | 0.52 | 1.00 |