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BRK-B

Last updated Feb 21, 2024

Asset Allocation


BRK-B 100%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

100%

Performance

The chart shows the growth of an initial investment of $10,000 in BRK-B, 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%15.00%SeptemberOctoberNovemberDecember2024February
16.14%
13.40%
BRK-B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 9, 1996, corresponding to the inception date of BRK-B

Returns

As of Feb 21, 2024, the BRK-B returned 14.16% Year-To-Date and 13.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
BRK-B14.16%10.94%16.14%32.09%14.71%13.69%
BRK-B
Berkshire Hathaway Inc.
14.16%10.94%16.14%32.09%14.71%13.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.59%
20233.21%2.34%-2.75%-2.56%5.47%-0.93%

Sharpe Ratio

The current BRK-B Sharpe ratio is 2.41. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.41

The Sharpe ratio of BRK-B lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.41
1.75
BRK-B
Benchmark (^GSPC)
Portfolio components

Dividend yield


BRK-B doesn't pay dividends

Expense Ratio

The BRK-B 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
BRK-B
Berkshire Hathaway Inc.
2.41

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February0
-1.08%
BRK-B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BRK-B. 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 BRK-B was 53.86%, occurring on Mar 5, 2009. Recovery took 995 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.86%Dec 11, 2007310Mar 5, 2009995Feb 15, 20131305
-49.35%Jun 22, 1998435Mar 10, 2000925Nov 14, 20031360
-29.57%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-26.58%Mar 29, 2022137Oct 12, 2022204Aug 7, 2023341
-18.69%Dec 19, 2014275Jan 25, 2016203Nov 10, 2016478

Volatility Chart

The current BRK-B volatility is 3.10%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.10%
3.37%
BRK-B
Benchmark (^GSPC)
Portfolio components
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