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BigKahuna

Last updated Mar 2, 2024

Top10mktcap

Asset Allocation


AAPL 9.09%MSFT 9.09%NVDA 9.09%META 9.09%TSLA 9.09%GOOG 9.09%GOOGL 9.09%AMZN 9.09%BRK-B 9.09%UNH 9.09%JPM 9.09%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

9.09%

MSFT
Microsoft Corporation
Technology

9.09%

NVDA
NVIDIA Corporation
Technology

9.09%

META
Meta Platforms, Inc.
Communication Services

9.09%

TSLA
Tesla, Inc.
Consumer Cyclical

9.09%

GOOG
Alphabet Inc.
Communication Services

9.09%

GOOGL
Alphabet Inc.
Communication Services

9.09%

AMZN
Amazon.com, Inc.
Consumer Cyclical

9.09%

BRK-B
Berkshire Hathaway Inc.
Financial Services

9.09%

UNH
UnitedHealth Group Incorporated
Healthcare

9.09%

JPM
JPMorgan Chase & Co.
Financial Services

9.09%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024FebruaryMarch
1,232.01%
171.98%
BigKahuna
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

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%
BigKahuna10.93%3.74%19.21%61.68%34.84%N/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.07%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%68.95%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%24.10%22.05%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.18%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%18.95%N/A
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.29%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.68%
BRK-B
Berkshire Hathaway Inc.
14.15%4.19%12.32%30.30%15.15%13.15%
UNH
UnitedHealth Group Incorporated
-7.02%-4.06%3.54%3.83%16.96%22.03%
JPM
JPMorgan Chase & Co.
9.60%6.04%27.92%32.66%15.67%15.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.07%8.33%
2023-1.19%-3.66%-2.20%9.93%3.25%

Sharpe Ratio

The current BigKahuna Sharpe ratio is 3.59. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.59

The Sharpe ratio of BigKahuna 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
3.59
2.44
BigKahuna
Benchmark (^GSPC)
Portfolio components

Dividend yield

BigKahuna granted a 0.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BigKahuna0.46%0.46%0.55%0.43%0.53%0.57%0.71%0.62%0.76%0.87%0.88%0.94%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, 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%
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%
GOOGL
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%
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%
UNH
UnitedHealth Group Incorporated
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
JPM
JPMorgan Chase & Co.
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Expense Ratio

The BigKahuna 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
BigKahuna
3.59
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
NVDA
NVIDIA Corporation
5.65
META
Meta Platforms, Inc.
5.10
TSLA
Tesla, Inc.
-0.00
GOOG
Alphabet Inc.
1.88
GOOGL
Alphabet Inc.
1.87
AMZN
Amazon.com, Inc.
3.07
BRK-B
Berkshire Hathaway Inc.
2.50
UNH
UnitedHealth Group Incorporated
0.22
JPM
JPMorgan Chase & Co.
1.68

Asset Correlations Table

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

UNHTSLAJPMBRK-BNVDAMETAAAPLAMZNMSFTGOOGLGOOG
UNH1.000.180.390.450.260.260.330.270.360.340.34
TSLA0.181.000.250.240.420.370.410.410.390.380.38
JPM0.390.251.000.720.350.330.380.320.380.390.40
BRK-B0.450.240.721.000.350.350.420.350.450.440.44
NVDA0.260.420.350.351.000.510.540.550.590.540.54
META0.260.370.330.350.511.000.530.610.570.670.66
AAPL0.330.410.380.420.540.531.000.570.630.590.59
AMZN0.270.410.320.350.550.610.571.000.640.680.68
MSFT0.360.390.380.450.590.570.630.641.000.690.69
GOOGL0.340.380.390.440.540.670.590.680.691.000.99
GOOG0.340.380.400.440.540.660.590.680.690.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.57%
0
BigKahuna
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BigKahuna. 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 BigKahuna was 36.61%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

The current BigKahuna drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.61%Jan 4, 2022248Dec 28, 2022114Jun 13, 2023362
-33.87%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-23.44%Aug 30, 201880Dec 24, 2018203Oct 15, 2019283
-16.09%Dec 30, 201530Feb 11, 201634Apr 1, 201664
-14.27%Sep 3, 202014Sep 23, 202044Nov 24, 202058

Volatility Chart

The current BigKahuna volatility is 5.95%, 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%7.00%OctoberNovemberDecember2024FebruaryMarch
5.95%
3.47%
BigKahuna
Benchmark (^GSPC)
Portfolio components
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