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BigKahuna
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

Performance

Performance Chart

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 Every 3 months.


0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1,538.63%
199.87%
BigKahuna
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of May 9, 2025, the BigKahuna returned -9.33% Year-To-Date and 29.85% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
BigKahuna-9.33%10.17%-6.46%16.61%30.12%29.85%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
TSLA
Tesla, Inc.
-29.47%28.38%-4.07%63.02%39.28%33.49%
GOOG
Alphabet Inc
-18.12%6.26%-14.36%-8.57%17.71%19.36%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
BRK-B
Berkshire Hathaway Inc.
13.23%4.18%11.54%26.30%23.84%13.42%
UNH
UnitedHealth Group Incorporated
-23.46%-30.29%-35.80%-22.16%7.68%14.66%
JPM
JPMorgan Chase & Co.
6.94%16.88%8.45%32.56%25.82%17.73%
*Annualized

Monthly Returns

The table below presents the monthly returns of BigKahuna, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.29%-6.98%-6.61%-1.21%1.31%-9.33%
20242.07%8.42%3.26%-1.66%6.94%6.66%1.69%0.91%3.17%0.20%7.99%2.51%50.51%
202314.57%3.32%9.50%2.55%10.52%6.89%5.90%-1.19%-3.66%-2.20%9.93%3.25%75.70%
2022-6.71%-4.34%6.77%-14.62%-1.91%-9.34%12.58%-5.94%-10.11%0.53%6.23%-9.54%-33.47%
20211.21%1.80%3.54%9.35%-0.05%5.53%2.62%6.08%-5.11%12.55%2.48%0.64%47.55%
20207.11%-4.19%-10.12%18.16%5.98%6.45%10.46%19.34%-7.57%-1.29%12.47%5.04%74.68%
20197.37%0.27%3.87%4.31%-9.78%7.48%4.31%-3.06%1.99%9.30%5.55%7.09%44.12%
201811.72%-1.76%-6.82%2.54%5.25%2.01%2.94%6.29%-1.91%-6.25%-1.00%-8.96%2.08%
20175.40%2.88%2.88%4.22%6.46%0.26%3.32%3.36%0.11%7.46%1.48%0.12%44.84%
2016-5.75%-1.93%9.11%-0.64%5.57%-2.07%8.60%0.94%2.61%0.81%3.83%5.04%28.12%
2015-1.52%6.96%-1.96%4.53%2.43%-0.44%7.44%-3.21%-0.05%9.68%3.75%0.82%31.27%
2014-3.30%3.67%3.38%-0.41%6.90%-0.97%0.87%3.67%-2.69%11.20%

Expense Ratio

BigKahuna has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BigKahuna is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BigKahuna is 5656
Overall Rank
The Sharpe Ratio Rank of BigKahuna is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of BigKahuna is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BigKahuna is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BigKahuna is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BigKahuna is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.270.631.090.280.95
MSFT
Microsoft Corporation
0.300.571.070.290.63
NVDA
NVIDIA Corporation
0.511.021.130.741.85
META
Meta Platforms, Inc.
0.751.321.170.852.66
TSLA
Tesla, Inc.
0.881.541.180.922.28
GOOG
Alphabet Inc
-0.28-0.150.98-0.27-0.59
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
BRK-B
Berkshire Hathaway Inc.
1.341.891.283.047.70
UNH
UnitedHealth Group Incorporated
-0.59-0.500.91-0.55-1.53
JPM
JPMorgan Chase & Co.
1.141.771.261.444.84

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BigKahuna Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.66
  • 5-Year: 1.21
  • 10-Year: 1.23
  • All Time: 1.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of BigKahuna compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.66
0.48
BigKahuna
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BigKahuna provided a 0.62% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.62%0.51%0.46%0.55%0.43%0.53%0.57%0.71%0.62%0.76%0.87%0.88%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
META
Meta Platforms, Inc.
0.34%0.34%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
0.51%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc Class A
0.52%0.32%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
2.18%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
JPM
JPMorgan Chase & Co.
1.99%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.28%
-7.82%
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 13.28%.


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
-21.74%Jan 24, 202560Apr 21, 2025
-16.09%Dec 30, 201530Feb 11, 201634Apr 1, 201664

Volatility

Volatility Chart

The current BigKahuna volatility is 14.35%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
14.35%
11.21%
BigKahuna
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCUNHTSLAJPMBRK-BNVDAMETAAAPLAMZNMSFTGOOGLGOOGPortfolio
^GSPC1.000.450.470.650.690.630.610.680.640.750.700.700.86
UNH0.451.000.150.350.420.210.220.290.230.310.310.310.40
TSLA0.470.151.000.250.230.410.370.410.420.390.390.390.64
JPM0.650.350.251.000.710.330.320.360.310.370.370.370.52
BRK-B0.690.420.230.711.000.310.320.400.330.420.410.410.53
NVDA0.630.210.410.330.311.000.510.500.540.590.520.520.73
META0.610.220.370.320.320.511.000.500.610.580.660.650.72
AAPL0.680.290.410.360.400.500.501.000.550.610.570.570.71
AMZN0.640.230.420.310.330.540.610.551.000.650.670.670.76
MSFT0.750.310.390.370.420.590.580.610.651.000.680.680.78
GOOGL0.700.310.390.370.410.520.660.570.670.681.000.990.81
GOOG0.700.310.390.370.410.520.650.570.670.680.991.000.81
Portfolio0.860.400.640.520.530.730.720.710.760.780.810.811.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014