BigKahuna
Top10mktcap
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 9.09% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.09% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 9.09% |
GOOG Alphabet Inc. | Communication Services | 9.09% |
GOOGL Alphabet Inc. | Communication Services | 9.09% |
JPM JPMorgan Chase & Co. | Financial Services | 9.09% |
META Meta Platforms, Inc. | Communication Services | 9.09% |
MSFT Microsoft Corporation | Technology | 9.09% |
NVDA NVIDIA Corporation | Technology | 9.09% |
TSLA Tesla, Inc. | Consumer Cyclical | 9.09% |
UNH UnitedHealth Group Incorporated | Healthcare | 9.09% |
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 Quarterly
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the BigKahuna returned 27.88% Year-To-Date and 30.72% of annualized return in the last 10 years.
| 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% |
| BigKahuna | 26.73% | -1.27% | 21.81% | 36.73% | 35.80% | 30.69% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 20.00% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.91% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.93% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.45% |
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.64% | 13.06% |
UNH UnitedHealth Group Incorporated | 7.18% | 15.63% | 12.14% | 12.50% | 19.03% | 22.76% |
JPM JPMorgan Chase & Co. | 24.84% | 6.28% | 22.50% | 37.11% | 15.80% | 16.76% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.07% | 8.42% | 3.26% | -1.66% | 6.94% | 6.66% | 26.73% | ||||||
| 2023 | 14.57% | 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% |
| 2021 | 1.21% | 1.80% | 3.54% | 9.35% | -0.05% | 5.53% | 2.62% | 6.08% | -5.11% | 12.55% | 2.48% | 0.64% | 47.55% |
| 2020 | 7.11% | -4.19% | -10.12% | 18.16% | 5.98% | 6.45% | 10.46% | 19.34% | -7.57% | -1.29% | 12.47% | 5.04% | 74.68% |
| 2019 | 7.37% | 0.27% | 3.87% | 4.31% | -9.78% | 7.48% | 4.31% | -3.06% | 1.99% | 9.30% | 5.55% | 7.09% | 44.12% |
| 2018 | 11.72% | -1.76% | -6.82% | 2.54% | 5.25% | 2.01% | 2.94% | 6.29% | -1.91% | -6.25% | -1.00% | -8.96% | 2.08% |
| 2017 | 5.40% | 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% | 31.26% |
| 2014 | -3.30% | 3.68% | 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%, 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 risk-adjusted rank of BigKahuna is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
BRK-B Berkshire Hathaway Inc. | 1.98 | 2.86 | 1.34 | 2.36 | 7.03 |
UNH UnitedHealth Group Incorporated | 0.51 | 0.89 | 1.11 | 0.56 | 1.51 |
JPM JPMorgan Chase & Co. | 2.10 | 2.59 | 1.38 | 2.26 | 7.98 |
Dividends
Dividend yield
BigKahuna granted a 0.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BigKahuna | 0.47% | 0.46% | 0.55% | 0.43% | 0.53% | 0.57% | 0.72% | 0.62% | 0.76% | 0.87% | 0.88% | 0.94% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 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 | 0.70% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
META Meta Platforms, Inc. | 0.22% | 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. | 0.12% | 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. | 0.12% | 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 | 1.38% | 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. | 2.11% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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 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 6.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.61% | Jan 4, 2022 | 248 | Dec 28, 2022 | 114 | Jun 13, 2023 | 362 |
| -33.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -23.44% | Aug 30, 2018 | 80 | Dec 24, 2018 | 203 | Oct 15, 2019 | 283 |
| -16.09% | Dec 30, 2015 | 30 | Feb 11, 2016 | 34 | Apr 1, 2016 | 64 |
| -14.27% | Sep 3, 2020 | 14 | Sep 23, 2020 | 44 | Nov 24, 2020 | 58 |
Volatility
Volatility Chart
The current BigKahuna volatility is 6.81%, 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
| UNH | TSLA | JPM | BRK-B | NVDA | META | AAPL | AMZN | MSFT | GOOGL | GOOG | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.17 | 0.38 | 0.44 | 0.23 | 0.24 | 0.32 | 0.26 | 0.34 | 0.33 | 0.33 |
| TSLA | 0.17 | 1.00 | 0.25 | 0.23 | 0.41 | 0.36 | 0.41 | 0.40 | 0.38 | 0.37 | 0.37 |
| JPM | 0.38 | 0.25 | 1.00 | 0.71 | 0.33 | 0.32 | 0.36 | 0.30 | 0.37 | 0.38 | 0.38 |
| BRK-B | 0.44 | 0.23 | 0.71 | 1.00 | 0.33 | 0.34 | 0.42 | 0.34 | 0.44 | 0.43 | 0.43 |
| NVDA | 0.23 | 0.41 | 0.33 | 0.33 | 1.00 | 0.51 | 0.52 | 0.53 | 0.58 | 0.52 | 0.52 |
| META | 0.24 | 0.36 | 0.32 | 0.34 | 0.51 | 1.00 | 0.51 | 0.61 | 0.58 | 0.66 | 0.66 |
| AAPL | 0.32 | 0.41 | 0.36 | 0.42 | 0.52 | 0.51 | 1.00 | 0.56 | 0.62 | 0.58 | 0.58 |
| AMZN | 0.26 | 0.40 | 0.30 | 0.34 | 0.53 | 0.61 | 0.56 | 1.00 | 0.64 | 0.68 | 0.67 |
| MSFT | 0.34 | 0.38 | 0.37 | 0.44 | 0.58 | 0.58 | 0.62 | 0.64 | 1.00 | 0.69 | 0.69 |
| GOOGL | 0.33 | 0.37 | 0.38 | 0.43 | 0.52 | 0.66 | 0.58 | 0.68 | 0.69 | 1.00 | 0.99 |
| GOOG | 0.33 | 0.37 | 0.38 | 0.43 | 0.52 | 0.66 | 0.58 | 0.67 | 0.69 | 0.99 | 1.00 |