beat
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
UNH UnitedHealth Group Incorporated | Healthcare | 8.33% |
MSFT Microsoft Corporation | Technology | 8.33% |
LLY Eli Lilly and Company | Healthcare | 8.33% |
NVO Novo Nordisk A/S | Healthcare | 8.33% |
1211.HK BYD Co Ltd-H | Consumer Cyclical | 8.33% |
ASML ASML Holding N.V. | Technology | 8.33% |
COST Costco Wholesale Corporation | Consumer Defensive | 8.33% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 8.33% |
AVGO Broadcom Inc. | Technology | 8.33% |
SNPS Synopsys, Inc. | Technology | 8.33% |
COP ConocoPhillips Company | Energy | 8.33% |
XOM Exxon Mobil Corporation | Energy | 8.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in beat, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns
As of Dec 8, 2023, the beat returned 34.76% Year-To-Date and 23.75% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| beat | 34.76% | 0.40% | 12.29% | 34.63% | 31.34% | 23.75% |
| Portfolio components: | ||||||
UNH UnitedHealth Group Incorporated | 4.96% | 2.29% | 13.11% | 2.50% | 17.05% | 24.14% |
MSFT Microsoft Corporation | 56.05% | 3.10% | 14.52% | 53.14% | 30.15% | 27.58% |
LLY Eli Lilly and Company | 62.39% | -1.76% | 32.53% | 59.71% | 41.28% | 30.60% |
NVO Novo Nordisk A/S | 45.69% | -4.80% | 22.26% | 57.43% | 37.31% | 22.01% |
1211.HK BYD Co Ltd-H | 11.14% | -14.11% | -13.62% | 6.92% | 32.47% | 18.86% |
ASML ASML Holding N.V. | 29.13% | 9.95% | -2.44% | 17.33% | 35.67% | 23.61% |
COST Costco Wholesale Corporation | 34.85% | 6.95% | 17.91% | 27.72% | 23.79% | 19.84% |
DXJ WisdomTree Japan Hedged Equity Fund | 41.30% | -0.08% | 13.85% | 37.86% | 15.18% | 10.14% |
AVGO Broadcom Inc. | 67.93% | 2.72% | 15.92% | 82.60% | 36.86% | 38.26% |
SNPS Synopsys, Inc. | 67.29% | 7.04% | 22.04% | 64.96% | 43.57% | 30.39% |
COP ConocoPhillips Company | -2.62% | -3.33% | 8.22% | 0.65% | 15.02% | 8.17% |
XOM Exxon Mobil Corporation | -7.72% | -4.69% | -7.45% | -1.80% | 10.38% | 4.68% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.20% | 4.19% | 3.14% | 1.53% | -0.82% | 1.07% | 5.50% |
Dividend yield
beat granted a 1.52% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| beat | 1.52% | 1.63% | 1.52% | 2.30% | 1.79% | 1.83% | 1.89% | 1.78% | 2.43% | 2.50% | 1.77% | 3.96% |
| Portfolio components: | ||||||||||||
UNH UnitedHealth Group Incorporated | 1.33% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% | 1.47% |
MSFT Microsoft Corporation | 0.75% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
LLY Eli Lilly and Company | 0.77% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% | 3.97% |
NVO Novo Nordisk A/S | 0.76% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% | 1.12% |
1211.HK BYD Co Ltd-H | 0.59% | 0.06% | 0.07% | 0.03% | 0.60% | 0.35% | 0.30% | 1.03% | 0.00% | 0.21% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 0.78% | 1.03% | 0.42% | 0.50% | 1.01% | 0.92% | 0.64% | 0.92% | 0.73% | 0.67% | 0.63% | 19.47% |
COST Costco Wholesale Corporation | 0.65% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% | 8.17% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.79% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% | 1.50% |
AVGO Broadcom Inc. | 2.00% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% | 1.93% |
SNPS Synopsys, 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% |
COP ConocoPhillips Company | 4.13% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% | 4.28% |
XOM Exxon Mobil Corporation | 3.74% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% | 2.52% |
Expense Ratio
The beat has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
UNH UnitedHealth Group Incorporated | 0.15 | ||||
MSFT Microsoft Corporation | 2.05 | ||||
LLY Eli Lilly and Company | 2.14 | ||||
NVO Novo Nordisk A/S | 1.86 | ||||
1211.HK BYD Co Ltd-H | 0.66 | ||||
ASML ASML Holding N.V. | 0.59 | ||||
COST Costco Wholesale Corporation | 1.52 | ||||
DXJ WisdomTree Japan Hedged Equity Fund | 2.30 | ||||
AVGO Broadcom Inc. | 2.58 | ||||
SNPS Synopsys, Inc. | 2.34 | ||||
COP ConocoPhillips Company | 0.00 | ||||
XOM Exxon Mobil Corporation | -0.08 |
Asset Correlations Table
| 1211.HK | NVO | LLY | COST | UNH | COP | XOM | AVGO | DXJ | SNPS | ASML | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1211.HK | 1.00 | 0.07 | 0.03 | 0.04 | 0.05 | 0.08 | 0.09 | 0.09 | 0.15 | 0.08 | 0.10 | 0.10 |
| NVO | 0.07 | 1.00 | 0.37 | 0.25 | 0.28 | 0.20 | 0.21 | 0.28 | 0.31 | 0.33 | 0.35 | 0.33 |
| LLY | 0.03 | 0.37 | 1.00 | 0.31 | 0.38 | 0.24 | 0.28 | 0.25 | 0.31 | 0.32 | 0.28 | 0.35 |
| COST | 0.04 | 0.25 | 0.31 | 1.00 | 0.34 | 0.23 | 0.28 | 0.34 | 0.33 | 0.41 | 0.36 | 0.44 |
| UNH | 0.05 | 0.28 | 0.38 | 0.34 | 1.00 | 0.30 | 0.33 | 0.29 | 0.38 | 0.33 | 0.31 | 0.36 |
| COP | 0.08 | 0.20 | 0.24 | 0.23 | 0.30 | 1.00 | 0.74 | 0.29 | 0.44 | 0.28 | 0.33 | 0.30 |
| XOM | 0.09 | 0.21 | 0.28 | 0.28 | 0.33 | 0.74 | 1.00 | 0.30 | 0.46 | 0.29 | 0.33 | 0.32 |
| AVGO | 0.09 | 0.28 | 0.25 | 0.34 | 0.29 | 0.29 | 0.30 | 1.00 | 0.45 | 0.53 | 0.57 | 0.48 |
| DXJ | 0.15 | 0.31 | 0.31 | 0.33 | 0.38 | 0.44 | 0.46 | 0.45 | 1.00 | 0.43 | 0.49 | 0.44 |
| SNPS | 0.08 | 0.33 | 0.32 | 0.41 | 0.33 | 0.28 | 0.29 | 0.53 | 0.43 | 1.00 | 0.58 | 0.61 |
| ASML | 0.10 | 0.35 | 0.28 | 0.36 | 0.31 | 0.33 | 0.33 | 0.57 | 0.49 | 0.58 | 1.00 | 0.53 |
| MSFT | 0.10 | 0.33 | 0.35 | 0.44 | 0.36 | 0.30 | 0.32 | 0.48 | 0.44 | 0.61 | 0.53 | 1.00 |
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 beat. 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 beat was 30.30%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 3, 2020 | 74 |
| -18.18% | Jun 2, 2015 | 61 | Aug 25, 2015 | 203 | Jun 8, 2016 | 264 |
| -16.6% | Jul 8, 2011 | 22 | Aug 8, 2011 | 116 | Jan 17, 2012 | 138 |
| -15.62% | Oct 2, 2018 | 60 | Dec 24, 2018 | 57 | Mar 15, 2019 | 117 |
| -13.17% | Aug 16, 2022 | 34 | Sep 30, 2022 | 37 | Nov 22, 2022 | 71 |
Volatility Chart
The current beat volatility is 2.87%, 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.