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beat

Last updated Dec 8, 2023

Asset Allocation


UNH 8.33%MSFT 8.33%LLY 8.33%NVO 8.33%1211.HK 8.33%ASML 8.33%COST 8.33%DXJ 8.33%AVGO 8.33%SNPS 8.33%COP 8.33%XOM 8.33%EquityEquity
PositionCategory/SectorWeight
UNH
UnitedHealth Group Incorporated
Healthcare8.33%
MSFT
Microsoft Corporation
Technology8.33%
LLY
Eli Lilly and Company
Healthcare8.33%
NVO
Novo Nordisk A/S
Healthcare8.33%
1211.HK
BYD Co Ltd-H
Consumer Cyclical8.33%
ASML
ASML Holding N.V.
Technology8.33%
COST
Costco Wholesale Corporation
Consumer Defensive8.33%
DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities8.33%
AVGO
Broadcom Inc.
Technology8.33%
SNPS
Synopsys, Inc.
Technology8.33%
COP
ConocoPhillips Company
Energy8.33%
XOM
Exxon Mobil Corporation
Energy8.33%

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


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.29%
6.79%
beat
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
beat34.76%0.40%12.29%34.63%31.34%23.75%
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


JanFebMarAprMayJunJulAugSepOctNovDec
20235.20%4.19%3.14%1.53%-0.82%1.07%5.50%

Sharpe Ratio

The current beat Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.57

The Sharpe ratio of beat 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.57
1.34
beat
Benchmark (^GSPC)
Portfolio components

Dividend yield

beat granted a 1.52% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
beat1.52%1.63%1.52%2.30%1.79%1.83%1.89%1.78%2.43%2.50%1.77%3.96%
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.


0.48%
0.00%2.15%

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
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

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

1211.HKNVOLLYCOSTUNHCOPXOMAVGODXJSNPSASMLMSFT
1211.HK1.000.070.030.040.050.080.090.090.150.080.100.10
NVO0.071.000.370.250.280.200.210.280.310.330.350.33
LLY0.030.371.000.310.380.240.280.250.310.320.280.35
COST0.040.250.311.000.340.230.280.340.330.410.360.44
UNH0.050.280.380.341.000.300.330.290.380.330.310.36
COP0.080.200.240.230.301.000.740.290.440.280.330.30
XOM0.090.210.280.280.330.741.000.300.460.290.330.32
AVGO0.090.280.250.340.290.290.301.000.450.530.570.48
DXJ0.150.310.310.330.380.440.460.451.000.430.490.44
SNPS0.080.330.320.410.330.280.290.530.431.000.580.61
ASML0.100.350.280.360.310.330.330.570.490.581.000.53
MSFT0.100.330.350.440.360.300.320.480.440.610.531.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
-4.40%
beat
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202051Jun 3, 202074
-18.18%Jun 2, 201561Aug 25, 2015203Jun 8, 2016264
-16.6%Jul 8, 201122Aug 8, 2011116Jan 17, 2012138
-15.62%Oct 2, 201860Dec 24, 201857Mar 15, 2019117
-13.17%Aug 16, 202234Sep 30, 202237Nov 22, 202271

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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.87%
2.78%
beat
Benchmark (^GSPC)
Portfolio components
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