GH Portfolio 1.0
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 20% |
LMT Lockheed Martin Corporation | Industrials | 15% |
XOM Exxon Mobil Corporation | Energy | 14% |
BAC Bank of America Corporation | Financial Services | 14% |
GOOGL Alphabet Inc. | Communication Services | 13% |
AAPL Apple Inc. | Technology | 12% |
BDT.TO Bird Construction Inc. | Industrials | 12% |
Performance
The chart shows the growth of an initial investment of $10,000 in GH Portfolio 1.0, 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 19, 2004, corresponding to the inception date of GOOGL
Returns
As of Dec 9, 2023, the GH Portfolio 1.0 returned 27.72% Year-To-Date and 18.83% 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 |
| GH Portfolio 1.0 | 27.92% | 3.61% | 10.90% | 28.96% | 22.29% | 17.56% |
| Portfolio components: | ||||||
AAPL Apple Inc. | 50.35% | 6.99% | 7.87% | 38.61% | 36.95% | 27.09% |
MSFT Microsoft Corporation | 56.05% | 3.10% | 14.52% | 53.14% | 30.15% | 27.58% |
LMT Lockheed Martin Corporation | -5.60% | 0.03% | -2.34% | -4.57% | 12.37% | 15.55% |
XOM Exxon Mobil Corporation | -7.72% | -4.69% | -7.45% | -1.80% | 10.38% | 4.68% |
BAC Bank of America Corporation | -4.55% | 9.75% | 6.61% | -3.44% | 6.38% | 9.08% |
BDT.TO Bird Construction Inc. | 57.96% | 10.84% | 47.29% | 78.39% | 20.77% | 5.60% |
GOOGL Alphabet Inc. | 55.20% | 4.55% | 12.11% | 44.23% | 21.25% | 17.67% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.60% | 3.67% | 3.14% | 1.31% | -4.08% | 0.70% | 8.42% |
Dividend yield
GH Portfolio 1.0 granted a 1.97% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GH Portfolio 1.0 | 1.97% | 2.04% | 2.16% | 2.77% | 2.32% | 2.76% | 2.05% | 2.74% | 2.51% | 2.45% | 2.32% | 2.46% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
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% |
LMT Lockheed Martin Corporation | 2.72% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% | 4.50% |
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% |
BAC Bank of America Corporation | 3.00% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% | 0.34% |
BDT.TO Bird Construction Inc. | 3.41% | 4.80% | 3.97% | 4.88% | 5.45% | 6.38% | 3.85% | 8.38% | 5.84% | 6.84% | 5.79% | 5.37% |
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% |
Expense Ratio
The GH Portfolio 1.0 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
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 1.69 | ||||
MSFT Microsoft Corporation | 2.05 | ||||
LMT Lockheed Martin Corporation | -0.28 | ||||
XOM Exxon Mobil Corporation | -0.08 | ||||
BAC Bank of America Corporation | -0.16 | ||||
BDT.TO Bird Construction Inc. | 3.27 | ||||
GOOGL Alphabet Inc. | 1.33 |
Asset Correlations Table
| BDT.TO | LMT | XOM | BAC | AAPL | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|
| BDT.TO | 1.00 | 0.16 | 0.26 | 0.25 | 0.22 | 0.20 | 0.22 |
| LMT | 0.16 | 1.00 | 0.35 | 0.34 | 0.27 | 0.29 | 0.33 |
| XOM | 0.26 | 0.35 | 1.00 | 0.44 | 0.29 | 0.32 | 0.34 |
| BAC | 0.25 | 0.34 | 0.44 | 1.00 | 0.33 | 0.37 | 0.37 |
| AAPL | 0.22 | 0.27 | 0.29 | 0.33 | 1.00 | 0.51 | 0.51 |
| GOOGL | 0.20 | 0.29 | 0.32 | 0.37 | 0.51 | 1.00 | 0.55 |
| MSFT | 0.22 | 0.33 | 0.34 | 0.37 | 0.51 | 0.55 | 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 GH Portfolio 1.0. 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 GH Portfolio 1.0 was 57.02%, occurring on Mar 9, 2009. Recovery took 475 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.02% | Dec 27, 2007 | 306 | Mar 9, 2009 | 475 | Jan 12, 2011 | 781 |
| -35.91% | Feb 18, 2020 | 25 | Mar 23, 2020 | 97 | Aug 6, 2020 | 122 |
| -26.22% | Oct 4, 2018 | 58 | Dec 24, 2018 | 82 | Apr 23, 2019 | 140 |
| -22.08% | Mar 28, 2022 | 133 | Sep 30, 2022 | 161 | May 19, 2023 | 294 |
| -20.68% | Feb 18, 2011 | 159 | Oct 3, 2011 | 85 | Feb 1, 2012 | 244 |
Volatility Chart
The current GH Portfolio 1.0 volatility is 3.08%, 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.