CAROLE BLUE CHIPS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 63% |
JNJ Johnson & Johnson | Healthcare | 18.50% |
PM Philip Morris International Inc. | Consumer Defensive | 18.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CAROLE BLUE CHIPS, 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 17, 2008, corresponding to the inception date of PM
Returns By Period
As of Nov 13, 2024, the CAROLE BLUE CHIPS returned 26.09% Year-To-Date and 11.25% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| CAROLE BLUE CHIPS | 26.68% | 0.95% | 13.84% | 30.09% | 14.52% | 11.29% |
| Portfolio components: | ||||||
PM Philip Morris International Inc. | 38.26% | 4.30% | 27.57% | 45.88% | 14.24% | 9.27% |
JNJ Johnson & Johnson | 0.06% | -5.17% | 1.95% | 7.06% | 5.46% | 6.44% |
BRK-B Berkshire Hathaway Inc. | 31.25% | 1.77% | 13.41% | 32.14% | 16.38% | 12.42% |
Monthly Returns
The table below presents the monthly returns of CAROLE BLUE CHIPS, 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 | 4.40% | 4.59% | 1.94% | -4.50% | 4.53% | -0.95% | 8.91% | 7.76% | -2.56% | 0.19% | 26.68% | ||
| 2023 | -0.29% | -3.52% | 1.19% | 5.59% | -4.08% | 6.91% | 2.65% | 0.31% | -2.80% | -3.18% | 5.26% | 0.06% | 7.58% |
| 2022 | 4.63% | 0.68% | 6.52% | -3.81% | 0.05% | -9.45% | 5.76% | -5.81% | -5.13% | 9.79% | 7.17% | -1.57% | 7.01% |
| 2021 | -1.12% | 4.03% | 5.92% | 5.92% | 4.46% | -2.30% | 1.10% | 2.43% | -5.34% | 3.38% | -4.56% | 9.04% | 24.23% |
| 2020 | -0.71% | -6.99% | -9.32% | 4.62% | -0.92% | -4.00% | 8.55% | 9.02% | -2.83% | -5.71% | 10.84% | 4.30% | 4.46% |
| 2019 | 3.72% | 2.05% | 0.92% | 4.75% | -8.82% | 6.87% | -2.28% | -3.52% | 2.87% | 3.11% | 3.51% | 3.66% | 16.99% |
| 2018 | 5.20% | -3.72% | -3.19% | -5.26% | -2.12% | -0.95% | 6.76% | 2.08% | 3.19% | -0.85% | 4.54% | -10.47% | -6.01% |
| 2017 | 1.07% | 6.98% | -0.49% | -1.05% | 2.36% | 1.91% | 2.03% | 2.36% | -0.29% | 1.53% | 1.86% | 2.45% | 22.52% |
| 2016 | -0.33% | 2.60% | 5.80% | 2.26% | -1.81% | 4.12% | 0.10% | 1.87% | -3.05% | -0.56% | 3.61% | 3.72% | 19.50% |
| 2015 | -3.68% | 2.73% | -3.19% | 0.37% | 0.99% | -3.93% | 4.83% | -6.10% | -1.70% | 6.35% | -0.92% | -0.31% | -5.19% |
| 2014 | -6.25% | 3.92% | 6.71% | 3.34% | 0.59% | -1.02% | -1.87% | 7.58% | 0.67% | 2.38% | 3.54% | -0.92% | 19.39% |
| 2013 | 7.09% | 4.86% | 2.92% | 2.69% | 3.57% | -1.52% | 4.42% | -5.01% | 2.24% | 2.69% | 0.60% | 0.98% | 28.06% |
Expense Ratio
CAROLE BLUE CHIPS 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 rank of CAROLE BLUE CHIPS is 57, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
PM Philip Morris International Inc. | 2.39 | 3.55 | 1.49 | 4.05 | 14.11 |
JNJ Johnson & Johnson | 0.47 | 0.80 | 1.10 | 0.40 | 1.37 |
BRK-B Berkshire Hathaway Inc. | 2.35 | 3.28 | 1.42 | 4.45 | 11.65 |
Dividends
Dividend yield
CAROLE BLUE CHIPS provided a 1.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.36% | 1.57% | 1.39% | 1.41% | 1.53% | 1.48% | 1.75% | 1.18% | 1.34% | 1.38% | 1.37% | 1.28% |
| Portfolio components: | ||||||||||||
PM Philip Morris International Inc. | 4.19% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
JNJ Johnson & Johnson | 3.17% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the CAROLE BLUE CHIPS. 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 CAROLE BLUE CHIPS was 43.55%, occurring on Mar 5, 2009. Recovery took 414 trading sessions.
The current CAROLE BLUE CHIPS drawdown is 3.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.55% | Sep 22, 2008 | 114 | Mar 5, 2009 | 414 | Oct 25, 2010 | 528 |
| -29.06% | Feb 24, 2020 | 21 | Mar 23, 2020 | 166 | Nov 16, 2020 | 187 |
| -19.26% | Apr 21, 2022 | 121 | Oct 12, 2022 | 192 | Jul 20, 2023 | 313 |
| -18.09% | Jan 29, 2018 | 229 | Dec 24, 2018 | 243 | Dec 11, 2019 | 472 |
| -14.85% | May 2, 2011 | 101 | Sep 22, 2011 | 82 | Jan 20, 2012 | 183 |
Volatility
Volatility Chart
The current CAROLE BLUE CHIPS volatility is 4.27%, 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
| PM | BRK-B | JNJ | |
|---|---|---|---|
| PM | 1.00 | 0.39 | 0.42 |
| BRK-B | 0.39 | 1.00 | 0.46 |
| JNJ | 0.42 | 0.46 | 1.00 |