Top 10 Sharpe Ratio based
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 16.67% |
MA Mastercard Inc | Financial Services | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NOW ServiceNow, Inc. | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jun 29, 2012, corresponding to the inception date of NOW
Returns By Period
As of May 11, 2025, the Top 10 Sharpe Ratio based returned -7.68% Year-To-Date and 45.32% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Top 10 Sharpe Ratio based | -7.68% | 16.11% | -6.06% | 25.33% | 36.34% | 45.32% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -14.86% | 15.94% | -30.49% | -32.31% | 13.08% | 45.95% |
MA Mastercard Inc | 8.32% | 13.88% | 8.70% | 25.17% | 15.83% | 20.71% |
MSFT Microsoft Corporation | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | 26.80% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.60% |
NOW ServiceNow, Inc. | -7.55% | 25.09% | -2.78% | 34.29% | 20.70% | 29.38% |
TSLA Tesla, Inc. | -26.14% | 18.17% | -7.15% | 77.04% | 40.86% | 33.91% |
Monthly Returns
The table below presents the monthly returns of Top 10 Sharpe Ratio based, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.35% | -7.74% | -7.75% | 4.91% | 5.89% | -7.68% | |||||||
| 2024 | 5.57% | 10.98% | 0.78% | -5.89% | 5.00% | 8.05% | 0.57% | 0.82% | 7.50% | -1.21% | 10.27% | 1.49% | 51.93% |
| 2023 | 19.67% | 6.66% | 11.71% | -3.37% | 18.39% | 8.11% | 2.66% | -0.23% | -5.30% | -3.99% | 16.11% | 6.13% | 102.38% |
| 2022 | -9.71% | -2.17% | 3.24% | -15.82% | -0.22% | -11.66% | 15.16% | -8.88% | -13.98% | 3.08% | 10.14% | -12.16% | -39.09% |
| 2021 | -0.46% | -0.58% | -2.33% | 6.38% | -2.93% | 12.88% | 5.00% | 5.10% | -3.35% | 18.40% | 8.78% | -3.44% | 49.45% |
| 2020 | 15.37% | -0.35% | -10.41% | 21.27% | 8.76% | 8.93% | 17.75% | 27.38% | -6.97% | -6.82% | 17.41% | 6.30% | 140.10% |
| 2019 | 11.87% | 4.89% | 4.69% | 3.91% | -8.95% | 10.78% | 2.83% | -0.83% | -0.45% | 10.92% | 8.92% | 10.52% | 74.53% |
| 2018 | 18.52% | -1.14% | -7.10% | 3.42% | 9.14% | 4.23% | 3.84% | 14.29% | 4.58% | -11.39% | 0.73% | -8.06% | 30.41% |
| 2017 | 6.86% | 4.15% | 3.95% | 2.55% | 8.34% | 2.34% | 4.30% | 3.61% | 1.15% | 4.00% | -1.68% | 0.03% | 47.08% |
| 2016 | -15.34% | -2.47% | 15.38% | 6.48% | 10.14% | -0.69% | 16.30% | 1.35% | 2.46% | 4.30% | 6.75% | 9.63% | 63.58% |
| 2015 | -4.42% | 10.00% | -5.70% | 4.90% | 2.38% | -0.67% | -0.52% | -3.90% | 0.63% | 11.44% | 7.30% | 5.87% | 28.83% |
| 2014 | 2.01% | 12.88% | -4.14% | -2.56% | 1.95% | 5.29% | -3.33% | 8.39% | -6.33% | 3.08% | 1.59% | -2.36% | 15.88% |
Expense Ratio
Top 10 Sharpe Ratio based has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Top 10 Sharpe Ratio based is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | -0.62 | -0.74 | 0.91 | -0.53 | -1.13 |
MA Mastercard Inc | 1.23 | 1.75 | 1.26 | 1.57 | 6.55 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
NOW ServiceNow, Inc. | 0.82 | 1.44 | 1.20 | 0.98 | 2.70 |
TSLA Tesla, Inc. | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
Loading data...
Dividends
Dividend yield
Top 10 Sharpe Ratio based provided a 0.21% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.21% | 0.21% | 0.22% | 0.29% | 0.20% | 0.25% | 0.32% | 0.45% | 0.46% | 0.59% | 0.70% | 0.78% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
MA Mastercard Inc | 0.50% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
NOW ServiceNow, 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% |
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% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Top 10 Sharpe Ratio based. 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 Top 10 Sharpe Ratio based was 47.09%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.
The current Top 10 Sharpe Ratio based drawdown is 13.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.09% | Nov 30, 2021 | 221 | Oct 14, 2022 | 164 | Jun 12, 2023 | 385 |
| -38.09% | Feb 20, 2020 | 20 | Mar 18, 2020 | 57 | Jun 9, 2020 | 77 |
| -31.76% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
| -29.44% | Dec 30, 2015 | 27 | Feb 8, 2016 | 52 | Apr 22, 2016 | 79 |
| -27.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TSLA | MA | AMD | NOW | NVDA | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.45 | 0.70 | 0.51 | 0.57 | 0.61 | 0.72 | 0.74 |
| TSLA | 0.45 | 1.00 | 0.31 | 0.34 | 0.35 | 0.39 | 0.37 | 0.67 |
| MA | 0.70 | 0.31 | 1.00 | 0.37 | 0.48 | 0.43 | 0.55 | 0.60 |
| AMD | 0.51 | 0.34 | 0.37 | 1.00 | 0.41 | 0.61 | 0.46 | 0.75 |
| NOW | 0.57 | 0.35 | 0.48 | 0.41 | 1.00 | 0.51 | 0.55 | 0.70 |
| NVDA | 0.61 | 0.39 | 0.43 | 0.61 | 0.51 | 1.00 | 0.56 | 0.78 |
| MSFT | 0.72 | 0.37 | 0.55 | 0.46 | 0.55 | 0.56 | 1.00 | 0.69 |
| Portfolio | 0.74 | 0.67 | 0.60 | 0.75 | 0.70 | 0.78 | 0.69 | 1.00 |