Yes
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 13% |
AVGO Broadcom Inc. | Technology | 7.20% |
GE General Electric Company | Industrials | 6% |
LLY Eli Lilly and Company | Healthcare | 7.20% |
MSFT Microsoft Corporation | Technology | 13% |
NVDA NVIDIA Corporation | Technology | 5% |
NVO Novo Nordisk A/S | Healthcare | 13% |
PGR The Progressive Corporation | Financial Services | 9.40% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 4% |
TOELY Tokyo Electron ADR | Technology | 7.20% |
TPL Texas Pacific Land Corporation | Energy | 8% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Yes, 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 By Period
As of Sep 21, 2024, the Yes returned 42.39% Year-To-Date and 32.11% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Yes | 42.39% | 1.51% | 13.86% | 63.40% | 39.41% | 32.11% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 134.29% | -9.72% | 23.05% | 182.90% | 90.09% | 71.86% |
TOELY Tokyo Electron ADR | -4.50% | -12.22% | -34.87% | 24.42% | 23.23% | 26.39% |
LLY Eli Lilly and Company | 58.85% | -3.20% | 19.95% | 68.63% | 51.74% | 31.82% |
NVO Novo Nordisk A/S | 24.36% | -5.52% | -0.60% | 40.92% | 36.09% | 17.87% |
PGR The Progressive Corporation | 63.73% | 9.24% | 26.15% | 83.27% | 29.88% | 28.61% |
RMS.PA Hermès International Société en commandite par actions | 2.32% | -12.01% | -16.09% | 15.08% | 25.54% | 21.61% |
AVGO Broadcom Inc. | 54.93% | 3.55% | 27.23% | 114.92% | 46.06% | 37.04% |
MSFT Microsoft Corporation | 16.38% | 2.62% | 1.89% | 37.24% | 25.96% | 26.27% |
TPL Texas Pacific Land Corporation | 82.95% | 13.60% | 69.48% | 54.10% | 35.91% | 31.12% |
AAPL Apple Inc | 18.98% | 0.80% | 32.79% | 31.87% | 33.08% | 25.20% |
AMZN Amazon.com, Inc. | 26.10% | 6.38% | 7.12% | 48.15% | 15.94% | 27.26% |
GE General Electric Company | 84.65% | 9.48% | 34.55% | 108.85% | 31.61% | 5.67% |
Monthly Returns
The table below presents the monthly returns of Yes, 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 | 5.74% | 11.85% | 5.34% | -2.11% | 4.97% | 7.92% | -1.25% | 3.26% | 42.39% | ||||
| 2023 | 8.86% | -0.15% | 9.74% | 1.77% | 6.91% | 6.03% | 2.09% | 6.22% | -4.78% | 3.42% | 8.62% | 2.95% | 64.32% |
| 2022 | -8.76% | 0.51% | 7.27% | -10.42% | 2.45% | -8.02% | 12.35% | -5.08% | -9.19% | 8.39% | 9.72% | -4.38% | -8.55% |
| 2021 | 2.49% | 4.56% | 5.13% | 5.72% | 1.10% | 6.55% | 1.25% | 3.89% | -5.30% | 9.48% | 3.10% | 4.01% | 50.04% |
| 2020 | 5.49% | -6.72% | -5.24% | 14.20% | 2.94% | 7.85% | 3.54% | 6.94% | -2.90% | -2.52% | 12.21% | 8.54% | 50.91% |
| 2019 | 11.50% | 4.10% | 5.72% | 3.95% | -8.08% | 7.41% | 1.60% | -2.45% | 1.61% | 3.19% | 5.82% | 4.96% | 45.37% |
| 2018 | 6.96% | 0.03% | -2.78% | 2.30% | 7.17% | -2.21% | 4.28% | 6.99% | -0.36% | -8.89% | -2.80% | -6.39% | 2.78% |
| 2017 | 5.28% | 1.59% | 2.79% | 3.72% | 6.75% | -0.45% | 3.93% | 4.66% | 0.77% | 5.91% | 3.28% | 0.76% | 46.37% |
| 2016 | -5.38% | -1.52% | 8.69% | -0.55% | 6.41% | 0.59% | 5.56% | -0.05% | 3.19% | -1.56% | 2.00% | 4.55% | 23.21% |
| 2015 | 0.06% | 8.96% | 0.50% | 4.15% | 3.83% | -2.23% | 3.18% | -3.96% | 1.68% | 10.68% | 3.01% | 0.56% | 33.81% |
| 2014 | -2.65% | 10.58% | -0.14% | -0.67% | 4.26% | 3.13% | -1.50% | 7.27% | -0.72% | -1.24% | 4.71% | -2.66% | 21.23% |
| 2013 | 4.17% | 1.79% | 2.31% | 3.31% | 3.40% | -1.80% | 2.76% | -0.51% | 5.45% | 4.19% | 5.60% | 2.29% | 38.06% |
Expense Ratio
Yes 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 risk-adjusted rank of Yes is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.23 | 3.49 | 1.45 | 6.17 | 19.27 |
TOELY Tokyo Electron ADR | 0.49 | 1.03 | 1.13 | 0.54 | 1.42 |
LLY Eli Lilly and Company | 2.42 | 3.21 | 1.43 | 3.88 | 14.53 |
NVO Novo Nordisk A/S | 1.34 | 1.99 | 1.25 | 2.20 | 7.44 |
PGR The Progressive Corporation | 4.16 | 5.52 | 1.75 | 12.31 | 36.96 |
RMS.PA Hermès International Société en commandite par actions | 0.76 | 1.23 | 1.15 | 0.85 | 2.14 |
AVGO Broadcom Inc. | 2.41 | 2.98 | 1.39 | 4.32 | 13.33 |
MSFT Microsoft Corporation | 1.98 | 2.56 | 1.34 | 2.51 | 7.60 |
TPL Texas Pacific Land Corporation | 1.45 | 2.39 | 1.32 | 1.23 | 4.13 |
AAPL Apple Inc | 1.53 | 2.26 | 1.29 | 2.05 | 4.81 |
AMZN Amazon.com, Inc. | 1.82 | 2.46 | 1.33 | 1.41 | 9.02 |
GE General Electric Company | 3.96 | 4.73 | 1.65 | 2.76 | 39.25 |
Dividends
Dividend yield
Yes granted a 0.63% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Yes | 0.63% | 0.66% | 1.08% | 1.21% | 1.29% | 1.38% | 1.96% | 1.40% | 1.47% | 1.46% | 1.73% | 1.45% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
TOELY Tokyo Electron ADR | 0.60% | 1.72% | 4.12% | 1.98% | 2.67% | 3.69% | 8.98% | 3.74% | 3.42% | 3.85% | 1.86% | 1.37% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NVO Novo Nordisk A/S | 0.80% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
RMS.PA Hermès International Société en commandite par actions | 0.70% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
AVGO Broadcom Inc. | 1.23% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
TPL Texas Pacific Land Corporation | 1.81% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.21% | 0.22% | 0.81% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMZN Amazon.com, 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% |
GE General Electric Company | 0.37% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
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 Yes. 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 Yes was 27.63%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.
The current Yes drawdown is 1.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 3, 2020 | 74 |
| -23.69% | Oct 2, 2018 | 60 | Dec 24, 2018 | 59 | Mar 19, 2019 | 119 |
| -20.55% | Dec 28, 2021 | 198 | Sep 30, 2022 | 88 | Feb 2, 2023 | 286 |
| -15.56% | Dec 7, 2015 | 45 | Feb 9, 2016 | 45 | Apr 13, 2016 | 90 |
| -14.47% | Jul 25, 2011 | 11 | Aug 8, 2011 | 117 | Jan 19, 2012 | 128 |
Volatility
Volatility Chart
The current Yes volatility is 6.30%, 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
| TOELY | TPL | RMS.PA | LLY | NVO | PGR | GE | AAPL | AMZN | NVDA | AVGO | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TOELY | 1.00 | 0.06 | 0.11 | 0.01 | 0.03 | -0.03 | 0.09 | 0.08 | 0.11 | 0.11 | 0.10 | 0.08 |
| TPL | 0.06 | 1.00 | 0.14 | 0.10 | 0.10 | 0.19 | 0.26 | 0.19 | 0.17 | 0.19 | 0.19 | 0.17 |
| RMS.PA | 0.11 | 0.14 | 1.00 | 0.17 | 0.28 | 0.17 | 0.24 | 0.22 | 0.25 | 0.22 | 0.25 | 0.27 |
| LLY | 0.01 | 0.10 | 0.17 | 1.00 | 0.39 | 0.32 | 0.27 | 0.25 | 0.26 | 0.23 | 0.25 | 0.35 |
| NVO | 0.03 | 0.10 | 0.28 | 0.39 | 1.00 | 0.25 | 0.22 | 0.26 | 0.27 | 0.26 | 0.27 | 0.34 |
| PGR | -0.03 | 0.19 | 0.17 | 0.32 | 0.25 | 1.00 | 0.37 | 0.29 | 0.27 | 0.26 | 0.28 | 0.36 |
| GE | 0.09 | 0.26 | 0.24 | 0.27 | 0.22 | 0.37 | 1.00 | 0.31 | 0.29 | 0.32 | 0.35 | 0.34 |
| AAPL | 0.08 | 0.19 | 0.22 | 0.25 | 0.26 | 0.29 | 0.31 | 1.00 | 0.49 | 0.47 | 0.49 | 0.54 |
| AMZN | 0.11 | 0.17 | 0.25 | 0.26 | 0.27 | 0.27 | 0.29 | 0.49 | 1.00 | 0.49 | 0.44 | 0.57 |
| NVDA | 0.11 | 0.19 | 0.22 | 0.23 | 0.26 | 0.26 | 0.32 | 0.47 | 0.49 | 1.00 | 0.55 | 0.54 |
| AVGO | 0.10 | 0.19 | 0.25 | 0.25 | 0.27 | 0.28 | 0.35 | 0.49 | 0.44 | 0.55 | 1.00 | 0.49 |
| MSFT | 0.08 | 0.17 | 0.27 | 0.35 | 0.34 | 0.36 | 0.34 | 0.54 | 0.57 | 0.54 | 0.49 | 1.00 |