first trades
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
INTC Intel Corporation | Technology | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NKE NIKE, Inc. | Consumer Cyclical | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in first trades, 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 every 3 months.
The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Jan 12, 2025, the first trades returned -0.11% Year-To-Date and 44.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.93% | -3.71% | 3.77% | 21.81% | 12.17% | 11.26% |
| first trades | -0.11% | 0.06% | 4.66% | 109.15% | 57.97% | 45.28% |
| Portfolio components: | ||||||
AAPL Apple Inc | -5.42% | -4.55% | 2.97% | 28.02% | 25.71% | 25.93% |
NKE NIKE, Inc. | -5.91% | -7.83% | -2.08% | -31.06% | -6.05% | 5.60% |
INTC Intel Corporation | -4.49% | -5.85% | -44.12% | -58.81% | -18.31% | -3.66% |
MSFT Microsoft Corporation | -0.60% | -6.33% | -7.28% | 8.65% | 22.09% | 26.88% |
NVDA NVIDIA Corporation | 1.21% | 1.24% | 5.18% | 148.47% | 86.15% | 76.54% |
Monthly Returns
The table below presents the monthly returns of first trades, 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 | 14.37% | 19.80% | 9.59% | -3.68% | 23.81% | 11.87% | -3.35% | 2.27% | 1.78% | 6.70% | 4.31% | -1.35% | 121.28% |
| 2023 | 20.99% | 10.16% | 15.86% | 1.28% | 21.33% | 10.77% | 6.90% | 1.99% | -10.75% | -3.99% | 13.44% | 4.23% | 132.21% |
| 2022 | -10.16% | -2.94% | 8.72% | -21.53% | -2.55% | -13.36% | 18.95% | -9.48% | -15.43% | 10.93% | 8.70% | -12.27% | -39.50% |
| 2021 | -0.65% | -1.84% | -0.83% | 9.34% | 1.29% | 16.35% | 1.94% | 9.18% | -7.30% | 15.24% | 19.53% | -3.07% | 71.67% |
| 2020 | 3.09% | -2.11% | -5.03% | 13.02% | 13.96% | 10.51% | 13.40% | 23.05% | -4.51% | -6.56% | 8.43% | 4.85% | 93.10% |
| 2019 | 6.58% | 5.71% | 11.21% | 3.64% | -17.10% | 15.45% | 5.39% | -1.25% | 6.25% | 11.37% | 7.56% | 9.18% | 79.74% |
| 2018 | 12.24% | 2.06% | -4.70% | -1.91% | 12.28% | -2.88% | 2.71% | 16.52% | -0.17% | -13.75% | -18.45% | -13.46% | -15.08% |
| 2017 | 3.71% | 4.82% | 5.16% | -1.49% | 16.80% | -2.36% | 6.92% | 6.57% | -0.73% | 12.33% | 0.06% | -2.13% | 59.79% |
| 2016 | -7.27% | 0.92% | 11.17% | -10.19% | 10.55% | -2.50% | 11.24% | 3.96% | 6.47% | 0.99% | 7.86% | 8.61% | 46.72% |
| 2015 | 3.44% | 10.11% | -2.87% | 1.25% | 3.83% | -3.53% | -1.93% | -4.09% | 0.80% | 9.22% | 1.53% | -7.69% | 8.87% |
| 2014 | -9.05% | 7.44% | 0.58% | 7.51% | 6.90% | 2.02% | 1.59% | 7.60% | -0.70% | 6.51% | 9.77% | -6.33% | 36.97% |
Expense Ratio
first trades 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
With an overall rank of 87, first trades is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.27 | 1.89 | 1.24 | 1.72 | 4.48 |
NKE NIKE, Inc. | -0.92 | -1.09 | 0.82 | -0.50 | -1.43 |
INTC Intel Corporation | -1.17 | -1.80 | 0.75 | -0.86 | -1.41 |
MSFT Microsoft Corporation | 0.62 | 0.91 | 1.12 | 0.80 | 1.76 |
NVDA NVIDIA Corporation | 2.95 | 3.29 | 1.41 | 5.76 | 17.59 |
Dividends
Dividend yield
first trades provided a 1.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.05% | 1.00% | 0.80% | 1.69% | 0.92% | 1.01% | 1.10% | 1.52% | 1.42% | 1.78% | 1.83% | 1.87% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
NKE NIKE, Inc. | 2.12% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
INTC Intel Corporation | 1.96% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
MSFT Microsoft Corporation | 0.74% | 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 | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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 first trades. 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 first trades was 78.30%, occurring on Oct 9, 2002. Recovery took 801 trading sessions.
The current first trades drawdown is 8.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.3% | Jan 4, 2002 | 193 | Oct 9, 2002 | 801 | Dec 13, 2005 | 994 |
| -68.66% | Oct 24, 2007 | 273 | Nov 20, 2008 | 514 | Dec 7, 2010 | 787 |
| -59.66% | Jun 22, 2000 | 128 | Dec 21, 2000 | 236 | Dec 4, 2001 | 364 |
| -46.6% | Dec 8, 2021 | 215 | Oct 14, 2022 | 153 | May 25, 2023 | 368 |
| -44.6% | Oct 4, 2018 | 62 | Jan 3, 2019 | 238 | Dec 12, 2019 | 300 |
Volatility
Volatility Chart
The current first trades volatility is 10.56%, 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
| NKE | NVDA | AAPL | MSFT | INTC | |
|---|---|---|---|---|---|
| NKE | 1.00 | 0.30 | 0.33 | 0.37 | 0.35 |
| NVDA | 0.30 | 1.00 | 0.43 | 0.48 | 0.53 |
| AAPL | 0.33 | 0.43 | 1.00 | 0.50 | 0.48 |
| MSFT | 0.37 | 0.48 | 0.50 | 1.00 | 0.55 |
| INTC | 0.35 | 0.53 | 0.48 | 0.55 | 1.00 |