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first trades
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 20%NKE 20%INTC 20%MSFT 20%NVDA 20%EquityEquity
PositionCategory/SectorTarget 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.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%AugustSeptemberOctoberNovemberDecember2025
89,158.64%
375.60%
first trades
Benchmark (^GSPC)
Portfolio components

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.


YTD1M6M1Y5Y*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%
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%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202414.37%19.80%9.59%-3.68%23.81%11.87%-3.35%2.27%1.78%6.70%4.31%-1.35%121.28%
202320.99%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%
20203.09%-2.11%-5.03%13.02%13.96%10.51%13.40%23.05%-4.51%-6.56%8.43%4.85%93.10%
20196.58%5.71%11.21%3.64%-17.10%15.45%5.39%-1.25%6.25%11.37%7.56%9.18%79.74%
201812.24%2.06%-4.70%-1.91%12.28%-2.88%2.71%16.52%-0.17%-13.75%-18.45%-13.46%-15.08%
20173.71%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%
20153.44%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.


The portfolio doesn't hold funds that charge fees

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.


The Risk-Adjusted Performance Rank of first trades is 8787
Overall Rank
The Sharpe Ratio Rank of first trades is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of first trades is 8585
Sortino Ratio Rank
The Omega Ratio Rank of first trades is 8282
Omega Ratio Rank
The Calmar Ratio Rank of first trades is 9191
Calmar Ratio Rank
The Martin Ratio Rank of first trades is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for first trades, currently valued at 2.65, compared to the broader market-1.000.001.002.003.004.002.651.77
The chart of Sortino ratio for first trades, currently valued at 3.13, compared to the broader market-2.000.002.004.003.132.37
The chart of Omega ratio for first trades, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.401.32
The chart of Calmar ratio for first trades, currently valued at 4.84, compared to the broader market0.002.004.006.008.0010.004.842.65
The chart of Martin ratio for first trades, currently valued at 15.58, compared to the broader market0.0010.0020.0030.0040.0015.5811.13
first trades
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.271.891.241.724.48
NKE
NIKE, Inc.
-0.92-1.090.82-0.50-1.43
INTC
Intel Corporation
-1.17-1.800.75-0.86-1.41
MSFT
Microsoft Corporation
0.620.911.120.801.76
NVDA
NVIDIA Corporation
2.953.291.415.7617.59

The current first trades Sharpe ratio is 2.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of first trades with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.65
1.77
first trades
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

first trades provided a 1.05% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.05%1.00%0.80%1.69%0.92%1.01%1.10%1.52%1.42%1.78%1.83%1.87%
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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.00%
-4.32%
first trades
Benchmark (^GSPC)
Portfolio components

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, 2002193Oct 9, 2002801Dec 13, 2005994
-68.66%Oct 24, 2007273Nov 20, 2008514Dec 7, 2010787
-59.66%Jun 22, 2000128Dec 21, 2000236Dec 4, 2001364
-46.6%Dec 8, 2021215Oct 14, 2022153May 25, 2023368
-44.6%Oct 4, 201862Jan 3, 2019238Dec 12, 2019300

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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.56%
4.66%
first trades
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NKENVDAAAPLMSFTINTC
NKE1.000.300.330.370.35
NVDA0.301.000.430.480.53
AAPL0.330.431.000.500.48
MSFT0.370.480.501.000.55
INTC0.350.530.480.551.00
The correlation results are calculated based on daily price changes starting from Jan 25, 1999
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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