DIAMOND_TIER

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

DIAMOND_TIER

Last updated May 18, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	6.67%
ACLS Axcelis Technologies, Inc.	Technology	6.67%
AEHR Aehr Test Systems	Technology	6.67%
AMD Advanced Micro Devices, Inc.	Technology	6.67%
AVGO Broadcom Inc.	Technology	6.67%
ENPH Enphase Energy, Inc.	Technology	6.67%
FRHC Freedom Holding Corp.	Financial Services	6.67%
LNTH Lantheus Holdings, Inc.	Healthcare	6.67%
LSCC Lattice Semiconductor Corporation	Technology	6.67%
MSFT Microsoft Corporation	Technology	6.67%
NVDA NVIDIA Corporation	Technology	6.67%
SHOP Shopify Inc.	Technology	6.67%
SMCI Super Micro Computer, Inc.	Technology	6.67%
TSLA Tesla, Inc.	Consumer Cyclical	6.67%
XPEL XPEL, Inc.	Consumer Cyclical	6.67%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DIAMOND_TIER, 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

DIAMOND_TIER

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 24, 2015, corresponding to the inception date of LNTH

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
DIAMOND_TIER	14.68%	9.33%	23.53%	30.87%	70.21%	N/A
Portfolio components:
FRHC Freedom Holding Corp.	-7.52%	13.91%	-10.20%	-8.77%	50.82%	97.43%
NVDA NVIDIA Corporation	86.75%	21.36%	87.62%	195.90%	89.13%	71.09%
XPEL XPEL, Inc.	-37.51%	-36.44%	-28.16%	-54.12%	48.51%	39.90%
SHOP Shopify Inc.	-24.87%	-15.99%	-14.35%	-2.77%	16.54%	N/A
AVGO Broadcom Inc.	25.53%	15.82%	43.97%	108.56%	42.99%	39.05%
AMD Advanced Micro Devices, Inc.	11.57%	12.16%	36.35%	55.42%	43.28%	44.92%
TSLA Tesla, Inc.	-28.58%	20.68%	-24.26%	-1.49%	67.18%	29.91%
SMCI Super Micro Computer, Inc.	212.35%	24.42%	207.66%	440.77%	113.77%	45.87%
LNTH Lantheus Holdings, Inc.	28.50%	24.86%	16.82%	-18.07%	26.43%	N/A
ACLS Axcelis Technologies, Inc.	-12.69%	19.45%	-14.23%	-20.03%	47.42%	32.69%
LSCC Lattice Semiconductor Corporation	5.75%	9.70%	25.64%	-12.49%	43.22%	24.96%
AEHR Aehr Test Systems	-57.14%	9.75%	-54.92%	-65.50%	48.72%	20.02%
ENPH Enphase Energy, Inc.	-13.49%	7.36%	23.11%	-29.59%	50.50%	30.39%
AAPL Apple Inc.	-1.12%	15.23%	0.36%	8.97%	33.45%	25.86%
MSFT Microsoft Corporation	12.15%	5.47%	14.03%	33.03%	28.34%	28.72%

Monthly Returns

The table below presents the monthly returns of DIAMOND_TIER, 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	1.28%	15.13%	1.66%	-5.23%									14.68%
2023	20.06%	7.11%	8.72%	-4.85%	22.47%	9.98%	4.95%	-2.97%	-8.30%	-15.82%	13.73%	8.03%	73.06%
2022	-16.88%	7.48%	2.31%	-16.17%	5.00%	-10.53%	25.60%	0.40%	-10.66%	9.28%	15.65%	-12.56%	-10.38%
2021	1.18%	5.01%	0.86%	3.50%	2.37%	12.15%	9.49%	7.08%	9.83%	17.57%	6.82%	1.40%	108.80%
2020	8.39%	0.79%	-14.58%	21.31%	11.27%	9.03%	11.85%	15.62%	-4.46%	-2.80%	25.35%	17.53%	142.98%
2019	9.44%	14.41%	3.92%	4.14%	-3.14%	11.62%	6.28%	7.09%	0.39%	5.42%	9.54%	8.77%	110.23%
2018	7.87%	-0.95%	-2.11%	1.96%	15.19%	4.68%	2.62%	9.40%	2.33%	-12.10%	5.63%	-8.48%	25.53%
2017	6.09%	18.55%	8.36%	-3.27%	6.37%	0.39%	33.84%	18.35%	2.51%	8.45%	12.76%	-4.44%	167.10%
2016	-12.52%	-2.08%	5.72%	9.78%	0.98%	13.15%	7.22%	13.56%	0.68%	0.06%	4.39%	9.38%	59.10%
2015						0.31%	-3.92%	-7.49%	-2.78%	-1.95%	3.80%	7.55%	-5.12%

Expense Ratio

DIAMOND_TIER 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

The current rank of DIAMOND_TIER is 15, indicating that it is in the bottom 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

DIAMOND_TIER

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

DIAMOND_TIER

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FRHC Freedom Holding Corp.	-0.25	-0.15	0.98	-0.26	-0.48
NVDA NVIDIA Corporation	4.17	4.84	1.60	10.44	29.95
XPEL XPEL, Inc.	-0.94	-1.15	0.79	-0.81	-1.68
SHOP Shopify Inc.	-0.07	0.28	1.04	-0.05	-0.23
AVGO Broadcom Inc.	3.14	4.06	1.48	8.31	21.05
AMD Advanced Micro Devices, Inc.	1.23	1.87	1.23	1.39	3.92
TSLA Tesla, Inc.	0.04	0.44	1.05	0.03	0.08
SMCI Super Micro Computer, Inc.	4.89	3.95	1.56	11.91	24.56
LNTH Lantheus Holdings, Inc.	-0.34	-0.12	0.98	-0.38	-0.60
ACLS Axcelis Technologies, Inc.	-0.41	-0.33	0.96	-0.34	-0.56
LSCC Lattice Semiconductor Corporation	-0.22	0.01	1.00	-0.24	-0.45
AEHR Aehr Test Systems	-0.83	-1.25	0.85	-0.77	-1.21
ENPH Enphase Energy, Inc.	-0.51	-0.48	0.95	-0.39	-0.84
AAPL Apple Inc.	0.52	0.87	1.11	0.63	1.27
MSFT Microsoft Corporation	1.65	2.26	1.28	2.69	6.53

Sharpe Ratio

The current DIAMOND_TIER Sharpe ratio is 1.12. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of DIAMOND_TIER 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.

DIAMOND_TIER

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

DIAMOND_TIER granted a 0.18% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
DIAMOND_TIER	0.18%	0.20%	0.33%	0.23%	0.31%	0.40%	0.47%	0.37%	0.42%	0.45%	0.48%	0.57%
Portfolio components:
FRHC Freedom Holding Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%	1.94%
XPEL XPEL, 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%
SHOP Shopify 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%
AVGO Broadcom Inc.	1.41%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.94%	1.52%	1.23%	1.34%	1.87%
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%
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%
SMCI Super Micro Computer, 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%
LNTH Lantheus Holdings, 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%
ACLS Axcelis Technologies, 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%
LSCC Lattice Semiconductor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AEHR Aehr Test Systems	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENPH Enphase Energy, 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%
AAPL Apple Inc.	0.51%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

DIAMOND_TIER

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DIAMOND_TIER. 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 DIAMOND_TIER was 42.31%, occurring on Mar 18, 2020. Recovery took 52 trading sessions.

The current DIAMOND_TIER drawdown is 9.09%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.31%	Feb 20, 2020	20	Mar 18, 2020	52	Jun 2, 2020	72
-32.64%	Nov 17, 2021	146	Jun 16, 2022	40	Aug 15, 2022	186
-28.07%	Jun 30, 2015	155	Feb 9, 2016	83	Jun 8, 2016	238
-27.01%	Jul 19, 2023	74	Oct 31, 2023	69	Feb 9, 2024	143
-26.35%	Aug 16, 2022	43	Oct 14, 2022	67	Jan 23, 2023	110

Volatility

Volatility Chart

The current DIAMOND_TIER volatility is 8.66%, 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.

DIAMOND_TIER

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.

	XPEL	FRHC	LNTH	AEHR	ENPH	SMCI	TSLA	SHOP	AMD	AAPL	LSCC	ACLS	MSFT	AVGO	NVDA
XPEL	1.00	0.18	0.17	0.18	0.18	0.17	0.19	0.22	0.15	0.19	0.23	0.22	0.18	0.19	0.18
FRHC	0.18	1.00	0.16	0.17	0.20	0.16	0.20	0.25	0.22	0.26	0.28	0.27	0.26	0.25	0.25
LNTH	0.17	0.16	1.00	0.17	0.22	0.23	0.23	0.22	0.24	0.26	0.30	0.30	0.27	0.27	0.25
AEHR	0.18	0.17	0.17	1.00	0.24	0.24	0.26	0.25	0.27	0.25	0.32	0.35	0.26	0.29	0.30
ENPH	0.18	0.20	0.22	0.24	1.00	0.24	0.33	0.36	0.30	0.31	0.35	0.34	0.31	0.31	0.29
SMCI	0.17	0.16	0.23	0.24	0.24	1.00	0.25	0.28	0.36	0.31	0.37	0.39	0.34	0.39	0.40
TSLA	0.19	0.20	0.23	0.26	0.33	0.25	1.00	0.39	0.37	0.42	0.34	0.36	0.39	0.40	0.43
SHOP	0.22	0.25	0.22	0.25	0.36	0.28	0.39	1.00	0.47	0.43	0.39	0.40	0.49	0.41	0.50
AMD	0.15	0.22	0.24	0.27	0.30	0.36	0.37	0.47	1.00	0.45	0.50	0.47	0.50	0.52	0.67
AAPL	0.19	0.26	0.26	0.25	0.31	0.31	0.42	0.43	0.45	1.00	0.46	0.47	0.65	0.58	0.55
LSCC	0.23	0.28	0.30	0.32	0.35	0.37	0.34	0.39	0.50	0.46	1.00	0.56	0.45	0.56	0.57
ACLS	0.22	0.27	0.30	0.35	0.34	0.39	0.36	0.40	0.47	0.47	0.56	1.00	0.46	0.55	0.56
MSFT	0.18	0.26	0.27	0.26	0.31	0.34	0.39	0.49	0.50	0.65	0.45	0.46	1.00	0.56	0.61
AVGO	0.19	0.25	0.27	0.29	0.31	0.39	0.40	0.41	0.52	0.58	0.56	0.55	0.56	1.00	0.62
NVDA	0.18	0.25	0.25	0.30	0.29	0.40	0.43	0.50	0.67	0.55	0.57	0.56	0.61	0.62	1.00