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DIAMOND_TIER
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FRHC 6.67%NVDA 6.67%XPEL 6.67%SHOP 6.67%AVGO 6.67%AMD 6.67%TSLA 6.67%SMCI 6.67%LNTH 6.67%ACLS 6.67%LSCC 6.67%AEHR 6.67%ENPH 6.67%AAPL 6.67%MSFT 6.67%EquityEquity
PositionCategory/SectorWeight
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%

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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.17%
9.66%
DIAMOND_TIER
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
DIAMOND_TIER36.44%6.94%14.17%36.22%60.81%N/A
FRHC
Freedom Holding Corp.
59.95%9.75%62.41%62.31%54.52%N/A
NVDA
NVIDIA Corporation
182.10%-1.60%18.27%186.09%88.32%76.08%
XPEL
XPEL, Inc.
-25.72%-12.53%11.73%-28.77%22.14%32.41%
SHOP
Shopify Inc.
40.24%2.14%69.88%42.20%22.35%N/A
AVGO
Broadcom Inc.
110.96%41.86%46.80%109.88%53.03%40.57%
AMD
Advanced Micro Devices, Inc.
-15.47%-9.94%-22.25%-10.74%21.83%47.10%
TSLA
Tesla, Inc.
73.29%22.14%135.84%70.51%72.53%39.83%
SMCI
Super Micro Computer, Inc.
13.98%-2.26%-60.82%11.83%68.64%24.50%
LNTH
Lantheus Holdings, Inc.
46.79%0.54%15.28%52.73%34.36%N/A
ACLS
Axcelis Technologies, Inc.
-45.45%-5.77%-47.83%-46.98%23.96%21.71%
LSCC
Lattice Semiconductor Corporation
-12.86%10.90%6.13%-14.31%25.41%24.36%
AEHR
Aehr Test Systems
-47.04%15.54%35.75%-50.18%49.35%17.97%
ENPH
Enphase Energy, Inc.
-44.76%10.12%-32.42%-45.52%22.05%17.33%
AAPL
Apple Inc
33.24%11.05%22.92%32.50%30.03%26.03%
MSFT
Microsoft Corporation
16.61%4.38%-2.40%17.07%23.72%26.68%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.28%15.13%1.66%-5.24%4.65%3.19%6.72%-2.68%2.56%-5.72%5.32%36.44%
202320.06%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%
20211.18%5.01%0.86%3.50%2.37%12.15%9.49%7.08%9.83%17.57%6.82%1.40%108.80%
20208.39%0.79%-14.58%21.31%11.27%9.03%11.85%15.62%-4.46%-2.80%25.35%17.53%142.98%
20199.44%14.41%3.92%4.14%-3.14%11.62%6.28%7.09%0.39%5.42%9.54%8.77%110.23%
20187.87%-0.95%-2.11%1.96%15.19%4.68%2.62%9.40%2.33%-12.10%5.63%-8.48%25.53%
20177.94%13.15%-4.37%16.81%

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 22, meaning it’s performing worse than 78% of other 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 DIAMOND_TIER is 2222
Overall Rank
The Sharpe Ratio Rank of DIAMOND_TIER is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DIAMOND_TIER is 2424
Sortino Ratio Rank
The Omega Ratio Rank of DIAMOND_TIER is 2222
Omega Ratio Rank
The Calmar Ratio Rank of DIAMOND_TIER is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DIAMOND_TIER is 1616
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 DIAMOND_TIER, currently valued at 1.12, compared to the broader market-6.00-4.00-2.000.002.004.001.122.07
The chart of Sortino ratio for DIAMOND_TIER, currently valued at 1.68, compared to the broader market-6.00-4.00-2.000.002.004.006.001.682.76
The chart of Omega ratio for DIAMOND_TIER, currently valued at 1.21, compared to the broader market0.400.600.801.001.201.401.601.801.211.39
The chart of Calmar ratio for DIAMOND_TIER, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.773.05
The chart of Martin ratio for DIAMOND_TIER, currently valued at 4.44, compared to the broader market0.0010.0020.0030.0040.004.4413.27
DIAMOND_TIER
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FRHC
Freedom Holding Corp.
2.062.821.351.716.23
NVDA
NVIDIA Corporation
3.543.701.476.8521.16
XPEL
XPEL, Inc.
-0.40-0.160.97-0.43-1.10
SHOP
Shopify Inc.
0.821.441.210.632.18
AVGO
Broadcom Inc.
2.032.901.364.3112.51
AMD
Advanced Micro Devices, Inc.
-0.23-0.001.00-0.25-0.44
TSLA
Tesla, Inc.
1.101.891.231.063.02
SMCI
Super Micro Computer, Inc.
0.051.011.130.080.15
LNTH
Lantheus Holdings, Inc.
0.871.851.261.093.56
ACLS
Axcelis Technologies, Inc.
-0.97-1.480.83-0.73-1.64
LSCC
Lattice Semiconductor Corporation
-0.28-0.050.99-0.26-0.52
AEHR
Aehr Test Systems
-0.58-0.580.93-0.62-0.96
ENPH
Enphase Energy, Inc.
-0.72-0.900.90-0.55-1.77
AAPL
Apple Inc
1.412.071.261.914.99
MSFT
Microsoft Corporation
0.881.221.171.122.57

The current DIAMOND_TIER Sharpe ratio is 1.12. 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 1.33 to 2.19, 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.12
2.07
DIAMOND_TIER
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DIAMOND_TIER provided a 0.14% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.14%0.20%0.33%0.23%0.31%0.40%0.47%0.37%0.41%0.44%0.47%0.55%
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.
0.93%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
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
0.39%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
0.71%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.68%
-1.91%
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 3.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.31%Feb 20, 202020Mar 18, 202052Jun 2, 202072
-32.64%Nov 17, 2021146Jun 16, 202240Aug 15, 2022186
-27.01%Jul 19, 202374Oct 31, 202369Feb 9, 2024143
-26.35%Aug 16, 202243Oct 14, 202267Jan 23, 2023110
-23.89%Oct 2, 201858Dec 24, 201836Feb 15, 201994

Volatility

Volatility Chart

The current DIAMOND_TIER volatility is 8.91%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.91%
3.82%
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.

XPELLNTHAEHRFRHCSMCIENPHTSLASHOPAAPLMSFTAMDAVGOLSCCACLSNVDA
XPEL1.000.210.250.210.210.230.240.270.240.220.230.240.290.310.24
LNTH0.211.000.220.240.250.260.230.240.290.280.280.270.330.340.26
AEHR0.250.221.000.250.300.290.300.300.300.280.340.340.390.440.34
FRHC0.210.240.251.000.210.280.290.340.360.370.340.370.380.370.37
SMCI0.210.250.300.211.000.250.250.280.300.320.390.400.390.420.41
ENPH0.230.260.290.280.251.000.350.390.330.320.330.320.410.390.32
TSLA0.240.230.300.290.250.351.000.410.440.400.400.420.380.390.44
SHOP0.270.240.300.340.280.390.411.000.460.530.510.420.460.430.54
AAPL0.240.290.300.360.300.330.440.461.000.670.480.560.490.500.57
MSFT0.220.280.280.370.320.320.400.530.671.000.550.580.500.490.63
AMD0.230.280.340.340.390.330.400.510.480.551.000.560.580.540.70
AVGO0.240.270.340.370.400.320.420.420.560.580.561.000.600.600.65
LSCC0.290.330.390.380.390.410.380.460.490.500.580.601.000.640.61
ACLS0.310.340.440.370.420.390.390.430.500.490.540.600.641.000.59
NVDA0.240.260.340.370.410.320.440.540.570.630.700.650.610.591.00
The correlation results are calculated based on daily price changes starting from Oct 4, 2017
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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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