DIAMOND_TIER
Asset Allocation
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
The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
DIAMOND_TIER | 24.33% | -5.55% | 12.63% | 40.45% | 61.11% | N/A |
Portfolio components: | ||||||
Freedom Holding Corp. | 40.02% | 15.34% | 63.14% | 40.50% | 49.64% | N/A |
NVIDIA Corporation | 198.17% | 9.52% | 64.28% | 205.52% | 95.57% | 77.81% |
XPEL, Inc. | -17.66% | 2.47% | 29.80% | -0.27% | 26.46% | 34.02% |
Shopify Inc. | 11.84% | 4.66% | 47.81% | 42.03% | 23.39% | N/A |
Broadcom Inc. | 66.29% | 1.19% | 38.68% | 94.74% | 46.70% | 39.44% |
Advanced Micro Devices, Inc. | 0.37% | -11.88% | -2.61% | 24.76% | 32.27% | 49.19% |
Tesla, Inc. | 29.27% | 47.48% | 90.67% | 49.65% | 69.24% | 34.45% |
Super Micro Computer, Inc. | -13.74% | -48.70% | -69.29% | -7.83% | 63.04% | 21.99% |
Lantheus Holdings, Inc. | 41.13% | -22.01% | 15.10% | 37.86% | 33.17% | N/A |
Axcelis Technologies, Inc. | -34.40% | -15.91% | -25.23% | -35.21% | 30.60% | 25.81% |
Lattice Semiconductor Corporation | -20.96% | 4.72% | -21.60% | -4.25% | 22.18% | 23.54% |
Aehr Test Systems | -54.77% | -25.09% | 7.72% | -51.02% | 42.41% | 16.85% |
Enphase Energy, Inc. | -49.37% | -33.74% | -38.26% | -14.21% | 28.57% | 20.40% |
Apple Inc | 18.46% | -0.15% | 24.27% | 22.36% | 29.12% | 25.02% |
Microsoft Corporation | 12.98% | 1.49% | 2.25% | 15.16% | 24.73% | 26.09% |
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% | -5.24% | 4.65% | 3.19% | 6.72% | -2.68% | 2.56% | -5.72% | 24.33% | ||
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 | 7.94% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DIAMOND_TIER is 13, indicating that it is in the bottom 13% 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 | |
---|---|---|---|---|---|
Freedom Holding Corp. | 1.28 | 1.96 | 1.24 | 1.04 | 3.72 |
NVIDIA Corporation | 4.20 | 4.08 | 1.53 | 8.03 | 25.31 |
XPEL, Inc. | -0.04 | 0.50 | 1.09 | -0.04 | -0.11 |
Shopify Inc. | 0.81 | 1.32 | 1.19 | 0.56 | 1.95 |
Broadcom Inc. | 2.28 | 2.87 | 1.37 | 4.14 | 12.67 |
Advanced Micro Devices, Inc. | 0.62 | 1.14 | 1.15 | 0.77 | 1.43 |
Tesla, Inc. | 0.74 | 1.49 | 1.18 | 0.68 | 1.95 |
Super Micro Computer, Inc. | -0.05 | 0.71 | 1.10 | -0.07 | -0.15 |
Lantheus Holdings, Inc. | 0.56 | 1.29 | 1.21 | 0.78 | 2.25 |
Axcelis Technologies, Inc. | -0.70 | -0.88 | 0.90 | -0.60 | -1.50 |
Lattice Semiconductor Corporation | -0.03 | 0.32 | 1.04 | -0.03 | -0.07 |
Aehr Test Systems | -0.59 | -0.60 | 0.93 | -0.61 | -1.00 |
Enphase Energy, Inc. | -0.20 | 0.17 | 1.02 | -0.16 | -0.68 |
Apple Inc | 1.10 | 1.70 | 1.21 | 1.50 | 3.53 |
Microsoft Corporation | 0.87 | 1.24 | 1.16 | 1.11 | 2.75 |
Dividends
Dividend yield
DIAMOND_TIER provided a 0.15% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.15% | 0.20% | 0.33% | 0.23% | 0.31% | 0.40% | 0.47% | 0.37% | 0.41% | 0.44% | 0.47% | 0.55% |
Portfolio components: | ||||||||||||
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% |
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, 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% |
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% |
Broadcom Inc. | 1.15% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
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% |
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% |
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% |
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% |
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 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% |
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% |
Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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.
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 10.44%.
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 |
-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 |
-23.89% | Oct 2, 2018 | 58 | Dec 24, 2018 | 36 | Feb 15, 2019 | 94 |
Volatility
Volatility Chart
The current DIAMOND_TIER volatility is 8.68%, 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
XPEL | LNTH | AEHR | FRHC | SMCI | ENPH | TSLA | SHOP | AAPL | MSFT | AMD | AVGO | LSCC | ACLS | NVDA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPEL | 1.00 | 0.21 | 0.25 | 0.21 | 0.21 | 0.23 | 0.24 | 0.27 | 0.24 | 0.23 | 0.23 | 0.25 | 0.29 | 0.31 | 0.24 |
LNTH | 0.21 | 1.00 | 0.22 | 0.24 | 0.25 | 0.26 | 0.23 | 0.24 | 0.29 | 0.28 | 0.28 | 0.28 | 0.32 | 0.34 | 0.27 |
AEHR | 0.25 | 0.22 | 1.00 | 0.25 | 0.30 | 0.29 | 0.30 | 0.30 | 0.30 | 0.28 | 0.34 | 0.34 | 0.39 | 0.44 | 0.34 |
FRHC | 0.21 | 0.24 | 0.25 | 1.00 | 0.23 | 0.29 | 0.29 | 0.34 | 0.36 | 0.37 | 0.34 | 0.37 | 0.38 | 0.38 | 0.37 |
SMCI | 0.21 | 0.25 | 0.30 | 0.23 | 1.00 | 0.25 | 0.25 | 0.29 | 0.31 | 0.33 | 0.39 | 0.40 | 0.39 | 0.42 | 0.42 |
ENPH | 0.23 | 0.26 | 0.29 | 0.29 | 0.25 | 1.00 | 0.36 | 0.40 | 0.33 | 0.32 | 0.33 | 0.32 | 0.40 | 0.39 | 0.33 |
TSLA | 0.24 | 0.23 | 0.30 | 0.29 | 0.25 | 0.36 | 1.00 | 0.41 | 0.44 | 0.41 | 0.41 | 0.42 | 0.39 | 0.40 | 0.45 |
SHOP | 0.27 | 0.24 | 0.30 | 0.34 | 0.29 | 0.40 | 0.41 | 1.00 | 0.47 | 0.53 | 0.52 | 0.42 | 0.47 | 0.44 | 0.54 |
AAPL | 0.24 | 0.29 | 0.30 | 0.36 | 0.31 | 0.33 | 0.44 | 0.47 | 1.00 | 0.68 | 0.49 | 0.56 | 0.49 | 0.50 | 0.57 |
MSFT | 0.23 | 0.28 | 0.28 | 0.37 | 0.33 | 0.32 | 0.41 | 0.53 | 0.68 | 1.00 | 0.55 | 0.58 | 0.51 | 0.49 | 0.64 |
AMD | 0.23 | 0.28 | 0.34 | 0.34 | 0.39 | 0.33 | 0.41 | 0.52 | 0.49 | 0.55 | 1.00 | 0.56 | 0.58 | 0.54 | 0.71 |
AVGO | 0.25 | 0.28 | 0.34 | 0.37 | 0.40 | 0.32 | 0.42 | 0.42 | 0.56 | 0.58 | 0.56 | 1.00 | 0.60 | 0.60 | 0.65 |
LSCC | 0.29 | 0.32 | 0.39 | 0.38 | 0.39 | 0.40 | 0.39 | 0.47 | 0.49 | 0.51 | 0.58 | 0.60 | 1.00 | 0.64 | 0.62 |
ACLS | 0.31 | 0.34 | 0.44 | 0.38 | 0.42 | 0.39 | 0.40 | 0.44 | 0.50 | 0.49 | 0.54 | 0.60 | 0.64 | 1.00 | 0.60 |
NVDA | 0.24 | 0.27 | 0.34 | 0.37 | 0.42 | 0.33 | 0.45 | 0.54 | 0.57 | 0.64 | 0.71 | 0.65 | 0.62 | 0.60 | 1.00 |