DIAMOND_TIER

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

DIAMOND_TIER

Currency in USD · Last updated Jun 1, 2025

Asset Allocation

Position	Category/Sector	Target 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

Performance

Performance Chart

Loading data...

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	5.49%	-2.00%	12.02%	14.19%	10.85%
DIAMOND_TIER	-6.18%	9.89%	-1.51%	7.49%	51.17%	N/A
Portfolio components:
FRHC Freedom Holding Corp.	26.93%	16.95%	39.54%	117.59%	57.00%	N/A
NVDA NVIDIA Corporation	0.63%	21.07%	-2.24%	23.29%	72.51%	74.01%
XPEL XPEL, Inc.	-9.94%	23.91%	-17.31%	-5.34%	19.23%	28.49%
SHOP Shopify Inc.	0.84%	10.52%	-7.25%	81.27%	7.19%	44.53%
AVGO Broadcom Inc.	4.73%	22.67%	50.21%	84.43%	56.68%	36.05%
AMD Advanced Micro Devices, Inc.	-8.33%	14.57%	-19.28%	-33.65%	15.53%	47.32%
TSLA Tesla, Inc.	-14.21%	23.51%	0.38%	94.55%	44.15%	35.54%
SMCI Super Micro Computer, Inc.	31.30%	22.27%	22.61%	-48.99%	72.82%	27.74%
LNTH Lantheus Holdings, Inc.	-15.54%	-28.66%	-15.36%	-7.66%	40.64%	N/A
ACLS Axcelis Technologies, Inc.	-19.36%	14.72%	-24.11%	-49.92%	15.98%	16.16%
LSCC Lattice Semiconductor Corporation	-20.67%	-8.23%	-20.81%	-39.47%	12.56%	21.71%
AEHR Aehr Test Systems	-42.63%	14.11%	-19.76%	-17.12%	42.04%	14.99%
ENPH Enphase Energy, Inc.	-39.74%	-7.09%	-41.99%	-67.64%	-6.59%	15.53%
AAPL Apple Inc	-19.60%	-5.72%	-15.17%	4.96%	21.05%	21.31%
MSFT Microsoft Corporation	9.64%	8.42%	9.13%	11.75%	21.26%	27.46%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	-3.27%	-3.57%	-9.79%	0.31%	11.16%								-6.18%
2024	1.28%	15.13%	1.66%	-5.24%	4.65%	3.19%	6.72%	-2.68%	2.56%	-5.72%	5.32%	4.98%	34.68%
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	-16.83%	7.48%	2.31%	-16.17%	5.00%	-10.53%	25.60%	0.40%	-10.66%	9.28%	15.65%	-12.56%	-10.34%
2021	1.18%	5.01%	0.86%	3.50%	2.37%	12.15%	9.49%	7.08%	9.83%	17.57%	6.82%	1.34%	108.69%
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%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

DIAMOND_TIER has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DIAMOND_TIER is 9, meaning it’s performing worse than 91% 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.

Overall Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FRHC Freedom Holding Corp.	2.97	3.31	1.44	3.92	13.98
NVDA NVIDIA Corporation	0.38	0.84	1.11	0.51	1.24
XPEL XPEL, Inc.	-0.01	0.44	1.05	-0.07	-0.26
SHOP Shopify Inc.	1.39	2.18	1.29	1.22	5.89
AVGO Broadcom Inc.	1.27	1.91	1.25	1.79	4.93
AMD Advanced Micro Devices, Inc.	-0.64	-0.82	0.90	-0.56	-1.15
TSLA Tesla, Inc.	1.31	2.10	1.25	1.64	3.87
SMCI Super Micro Computer, Inc.	-0.46	-0.18	0.98	-0.64	-1.03
LNTH Lantheus Holdings, Inc.	-0.09	0.38	1.06	-0.12	-0.23
ACLS Axcelis Technologies, Inc.	-0.90	-1.37	0.84	-0.65	-1.06
LSCC Lattice Semiconductor Corporation	-0.64	-0.76	0.91	-0.69	-1.40
AEHR Aehr Test Systems	-0.18	0.43	1.05	-0.20	-0.43
ENPH Enphase Energy, Inc.	-1.01	-1.70	0.79	-0.77	-1.56
AAPL Apple Inc	0.17	0.51	1.07	0.19	0.57
MSFT Microsoft Corporation	0.47	0.62	1.08	0.33	0.73

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

DIAMOND_TIER Sharpe ratios as of Jun 1, 2025 (values are recalculated daily):

1-Year: 0.18
5-Year: 1.42
All Time: 1.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of DIAMOND_TIER compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

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

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.14%	0.14%	0.20%	0.33%	0.23%	0.31%	0.40%	0.47%	0.37%	0.41%	0.44%	0.47%
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%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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.	0.92%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
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	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%

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.

Loading data...

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 12.21%.

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
-32.48%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-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

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	XPEL	LNTH	ENPH	FRHC	AEHR	SMCI	TSLA	SHOP	AAPL	AMD	MSFT	AVGO	ACLS	LSCC	NVDA	Portfolio
^GSPC	1.00	0.36	0.41	0.39	0.46	0.39	0.45	0.50	0.55	0.71	0.59	0.77	0.69	0.62	0.62	0.68	0.76
XPEL	0.36	1.00	0.21	0.23	0.22	0.26	0.22	0.26	0.28	0.25	0.24	0.24	0.25	0.32	0.30	0.25	0.44
LNTH	0.41	0.21	1.00	0.27	0.23	0.22	0.25	0.23	0.24	0.29	0.28	0.28	0.27	0.34	0.33	0.26	0.44
ENPH	0.39	0.23	0.27	1.00	0.27	0.29	0.25	0.34	0.38	0.33	0.33	0.31	0.31	0.38	0.40	0.31	0.57
FRHC	0.46	0.22	0.23	0.27	1.00	0.25	0.23	0.30	0.35	0.36	0.35	0.37	0.37	0.37	0.38	0.37	0.51
AEHR	0.39	0.26	0.22	0.29	0.25	1.00	0.32	0.31	0.31	0.29	0.36	0.29	0.35	0.44	0.40	0.35	0.59
SMCI	0.45	0.22	0.25	0.25	0.23	0.32	1.00	0.27	0.30	0.30	0.40	0.34	0.41	0.42	0.39	0.43	0.57
TSLA	0.50	0.26	0.23	0.34	0.30	0.31	0.27	1.00	0.43	0.44	0.42	0.42	0.43	0.39	0.39	0.45	0.61
SHOP	0.55	0.28	0.24	0.38	0.35	0.31	0.30	0.43	1.00	0.46	0.52	0.54	0.43	0.43	0.47	0.55	0.65
AAPL	0.71	0.25	0.29	0.33	0.36	0.29	0.30	0.44	0.46	1.00	0.49	0.67	0.54	0.49	0.49	0.56	0.62
AMD	0.59	0.24	0.28	0.33	0.35	0.36	0.40	0.42	0.52	0.49	1.00	0.55	0.56	0.54	0.58	0.70	0.71
MSFT	0.77	0.24	0.28	0.31	0.37	0.29	0.34	0.42	0.54	0.67	0.55	1.00	0.58	0.49	0.51	0.64	0.66
AVGO	0.69	0.25	0.27	0.31	0.37	0.35	0.41	0.43	0.43	0.54	0.56	0.58	1.00	0.60	0.60	0.65	0.69
ACLS	0.62	0.32	0.34	0.38	0.37	0.44	0.42	0.39	0.43	0.49	0.54	0.49	0.60	1.00	0.64	0.59	0.72
LSCC	0.62	0.30	0.33	0.40	0.38	0.40	0.39	0.39	0.47	0.49	0.58	0.51	0.60	0.64	1.00	0.61	0.72
NVDA	0.68	0.25	0.26	0.31	0.37	0.35	0.43	0.45	0.55	0.56	0.70	0.64	0.65	0.59	0.61	1.00	0.74
Portfolio	0.76	0.44	0.44	0.57	0.51	0.59	0.57	0.61	0.65	0.62	0.71	0.66	0.69	0.72	0.72	0.74	1.00

The correlation results are calculated based on daily price changes starting from Oct 4, 2017

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

DIAMOND_TIER

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community