Nu2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Nu2

Currency in USD · Last updated May 20, 2025

Updated 2024-08-28

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc.	Consumer Cyclical	8.54%
COST Costco Wholesale Corporation	Consumer Defensive	1.37%
FXAIX Fidelity 500 Index Fund	Large Cap Blend Equities	7.28%
FZROX Fidelity ZERO Total Market Index Fund	Large Cap Blend Equities	1.47%
GOOGL Alphabet Inc Class A	Communication Services	3.35%
IBM International Business Machines Corporation	Technology	20.31%
META Meta Platforms, Inc.	Communication Services	3.47%
MSFT Microsoft Corporation	Technology	11.41%
NVDA NVIDIA Corporation	Technology	4.36%
VDE Vanguard Energy ETF	Energy Equities	1.87%
VFORX Vanguard Target Retirement 2040 Fund	Target Retirement Date, Diversified Portfolio	8.84%
VGT Vanguard Information Technology ETF	Technology Equities	12.88%
VUG Vanguard Growth ETF	Large Cap Growth Equities	8.10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	4.39%
XLG Invesco S&P 500® Top 50 ETF	Large Cap Growth Equities	2.36%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.39%	12.89%	1.19%	12.45%	14.95%	10.86%
Nu2	6.45%	16.80%	9.29%	25.60%	22.40%	N/A
Portfolio components:
IBM International Business Machines Corporation	23.73%	13.14%	30.71%	63.60%	23.63%	9.62%
VGT Vanguard Information Technology ETF	-0.96%	21.67%	1.97%	16.12%	19.81%	19.91%
MSFT Microsoft Corporation	9.28%	25.00%	11.02%	10.04%	20.87%	27.42%
VFORX Vanguard Target Retirement 2040 Fund	5.07%	8.53%	4.30%	10.44%	7.14%	5.94%
AMZN Amazon.com, Inc.	-6.03%	19.44%	2.21%	11.62%	10.54%	25.43%
FXAIX Fidelity 500 Index Fund	2.20%	13.03%	2.16%	14.29%	16.77%	12.69%
VYM Vanguard High Dividend Yield ETF	2.73%	7.75%	0.54%	10.36%	14.44%	9.76%
NVDA NVIDIA Corporation	0.96%	33.58%	-3.25%	46.64%	72.26%	74.94%
META Meta Platforms, Inc.	9.48%	27.71%	15.71%	36.21%	22.85%	23.10%
GOOGL Alphabet Inc Class A	-11.92%	10.17%	-4.78%	-4.96%	18.89%	19.69%
XLG Invesco S&P 500® Top 50 ETF	-0.79%	14.54%	1.79%	15.60%	17.98%	14.64%
VDE Vanguard Energy ETF	-2.14%	3.90%	-10.65%	-8.38%	22.43%	4.04%
FZROX Fidelity ZERO Total Market Index Fund	1.52%	13.25%	1.27%	13.34%	16.24%	N/A
COST Costco Wholesale Corporation	13.16%	4.14%	12.76%	30.65%	29.80%	23.97%
VUG Vanguard Growth ETF	1.36%	17.99%	4.24%	19.09%	17.65%	15.24%

*Annualized

Monthly Returns

The table below presents the monthly returns of Nu2, 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	5.14%	-2.62%	-6.05%	-0.27%	10.97%								6.45%
2024	5.49%	6.63%	3.35%	-6.06%	5.61%	5.81%	0.85%	2.19%	4.23%	-1.89%	6.75%	-0.72%	36.33%
2023	7.85%	-0.73%	8.18%	1.23%	6.31%	5.60%	4.48%	-0.07%	-4.85%	0.34%	10.38%	3.88%	50.46%
2022	-5.50%	-4.19%	4.63%	-9.69%	0.80%	-6.49%	7.79%	-4.52%	-10.34%	5.46%	7.43%	-6.98%	-21.58%
2021	-1.13%	1.88%	4.35%	6.86%	0.34%	5.38%	0.84%	3.78%	-4.46%	4.85%	1.65%	2.00%	29.11%
2020	3.74%	-6.25%	-9.49%	14.83%	4.46%	3.77%	5.38%	8.18%	-4.55%	-3.77%	10.03%	3.00%	30.02%
2019	10.61%	3.46%	4.05%	4.52%	-7.87%	7.85%	3.03%	-2.84%	2.25%	1.15%	3.66%	2.86%	36.48%
2018								3.35%	0.73%	-12.62%	1.83%	-8.87%	-15.58%

Expense Ratio

Nu2 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VGT

Vanguard Information Technology ETF

VFORX

Vanguard Target Retirement 2040 Fund

XLG

Invesco S&P 500® Top 50 ETF

VYM

Vanguard High Dividend Yield ETF

VUG

Vanguard Growth ETF

FXAIX

Fidelity 500 Index Fund

VDE

Vanguard Energy ETF

FZROX

Fidelity ZERO Total Market Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, Nu2 is among the top 22% 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.

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
IBM International Business Machines Corporation	2.31	3.12	1.45	3.90	11.91
VGT Vanguard Information Technology ETF	0.54	0.90	1.12	0.56	1.83
MSFT Microsoft Corporation	0.39	0.70	1.09	0.39	0.87
VFORX Vanguard Target Retirement 2040 Fund	0.81	1.20	1.17	0.67	3.77
AMZN Amazon.com, Inc.	0.34	0.69	1.09	0.35	0.93
FXAIX Fidelity 500 Index Fund	0.73	1.13	1.17	0.77	2.95
VYM Vanguard High Dividend Yield ETF	0.65	1.03	1.14	0.73	2.84
NVDA NVIDIA Corporation	0.79	1.32	1.17	1.17	2.89
META Meta Platforms, Inc.	0.99	1.48	1.19	0.98	3.02
GOOGL Alphabet Inc Class A	-0.16	0.08	1.01	-0.10	-0.22
XLG Invesco S&P 500® Top 50 ETF	0.71	1.11	1.16	0.74	2.56
VDE Vanguard Energy ETF	-0.33	-0.22	0.97	-0.34	-0.92
FZROX Fidelity ZERO Total Market Index Fund	0.67	1.05	1.15	0.68	2.57
COST Costco Wholesale Corporation	1.41	1.99	1.27	1.86	5.38
VUG Vanguard Growth ETF	0.76	1.19	1.17	0.82	2.79

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.

Nu2 Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 1.20
5-Year: 1.12
All Time: 0.86

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 0.56 to 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Nu2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Nu2 provided a 1.28% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.28%	1.38%	1.64%	1.87%	3.32%	1.94%	1.96%	2.26%	1.82%	1.84%	2.08%	1.72%
Portfolio components:
IBM International Business Machines Corporation	2.49%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%	2.65%
VGT Vanguard Information Technology ETF	0.52%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
VFORX Vanguard Target Retirement 2040 Fund	2.52%	2.65%	2.38%	2.60%	20.68%	2.06%	2.28%	2.58%	1.95%	2.40%	2.99%	1.99%
AMZN Amazon.com, 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%
FXAIX Fidelity 500 Index Fund	1.54%	1.25%	1.45%	1.69%	1.22%	1.60%	1.95%	2.07%	1.81%	2.01%	2.56%	2.63%
VYM Vanguard High Dividend Yield ETF	2.83%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc Class A	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLG Invesco S&P 500® Top 50 ETF	0.73%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%	1.97%
VDE Vanguard Energy ETF	3.32%	3.23%	3.34%	3.65%	4.13%	4.76%	3.59%	3.35%	2.90%	2.31%	3.17%	1.98%
FZROX Fidelity ZERO Total Market Index Fund	1.14%	1.16%	1.36%	1.57%	1.08%	1.27%	1.45%	0.63%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.46%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
VUG Vanguard Growth ETF	0.47%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Nu2. 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 Nu2 was 30.81%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Nu2 drawdown is 0.90%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.81%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-28.17%	Dec 28, 2021	202	Oct 14, 2022	166	Jun 14, 2023	368
-24.56%	Oct 2, 2018	58	Dec 24, 2018	81	Apr 23, 2019	139
-19.69%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-11.34%	Sep 3, 2020	39	Oct 28, 2020	34	Dec 16, 2020	73

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 9.50, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	VDE	IBM	COST	META	NVDA	AMZN	VYM	GOOGL	MSFT	VFORX	VGT	VUG	FZROX	XLG	FXAIX	Portfolio
^GSPC	1.00	0.49	0.58	0.59	0.64	0.68	0.68	0.83	0.72	0.77	0.95	0.91	0.94	0.99	0.96	1.00	0.94
VDE	0.49	1.00	0.43	0.16	0.21	0.24	0.20	0.67	0.28	0.20	0.52	0.33	0.33	0.51	0.38	0.49	0.40
IBM	0.58	0.43	1.00	0.34	0.28	0.29	0.28	0.67	0.35	0.37	0.57	0.47	0.46	0.57	0.51	0.58	0.63
COST	0.59	0.16	0.34	1.00	0.40	0.42	0.46	0.47	0.43	0.51	0.53	0.54	0.58	0.56	0.59	0.58	0.57
META	0.64	0.21	0.28	0.40	1.00	0.57	0.64	0.38	0.66	0.62	0.61	0.66	0.72	0.63	0.70	0.64	0.70
NVDA	0.68	0.24	0.29	0.42	0.57	1.00	0.61	0.40	0.57	0.64	0.64	0.80	0.77	0.67	0.73	0.68	0.76
AMZN	0.68	0.20	0.28	0.46	0.64	0.61	1.00	0.38	0.68	0.71	0.64	0.73	0.78	0.67	0.76	0.68	0.77
VYM	0.83	0.67	0.67	0.47	0.38	0.40	0.38	1.00	0.46	0.47	0.82	0.61	0.63	0.83	0.70	0.83	0.69
GOOGL	0.72	0.28	0.35	0.43	0.66	0.57	0.68	0.46	1.00	0.73	0.68	0.72	0.78	0.71	0.79	0.72	0.77
MSFT	0.77	0.20	0.37	0.51	0.62	0.64	0.71	0.47	0.73	1.00	0.70	0.85	0.85	0.75	0.85	0.77	0.84
VFORX	0.95	0.52	0.57	0.53	0.61	0.64	0.64	0.82	0.68	0.70	1.00	0.86	0.89	0.96	0.89	0.96	0.89
VGT	0.91	0.33	0.47	0.54	0.66	0.80	0.73	0.61	0.72	0.85	0.86	1.00	0.97	0.90	0.94	0.91	0.94
VUG	0.94	0.33	0.46	0.58	0.72	0.77	0.78	0.63	0.78	0.85	0.89	0.97	1.00	0.93	0.97	0.94	0.95
FZROX	0.99	0.51	0.57	0.56	0.63	0.67	0.67	0.83	0.71	0.75	0.96	0.90	0.93	1.00	0.94	0.99	0.92
XLG	0.96	0.38	0.51	0.59	0.70	0.73	0.76	0.70	0.79	0.85	0.89	0.94	0.97	0.94	1.00	0.96	0.95
FXAIX	1.00	0.49	0.58	0.58	0.64	0.68	0.68	0.83	0.72	0.77	0.96	0.91	0.94	0.99	0.96	1.00	0.93
Portfolio	0.94	0.40	0.63	0.57	0.70	0.76	0.77	0.69	0.77	0.84	0.89	0.94	0.95	0.92	0.95	0.93	1.00

The correlation results are calculated based on daily price changes starting from Aug 6, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Nu2

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