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Best performing companies over - 10 years

Last updated Feb 21, 2024

Asset Allocation


CELH 10%NVDA 10%AMD 10%TSLA 10%AVGO 10%CDNS 10%BLDR 10%FICO 10%PANW 10%TPL 10%EquityEquity
PositionCategory/SectorWeight
CELH
Celsius Holdings, Inc.
Consumer Defensive

10%

NVDA
NVIDIA Corporation
Technology

10%

AMD
Advanced Micro Devices, Inc.
Technology

10%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

AVGO
Broadcom Inc.
Technology

10%

CDNS
Cadence Design Systems, Inc.
Technology

10%

BLDR
Builders FirstSource, Inc.
Industrials

10%

FICO
Fair Isaac Corporation
Technology

10%

PANW
Palo Alto Networks, Inc.
Technology

10%

TPL
Texas Pacific Land Corporation
Energy

10%

Performance

The chart shows the growth of an initial investment of $10,000 in Best performing companies over - 10 years, 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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
29.32%
13.40%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns

As of Feb 21, 2024, the Best performing companies over - 10 years returned 10.24% Year-To-Date and 54.78% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Best performing companies over - 10 years10.24%4.38%29.31%89.03%65.66%54.78%
CELH
Celsius Holdings, Inc.
16.58%22.25%7.12%101.05%17.98%13.50%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%
AMD
Advanced Micro Devices, Inc.
12.40%-4.90%56.81%111.07%47.40%46.40%
TSLA
Tesla, Inc.
-22.02%-8.69%-16.91%-6.98%58.60%30.14%
AVGO
Broadcom Inc.
9.88%1.27%44.77%110.63%38.91%39.26%
CDNS
Cadence Design Systems, Inc.
7.23%-0.02%29.52%50.21%39.55%34.52%
BLDR
Builders FirstSource, Inc.
9.56%6.02%38.76%124.47%67.76%35.62%
FICO
Fair Isaac Corporation
8.18%-0.08%49.28%84.58%38.79%37.41%
PANW
Palo Alto Networks, Inc.
24.15%8.39%56.08%116.26%37.27%31.10%
TPL
Texas Pacific Land Corporation
-5.18%0.22%-20.49%-16.28%15.81%28.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.20%
20233.54%6.69%-6.75%-4.88%14.26%8.86%

Sharpe Ratio

The current Best performing companies over - 10 years Sharpe ratio is 3.83. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.83

The Sharpe ratio of Best performing companies over - 10 years is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2024February
3.83
1.75
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Dividend yield

Best performing companies over - 10 years granted a 0.24% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Best performing companies over - 10 years0.24%0.26%0.45%0.32%0.67%0.46%0.43%0.26%0.21%0.27%0.34%0.42%
CELH
Celsius 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%
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%
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%
AVGO
Broadcom Inc.
1.55%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
CDNS
Cadence Design Systems, 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%
BLDR
Builders FirstSource, 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%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%0.13%
PANW
Palo Alto Networks, 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%
TPL
Texas Pacific Land Corporation
0.87%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.22%0.27%

Expense Ratio

The Best performing companies over - 10 years 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CELH
Celsius Holdings, Inc.
1.92
NVDA
NVIDIA Corporation
4.70
AMD
Advanced Micro Devices, Inc.
2.35
TSLA
Tesla, Inc.
-0.08
AVGO
Broadcom Inc.
3.35
CDNS
Cadence Design Systems, Inc.
1.85
BLDR
Builders FirstSource, Inc.
2.88
FICO
Fair Isaac Corporation
3.14
PANW
Palo Alto Networks, Inc.
2.95
TPL
Texas Pacific Land Corporation
-0.58

Asset Correlations Table

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

TPLCELHTSLABLDRPANWFICOAMDAVGOCDNSNVDA
TPL1.000.100.140.200.140.180.160.200.180.19
CELH0.101.000.170.170.170.160.170.160.210.19
TSLA0.140.171.000.280.360.280.340.370.370.40
BLDR0.200.170.281.000.310.390.300.360.370.34
PANW0.140.170.360.311.000.420.340.400.480.43
FICO0.180.160.280.390.421.000.380.430.540.44
AMD0.160.170.340.300.340.381.000.460.470.61
AVGO0.200.160.370.360.400.430.461.000.550.58
CDNS0.180.210.370.370.480.540.470.551.000.58
NVDA0.190.190.400.340.430.440.610.580.581.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.33%
-1.08%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Best performing companies over - 10 years. 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 Best performing companies over - 10 years was 46.82%, occurring on Mar 18, 2020. Recovery took 50 trading sessions.

The current Best performing companies over - 10 years drawdown is 2.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.82%Feb 20, 202020Mar 18, 202050May 29, 202070
-28.81%Sep 17, 201869Dec 24, 201857Mar 19, 2019126
-27.24%Dec 28, 2021119Jun 16, 2022157Feb 1, 2023276
-20.98%Dec 30, 201530Feb 11, 201624Mar 17, 201654
-19.82%Sep 9, 201425Oct 13, 201478Feb 4, 2015103

Volatility Chart

The current Best performing companies over - 10 years volatility is 6.36%, 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%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
6.36%
3.37%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components
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