GLOBAL-TOP-COMPANY
精心挑选的美股长持投资组合，强调长期投资，通过深入研究和精选顶级公司，力求在波动的市场中获得稳健的回报。本组合，动态汇集了引领全球创新与增长的顶级公司，精选在各自行业中拥有长期增长趋势和运营杠杆的公司，处于领先地位，财务状况强大，管理团队卓越。长期持有这些顶级，我们可以在科技、医疗、消费和金融等多个领域获得稳健的回报和持续的增长。
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 8% |
CBOE Cboe Global Markets, Inc. | Financial Services | 6% |
CRM salesforce.com, inc. | Technology | 4% |
DDOG Datadog, Inc. | Technology | 0% |
INTU Intuit Inc. | Technology | 8% |
MCO Moody's Corporation | Financial Services | 8% |
MSCI MSCI Inc. | Financial Services | 6% |
NOW ServiceNow, Inc. | Technology | 8% |
ORCL Oracle Corporation | Technology | 4% |
RELX RELX PLC | Communication Services | 8% |
SAP SAP SE | Technology | 8% |
SNPS Synopsys, Inc. | Technology | 8% |
TEL TE Connectivity Ltd. | Technology | 8% |
TRI Thomson Reuters Corp | Industrials | 8% |
ZS Zscaler, Inc. | Technology | 2% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLOBAL-TOP-COMPANY, 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 Sep 19, 2019, corresponding to the inception date of DDOG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| GLOBAL-TOP-COMPANY | 24.72% | 4.51% | 16.90% | 35.96% | 23.48% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.46% | -0.80% | 24.27% | 22.36% | 29.07% | 25.02% |
MCO Moody's Corporation | 22.93% | 1.66% | 19.66% | 39.64% | 18.01% | 18.27% |
MSCI MSCI Inc. | 5.95% | -0.91% | 23.18% | 16.54% | 20.56% | 29.99% |
TEL TE Connectivity Ltd. | 11.78% | 5.92% | 6.99% | 24.56% | 12.59% | 11.77% |
RELX RELX PLC | 23.19% | 3.49% | 10.96% | 34.44% | 17.82% | 14.00% |
CRM salesforce.com, inc. | 22.89% | 10.95% | 16.73% | 51.37% | 14.89% | 17.61% |
NOW ServiceNow, Inc. | 42.69% | 6.72% | 38.13% | 58.81% | 32.41% | 30.99% |
INTU Intuit Inc. | 10.12% | 10.48% | 8.54% | 30.14% | 22.34% | 23.44% |
DDOG Datadog, Inc. | 2.53% | -4.34% | 4.61% | 20.07% | 30.06% | N/A |
AMZN Amazon.com, Inc. | 37.01% | 11.53% | 11.04% | 45.01% | 18.68% | 29.64% |
SNPS Synopsys, Inc. | 9.06% | 5.34% | 0.87% | 8.23% | 32.53% | 29.67% |
ORCL Oracle Corporation | 81.70% | 7.89% | 63.03% | 69.42% | 29.44% | 18.54% |
CBOE Cboe Global Markets, Inc. | 11.25% | -4.81% | 9.40% | 13.88% | 13.03% | 13.76% |
ZS Zscaler, Inc. | -11.66% | 0.12% | 12.09% | 11.82% | 34.84% | N/A |
TRI Thomson Reuters Corp | 15.92% | 0.98% | 0.68% | 29.94% | 22.60% | 19.38% |
SAP SAP SE | 55.60% | 5.69% | 26.57% | 65.78% | 13.70% | 15.33% |
Monthly Returns
The table below presents the monthly returns of GLOBAL-TOP-COMPANY, 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 | 3.71% | 4.05% | -0.17% | -5.83% | 3.06% | 7.03% | 2.01% | 2.30% | 1.39% | -0.30% | 24.72% | ||
| 2023 | 12.04% | -1.87% | 7.90% | -0.52% | 4.99% | 6.04% | 3.66% | -0.17% | -4.62% | 0.21% | 14.89% | 2.83% | 53.53% |
| 2022 | -10.38% | -4.22% | 1.86% | -10.79% | -0.65% | -5.30% | 12.71% | -5.91% | -9.49% | 8.11% | 4.72% | -6.70% | -25.59% |
| 2021 | -2.70% | 1.20% | 0.74% | 7.38% | 0.89% | 6.42% | 5.66% | 6.46% | -5.56% | 9.51% | -0.55% | 1.26% | 33.99% |
| 2020 | 6.86% | -6.21% | -9.62% | 14.72% | 7.31% | 4.35% | 5.80% | 9.76% | -3.15% | -6.34% | 10.11% | 6.30% | 43.47% |
| 2019 | -2.27% | 2.35% | 4.85% | 1.32% | 6.28% |
Expense Ratio
GLOBAL-TOP-COMPANY 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 GLOBAL-TOP-COMPANY is 54, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.10 | 1.70 | 1.21 | 1.50 | 3.53 |
MCO Moody's Corporation | 2.16 | 2.54 | 1.40 | 2.82 | 11.62 |
MSCI MSCI Inc. | 0.68 | 1.08 | 1.16 | 0.58 | 1.70 |
TEL TE Connectivity Ltd. | 1.24 | 1.90 | 1.23 | 1.15 | 5.67 |
RELX RELX PLC | 2.21 | 2.96 | 1.37 | 4.61 | 12.60 |
CRM salesforce.com, inc. | 1.53 | 1.90 | 1.34 | 1.64 | 4.00 |
NOW ServiceNow, Inc. | 1.85 | 2.38 | 1.35 | 2.93 | 9.89 |
INTU Intuit Inc. | 1.20 | 1.63 | 1.22 | 1.27 | 5.39 |
DDOG Datadog, Inc. | 0.71 | 1.10 | 1.15 | 0.50 | 2.30 |
AMZN Amazon.com, Inc. | 1.73 | 2.39 | 1.31 | 1.89 | 7.92 |
SNPS Synopsys, Inc. | 0.31 | 0.68 | 1.08 | 0.43 | 1.00 |
ORCL Oracle Corporation | 2.11 | 3.01 | 1.44 | 3.43 | 12.65 |
CBOE Cboe Global Markets, Inc. | 0.70 | 1.12 | 1.13 | 1.00 | 2.29 |
ZS Zscaler, Inc. | 0.30 | 0.64 | 1.10 | 0.22 | 0.52 |
TRI Thomson Reuters Corp | 1.73 | 2.76 | 1.33 | 2.63 | 7.97 |
SAP SAP SE | 2.80 | 3.76 | 1.46 | 6.40 | 21.24 |
Dividends
Dividend yield
GLOBAL-TOP-COMPANY provided a 0.73% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.73% | 1.08% | 1.08% | 0.78% | 0.91% | 0.98% | 1.21% | 1.06% | 1.29% | 1.39% | 1.41% | 1.17% |
| Portfolio components: | ||||||||||||
AAPL 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% |
MCO Moody's Corporation | 0.70% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% | 1.15% |
MSCI MSCI Inc. | 0.81% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
TEL TE Connectivity Ltd. | 1.60% | 1.66% | 1.90% | 1.23% | 1.57% | 1.90% | 2.27% | 1.65% | 2.08% | 1.98% | 1.77% | 1.74% |
RELX RELX PLC | 1.58% | 1.73% | 2.42% | 2.05% | 2.39% | 2.20% | 2.69% | 1.99% | 2.48% | 3.64% | 3.96% | 2.38% |
CRM salesforce.com, inc. | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOW ServiceNow, 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% |
INTU Intuit Inc. | 0.55% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
DDOG Datadog, 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% |
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% |
SNPS Synopsys, 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% |
ORCL Oracle Corporation | 0.85% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
CBOE Cboe Global Markets, Inc. | 1.16% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.23% |
ZS Zscaler, 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% |
TRI Thomson Reuters Corp | 1.25% | 4.68% | 1.62% | 1.41% | 1.93% | 2.09% | 2.30% | 3.29% | 3.23% | 3.68% | 3.40% | 3.57% |
SAP SAP SE | 1.00% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% | 1.28% |
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 GLOBAL-TOP-COMPANY. 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 GLOBAL-TOP-COMPANY was 33.52%, occurring on Oct 14, 2022. Recovery took 268 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.52% | Nov 22, 2021 | 226 | Oct 14, 2022 | 268 | Nov 8, 2023 | 494 |
| -31.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -11.65% | Sep 3, 2020 | 41 | Oct 30, 2020 | 32 | Dec 16, 2020 | 73 |
| -7.77% | Feb 17, 2021 | 14 | Mar 8, 2021 | 22 | Apr 8, 2021 | 36 |
| -7.74% | Sep 7, 2021 | 20 | Oct 4, 2021 | 14 | Oct 22, 2021 | 34 |
Volatility
Volatility Chart
The current GLOBAL-TOP-COMPANY volatility is 3.80%, 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
| CBOE | RELX | ORCL | DDOG | TRI | TEL | ZS | SAP | AMZN | AAPL | MCO | MSCI | CRM | NOW | SNPS | INTU | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CBOE | 1.00 | 0.26 | 0.18 | 0.12 | 0.26 | 0.20 | 0.11 | 0.17 | 0.14 | 0.17 | 0.32 | 0.30 | 0.19 | 0.17 | 0.18 | 0.25 |
| RELX | 0.26 | 1.00 | 0.38 | 0.27 | 0.56 | 0.45 | 0.30 | 0.55 | 0.36 | 0.43 | 0.54 | 0.48 | 0.41 | 0.41 | 0.42 | 0.48 |
| ORCL | 0.18 | 0.38 | 1.00 | 0.29 | 0.41 | 0.46 | 0.34 | 0.48 | 0.44 | 0.47 | 0.49 | 0.47 | 0.46 | 0.46 | 0.51 | 0.51 |
| DDOG | 0.12 | 0.27 | 0.29 | 1.00 | 0.32 | 0.33 | 0.66 | 0.37 | 0.53 | 0.44 | 0.40 | 0.46 | 0.56 | 0.63 | 0.55 | 0.54 |
| TRI | 0.26 | 0.56 | 0.41 | 0.32 | 1.00 | 0.44 | 0.34 | 0.45 | 0.41 | 0.46 | 0.58 | 0.55 | 0.44 | 0.47 | 0.50 | 0.51 |
| TEL | 0.20 | 0.45 | 0.46 | 0.33 | 0.44 | 1.00 | 0.36 | 0.52 | 0.41 | 0.52 | 0.52 | 0.51 | 0.47 | 0.44 | 0.56 | 0.53 |
| ZS | 0.11 | 0.30 | 0.34 | 0.66 | 0.34 | 0.36 | 1.00 | 0.39 | 0.56 | 0.46 | 0.42 | 0.51 | 0.59 | 0.67 | 0.61 | 0.59 |
| SAP | 0.17 | 0.55 | 0.48 | 0.37 | 0.45 | 0.52 | 0.39 | 1.00 | 0.51 | 0.50 | 0.52 | 0.50 | 0.53 | 0.54 | 0.54 | 0.56 |
| AMZN | 0.14 | 0.36 | 0.44 | 0.53 | 0.41 | 0.41 | 0.56 | 0.51 | 1.00 | 0.61 | 0.47 | 0.48 | 0.60 | 0.62 | 0.61 | 0.61 |
| AAPL | 0.17 | 0.43 | 0.47 | 0.44 | 0.46 | 0.52 | 0.46 | 0.50 | 0.61 | 1.00 | 0.52 | 0.54 | 0.54 | 0.55 | 0.61 | 0.59 |
| MCO | 0.32 | 0.54 | 0.49 | 0.40 | 0.58 | 0.52 | 0.42 | 0.52 | 0.47 | 0.52 | 1.00 | 0.72 | 0.53 | 0.55 | 0.58 | 0.63 |
| MSCI | 0.30 | 0.48 | 0.47 | 0.46 | 0.55 | 0.51 | 0.51 | 0.50 | 0.48 | 0.54 | 0.72 | 1.00 | 0.56 | 0.61 | 0.60 | 0.64 |
| CRM | 0.19 | 0.41 | 0.46 | 0.56 | 0.44 | 0.47 | 0.59 | 0.53 | 0.60 | 0.54 | 0.53 | 0.56 | 1.00 | 0.71 | 0.64 | 0.68 |
| NOW | 0.17 | 0.41 | 0.46 | 0.63 | 0.47 | 0.44 | 0.67 | 0.54 | 0.62 | 0.55 | 0.55 | 0.61 | 0.71 | 1.00 | 0.70 | 0.69 |
| SNPS | 0.18 | 0.42 | 0.51 | 0.55 | 0.50 | 0.56 | 0.61 | 0.54 | 0.61 | 0.61 | 0.58 | 0.60 | 0.64 | 0.70 | 1.00 | 0.73 |
| INTU | 0.25 | 0.48 | 0.51 | 0.54 | 0.51 | 0.53 | 0.59 | 0.56 | 0.61 | 0.59 | 0.63 | 0.64 | 0.68 | 0.69 | 0.73 | 1.00 |