Top 12 starting 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top 12 starting 2024, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Nov 21, 2024, the Top 12 starting 2024 returned 24.83% Year-To-Date and 21.76% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Top 12 starting 2024 | 24.83% | 1.90% | 12.76% | 32.52% | 24.29% | 21.76% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
VGT Vanguard Information Technology ETF | 27.28% | 0.97% | 13.82% | 34.56% | 22.52% | 20.69% |
ADBE Adobe Inc | -16.28% | 0.36% | 3.22% | -18.25% | 10.82% | 21.53% |
AMD Advanced Micro Devices, Inc. | -6.65% | -12.86% | -16.87% | 15.47% | 28.68% | 47.89% |
CMG Chipotle Mexican Grill, Inc. | 28.73% | -1.37% | -6.64% | 33.96% | 30.79% | 16.20% |
CRM salesforce.com, inc. | 24.32% | 11.81% | 15.11% | 45.84% | 15.03% | 18.89% |
INTU Intuit Inc. | 4.71% | 5.97% | -2.64% | 16.42% | 20.96% | 22.68% |
LLY Eli Lilly and Company | 30.09% | -16.72% | -5.88% | 27.97% | 47.40% | 29.82% |
MELI MercadoLibre, Inc. | 22.89% | -8.06% | 11.20% | 29.14% | 27.94% | 30.35% |
PANW Palo Alto Networks, Inc. | 33.24% | 3.83% | 27.32% | 48.81% | 36.84% | 26.95% |
TSLA Tesla, Inc. | 37.65% | 56.29% | 89.90% | 41.80% | 73.10% | 35.76% |
V Visa Inc. | 18.97% | 7.37% | 11.98% | 22.80% | 12.19% | 17.93% |
Monthly Returns
The table below presents the monthly returns of Top 12 starting 2024, 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 | 2.65% | 4.85% | 0.68% | -4.18% | 4.66% | 6.16% | -0.75% | 2.78% | 2.10% | -1.15% | 24.83% | ||
| 2023 | 10.96% | -0.34% | 8.14% | 0.28% | 5.64% | 6.83% | 2.86% | -0.51% | -5.59% | -1.69% | 13.24% | 4.42% | 52.00% |
| 2022 | -7.72% | -3.24% | 3.77% | -10.85% | -1.21% | -8.60% | 12.55% | -4.71% | -10.25% | 7.30% | 4.89% | -8.18% | -25.80% |
| 2021 | -0.08% | 1.00% | 0.71% | 5.55% | -0.72% | 6.41% | 4.08% | 4.36% | -4.91% | 8.27% | 1.32% | 1.99% | 30.97% |
| 2020 | 4.83% | -7.33% | -11.20% | 15.58% | 8.27% | 5.68% | 7.65% | 12.65% | -5.41% | -4.19% | 13.91% | 6.01% | 51.39% |
| 2019 | 9.25% | 6.77% | 3.37% | 3.43% | -6.79% | 7.56% | 2.95% | -1.55% | 0.24% | 3.73% | 5.02% | 4.74% | 44.93% |
| 2018 | 8.46% | -1.49% | -3.19% | 2.37% | 5.02% | 1.28% | 3.39% | 7.56% | 1.23% | -7.63% | 1.46% | -8.00% | 9.30% |
| 2017 | 5.08% | 5.41% | 0.75% | 2.10% | 3.57% | -0.81% | 2.56% | 1.34% | 1.00% | 3.44% | 2.39% | 0.47% | 30.76% |
| 2016 | -7.00% | -0.53% | 8.44% | -0.82% | 4.05% | -0.69% | 6.34% | 1.23% | 1.43% | -1.73% | 1.28% | 2.50% | 14.52% |
| 2015 | -2.85% | 7.40% | -2.57% | 1.78% | 2.85% | -1.72% | 2.32% | -6.56% | -1.44% | 7.70% | 2.56% | -1.49% | 7.25% |
| 2014 | -1.68% | 6.95% | -1.13% | -1.35% | 3.02% | 4.11% | -0.83% | 5.15% | -1.55% | 2.71% | 3.96% | -1.19% | 19.15% |
| 2013 | 4.36% | 0.85% | 3.64% | 2.34% | 7.05% | -1.35% | 6.26% | -0.55% | 4.85% | 2.92% | 2.35% | 4.27% | 43.47% |
Expense Ratio
Top 12 starting 2024 has an expense ratio of 0.05%, which is considered low compared to other funds. 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 Top 12 starting 2024 is 34, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.62 | 3.50 | 1.49 | 3.78 | 17.12 |
VGT Vanguard Information Technology ETF | 1.59 | 2.11 | 1.29 | 2.20 | 7.89 |
ADBE Adobe Inc | -0.54 | -0.57 | 0.92 | -0.51 | -1.07 |
AMD Advanced Micro Devices, Inc. | 0.27 | 0.71 | 1.09 | 0.34 | 0.60 |
CMG Chipotle Mexican Grill, Inc. | 1.21 | 1.68 | 1.24 | 1.27 | 2.99 |
CRM salesforce.com, inc. | 1.29 | 1.69 | 1.29 | 1.46 | 3.42 |
INTU Intuit Inc. | 0.60 | 0.93 | 1.13 | 0.88 | 2.68 |
LLY Eli Lilly and Company | 0.90 | 1.42 | 1.19 | 1.11 | 4.11 |
MELI MercadoLibre, Inc. | 0.83 | 1.27 | 1.19 | 0.96 | 3.12 |
PANW Palo Alto Networks, Inc. | 1.17 | 1.49 | 1.27 | 1.67 | 3.49 |
TSLA Tesla, Inc. | 0.74 | 1.49 | 1.18 | 0.69 | 1.97 |
V Visa Inc. | 1.45 | 1.96 | 1.28 | 1.92 | 4.88 |
Dividends
Dividend yield
Top 12 starting 2024 provided a 0.72% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.72% | 0.80% | 0.99% | 0.73% | 0.91% | 1.15% | 1.28% | 1.09% | 1.31% | 1.32% | 1.19% | 1.19% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
ADBE Adobe 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% |
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% |
CMG Chipotle Mexican Grill, 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% |
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% |
INTU Intuit Inc. | 0.57% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
LLY Eli Lilly and Company | 0.69% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% |
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% |
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% |
V Visa Inc. | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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 Top 12 starting 2024. 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 Top 12 starting 2024 was 33.59%, occurring on Mar 23, 2020. Recovery took 63 trading sessions.
The current Top 12 starting 2024 drawdown is 2.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 63 | Jun 22, 2020 | 86 |
| -30.56% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -20.98% | Oct 2, 2018 | 58 | Dec 24, 2018 | 45 | Mar 1, 2019 | 103 |
| -16.46% | Dec 2, 2015 | 47 | Feb 9, 2016 | 74 | May 25, 2016 | 121 |
| -13.06% | Jul 21, 2015 | 26 | Aug 25, 2015 | 52 | Nov 6, 2015 | 78 |
Volatility
Volatility Chart
The current Top 12 starting 2024 volatility is 5.42%, 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
| LLY | CMG | TSLA | AMD | PANW | MELI | V | CRM | INTU | ADBE | VOO | VGT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.19 | 0.13 | 0.17 | 0.21 | 0.20 | 0.30 | 0.26 | 0.31 | 0.29 | 0.42 | 0.34 |
| CMG | 0.19 | 1.00 | 0.29 | 0.29 | 0.32 | 0.34 | 0.32 | 0.38 | 0.38 | 0.39 | 0.44 | 0.44 |
| TSLA | 0.13 | 0.29 | 1.00 | 0.34 | 0.35 | 0.37 | 0.28 | 0.38 | 0.36 | 0.38 | 0.44 | 0.47 |
| AMD | 0.17 | 0.29 | 0.34 | 1.00 | 0.34 | 0.37 | 0.36 | 0.42 | 0.42 | 0.45 | 0.50 | 0.58 |
| PANW | 0.21 | 0.32 | 0.35 | 0.34 | 1.00 | 0.39 | 0.37 | 0.50 | 0.46 | 0.47 | 0.48 | 0.55 |
| MELI | 0.20 | 0.34 | 0.37 | 0.37 | 0.39 | 1.00 | 0.41 | 0.48 | 0.47 | 0.48 | 0.54 | 0.56 |
| V | 0.30 | 0.32 | 0.28 | 0.36 | 0.37 | 0.41 | 1.00 | 0.51 | 0.55 | 0.57 | 0.68 | 0.65 |
| CRM | 0.26 | 0.38 | 0.38 | 0.42 | 0.50 | 0.48 | 0.51 | 1.00 | 0.61 | 0.65 | 0.61 | 0.69 |
| INTU | 0.31 | 0.38 | 0.36 | 0.42 | 0.46 | 0.47 | 0.55 | 0.61 | 1.00 | 0.67 | 0.69 | 0.72 |
| ADBE | 0.29 | 0.39 | 0.38 | 0.45 | 0.47 | 0.48 | 0.57 | 0.65 | 0.67 | 1.00 | 0.67 | 0.74 |
| VOO | 0.42 | 0.44 | 0.44 | 0.50 | 0.48 | 0.54 | 0.68 | 0.61 | 0.69 | 0.67 | 1.00 | 0.89 |
| VGT | 0.34 | 0.44 | 0.47 | 0.58 | 0.55 | 0.56 | 0.65 | 0.69 | 0.72 | 0.74 | 0.89 | 1.00 |