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Top 12 starting 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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 Every 3 months.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
1,104.87%
315.36%
Top 12 starting 2024
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of May 10, 2025, the Top 12 starting 2024 returned -4.91% Year-To-Date and 20.57% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%3.72%-5.60%8.55%14.11%10.45%
Top 12 starting 2024-4.91%5.86%-5.98%10.90%20.80%20.57%
VOO
Vanguard S&P 500 ETF
-3.41%3.92%-5.06%9.92%15.85%12.42%
VGT
Vanguard Information Technology ETF
-8.02%7.01%-8.30%11.53%18.78%19.37%
ADBE
Adobe Inc
-13.81%5.11%-22.52%-20.59%0.85%17.52%
AMD
Advanced Micro Devices, Inc.
-14.86%6.20%-30.49%-32.52%14.13%46.05%
CMG
Chipotle Mexican Grill, Inc.
-17.55%-2.38%-15.46%-23.10%21.90%14.65%
CRM
salesforce.com, inc.
-17.49%4.03%-14.22%0.68%9.56%14.51%
INTU
Intuit Inc.
4.39%9.81%-4.11%4.99%19.22%21.40%
LLY
Eli Lilly and Company
-4.68%-2.54%-11.36%-4.17%38.56%28.50%
MELI
MercadoLibre, Inc.
44.08%23.70%30.88%44.51%25.65%32.82%
PANW
Palo Alto Networks, Inc.
2.73%8.04%-4.48%26.45%39.39%22.21%
TSLA
Tesla, Inc.
-26.14%9.57%-7.15%73.44%40.54%33.81%
V
Visa Inc.
11.74%6.05%14.92%27.51%14.60%18.64%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.16%-2.11%-7.29%1.37%2.18%-4.91%
20242.65%4.85%0.68%-4.18%4.66%6.16%-0.75%2.78%2.10%-1.15%6.90%-1.52%25.04%
202310.96%-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%
20204.83%-7.33%-11.20%15.58%8.27%5.68%7.65%12.65%-5.41%-4.19%13.91%6.01%51.39%
20199.25%6.77%3.37%3.43%-6.79%7.56%2.95%-1.55%0.24%3.73%5.02%4.74%44.93%
20188.46%-1.49%-3.19%2.37%5.02%1.28%3.39%7.56%1.23%-7.63%1.46%-8.00%9.30%
20175.08%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%

Expense Ratio

Top 12 starting 2024 has an expense ratio of 0.05%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top 12 starting 2024 is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Top 12 starting 2024 is 3030
Overall Rank
The Sharpe Ratio Rank of Top 12 starting 2024 is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of Top 12 starting 2024 is 3030
Sortino Ratio Rank
The Omega Ratio Rank of Top 12 starting 2024 is 3030
Omega Ratio Rank
The Calmar Ratio Rank of Top 12 starting 2024 is 3131
Calmar Ratio Rank
The Martin Ratio Rank of Top 12 starting 2024 is 2929
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
0.520.891.130.572.18
VGT
Vanguard Information Technology ETF
0.390.731.100.431.39
ADBE
Adobe Inc
-0.56-0.640.90-0.44-1.08
AMD
Advanced Micro Devices, Inc.
-0.62-0.740.91-0.53-1.13
CMG
Chipotle Mexican Grill, Inc.
-0.68-0.770.91-0.67-1.21
CRM
salesforce.com, inc.
0.020.271.04-0.00-0.00
INTU
Intuit Inc.
0.150.361.050.120.25
LLY
Eli Lilly and Company
-0.110.081.01-0.20-0.40
MELI
MercadoLibre, Inc.
1.121.651.222.045.00
PANW
Palo Alto Networks, Inc.
0.741.101.130.832.52
TSLA
Tesla, Inc.
1.031.741.211.152.83
V
Visa Inc.
1.271.801.271.906.35

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.

Top 12 starting 2024 Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.46
  • 5-Year: 0.92
  • 10-Year: 0.93
  • All Time: 1.05

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 0.42 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Top 12 starting 2024 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.46
0.44
Top 12 starting 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Top 12 starting 2024 provided a 0.74% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.74%0.72%0.80%0.99%0.73%0.91%1.15%1.28%1.09%1.31%1.32%1.19%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
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.
0.59%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INTU
Intuit Inc.
0.61%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
LLY
Eli Lilly and Company
0.74%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%
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.
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.09%
-7.88%
Top 12 starting 2024
Benchmark (^GSPC)
Portfolio components

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 9.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.59%Feb 20, 202023Mar 23, 202063Jun 22, 202086
-30.56%Dec 28, 2021202Oct 14, 2022185Jul 13, 2023387
-22.88%Dec 9, 202482Apr 8, 2025
-20.98%Oct 2, 201858Dec 24, 201845Mar 1, 2019103
-16.46%Dec 2, 201547Feb 9, 201674May 25, 2016121

Volatility

Volatility Chart

The current Top 12 starting 2024 volatility is 8.11%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.11%
6.82%
Top 12 starting 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 3.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

^GSPCLLYCMGTSLAAMDPANWMELIVCRMINTUADBEVOOVGTPortfolio
^GSPC1.000.420.450.450.510.490.540.680.620.690.671.000.890.92
LLY0.421.000.200.140.180.220.210.300.260.310.290.420.340.39
CMG0.450.201.000.290.300.330.340.330.390.390.390.440.440.50
TSLA0.450.140.291.000.350.360.370.290.390.370.380.450.480.56
AMD0.510.180.300.351.000.340.380.360.420.420.450.510.590.63
PANW0.490.220.330.360.341.000.400.370.510.470.480.480.550.60
MELI0.540.210.340.370.380.401.000.410.480.470.480.530.560.63
V0.680.300.330.290.360.370.411.000.500.550.570.680.640.67
CRM0.620.260.390.390.420.510.480.501.000.610.650.620.690.73
INTU0.690.310.390.370.420.470.470.550.611.000.660.690.720.75
ADBE0.670.290.390.380.450.480.480.570.650.661.000.670.730.76
VOO1.000.420.440.450.510.480.530.680.620.690.671.000.890.92
VGT0.890.340.440.480.590.550.560.640.690.720.730.891.000.96
Portfolio0.920.390.500.560.630.600.630.670.730.750.760.920.961.00
The correlation results are calculated based on daily price changes starting from Jul 23, 2012