Nighthawk
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CAT Caterpillar Inc. | Industrials | 20% |
CME CME Group Inc. | Financial Services | 20% |
COST Costco Wholesale Corporation | Consumer Defensive | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nighthawk, 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.
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Mar 22, 2025, the Nighthawk returned -8.76% Year-To-Date and 26.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.64% | -5.75% | -0.61% | 8.28% | 18.37% | 10.71% |
| Nighthawk | -20.31% | -15.09% | 4.06% | 25.82% | 31.18% | 23.05% |
| Portfolio components: | ||||||
CAT Caterpillar Inc. | -7.10% | -1.25% | -8.30% | -4.82% | 29.94% | 18.57% |
GOOG Alphabet Inc. | -12.60% | -8.34% | 1.21% | 10.06% | 24.22% | 19.76% |
TSLA Tesla, Inc. | -38.41% | -26.37% | 4.39% | 45.59% | 49.41% | 34.78% |
CME CME Group Inc. | 13.96% | 6.34% | 27.86% | 28.46% | 16.29% | 15.36% |
COST Costco Wholesale Corporation | -0.66% | -12.15% | 0.50% | 24.42% | 28.37% | 21.95% |
Monthly Returns
The table below presents the monthly returns of Nighthawk, 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 | 2.84% | -14.19% | -20.31% | ||||||||||
| 2024 | -9.96% | 6.57% | -3.06% | 0.96% | 2.49% | 5.42% | 4.65% | -0.28% | 9.61% | -1.88% | 19.07% | 6.91% | 44.96% |
| 2023 | 20.64% | 5.72% | 2.59% | -9.77% | 11.15% | 15.95% | 4.59% | -0.86% | -1.91% | -11.38% | 12.22% | 6.47% | 63.88% |
| 2022 | -8.88% | -3.66% | 16.08% | -15.18% | -9.92% | -6.93% | 19.75% | -5.97% | -6.72% | -5.21% | -4.12% | -21.34% | -45.59% |
| 2021 | 6.57% | -5.85% | 1.44% | 5.80% | -4.40% | 4.07% | 2.51% | 5.07% | 0.06% | 28.10% | 2.05% | -2.78% | 46.74% |
| 2020 | 11.46% | -5.31% | -11.01% | 15.13% | 4.12% | 5.26% | 13.99% | 32.56% | -8.09% | -3.89% | 26.43% | 13.16% | 126.28% |
| 2019 | 1.17% | 1.50% | -1.47% | 1.77% | -4.24% | 6.24% | 3.80% | 3.02% | 0.43% | 4.86% | 1.70% | 3.69% | 24.40% |
| 2018 | 7.40% | -0.79% | -6.45% | 1.00% | 2.86% | 2.78% | 0.99% | 3.77% | -0.97% | -0.67% | 3.93% | -5.19% | 8.11% |
| 2017 | 5.72% | 2.63% | -0.39% | 6.34% | 4.93% | -0.63% | -1.34% | 3.01% | 3.63% | 2.16% | 4.73% | 2.94% | 38.99% |
| 2016 | -6.75% | -0.03% | 8.83% | -2.81% | 0.67% | -0.17% | 8.20% | -0.98% | -1.35% | -2.81% | 4.42% | 4.60% | 11.21% |
| 2015 | -3.99% | 5.94% | -1.46% | 1.76% | 2.34% | -0.50% | 4.65% | -3.08% | -1.91% | 4.23% | 4.10% | -0.50% | 11.54% |
| 2014 | -2.17% | 1.13% | 4.40% | -1.66% | 7.02% | -2.14% | 2.28% | 1.25% | -2.33% | 7.59% |
Expense Ratio
Nighthawk 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
With an overall rank of 77, Nighthawk is among the top 23% 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.
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 | |
|---|---|---|---|---|---|
CAT Caterpillar Inc. | -0.14 | -0.00 | 1.00 | -0.17 | -0.37 |
GOOG Alphabet Inc. | 0.46 | 0.81 | 1.10 | 0.58 | 1.27 |
TSLA Tesla, Inc. | 0.67 | 1.41 | 1.16 | 0.69 | 2.53 |
CME CME Group Inc. | 1.64 | 2.28 | 1.28 | 1.86 | 6.57 |
COST Costco Wholesale Corporation | 1.24 | 1.73 | 1.22 | 1.44 | 5.42 |
Dividends
Dividend yield
Nighthawk provided a 1.33% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.33% | 1.36% | 1.83% | 1.55% | 1.12% | 1.78% | 1.23% | 1.22% | 2.20% | 1.86% | 2.76% | 1.64% |
| Portfolio components: | ||||||||||||
CAT Caterpillar Inc. | 1.65% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
GOOG Alphabet Inc. | 0.48% | 0.32% | 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% |
CME CME Group Inc. | 3.99% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
COST Costco Wholesale Corporation | 0.51% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
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 Nighthawk. 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 Nighthawk was 51.69%, occurring on Jan 3, 2023. Recovery took 464 trading sessions.
The current Nighthawk drawdown is 14.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.69% | Nov 5, 2021 | 291 | Jan 3, 2023 | 464 | Nov 6, 2024 | 755 |
| -33.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -31.43% | Dec 18, 2024 | 60 | Mar 18, 2025 | — | — | — |
| -20.44% | Jan 11, 2021 | 39 | Mar 8, 2021 | 127 | Sep 7, 2021 | 166 |
| -18.28% | Sep 1, 2020 | 5 | Sep 8, 2020 | 51 | Nov 18, 2020 | 56 |
Volatility
Volatility Chart
The current Nighthawk volatility is 11.88%, 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
| CME | TSLA | CAT | COST | GOOG | |
|---|---|---|---|---|---|
| CME | 1.00 | 0.12 | 0.23 | 0.26 | 0.24 |
| TSLA | 0.12 | 1.00 | 0.25 | 0.27 | 0.38 |
| CAT | 0.23 | 0.25 | 1.00 | 0.27 | 0.34 |
| COST | 0.26 | 0.27 | 0.27 | 1.00 | 0.41 |
| GOOG | 0.24 | 0.38 | 0.34 | 0.41 | 1.00 |