SF
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 25% |
MSFT Microsoft Corporation | Technology | 25% |
NVDA NVIDIA Corporation | Technology | 25% |
RHM.DE Rheinmetall AG | Industrials | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SF, 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 Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Apr 8, 2025, the SF returned 9.17% Year-To-Date and 43.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.93% | -12.27% | -11.13% | -2.73% | 13.04% | 9.21% |
| SF | -25.70% | -14.95% | -20.74% | 12.06% | 50.70% | 38.78% |
| Portfolio components: | ||||||
AAPL Apple Inc | -27.46% | -24.10% | -17.97% | 7.51% | 22.37% | 19.87% |
MSFT Microsoft Corporation | -14.93% | -9.01% | -12.27% | -15.26% | 17.31% | 25.16% |
NVDA NVIDIA Corporation | -27.29% | -13.35% | -23.54% | 10.97% | 69.02% | 65.92% |
RHM.DE Rheinmetall AG | 112.07% | 12.30% | 144.16% | 135.77% | 85.77% | 40.63% |
Monthly Returns
The table below presents the monthly returns of SF, 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 | -9.26% | 4.16% | -11.24% | -11.43% | -25.70% | ||||||||
| 2024 | 14.65% | 20.14% | 9.95% | -3.65% | 23.71% | 11.80% | -3.26% | 2.32% | 1.62% | 6.69% | 4.54% | -1.35% | 123.36% |
| 2023 | 21.36% | 10.70% | 16.17% | 1.20% | 21.70% | 10.83% | 6.96% | 2.07% | -10.77% | -3.99% | 13.41% | 4.31% | 135.74% |
| 2022 | -10.03% | -2.50% | 9.31% | -21.56% | -2.61% | -12.92% | 18.39% | -9.57% | -15.09% | 10.83% | 8.67% | -12.64% | -39.00% |
| 2021 | -0.47% | -2.05% | -0.81% | 9.76% | 1.23% | 16.34% | 1.68% | 9.58% | -7.10% | 15.18% | 20.03% | -3.09% | 73.36% |
| 2020 | 3.36% | -2.00% | -5.18% | 13.22% | 14.20% | 11.08% | 14.11% | 23.14% | -5.09% | -6.73% | 8.37% | 4.97% | 95.19% |
| 2019 | 6.62% | 5.65% | 11.95% | 3.83% | -17.19% | 15.99% | 5.25% | -1.09% | 5.92% | 12.10% | 7.33% | 9.25% | 82.28% |
| 2018 | 12.44% | 2.00% | -4.66% | -2.34% | 12.32% | -3.83% | 3.28% | 16.50% | -0.40% | -14.02% | -19.21% | -14.16% | -17.56% |
| 2017 | 3.97% | 4.50% | 5.88% | -1.25% | 18.06% | -3.08% | 7.32% | 7.50% | -0.45% | 12.36% | -0.17% | -2.42% | 63.40% |
| 2016 | -7.58% | 1.19% | 12.78% | -10.63% | 11.84% | -3.34% | 12.79% | 3.95% | 7.66% | 1.55% | 8.45% | 8.73% | 54.03% |
| 2015 | 4.31% | 10.85% | -3.48% | 1.65% | 3.82% | -4.39% | -2.58% | -3.71% | -0.47% | 9.31% | 1.55% | -7.63% | 7.81% |
| 2014 | -8.64% | 8.09% | 0.80% | 7.77% | 6.92% | 2.05% | 0.89% | 7.37% | -2.42% | 6.33% | 9.79% | -6.50% | 35.05% |
Expense Ratio
SF has an expense ratio of 0.00%, meaning no management fees are charged. 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
With an overall rank of 97, SF is among the top 3% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.28 | 0.54 | 1.08 | 0.26 | 1.08 |
MSFT Microsoft Corporation | -0.60 | -0.68 | 0.91 | -0.57 | -1.34 |
NVDA NVIDIA Corporation | 0.21 | 0.66 | 1.08 | 0.32 | 0.94 |
RHM.DE Rheinmetall AG | 3.11 | 3.88 | 1.52 | 7.72 | 18.40 |
Dividends
Dividend yield
SF provided a 0.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.48% | 0.52% | 0.69% | 0.91% | 0.91% | 1.80% | 1.14% | 1.54% | 1.24% | 1.62% | 1.49% | 1.74% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.55% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.88% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
RHM.DE Rheinmetall AG | 0.46% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% |
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 SF. 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 SF was 79.62%, occurring on Oct 9, 2002. Recovery took 802 trading sessions.
The current SF drawdown is 14.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.62% | Jan 4, 2002 | 198 | Oct 9, 2002 | 802 | Nov 16, 2005 | 1000 |
| -72.1% | Oct 24, 2007 | 279 | Nov 20, 2008 | 545 | Jan 3, 2011 | 824 |
| -66.2% | Jun 22, 2000 | 131 | Dec 21, 2000 | 228 | Nov 9, 2001 | 359 |
| -46.05% | Dec 8, 2021 | 221 | Oct 14, 2022 | 152 | May 18, 2023 | 373 |
| -45.98% | Oct 4, 2018 | 64 | Jan 3, 2019 | 245 | Dec 13, 2019 | 309 |
Volatility
Volatility Chart
The current SF volatility is 15.53%, 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
| RHM.DE | AAPL | NVDA | MSFT | |
|---|---|---|---|---|
| RHM.DE | 1.00 | 0.11 | 0.16 | 0.14 |
| AAPL | 0.11 | 1.00 | 0.43 | 0.50 |
| NVDA | 0.16 | 0.43 | 1.00 | 0.48 |
| MSFT | 0.14 | 0.50 | 0.48 | 1.00 |