Top 10 Sharpe Ratio based

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Top 10 Sharpe Ratio based

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMD Advanced Micro Devices, Inc.	Technology	3.04%
MA Mastercard Inc	Financial Services	9.86%
MSFT Microsoft Corporation	Technology	33.39%
NFLX Netflix, Inc.	Communication Services	4.97%
NOW ServiceNow, Inc.	Technology	11.59%
NVDA NVIDIA Corporation	Technology	17.65%
PANW Palo Alto Networks, Inc.	Technology	9.02%
TSLA Tesla, Inc.	Consumer Cyclical	7.56%
V Visa Inc.	Financial Services	2.93%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

As of May 17, 2025, the Top 10 Sharpe Ratio based returned 6.10% Year-To-Date and 40.34% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
Top 10 Sharpe Ratio based	6.10%	24.61%	8.42%	33.37%	37.91%	40.34%
Portfolio components:
AMD Advanced Micro Devices, Inc.	-3.00%	32.71%	-13.14%	-27.95%	16.71%	48.42%
MA Mastercard Inc	11.11%	13.60%	12.11%	27.86%	16.59%	20.84%
MSFT Microsoft Corporation	8.19%	22.47%	10.10%	8.73%	21.08%	27.18%
NFLX Netflix, Inc.	33.68%	23.91%	44.61%	95.17%	21.33%	29.84%
NVDA NVIDIA Corporation	0.84%	29.58%	-4.62%	43.53%	74.35%	75.00%
V Visa Inc.	15.92%	10.38%	18.31%	31.43%	15.61%	18.81%
PANW Palo Alto Networks, Inc.	6.06%	13.68%	-0.27%	21.84%	39.15%	22.07%
NOW ServiceNow, Inc.	-1.88%	30.57%	2.85%	37.23%	22.99%	29.69%
TSLA Tesla, Inc.	-13.34%	44.89%	9.12%	100.17%	45.84%	35.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of Top 10 Sharpe Ratio based, 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	-1.52%	-3.30%	-8.24%	6.57%	13.92%								6.10%
2024	8.56%	8.34%	2.35%	-5.34%	7.23%	9.33%	-1.82%	2.45%	3.70%	0.68%	8.86%	0.17%	52.97%
2023	15.87%	6.09%	11.70%	-0.33%	15.27%	8.86%	1.87%	0.27%	-6.00%	0.47%	14.81%	2.42%	94.81%
2022	-9.27%	-1.60%	4.11%	-15.98%	-2.36%	-8.36%	11.96%	-6.65%	-11.62%	5.61%	9.02%	-9.91%	-33.05%
2021	0.30%	1.14%	-1.91%	7.10%	-0.84%	10.96%	3.89%	7.00%	-3.13%	15.99%	5.25%	-1.63%	51.65%
2020	10.53%	-1.86%	-7.77%	17.51%	9.37%	7.78%	9.10%	19.07%	-5.32%	-6.04%	13.18%	6.66%	93.36%
2019	9.32%	7.62%	4.83%	5.41%	-10.04%	9.50%	2.59%	-1.66%	0.11%	8.02%	6.93%	6.41%	58.99%
2018	16.40%	1.39%	-2.99%	2.59%	7.61%	1.28%	2.24%	10.47%	1.03%	-11.11%	-1.47%	-7.06%	18.89%
2017	8.23%	0.04%	0.83%	2.45%	10.64%	1.09%	5.61%	3.43%	2.24%	8.20%	-0.88%	0.64%	50.80%
2016	-11.01%	-2.93%	11.55%	-1.20%	7.73%	-3.48%	12.29%	2.03%	5.18%	4.75%	3.35%	5.41%	36.11%
2015	-3.75%	9.59%	-4.65%	10.33%	2.34%	-2.41%	4.54%	-3.64%	1.47%	11.47%	7.33%	1.54%	37.64%
2014	2.62%	10.47%	-2.98%	-3.29%	5.22%	4.29%	-1.60%	7.50%	-1.12%	4.47%	3.24%	-1.92%	29.14%

Expense Ratio

Top 10 Sharpe Ratio based 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, Top 10 Sharpe Ratio based is among the top 21% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMD Advanced Micro Devices, Inc.	-0.53	-0.35	0.96	-0.37	-0.78
MA Mastercard Inc	1.33	1.91	1.28	1.74	7.28
MSFT Microsoft Corporation	0.34	0.75	1.10	0.43	0.94
NFLX Netflix, Inc.	2.95	3.64	1.48	4.92	16.08
NVDA NVIDIA Corporation	0.73	1.40	1.18	1.31	3.22
V Visa Inc.	1.45	2.01	1.30	2.18	7.28
PANW Palo Alto Networks, Inc.	0.61	1.29	1.16	1.04	3.14
NOW ServiceNow, Inc.	0.86	1.61	1.23	1.15	3.17
TSLA Tesla, Inc.	1.40	2.11	1.25	1.66	4.00

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 10 Sharpe Ratio based Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: 1.13
5-Year: 1.27
10-Year: 1.40
All Time: 1.52

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 0.56 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Top 10 Sharpe Ratio based 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.

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Dividends

Dividend yield

Top 10 Sharpe Ratio based provided a 0.31% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.31%	0.32%	0.33%	0.45%	0.30%	0.40%	0.51%	0.72%	0.75%	0.96%	1.07%	1.20%
Portfolio components:
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%
MA Mastercard Inc	0.49%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
NFLX Netflix, 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%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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%
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%
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%
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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Top 10 Sharpe Ratio based. 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 10 Sharpe Ratio based was 41.38%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.38%	Nov 22, 2021	226	Oct 14, 2022	154	May 26, 2023	380
-34%	Feb 20, 2020	18	Mar 16, 2020	46	May 20, 2020	64
-27.09%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-25.23%	Jan 24, 2025	52	Apr 8, 2025	27	May 16, 2025	79
-24.91%	Dec 30, 2015	27	Feb 8, 2016	76	May 26, 2016	103

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 5.44, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	TSLA	NFLX	PANW	AMD	V	MA	NOW	NVDA	MSFT	Portfolio
^GSPC	1.00	0.45	0.48	0.49	0.51	0.68	0.70	0.57	0.61	0.72	0.78
TSLA	0.45	1.00	0.37	0.36	0.35	0.29	0.31	0.36	0.39	0.37	0.59
NFLX	0.48	0.37	1.00	0.35	0.36	0.36	0.38	0.45	0.43	0.44	0.58
PANW	0.49	0.36	0.35	1.00	0.34	0.37	0.37	0.54	0.43	0.42	0.63
AMD	0.51	0.35	0.36	0.34	1.00	0.36	0.37	0.41	0.61	0.46	0.62
V	0.68	0.29	0.36	0.37	0.36	1.00	0.83	0.47	0.41	0.53	0.59
MA	0.70	0.31	0.38	0.37	0.37	0.83	1.00	0.48	0.43	0.55	0.63
NOW	0.57	0.36	0.45	0.54	0.41	0.47	0.48	1.00	0.51	0.55	0.74
NVDA	0.61	0.39	0.43	0.43	0.61	0.41	0.43	0.51	1.00	0.56	0.80
MSFT	0.72	0.37	0.44	0.42	0.46	0.53	0.55	0.55	0.56	1.00	0.80
Portfolio	0.78	0.59	0.58	0.63	0.62	0.59	0.63	0.74	0.80	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jul 23, 2012

Performance Analysis

Risk Analysis

Optimization

Factor Model

Top 10 Sharpe Ratio based

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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