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Top3 Sector-v3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

0.98%

ABBV
AbbVie Inc.
Healthcare

0.98%

ABT
Abbott Laboratories
Healthcare

0.98%

AEP
American Electric Power Company, Inc.
Utilities

0.98%

AMT
American Tower Corporation
Real Estate

0.98%

AMZN
Amazon.com, Inc.
Consumer Cyclical

0.98%

APD
Air Products and Chemicals, Inc.
Basic Materials

0.98%

ATVI
Activision Blizzard, Inc.
Communication Services

0.98%

AXP
American Express Company
Financial Services

0.98%

AZO
AutoZone, Inc.
Consumer Cyclical

0.98%

BAC
Bank of America Corporation
Financial Services

0.98%

BLK
BlackRock, Inc.
Financial Services

0.98%

BMY
Bristol-Myers Squibb Company
Healthcare

0.98%

BRK-B
Berkshire Hathaway Inc.
Financial Services

0.98%

C
Citigroup Inc.
Financial Services

0.98%

CAT
Caterpillar Inc.
Industrials

0.98%

CB
Chubb Limited
Financial Services

0.98%

CCI
Crown Castle International Corp.
Real Estate

0.98%

CL
Colgate-Palmolive Company
Consumer Defensive

0.98%

CMCSA
Comcast Corporation
Communication Services

0.98%

COP

0.98%

COST

0.98%

CSX

0.98%

CTVA

0.98%

CVX

0.98%

D

0.98%

DD

0.98%

DE

0.98%

DG

0.98%

DHR

0.98%

DIS

0.98%

DOW

0.98%

DUK

0.98%

ECL

0.98%

ED

0.98%

EL

0.98%

EOG

0.98%

EQIX

0.98%

ETN

0.98%

EXC

0.98%

FCX

0.98%

GE

0.98%

GOOG

0.98%

GS

0.98%

HD

0.98%

HON

0.98%

ITW

0.98%

JNJ

0.98%

JPM

0.98%

KO

0.98%

LIN

0.98%

LLY

0.98%

LMT

0.98%

LOW

0.98%

MA

0.98%

MCD

0.98%

MDLZ

0.98%

MMM

0.98%

MO

0.98%

MPC

0.98%

MRK

0.98%

MS

0.98%

MSFT

0.98%

NEE

0.98%

NEM

0.98%

NKE

0.98%

NOC

0.98%

NUE

0.98%

NVDA

0.98%

O

0.98%

PEP

0.98%

PFE

0.98%

PG

0.98%

PLD

0.98%

PM

0.98%

PSA

0.98%

RTX

0.98%

SBAC

0.98%

SBUX

0.98%

SCHW

0.98%

SHW

0.98%

SLB

0.98%

SO

0.98%

SPG

0.98%

SPGI

0.98%

SRE

0.98%

T

0.98%

TGT

0.98%

TJX

0.98%

TMO

0.98%

TMUS

0.98%

UNH

0.98%

UNP

0.98%

UPS

0.98%

V

0.98%

VZ

0.98%

WELL

0.98%

WFC

0.98%

WM

0.98%

WMT

0.98%

XEL

0.98%

XOM

0.98%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top3 Sector-v3, 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


70.00%80.00%90.00%100.00%110.00%FebruaryMarchAprilMayJuneJuly
111.03%
94.79%
Top3 Sector-v3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Top3 Sector-v310.36%2.58%11.26%14.72%14.98%N/A
MRK
16.79%-1.73%7.09%19.05%13.54%N/A
WFC
21.18%0.30%23.95%28.68%8.06%N/A
SBUX
-16.31%-1.16%-14.39%-19.48%-0.54%N/A
BLK
BlackRock, Inc.
3.64%6.00%4.46%13.62%14.86%12.90%
KO
12.55%4.25%10.85%8.00%8.23%N/A
CL
Colgate-Palmolive Company
25.13%1.62%23.35%30.39%8.74%6.10%
TMUS
14.44%2.50%11.09%31.53%19.01%N/A
GE
56.77%-3.38%54.13%80.11%26.61%N/A
O
3.24%8.98%4.88%-2.59%1.76%N/A
V
2.34%-2.98%-1.64%11.64%8.94%N/A
ITW
-6.33%1.48%-3.98%-2.88%12.55%N/A
CCI
Crown Castle International Corp.
-5.99%10.22%0.30%3.77%0.45%7.50%
PFE
7.26%9.34%9.19%-13.94%-1.92%N/A
LMT
6.26%3.24%5.21%7.08%8.76%N/A
WMT
35.09%4.66%31.16%36.22%15.01%N/A
AXP
American Express Company
30.59%6.01%33.13%38.70%15.83%11.66%
EL
-31.51%-10.48%-20.39%-44.52%-11.34%N/A
AMZN
Amazon.com, Inc.
20.53%0.18%17.89%40.91%13.29%26.14%
ATVI
Activision Blizzard, Inc.
0.00%0.00%0.00%3.41%16.58%N/A
ABBV
AbbVie Inc.
14.35%1.48%6.53%25.87%25.73%17.07%
NUE
-6.04%4.78%-1.96%-0.88%26.15%N/A
GOOG
27.44%1.67%21.37%50.25%26.07%N/A
PSA
1.03%3.50%5.56%8.97%8.85%N/A
CSX
0.74%5.03%1.09%4.34%9.59%N/A
AMT
American Tower Corporation
-0.97%9.01%4.86%17.89%2.97%10.96%
BAC
Bank of America Corporation
29.09%7.28%34.90%39.40%10.58%12.99%
AEP
American Electric Power Company, Inc.
17.13%6.38%22.44%11.98%4.27%9.45%
HD
6.21%2.68%1.56%16.87%14.03%N/A
MSFT
16.67%-2.07%10.04%27.00%27.44%N/A
DE
-4.73%-0.84%-0.46%-12.72%19.65%N/A
RTX
23.73%-1.87%21.72%8.70%6.94%N/A
CMCSA
Comcast Corporation
-6.55%9.51%-6.10%-4.54%0.55%6.16%
C
Citigroup Inc.
28.95%7.17%28.75%43.37%2.06%5.37%
SHW
3.66%7.22%6.34%21.94%17.23%N/A
MDLZ
-7.10%1.07%-7.64%-7.83%6.29%N/A
DHR
5.50%-5.32%5.63%12.93%14.66%N/A
CVX
8.95%3.80%14.25%6.01%9.70%N/A
COP
-0.84%4.52%6.70%4.54%17.62%N/A
NOC
-5.65%2.84%-6.12%-1.98%8.08%N/A
CAT
Caterpillar Inc.
18.55%6.92%22.30%34.94%23.33%15.25%
XOM
18.12%6.12%21.82%16.19%14.77%N/A
PEP
1.27%1.73%3.75%-7.80%8.46%N/A
FCX
8.85%-3.47%19.09%11.07%33.48%N/A
SLB
-3.40%11.77%1.27%-11.41%7.83%N/A
NVDA
138.17%-13.02%98.26%159.15%95.17%N/A
T
19.46%7.51%18.32%39.34%1.42%N/A
WM
25.31%7.17%21.67%31.69%15.76%N/A
MA
4.49%-1.28%1.87%12.12%10.62%N/A
UNP
-0.27%8.87%2.38%14.30%9.08%N/A
JPM
25.50%7.08%24.58%37.72%16.45%N/A
AZO
AutoZone, Inc.
14.11%-0.62%7.43%19.93%20.31%19.18%
GS
27.36%6.01%28.55%42.36%20.81%N/A
PM
16.94%7.18%19.17%15.21%9.81%N/A
MPC
12.40%-4.23%9.00%35.63%28.95%N/A
UNH
8.26%17.52%13.19%13.86%18.90%N/A
MMM
16.38%3.13%18.07%25.77%-2.36%N/A
ETN
30.31%-4.79%28.29%49.97%34.43%N/A
CB
Chubb Limited
15.77%-1.20%10.25%32.27%13.99%11.94%
BRK-B
Berkshire Hathaway Inc.
21.82%6.50%18.39%25.35%16.13%12.99%
DD
4.58%-1.34%9.19%7.71%4.16%N/A
WELL
20.64%3.34%21.07%34.58%9.00%N/A
DG
-8.81%-2.85%-6.64%-26.14%-1.79%N/A
EXC
2.74%3.55%5.26%-9.77%4.54%N/A
APD
Air Products and Chemicals, Inc.
-2.61%-3.63%2.31%-10.39%5.67%10.83%
PLD
-5.67%12.45%-2.10%2.97%11.74%N/A
DUK
12.55%6.89%14.29%19.88%8.25%N/A
UPS
-5.59%8.18%-5.38%-18.94%10.63%N/A
COST
27.36%-3.75%20.97%54.95%26.59%N/A
D
12.32%4.03%16.48%2.21%-3.69%N/A
LLY
47.61%-3.81%36.89%86.25%54.02%N/A
ECL
23.19%-0.05%22.26%30.92%5.41%N/A
JNJ
0.25%6.21%-2.82%-5.25%6.39%N/A
DOW
0.75%-2.78%4.63%6.94%6.36%N/A
ABT
Abbott Laboratories
-5.90%-1.36%-10.12%-6.87%4.93%11.13%
VZ
15.94%5.54%9.30%32.71%-0.73%N/A
SPGI
9.38%10.09%9.03%14.21%15.90%N/A
NEE
20.40%2.21%27.72%0.18%9.05%N/A
HON
3.44%0.82%8.04%5.50%6.59%N/A
SRE
5.57%4.14%8.25%7.23%5.45%N/A
LIN
8.96%1.07%9.85%18.02%18.75%N/A
CTVA
14.98%5.57%20.83%-2.04%16.47%N/A
BMY
Bristol-Myers Squibb Company
-13.66%6.07%-12.61%-29.83%3.21%1.67%
AAPL
Apple Inc
16.81%4.68%17.40%16.76%35.69%26.82%
TJX
19.98%1.35%17.86%32.75%16.97%N/A
EOG
9.19%8.91%18.94%8.99%13.16%N/A
PG
16.78%0.24%15.24%14.38%10.59%N/A
MS
11.57%4.63%21.92%13.31%22.00%N/A
SPG
10.41%4.44%11.20%31.28%5.56%N/A
NKE
-32.54%-23.30%-28.04%-31.43%-2.40%N/A
LOW
8.23%4.72%9.48%5.38%20.61%N/A
SO
18.39%4.44%20.40%19.20%12.55%N/A
MO
28.06%10.38%28.09%18.41%8.01%N/A
TMO
0.81%-6.12%-3.02%-0.46%13.31%N/A
XEL
-7.74%5.31%-3.97%-9.98%1.32%N/A
SBAC
-16.84%9.32%-8.62%-4.62%-0.77%N/A
SCHW
-9.11%-14.77%-1.95%-7.18%9.35%N/A
ED
5.24%4.04%6.54%1.68%5.32%N/A
DIS
6.53%-5.24%3.35%11.93%-7.05%N/A
TGT
6.64%5.04%9.94%14.95%13.81%N/A
MCD
-12.17%2.59%-13.35%-11.35%6.20%N/A
NEM
15.14%12.47%37.81%14.56%6.93%N/A
EQIX
-1.30%1.68%-0.97%-0.92%11.16%N/A

Monthly Returns

The table below presents the monthly returns of Top3 Sector-v3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.13%3.82%4.65%-3.15%3.07%-0.58%10.36%
20234.77%-3.87%1.22%1.76%-4.91%5.80%3.00%-2.49%-4.34%-1.50%7.54%4.49%10.99%
2022-1.97%-1.10%4.42%-4.50%1.40%-7.64%6.79%-2.65%-8.94%9.98%7.32%-3.30%-2.17%
2021-1.81%4.33%6.62%4.88%2.52%0.36%1.96%2.05%-4.82%6.59%-2.08%6.93%30.26%
2020-0.78%-7.97%-12.04%12.04%4.81%0.49%4.69%5.26%-1.80%-1.63%12.15%3.17%16.73%
2019-2.46%6.85%1.12%-0.06%2.12%1.48%2.80%3.23%15.82%

Expense Ratio

Top3 Sector-v3 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top3 Sector-v3 is 40, 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.


The Risk-Adjusted Performance Rank of Top3 Sector-v3 is 4040
Top3 Sector-v3
The Sharpe Ratio Rank of Top3 Sector-v3 is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of Top3 Sector-v3 is 4040Sortino Ratio Rank
The Omega Ratio Rank of Top3 Sector-v3 is 4141Omega Ratio Rank
The Calmar Ratio Rank of Top3 Sector-v3 is 5050Calmar Ratio Rank
The Martin Ratio Rank of Top3 Sector-v3 is 3232Martin 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.


Top3 Sector-v3
Sharpe ratio
The chart of Sharpe ratio for Top3 Sector-v3, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.005.001.53
Sortino ratio
The chart of Sortino ratio for Top3 Sector-v3, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for Top3 Sector-v3, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Top3 Sector-v3, currently valued at 1.49, compared to the broader market0.002.004.006.008.0010.001.49
Martin ratio
The chart of Martin ratio for Top3 Sector-v3, currently valued at 4.49, compared to the broader market0.0010.0020.0030.0040.004.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MRK
1.211.911.241.545.30
WFC
1.342.021.240.984.34
SBUX
-0.74-0.900.87-0.52-1.27
BLK
BlackRock, Inc.
0.731.171.140.401.76
KO
0.721.081.140.541.62
CL
Colgate-Palmolive Company
2.283.141.412.048.73
TMUS
2.543.501.462.7114.09
GE
3.094.331.518.7623.62
O
-0.060.061.01-0.03-0.09
V
0.781.131.141.142.67
ITW
-0.16-0.110.99-0.18-0.34
CCI
Crown Castle International Corp.
-0.070.091.01-0.03-0.15
PFE
-0.54-0.630.92-0.24-0.67
LMT
0.500.901.120.411.97
WMT
2.272.981.473.5810.69
AXP
American Express Company
1.822.541.341.445.14
EL
-1.09-1.610.79-0.64-1.87
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
ATVI
Activision Blizzard, Inc.
1.282.681.710.3214.48
ABBV
AbbVie Inc.
1.592.151.301.895.32
NUE
-0.060.101.01-0.06-0.14
GOOG
1.692.221.322.2410.27
PSA
0.330.621.070.200.80
CSX
0.230.441.050.190.49
AMT
American Tower Corporation
0.591.061.120.331.45
BAC
Bank of America Corporation
1.732.621.310.864.92
AEP
American Electric Power Company, Inc.
0.691.121.140.471.83
HD
0.851.351.160.551.85
MSFT
1.211.681.211.855.57
DE
-0.53-0.590.93-0.58-0.91
RTX
0.470.761.120.320.87
CMCSA
Comcast Corporation
-0.15-0.060.99-0.10-0.32
C
Citigroup Inc.
1.942.831.330.905.90
SHW
1.051.551.190.662.66
MDLZ
-0.40-0.430.95-0.33-0.83
DHR
0.561.001.120.362.01
CVX
0.360.621.080.320.84
COP
0.310.611.070.380.75
NOC
0.030.211.030.030.11
CAT
Caterpillar Inc.
1.331.901.251.634.28
XOM
0.901.411.160.971.96
PEP
-0.37-0.410.95-0.34-0.63
FCX
0.420.861.100.421.18
SLB
-0.45-0.460.94-0.39-0.69
NVDA
3.273.721.467.6121.37
T
1.962.901.341.0010.35
WM
2.233.371.472.887.98
MA
0.791.101.150.962.43
UNP
0.781.481.170.632.05
JPM
2.252.761.412.458.66
AZO
AutoZone, Inc.
0.841.251.161.152.82
GS
2.193.201.381.687.95
PM
0.921.431.171.022.95
MPC
1.441.911.251.483.70
UNH
0.641.061.140.701.87
MMM
1.011.531.210.492.68
ETN
2.002.631.362.748.77
CB
Chubb Limited
2.032.971.382.4911.91
BRK-B
Berkshire Hathaway Inc.
2.143.081.372.577.69
DD
0.320.571.100.321.19
WELL
1.912.771.332.4114.30
DG
-0.71-0.850.89-0.41-1.15
EXC
-0.41-0.420.94-0.31-0.77
APD
Air Products and Chemicals, Inc.
-0.34-0.240.96-0.30-0.67
PLD
0.150.391.050.090.30
DUK
1.301.901.231.025.02
UPS
-0.78-0.940.88-0.48-1.02
COST
3.033.611.564.8115.39
D
0.180.441.050.090.38
LLY
2.994.091.567.3222.16
ECL
1.742.851.360.995.82
JNJ
0.030.171.020.030.05
DOW
0.380.681.080.271.19
ABT
Abbott Laboratories
-0.15-0.090.99-0.09-0.27
VZ
1.482.431.290.767.26
SPGI
0.761.091.160.531.80
NEE
0.100.331.050.070.17
HON
0.430.691.080.321.00
SRE
0.510.861.100.421.57
LIN
1.261.791.251.734.14
CTVA
-0.040.171.02-0.04-0.12
BMY
Bristol-Myers Squibb Company
-1.22-1.660.79-0.59-1.29
AAPL
Apple Inc
0.691.141.140.941.86
TJX
2.062.921.363.769.84
EOG
0.440.761.090.481.10
PG
1.111.661.211.594.45
MS
0.610.981.130.441.49
SPG
1.452.141.261.004.85
NKE
-1.00-1.200.80-0.56-1.80
LOW
0.240.521.060.200.51
SO
1.181.741.211.124.20
MO
1.121.521.230.903.64
TMO
0.000.151.020.000.00
XEL
-0.37-0.360.95-0.24-0.72
SBAC
-0.32-0.260.97-0.18-0.63
SCHW
-0.16-0.031.00-0.10-0.39
ED
0.240.451.060.250.65
DIS
0.410.791.110.181.11
TGT
0.511.121.130.281.53
MCD
-0.65-0.820.90-0.61-1.20
NEM
0.220.571.070.120.61
EQIX
-0.050.121.01-0.05-0.11

Sharpe Ratio

The current Top3 Sector-v3 Sharpe ratio is 1.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Top3 Sector-v3 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.53
1.82
Top3 Sector-v3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Top3 Sector-v3 granted a 2.45% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Top3 Sector-v32.45%2.53%2.40%2.02%2.38%2.23%2.47%2.09%2.56%2.49%2.14%2.31%
MRK
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
WFC
2.36%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
SBUX
2.83%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.00%0.67%0.57%
BLK
BlackRock, Inc.
2.43%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
KO
2.89%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
CL
Colgate-Palmolive Company
2.00%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
TMUS
1.07%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.04%
GE
0.43%0.25%0.38%0.34%0.37%0.36%4.88%4.81%2.94%2.95%3.52%2.81%
O
5.36%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
V
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
ITW
2.31%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
CCI
Crown Castle International Corp.
5.96%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
PFE
5.54%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
LMT
2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
WMT
1.12%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
AXP
American Express Company
1.07%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
EL
2.66%1.81%0.99%0.59%0.56%0.86%1.21%1.10%1.62%1.16%1.10%0.98%
AMZN
Amazon.com, 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%
ATVI
Activision Blizzard, Inc.
1.05%1.05%0.61%0.70%0.44%0.62%0.73%0.47%0.72%0.59%0.99%1.07%
ABBV
AbbVie Inc.
3.56%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
NUE
1.31%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.52%3.70%3.02%2.76%
GOOG
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSA
3.98%3.93%7.55%2.14%3.46%3.76%3.95%3.83%3.27%2.62%3.03%3.42%
CSX
1.33%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
AMT
American Tower Corporation
3.12%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%1.38%
BAC
Bank of America Corporation
2.24%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
AEP
American Electric Power Company, Inc.
3.73%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
HD
2.39%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%
MSFT
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
DE
1.52%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%2.23%
RTX
2.33%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
CMCSA
Comcast Corporation
2.99%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
C
Citigroup Inc.
3.25%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%
SHW
0.82%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
MDLZ
2.56%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
DHR
0.43%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.23%0.80%0.47%0.13%
CVX
3.95%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
COP
2.33%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
NOC
1.75%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%2.08%
CAT
Caterpillar Inc.
1.12%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
XOM
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
PEP
3.04%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
FCX
1.31%1.40%1.56%0.53%0.19%1.49%1.43%0.00%0.00%8.27%5.21%6.75%
SLB
2.11%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
T
5.81%6.62%6.66%8.45%7.23%5.22%7.01%5.04%4.51%5.46%5.48%5.12%
WM
1.30%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%
MA
0.57%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
UNP
2.15%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%1.76%
JPM
2.10%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
AZO
AutoZone, 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%
GS
2.27%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
PM
4.85%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
MPC
1.95%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
UNH
1.37%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
MMM
4.30%5.49%4.97%3.33%3.36%3.26%2.85%2.00%2.49%2.72%2.08%1.81%
ETN
1.15%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%
CB
Chubb Limited
1.34%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
BRK-B
Berkshire Hathaway 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%
DD
1.86%1.87%1.92%1.49%1.69%2.89%2.84%3.54%5.87%6.68%7.39%6.89%
WELL
2.27%2.71%3.72%2.84%4.18%4.26%5.01%5.46%5.14%4.85%4.20%5.71%
DG
1.93%1.30%1.06%0.69%0.67%0.80%1.05%0.84%1.35%1.22%0.00%0.00%
EXC
5.09%5.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.47%3.35%5.31%
APD
Air Products and Chemicals, Inc.
2.68%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.13%2.54%
PLD
2.96%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%3.07%3.03%
DUK
3.83%4.18%3.86%3.72%4.17%4.11%4.21%4.15%4.33%4.54%3.77%4.48%
UPS
4.48%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
COST
2.29%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
D
5.19%5.68%4.35%3.21%4.59%4.43%4.67%3.74%3.66%3.83%3.12%3.48%
LLY
0.57%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
ECL
0.92%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
JNJ
3.11%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
DOW
5.19%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%
ABT
Abbott Laboratories
2.12%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
VZ
6.39%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
SPGI
0.75%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
NEE
2.73%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
HON
1.99%1.99%1.85%1.81%1.71%1.90%2.24%1.79%2.11%2.08%1.87%1.84%
SRE
3.13%3.18%2.96%3.33%3.28%2.56%3.31%3.08%3.04%2.98%2.37%2.81%
LIN
1.20%1.24%1.43%1.22%1.46%1.64%0.53%0.00%0.00%0.00%0.00%0.00%
CTVA
1.17%1.29%0.99%1.14%1.34%0.88%0.00%0.00%0.00%0.00%0.00%0.00%
BMY
Bristol-Myers Squibb Company
5.56%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TJX
1.23%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
EOG
3.91%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.55%0.39%
PG
2.32%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
MS
3.33%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
SPG
5.05%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%2.74%3.06%
NKE
1.99%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
LOW
1.84%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
SO
3.46%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.90%
MO
7.93%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
TMO
0.28%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
XEL
3.82%3.36%2.78%2.70%2.58%2.55%3.09%2.99%3.34%3.56%3.34%3.97%
SBAC
1.75%1.34%1.01%0.60%0.66%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
SCHW
1.61%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
ED
3.49%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
DIS
0.78%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
TGT
2.94%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
MCD
2.54%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
NEM
2.77%3.87%4.66%3.55%1.74%3.31%1.58%0.65%0.36%0.54%1.16%5.23%
EQIX
2.06%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.40%
-2.86%
Top3 Sector-v3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Top3 Sector-v3. 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 Top3 Sector-v3 was 34.30%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.3%Feb 20, 202023Mar 23, 2020110Aug 27, 2020133
-17.11%Apr 21, 2022113Sep 30, 2022199Jul 19, 2023312
-10.29%Jul 27, 202366Oct 27, 202332Dec 13, 202398
-6.81%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.61%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility

Volatility Chart

The current Top3 Sector-v3 volatility is 2.57%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.57%
2.76%
Top3 Sector-v3
Benchmark (^GSPC)
Portfolio components

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.

NEMATVILLYDGNVDAEOGMRKAMZNNOCPFEABBVSLBBMYWMTCOPAZOMPCLMTPSAUNHVZXOMEDSBACTMUSJNJEQIXGEMOCOSTCLGOOGWELLCVXCCIDAAPLFCXXELAMTCTVAPMMSFTTGTTMOAEPNEEDHRPGTSCHWNUEABTSODUKOMCDSPGDISCBPEPTJXDESREMDLZELNKEWFCCMCSAUPSWMSHWDOWLOWEXCRTXSBUXSPGICATMMMPLDCHDVDDMABACKOAPDETNGSJPMLINUNPMSAXPCSXECLBLKITWHONBRK-B
NEM1.000.160.080.170.090.140.170.160.140.160.120.130.160.190.150.120.130.150.250.110.200.180.240.300.160.180.260.030.200.150.200.150.220.200.290.290.130.320.290.300.190.220.140.150.240.280.290.220.230.200.020.170.200.280.300.240.150.120.140.070.230.070.150.260.210.170.140.070.150.120.170.180.190.150.250.120.160.200.170.170.240.120.160.160.180.160.120.220.270.090.100.090.230.150.120.140.160.240.200.170.170.14
ATVI0.161.000.190.200.360.050.140.380.090.130.200.060.170.250.070.130.090.130.150.170.150.090.120.250.350.200.330.110.100.310.200.350.130.100.230.140.380.210.200.230.150.140.410.230.310.170.240.290.210.140.130.130.320.150.150.160.170.100.230.110.270.190.140.160.240.260.240.080.280.240.160.240.150.260.200.120.250.310.150.160.260.120.250.320.200.310.120.180.220.170.170.130.230.200.170.180.220.230.300.210.180.22
LLY0.080.191.000.220.230.100.460.230.210.370.410.120.380.250.140.220.150.200.190.350.230.160.250.240.290.440.290.190.210.290.330.260.180.170.250.250.280.130.240.260.190.210.330.180.280.220.260.290.330.200.140.170.350.270.260.200.220.160.150.240.320.200.170.220.270.190.180.130.200.200.340.280.120.210.240.200.220.300.180.180.290.150.250.290.190.260.130.290.240.270.180.170.270.190.160.190.200.280.230.230.230.28
DG0.170.200.221.000.210.050.230.220.230.220.210.080.230.430.080.330.110.210.260.280.230.100.280.300.300.290.300.120.210.410.340.200.140.120.310.290.240.190.310.300.190.230.260.520.290.280.320.280.370.200.210.230.290.300.280.230.280.170.210.220.360.310.230.230.320.300.280.160.250.300.320.340.170.390.290.200.270.280.190.270.310.160.420.230.190.240.190.300.280.220.190.180.250.240.190.200.260.300.290.310.240.26
NVDA0.090.360.230.211.000.150.070.610.020.130.160.180.080.230.160.230.220.060.150.180.070.14-0.000.260.330.100.360.300.070.460.100.580.150.190.220.050.600.360.070.230.190.130.670.310.410.050.190.390.150.080.290.300.330.060.000.160.220.250.390.130.180.320.290.100.170.390.410.250.320.370.140.380.260.380.160.200.380.480.310.240.320.330.400.450.350.450.290.140.350.420.380.310.380.290.390.370.350.360.500.340.300.32
EOG0.140.050.100.050.151.000.140.110.270.160.200.740.180.110.850.170.670.320.110.220.200.780.090.050.150.140.040.410.330.070.080.210.240.780.080.130.170.490.070.080.420.260.140.200.090.110.100.100.080.280.390.430.090.140.140.190.150.390.310.320.100.260.420.280.140.220.230.440.250.270.190.110.520.200.210.430.190.150.520.320.160.490.180.230.440.240.490.190.260.330.450.450.270.390.450.420.370.210.320.340.360.43
MRK0.170.140.460.230.070.141.000.100.290.470.440.160.510.260.180.280.180.280.250.380.340.210.320.270.280.500.260.160.310.210.390.170.220.240.270.300.180.150.320.290.230.300.210.200.360.320.250.340.390.300.170.200.410.320.340.260.330.140.150.320.370.200.220.290.360.200.200.190.240.210.380.280.190.190.320.270.240.300.220.220.280.190.220.300.200.270.200.370.290.260.220.230.320.260.200.210.250.280.240.270.290.35
AMZN0.160.380.230.220.610.110.101.000.050.150.150.110.120.280.120.200.150.080.190.190.110.120.070.280.380.160.400.230.090.470.170.680.200.130.270.130.620.320.150.300.200.130.700.320.380.140.260.350.220.140.240.230.340.120.090.190.270.240.430.130.260.330.220.160.240.420.450.210.370.370.180.370.230.370.180.190.420.440.230.250.340.270.410.450.300.450.250.200.310.330.320.260.340.250.320.350.320.370.450.300.290.31
NOC0.140.090.210.230.020.270.290.051.000.220.250.260.310.270.300.290.260.780.280.300.270.310.380.220.220.320.190.250.320.230.330.120.260.320.240.350.150.190.360.250.290.300.140.250.170.380.320.180.340.300.240.250.220.360.360.330.350.230.220.400.370.270.320.400.330.210.210.280.240.270.420.260.250.250.350.540.270.230.290.300.270.250.270.250.250.270.260.410.270.270.240.290.270.320.240.300.310.290.260.360.410.40
PFE0.160.130.370.220.130.160.470.150.221.000.420.180.460.230.200.230.200.270.280.350.340.210.300.320.290.470.270.170.290.230.320.230.220.240.330.330.230.190.310.340.260.310.250.230.400.320.300.400.320.340.220.250.390.340.360.290.260.220.190.260.340.190.260.320.320.230.240.260.270.300.310.290.260.230.340.260.250.310.260.330.330.270.270.280.280.260.270.360.300.260.270.280.320.290.290.230.290.290.330.320.310.37
ABBV0.120.200.410.210.160.200.440.150.250.421.000.240.490.250.240.290.270.270.170.380.280.270.230.220.260.440.210.220.330.240.340.240.200.280.230.260.220.220.240.230.270.350.240.260.310.230.210.320.350.300.240.230.390.270.300.240.300.250.190.320.360.280.280.260.340.210.250.290.300.320.340.290.280.290.280.320.260.250.300.300.270.290.310.320.290.300.280.380.300.310.270.310.320.300.290.270.290.280.310.340.340.37
SLB0.130.060.120.080.180.740.160.110.260.180.241.000.190.080.760.190.680.310.090.210.200.760.080.050.170.150.020.470.360.070.080.220.250.750.070.110.180.540.060.060.430.300.120.230.090.090.080.100.080.310.450.470.090.140.120.190.180.430.330.350.100.330.490.270.120.240.270.490.280.290.200.160.570.260.210.460.220.170.600.360.160.540.210.260.500.280.520.220.310.440.490.500.310.410.500.470.400.250.370.410.410.46
BMY0.160.170.380.230.080.180.510.120.310.460.490.191.000.250.210.230.210.330.230.360.320.240.310.270.260.490.260.180.360.200.340.190.240.270.280.340.200.220.330.290.270.350.200.270.320.310.270.330.350.350.220.220.380.320.350.280.300.230.220.280.360.240.260.330.350.250.230.260.300.270.340.270.260.230.320.280.260.250.260.290.290.250.260.280.290.270.270.380.300.260.250.280.320.310.280.260.290.280.290.330.360.35
WMT0.190.250.250.430.230.110.260.280.270.230.250.080.251.000.110.320.170.270.260.300.290.170.330.280.310.350.310.180.260.590.410.290.190.190.290.340.300.180.350.290.190.290.320.430.300.320.320.280.470.250.190.240.320.340.350.210.340.210.240.290.490.320.260.290.440.260.270.180.290.350.370.350.210.350.340.260.310.320.230.280.320.190.400.290.220.290.220.390.320.270.240.240.330.270.210.240.280.360.330.350.290.38
COP0.150.070.140.080.160.850.180.120.300.200.240.760.210.111.000.200.700.350.100.250.210.830.120.070.180.150.030.440.340.090.090.240.230.830.090.160.190.520.100.070.430.270.150.240.110.140.130.120.090.300.410.460.090.180.170.200.190.390.310.360.130.310.460.320.150.240.260.480.280.280.230.120.550.220.250.470.230.210.550.340.170.510.200.280.460.280.510.230.290.380.460.480.300.420.480.450.410.230.340.370.400.46
AZO0.120.130.220.330.230.170.280.200.290.230.290.190.230.320.201.000.260.290.290.370.280.240.270.250.310.260.250.230.290.370.330.260.270.240.240.290.280.230.300.240.290.290.300.360.260.290.260.290.360.280.270.310.290.280.310.270.390.260.290.340.380.410.340.290.340.320.330.300.320.350.410.380.300.470.350.340.370.350.360.320.310.290.480.350.310.340.310.350.360.400.330.350.370.370.310.320.360.390.360.430.400.39
MPC0.130.090.150.110.220.670.180.150.260.200.270.680.210.170.700.261.000.300.110.230.250.720.160.100.200.150.080.470.310.130.120.250.290.730.120.190.210.490.130.100.420.300.160.250.140.160.160.150.120.340.460.480.140.200.190.220.220.430.370.390.150.360.470.310.180.280.290.510.330.320.230.180.540.270.280.490.250.210.550.360.210.550.250.300.460.310.540.260.340.450.500.530.360.410.510.480.420.280.390.400.430.49
LMT0.150.130.200.210.060.320.280.080.780.270.270.310.330.270.350.290.301.000.270.300.320.360.370.230.230.340.190.290.360.250.340.140.270.370.250.350.200.230.370.260.330.340.180.260.190.380.300.190.360.330.280.290.240.360.380.340.370.250.270.410.400.300.380.420.360.240.230.320.290.290.460.280.300.250.390.590.280.250.340.340.280.280.280.320.280.320.300.450.330.320.290.340.320.340.280.340.340.330.310.380.450.46
PSA0.250.150.190.260.150.110.250.190.280.280.170.090.230.260.100.290.110.271.000.270.280.130.470.550.290.300.520.130.270.340.390.240.470.160.590.460.280.160.490.570.230.300.280.270.340.490.460.370.380.260.180.190.340.480.490.590.380.360.240.260.420.260.240.440.410.300.290.180.290.320.440.380.200.340.470.250.340.390.200.290.640.200.390.320.250.300.210.410.350.270.220.210.300.320.220.260.320.350.330.330.330.32
UNH0.110.170.350.280.180.220.380.190.300.350.380.210.360.300.250.370.230.300.271.000.310.250.290.290.340.430.280.210.300.310.360.290.240.290.310.310.290.240.340.290.290.300.320.260.330.310.290.340.400.290.280.270.380.320.340.250.320.220.250.360.400.340.300.340.360.280.280.290.300.310.430.340.240.310.370.320.310.380.280.290.310.280.330.350.290.340.320.380.320.330.310.360.370.370.320.330.350.320.360.380.360.43
VZ0.200.150.230.230.070.200.340.110.270.340.280.200.320.290.210.280.250.320.280.311.000.280.440.330.360.400.260.220.370.230.390.180.320.290.360.440.180.230.440.340.290.370.170.300.260.430.340.290.410.670.250.300.320.430.470.360.320.280.300.360.400.260.290.400.430.240.250.320.390.300.36