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Asset Allocation


MSFT 3.85%AMZN 3.85%META 3.85%NFLX 3.85%CRM 3.85%TSM 3.85%AAPL 3.85%GOOGL 3.85%NVDA 3.85%AMD 3.85%TSLA 3.85%AVGO 3.85%ASML 3.85%LVMUY 3.85%V 3.85%UNH 3.85%MA 3.85%NVO 3.85%ORCL 3.85%ADBE 3.85%CSCO 3.85%SAP 3.85%INTC 3.85%INTU 3.85%QCOM 3.85%BA 3.85%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

3.85%

ADBE
Adobe Inc
Technology

3.85%

AMD
Advanced Micro Devices, Inc.
Technology

3.85%

AMZN
Amazon.com, Inc.
Consumer Cyclical

3.85%

ASML
ASML Holding N.V.
Technology

3.85%

AVGO
Broadcom Inc.
Technology

3.85%

BA
The Boeing Company
Industrials

3.85%

CRM
salesforce.com, inc.
Technology

3.85%

CSCO
Cisco Systems, Inc.
Technology

3.85%

GOOGL
Alphabet Inc.
Communication Services

3.85%

INTC
Intel Corporation
Technology

3.85%

INTU
Intuit Inc.
Technology

3.85%

LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical

3.85%

MA
Mastercard Inc
Financial Services

3.85%

META
Meta Platforms, Inc.
Communication Services

3.85%

MSFT
Microsoft Corporation
Technology

3.85%

NFLX
Netflix, Inc.
Communication Services

3.85%

NVDA
NVIDIA Corporation
Technology

3.85%

NVO
Novo Nordisk A/S
Healthcare

3.85%

ORCL
Oracle Corporation
Technology

3.85%

QCOM

3.85%

SAP

3.85%

TSLA

3.85%

TSM

3.85%

UNH

3.85%

V

3.85%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Candiates, 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


500.00%1,000.00%1,500.00%2,000.00%FebruaryMarchAprilMayJuneJuly
2,140.26%
325.02%
Candiates
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Jul 22, 2024, the Candiates returned 17.26% Year-To-Date and 27.25% of annualized return in the last 10 years.


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%
Candiates17.26%-0.71%14.54%33.08%26.96%27.25%
MSFT
Microsoft Corporation
16.67%-2.82%10.04%28.15%26.99%27.82%
AMZN
Amazon.com, Inc.
20.53%-3.15%17.89%40.87%12.97%26.24%
META
Meta Platforms, Inc.
34.98%-3.64%24.60%62.36%18.81%20.41%
NFLX
Netflix, Inc.
30.08%-7.69%31.14%48.15%15.62%26.50%
CRM
salesforce.com, inc.
-5.62%1.21%-11.59%8.89%9.74%16.52%
TSM
60.54%-4.71%46.20%73.41%32.99%26.23%
AAPL
Apple Inc
16.81%8.11%17.40%17.49%34.93%26.54%
GOOGL
Alphabet Inc.
27.33%-1.10%21.51%48.20%25.47%19.48%
NVDA
NVIDIA Corporation
138.17%-6.83%98.26%166.23%93.74%75.54%
AMD
Advanced Micro Devices, Inc.
2.83%-5.99%-13.00%36.62%35.38%44.99%
TSLA
-3.73%30.70%12.73%-8.01%69.30%32.09%
AVGO
Broadcom Inc.
42.01%-4.83%30.88%78.55%43.77%40.42%
ASML
ASML Holding N.V.
18.74%-13.62%18.60%30.25%32.52%27.59%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-8.02%-3.51%3.15%-21.96%13.54%18.47%
V
2.34%-3.55%-1.64%11.81%8.75%17.78%
UNH
8.26%17.14%13.19%13.35%19.09%22.69%
MA
Mastercard Inc
4.49%-2.31%1.87%12.28%10.37%19.85%
NVO
Novo Nordisk A/S
27.81%-7.34%23.61%59.89%40.88%20.13%
ORCL
Oracle Corporation
32.73%-1.80%27.11%19.38%21.24%14.92%
ADBE
Adobe Inc
-7.64%3.29%-9.90%5.91%12.39%22.50%
CSCO
Cisco Systems, Inc.
-4.02%0.92%-6.15%-7.20%-0.86%9.65%
SAP
29.17%1.57%22.17%49.00%11.43%11.02%
INTC
Intel Corporation
-33.91%6.08%-31.03%-1.70%-6.20%2.37%
INTU
Intuit Inc.
2.28%0.84%2.60%30.03%18.49%23.75%
QCOM
29.93%-12.38%23.67%52.71%23.14%12.63%
BA
The Boeing Company
-31.07%1.76%-16.44%-15.17%-13.32%5.28%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.58%6.86%1.62%-6.09%4.68%7.45%17.26%
202314.62%-1.13%11.45%-0.80%8.61%6.33%3.94%-0.57%-6.21%-0.37%12.99%5.47%66.53%
2022-7.98%-5.19%2.15%-13.70%-0.94%-9.03%13.00%-6.91%-12.35%7.12%10.74%-6.72%-29.29%
2021-0.66%1.71%2.62%5.91%0.69%5.28%3.68%3.66%-4.79%9.03%2.81%1.28%35.26%
20203.87%-4.82%-9.00%13.94%6.51%7.03%7.62%14.09%-4.67%-6.02%14.18%5.74%55.21%
20199.07%4.72%3.87%5.72%-8.89%8.84%1.22%-1.57%0.41%6.68%5.26%5.02%46.76%
201812.14%-0.91%-4.04%2.36%6.87%1.07%2.72%6.95%2.29%-9.79%0.12%-6.23%12.19%
20175.33%4.49%3.14%3.31%5.28%-0.62%5.13%2.79%1.23%6.79%2.09%-0.44%45.69%
2016-6.87%-0.35%9.67%-0.75%6.11%-1.07%8.52%0.84%1.64%0.99%0.58%4.15%24.75%
2015-0.71%9.74%-3.05%4.04%3.50%-2.44%3.60%-5.48%-0.31%9.68%2.00%0.98%22.39%
2014-1.12%7.87%-1.68%-1.49%4.32%3.21%-1.54%5.40%-1.99%0.90%4.16%-1.59%17.00%
20137.74%-0.38%1.92%4.71%8.55%-0.17%6.96%1.82%7.66%2.84%2.61%4.81%60.95%

Expense Ratio

Candiates 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 Candiates is 65, 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 Candiates is 6565
Candiates
The Sharpe Ratio Rank of Candiates is 5757Sharpe Ratio Rank
The Sortino Ratio Rank of Candiates is 5050Sortino Ratio Rank
The Omega Ratio Rank of Candiates is 5858Omega Ratio Rank
The Calmar Ratio Rank of Candiates is 8383Calmar Ratio Rank
The Martin Ratio Rank of Candiates is 7474Martin 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.


Candiates
Sharpe ratio
The chart of Sharpe ratio for Candiates, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.70
Sortino ratio
The chart of Sortino ratio for Candiates, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Omega ratio
The chart of Omega ratio for Candiates, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Candiates, currently valued at 2.93, compared to the broader market0.002.004.006.008.0010.002.93
Martin ratio
The chart of Martin ratio for Candiates, currently valued at 8.74, compared to the broader market0.0010.0020.0030.0040.008.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
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
MSFT
Microsoft Corporation
1.211.681.211.855.57
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
META
Meta Platforms, Inc.
1.392.191.281.988.10
NFLX
Netflix, Inc.
0.951.601.210.654.98
CRM
salesforce.com, inc.
0.180.451.080.160.55
TSM
1.902.641.331.689.73
AAPL
Apple Inc
0.691.141.140.941.86
GOOGL
Alphabet Inc.
1.662.211.312.2410.04
NVDA
NVIDIA Corporation
3.273.721.467.6121.37
AMD
Advanced Micro Devices, Inc.
0.641.191.150.722.05
TSLA
-0.34-0.170.98-0.27-0.70
AVGO
Broadcom Inc.
2.012.791.345.3812.54
ASML
ASML Holding N.V.
0.721.161.150.762.77
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-0.79-1.060.89-0.68-1.28
V
0.781.131.141.142.67
UNH
0.641.061.140.701.87
MA
Mastercard Inc
0.791.101.150.962.43
NVO
Novo Nordisk A/S
2.003.261.385.4314.73
ORCL
Oracle Corporation
0.540.931.150.891.82
ADBE
Adobe Inc
0.130.421.060.120.32
CSCO
Cisco Systems, Inc.
-0.37-0.360.95-0.30-0.55
SAP
1.652.251.291.9910.05
INTC
Intel Corporation
-0.080.151.02-0.06-0.14
INTU
Intuit Inc.
1.091.531.210.935.02
QCOM
1.632.101.291.255.90
BA
The Boeing Company
-0.44-0.440.94-0.22-0.60

Sharpe Ratio

The current Candiates Sharpe ratio is 1.70. 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 1.31 to 2.06, 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 Candiates 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 Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.70
1.82
Candiates
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Candiates granted a 0.77% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Candiates0.77%0.80%1.15%0.75%0.92%1.16%1.38%1.12%1.34%1.69%1.23%1.19%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
META
Meta Platforms, Inc.
0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
CRM
salesforce.com, inc.
0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
1.24%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
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%
GOOGL
Alphabet Inc.
0.11%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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.29%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
ASML
ASML Holding N.V.
0.73%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.89%1.65%1.78%0.99%1.64%1.49%2.21%1.59%2.11%12.92%2.38%2.17%
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%
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%
MA
Mastercard Inc
0.57%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
NVO
Novo Nordisk A/S
0.74%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
ORCL
Oracle Corporation
1.15%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
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%
CSCO
Cisco Systems, Inc.
3.34%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
SAP
1.21%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.38%1.27%
INTC
Intel Corporation
1.52%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
INTU
Intuit Inc.
0.57%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
QCOM
1.75%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.70%
-2.86%
Candiates
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Candiates. 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 Candiates was 38.54%, occurring on Oct 11, 2022. Recovery took 169 trading sessions.

The current Candiates drawdown is 5.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.54%Nov 22, 2021223Oct 11, 2022169Jun 14, 2023392
-31.77%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-22.62%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-16.39%Dec 30, 201528Feb 9, 201636Apr 1, 201664
-12.81%Aug 6, 201514Aug 25, 201541Oct 22, 201555

Volatility

Volatility Chart

The current Candiates volatility is 5.15%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.15%
2.76%
Candiates
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.

NVOUNHTSLABANFLXLVMUYAMDMETAORCLTSMCSCOINTCSAPAAPLQCOMAVGOCRMVAMZNNVDAMAASMLGOOGLINTUADBEMSFT
NVO1.000.250.170.180.210.330.200.250.290.230.250.240.370.240.260.250.290.310.260.240.300.320.300.320.320.32
UNH0.251.000.170.270.210.270.190.230.330.220.350.270.270.290.260.270.260.370.260.230.370.270.330.320.300.34
TSLA0.170.171.000.260.370.260.340.330.270.330.270.330.290.380.330.370.380.290.390.380.310.340.360.360.380.36
BA0.180.270.261.000.250.400.260.290.330.320.370.380.350.320.360.350.310.380.320.300.410.370.330.340.320.32
NFLX0.210.210.370.251.000.290.360.460.330.330.320.360.320.390.360.380.450.360.520.430.380.370.460.420.480.43
LVMUY0.330.270.260.400.291.000.320.330.410.420.390.390.560.380.400.380.380.450.400.360.460.520.430.400.430.43
AMD0.200.190.340.260.360.321.000.370.360.460.370.460.380.400.480.470.420.370.430.610.380.490.410.420.460.45
META0.250.230.330.290.460.330.371.000.370.370.350.390.400.450.390.430.490.440.560.470.430.410.600.460.520.50
ORCL0.290.330.270.330.330.410.360.371.000.410.520.440.490.420.430.440.470.470.420.420.490.450.460.500.520.55
TSM0.230.220.330.320.330.420.460.370.411.000.400.510.440.460.560.550.410.410.410.550.430.600.450.450.460.47
CSCO0.250.350.270.370.320.390.370.350.520.401.000.520.450.470.470.490.460.490.420.440.500.460.460.500.500.53
INTC0.240.270.330.380.360.390.460.390.440.510.521.000.440.460.570.550.410.430.410.530.450.550.450.490.470.53
SAP0.370.270.290.350.320.560.380.400.490.440.450.441.000.430.440.440.480.490.460.440.500.580.480.500.520.52
AAPL0.240.290.380.320.390.380.400.450.420.460.470.460.431.000.510.520.460.450.500.480.460.490.540.480.500.56
QCOM0.260.260.330.360.360.400.480.390.430.560.470.570.440.511.000.600.450.440.460.560.460.580.480.500.500.52
AVGO0.250.270.370.350.380.380.470.430.440.550.490.550.440.520.601.000.470.440.460.580.460.600.460.490.510.51
CRM0.290.260.380.310.450.380.420.490.470.410.460.410.480.460.450.471.000.520.560.510.530.460.530.610.660.58
V0.310.370.290.380.360.450.370.440.470.410.490.430.490.450.440.440.521.000.490.430.830.470.540.560.580.55
AMZN0.260.260.390.320.520.400.430.560.420.410.420.410.460.500.460.460.560.491.000.510.510.470.650.530.590.59
NVDA0.240.230.380.300.430.360.610.470.420.550.440.530.440.480.560.580.510.430.511.000.450.590.510.520.560.56
MA0.300.370.310.410.380.460.380.430.490.430.500.450.500.460.460.460.530.830.510.451.000.480.550.580.570.56
ASML0.320.270.340.370.370.520.490.410.450.600.460.550.580.490.580.600.460.470.470.590.481.000.490.520.530.54
GOOGL0.300.330.360.330.460.430.410.600.460.450.460.450.480.540.480.460.530.540.650.510.550.491.000.560.600.65
INTU0.320.320.360.340.420.400.420.460.500.450.500.490.500.480.500.490.610.560.530.520.580.520.561.000.670.63
ADBE0.320.300.380.320.480.430.460.520.520.460.500.470.520.500.500.510.660.580.590.560.570.530.600.671.000.67
MSFT0.320.340.360.320.430.430.450.500.550.470.530.530.520.560.520.510.580.550.590.560.560.540.650.630.671.00
The correlation results are calculated based on daily price changes starting from May 21, 2012