PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Candiates
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Candiates

Currency in USD · Last updated Jun 2, 2025

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/SectorTarget Weight
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 Class A		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
QUALCOMM Incorporated		Technology
3.85%
SAP
SAP SE		Technology
3.85%
TSLA
Tesla, Inc.		Consumer Cyclical
3.85%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
3.85%
UNH
UnitedHealth Group Incorporated		Healthcare
3.85%
V
Visa Inc.		Financial Services
3.85%

S&P 500

Performance

Performance Chart

Loading data...

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

Returns By Period

As of Jun 2, 2025, the Candiates returned 0.87% Year-To-Date and 26.11% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
Candiates0.87%6.35%1.97%15.31%23.65%26.11%
Portfolio components:
MSFT
Microsoft Corporation		9.64%5.96%9.13%11.75%21.26%27.46%
AMZN
Amazon.com, Inc.		-6.55%7.91%-1.39%16.19%10.92%25.27%
META
Meta Platforms, Inc.		10.68%8.45%12.93%39.21%23.65%23.25%
NFLX
Netflix, Inc.		35.44%4.39%36.13%88.15%23.53%29.77%
CRM
salesforce.com, inc.		-20.50%-3.53%-19.36%13.86%8.86%13.87%
TSM
Taiwan Semiconductor Manufacturing Company Limited		-1.73%7.83%5.42%29.77%33.29%26.64%
AAPL
Apple Inc		-19.60%-2.06%-15.17%4.96%21.05%21.31%
GOOGL
Alphabet Inc Class A		-9.17%4.70%1.89%0.04%19.21%20.07%
NVDA
NVIDIA Corporation		0.63%18.02%-2.24%23.29%72.51%74.01%
AMD
Advanced Micro Devices, Inc.		-8.33%12.07%-19.28%-33.65%15.53%47.32%
TSLA
Tesla, Inc.		-14.21%20.63%0.38%94.55%44.15%35.54%
AVGO
Broadcom Inc.		4.73%18.87%50.21%84.43%56.68%36.05%
ASML
ASML Holding N.V.		6.83%6.73%7.84%-22.58%18.52%22.11%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-15.49%-3.23%-11.15%-30.63%7.17%13.57%
V
Visa Inc.		15.94%5.23%16.29%35.01%14.15%18.95%
UNH
UnitedHealth Group Incorporated		-40.06%-24.51%-50.12%-38.08%1.28%11.57%
MA
Mastercard Inc		11.55%4.69%10.22%31.76%14.89%20.91%
NVO
Novo Nordisk A/S		-15.54%3.28%-31.97%-46.09%18.68%11.78%
ORCL
Oracle Corporation		-0.05%9.82%-9.89%42.85%27.09%16.03%
ADBE
Adobe Inc		-6.65%8.98%-19.55%-6.67%1.43%17.92%
CSCO
Cisco Systems, Inc.		7.93%6.25%7.91%39.64%8.95%11.47%
SAP
SAP SE		24.08%1.25%28.58%67.46%20.76%16.83%
INTC
Intel Corporation		-2.49%-5.19%-18.71%-36.23%-19.01%-2.77%
INTU
Intuit Inc.		20.29%19.28%17.81%31.56%21.74%22.61%
QCOM
QUALCOMM Incorporated		-4.97%3.86%-7.43%-27.71%14.88%10.76%
BA
The Boeing Company		17.13%11.79%33.38%16.73%7.29%5.03%
*Annualized

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
20253.22%-3.45%-7.32%-0.10%9.32%0.87%
20243.58%6.86%1.63%-6.09%4.68%7.45%-1.12%0.08%2.51%-1.80%5.64%1.09%26.41%
202314.62%-1.13%11.47%-0.80%8.61%6.33%3.94%-0.56%-6.21%-0.37%12.99%5.47%66.58%
2022-7.98%-5.19%2.18%-13.70%-0.94%-9.03%13.00%-6.90%-12.35%7.12%10.74%-6.72%-29.27%
2021-0.66%1.71%2.66%5.91%0.69%5.28%3.68%3.68%-4.79%9.03%2.81%1.28%35.33%
20203.87%-4.82%-8.97%13.94%6.51%7.03%7.62%14.11%-4.66%-6.02%14.18%5.74%55.29%
20199.07%4.72%3.91%5.72%-8.89%8.84%1.22%-1.54%0.41%6.68%5.26%5.02%46.85%
201812.14%-0.91%-4.04%2.36%6.87%1.04%2.72%6.97%2.28%-9.79%0.12%-6.23%12.19%
20175.33%4.45%3.18%3.31%5.28%-0.62%5.13%2.82%1.23%6.79%2.09%-0.44%45.74%
2016-6.87%-0.40%9.71%-0.75%6.11%-1.07%8.52%0.86%1.63%0.99%0.58%4.15%24.75%
2015-0.71%9.68%-3.01%4.04%3.50%-2.44%3.60%-5.48%-0.31%9.68%2.00%0.98%22.37%
2014-1.12%7.78%-1.63%-1.49%4.32%3.21%-1.54%5.40%-1.99%0.90%4.16%-1.59%16.96%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Candiates 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

The current rank of Candiates is 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Candiates is 2424
Overall Rank
The Sharpe Ratio Rank of Candiates is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of Candiates is 2323
Sortino Ratio Rank
The Omega Ratio Rank of Candiates is 2222
Omega Ratio Rank
The Calmar Ratio Rank of Candiates is 2727
Calmar Ratio Rank
The Martin Ratio Rank of Candiates is 2222
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.470.621.080.330.73
AMZN
Amazon.com, Inc.		0.420.751.090.411.04
META
Meta Platforms, Inc.		1.071.541.201.043.13
NFLX
Netflix, Inc.		2.683.421.454.4914.69
CRM
salesforce.com, inc.		0.670.231.03-0.03-0.07
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.610.981.120.621.64
AAPL
Apple Inc		0.170.511.070.190.57
GOOGL
Alphabet Inc Class A		0.010.121.01-0.07-0.15
NVDA
NVIDIA Corporation		0.380.841.110.511.24
AMD
Advanced Micro Devices, Inc.		-0.64-0.820.90-0.56-1.15
TSLA
Tesla, Inc.		1.312.101.251.643.87
AVGO
Broadcom Inc.		1.271.911.251.794.93
ASML
ASML Holding N.V.		-0.48-0.470.94-0.55-0.83
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		-0.84-1.270.86-0.69-1.60
V
Visa Inc.		1.632.151.332.388.37
UNH
UnitedHealth Group Incorporated		-0.82-1.020.82-0.70-2.16
MA
Mastercard Inc		1.582.071.301.938.31
NVO
Novo Nordisk A/S		-1.05-1.510.81-0.76-1.34
ORCL
Oracle Corporation		1.021.381.190.962.56
ADBE
Adobe Inc		-0.19-0.260.96-0.26-0.61
CSCO
Cisco Systems, Inc.		1.782.481.371.698.71
SAP
SAP SE		2.452.801.363.0712.79
INTC
Intel Corporation		-0.56-0.570.93-0.52-1.06
INTU
Intuit Inc.		1.061.361.171.162.61
QCOM
QUALCOMM Incorporated		-0.65-0.830.89-0.69-1.13
BA
The Boeing Company		0.520.921.120.271.37

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.

Candiates Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 0.61
  • 5-Year: 0.97
  • 10-Year: 1.10
  • All Time: 1.26

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 0.59 to 1.12, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Candiates compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Candiates provided a 0.84% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.84%0.82%0.81%1.17%0.76%0.94%1.19%1.35%1.12%1.35%1.67%1.21%
Portfolio components:
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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.		0.31%0.34%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.		0.61%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.28%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
GOOGL
Alphabet Inc Class A		0.47%0.32%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%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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
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%
AVGO
Broadcom Inc.		0.92%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
ASML
ASML Holding N.V.		0.94%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne		2.57%2.14%1.65%1.78%0.99%1.64%1.49%2.21%1.60%2.10%12.91%2.40%
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%
UNH
UnitedHealth Group Incorporated		2.78%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
MA
Mastercard Inc		0.48%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
NVO
Novo Nordisk A/S		2.25%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%
ORCL
Oracle Corporation		1.03%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
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.		2.55%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
SAP
SAP SE		0.84%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.51%1.50%3.39%
INTC
Intel Corporation		0.64%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
INTU
Intuit Inc.		0.53%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
QCOM
QUALCOMM Incorporated		1.76%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
BA
The Boeing Company		0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%

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.

Loading data...

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 38.52%, occurring on Oct 11, 2022. Recovery took 169 trading sessions.

The current Candiates drawdown is 4.45%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.52%Nov 22, 2021223Oct 11, 2022169Jun 14, 2023392
-31.77%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-23.03%Feb 19, 202535Apr 8, 2025———
-22.62%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-16.43%Dec 30, 201530Feb 11, 201634Apr 1, 201664
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 26 assets, with an effective number of assets of 26.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCUNHNVOBATSLANFLXLVMUYAMDMETAORCLTSMCSCOINTCAAPLSAPVQCOMCRMAVGOAMZNNVDAMAASMLGOOGLINTUADBEMSFTPortfolio
^GSPC1.000.460.380.530.450.480.550.510.560.640.580.670.620.640.610.680.650.620.640.640.610.700.650.680.690.680.730.88
UNH0.461.000.230.240.150.190.250.180.200.300.190.340.250.270.250.360.240.240.250.240.210.360.250.300.300.280.310.36
NVO0.380.231.000.180.170.210.320.190.260.290.240.250.230.240.360.310.260.280.260.250.240.300.320.290.310.310.320.40
BA0.530.240.181.000.270.250.390.260.290.330.320.360.370.310.350.370.350.310.350.320.300.400.360.320.330.310.320.47
TSLA0.450.150.170.271.000.370.260.350.340.290.340.270.330.380.290.290.340.390.390.410.390.310.350.380.370.380.370.57
NFLX0.480.190.210.250.371.000.290.360.460.340.330.330.350.390.330.360.360.460.380.520.430.380.370.450.420.480.440.59
LVMUY0.550.250.320.390.260.291.000.320.320.390.410.380.380.370.540.430.390.370.380.400.350.440.510.410.390.420.420.56
AMD0.510.180.190.260.350.360.321.000.380.370.470.370.460.400.380.360.490.430.480.440.610.370.500.420.420.460.460.66
META0.560.200.260.290.340.460.320.381.000.380.380.350.380.450.400.420.400.490.440.570.480.420.420.600.460.510.500.63
ORCL0.640.300.290.330.290.340.390.370.381.000.420.520.440.420.490.460.430.480.450.430.440.480.450.460.500.520.550.63
TSM0.580.190.240.320.340.330.410.470.380.421.000.400.490.450.440.390.570.410.570.420.570.410.600.450.450.460.470.66
CSCO0.670.340.250.360.270.330.380.370.350.520.401.000.510.460.450.490.470.460.480.420.440.500.460.460.500.500.520.62
INTC0.620.250.230.370.330.350.380.460.380.440.490.511.000.440.440.420.560.410.540.410.520.440.540.430.480.460.510.65
AAPL0.640.270.240.310.380.390.370.400.450.420.450.460.441.000.430.440.500.450.510.500.470.450.480.530.480.490.560.65
SAP0.610.250.360.350.290.330.540.380.400.490.440.450.440.431.000.480.450.480.440.460.430.490.570.460.500.510.520.65
V0.680.360.310.370.290.360.430.360.420.460.390.490.420.440.481.000.430.500.430.470.410.830.450.520.550.570.530.65
QCOM0.650.240.260.350.340.360.390.490.400.430.570.470.560.500.450.431.000.460.600.460.560.450.590.480.500.490.530.70
CRM0.620.240.280.310.390.460.370.430.490.480.410.460.410.450.480.500.461.000.470.560.510.520.460.520.610.650.570.71
AVGO0.640.250.260.350.390.380.380.480.440.450.570.480.540.510.440.430.600.471.000.470.590.450.600.470.490.500.520.72
AMZN0.640.240.250.320.410.520.400.440.570.430.420.420.410.500.460.470.460.560.471.000.520.490.470.650.540.580.610.71
NVDA0.610.210.240.300.390.430.350.610.480.440.570.440.520.470.430.410.560.510.590.521.000.430.590.510.520.550.560.74
MA0.700.360.300.400.310.380.440.370.420.480.410.500.440.450.490.830.450.520.450.490.431.000.470.520.570.560.550.67
ASML0.650.250.320.360.350.370.510.500.420.450.600.460.540.480.570.450.590.460.600.470.590.471.000.480.520.520.540.72
GOOGL0.680.300.290.320.380.450.410.420.600.460.450.460.430.530.460.520.480.520.470.650.510.520.481.000.550.590.640.71
INTU0.690.300.310.330.370.420.390.420.460.500.450.500.480.480.500.550.500.610.490.540.520.570.520.551.000.660.630.72
ADBE0.680.280.310.310.380.480.420.460.510.520.460.500.460.490.510.570.490.650.500.580.550.560.520.590.661.000.660.75
MSFT0.730.310.320.320.370.440.420.460.500.550.470.520.510.560.520.530.530.570.520.610.560.550.540.640.630.661.000.75
Portfolio0.880.360.400.470.570.590.560.660.630.630.660.620.650.650.650.650.700.710.720.710.740.670.720.710.720.750.751.00
The correlation results are calculated based on daily price changes starting from May 21, 2012
Go to the full Correlations tool for more customization options