Candiates

Last updated Sep 21, 2023

Asset Allocation

Position	Category/Sector	Weight
MSFT Microsoft Corporation	Technology	3.85%
AMZN Amazon.com, Inc.	Consumer Cyclical	3.85%
META Meta Platforms, Inc.	Communication Services	3.85%
NFLX Netflix, Inc.	Communication Services	3.85%
CRM salesforce.com, inc.	Technology	3.85%
TSM		3.85%
AAPL Apple Inc.	Technology	3.85%
GOOGL Alphabet Inc.	Communication Services	3.85%
NVDA NVIDIA Corporation	Technology	3.85%
AMD Advanced Micro Devices, Inc.	Technology	3.85%
TSLA		3.85%
AVGO Broadcom Inc.	Technology	3.85%
ASML ASML Holding N.V.	Technology	3.85%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	3.85%
V		3.85%
UNH		3.85%
MA Mastercard Inc	Financial Services	3.85%
NVO Novo Nordisk A/S	Healthcare	3.85%
ORCL Oracle Corporation	Technology	3.85%
ADBE Adobe Inc	Technology	3.85%
CSCO Cisco Systems, Inc.	Technology	3.85%
SAP		3.85%
INTC Intel Corporation	Technology	3.85%
INTU Intuit Inc.	Technology	3.85%
QCOM		3.85%
BA The Boeing Company	Industrials	3.85%

Benchmark

Rebalance portfolio

Performance

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

Candiates

Benchmark (^GSPC)

Portfolio components

Returns

As of Sep 21, 2023, the Candiates returned 43.19% Year-To-Date and 26.00% of annualized return in the last 10 years.

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	0.33%	11.48%	14.66%	16.16%	8.51%	9.99%
Candiates	-0.78%	17.45%	43.19%	48.18%	21.75%	26.08%
Portfolio components:
MSFT Microsoft Corporation	-0.52%	16.02%	34.67%	35.54%	24.35%	27.95%
AMZN Amazon.com, Inc.	0.77%	37.06%	61.06%	14.13%	7.18%	24.19%
META Meta Platforms, Inc.	4.20%	46.70%	149.02%	110.86%	13.00%	20.35%
NFLX Netflix, Inc.	-6.50%	20.58%	31.00%	63.09%	1.36%	24.56%
CRM salesforce.com, inc.	3.03%	13.65%	60.67%	44.30%	6.52%	15.10%
TSM	-4.98%	-7.04%	18.53%	14.97%	16.98%	20.02%
AAPL Apple Inc.	-0.98%	10.72%	35.64%	14.84%	27.58%	27.70%
GOOGL Alphabet Inc.	3.61%	26.65%	51.58%	34.71%	18.00%	19.72%
NVDA NVIDIA Corporation	-7.50%	55.37%	189.13%	218.72%	45.44%	60.89%
AMD Advanced Micro Devices, Inc.	-5.04%	0.06%	54.92%	34.72%	26.56%	38.86%
TSLA	12.61%	36.61%	113.18%	-12.70%	67.74%	36.15%
AVGO Broadcom Inc.	-2.42%	31.34%	51.23%	76.85%	31.90%	38.53%
ASML ASML Holding N.V.	-11.63%	-10.72%	8.76%	30.96%	26.96%	21.05%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-8.73%	-10.71%	8.30%	26.72%	18.90%	18.16%
V	0.54%	9.07%	17.09%	30.36%	10.80%	18.16%
UNH	0.35%	5.56%	-6.10%	-2.49%	14.78%	23.14%
MA Mastercard Inc	3.19%	16.19%	18.61%	35.66%	13.76%	20.42%
NVO Novo Nordisk A/S	2.41%	29.95%	43.62%	95.91%	35.38%	21.32%
ORCL Oracle Corporation	-3.15%	29.59%	39.68%	71.92%	19.19%	14.56%
ADBE Adobe Inc	3.14%	45.20%	59.21%	87.14%	15.53%	26.38%
CSCO Cisco Systems, Inc.	0.07%	13.29%	19.21%	37.82%	5.88%	12.09%
SAP	-3.57%	9.71%	31.55%	64.87%	3.74%	7.91%
INTC Intel Corporation	5.47%	20.42%	33.88%	25.96%	-3.09%	6.98%
INTU Intuit Inc.	7.32%	21.49%	35.27%	29.07%	19.74%	24.06%
QCOM	0.48%	-10.79%	1.36%	-10.01%	11.12%	7.81%
BA The Boeing Company	-12.04%	2.26%	6.24%	41.23%	-10.92%	7.31%
Returns over 1 year are annualized

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

	NVO	UNH	TSLA	BA	NFLX	AMD	LVMUY	META	ORCL	TSM	CSCO	SAP	AAPL	INTC	QCOM	AVGO	CRM	AMZN	V	NVDA	ASML	MA	INTU	GOOGL	MSFT	ADBE
NVO	1.00	0.27	0.18	0.20	0.21	0.20	0.34	0.26	0.29	0.23	0.26	0.37	0.25	0.25	0.28	0.26	0.30	0.25	0.32	0.24	0.33	0.31	0.32	0.30	0.32	0.33
UNH	0.27	1.00	0.18	0.29	0.23	0.21	0.28	0.25	0.36	0.25	0.37	0.29	0.31	0.30	0.29	0.30	0.27	0.29	0.38	0.26	0.30	0.38	0.34	0.35	0.36	0.32
TSLA	0.18	0.18	1.00	0.26	0.37	0.34	0.26	0.34	0.27	0.34	0.28	0.29	0.37	0.33	0.33	0.38	0.40	0.40	0.29	0.40	0.35	0.32	0.36	0.37	0.36	0.39
BA	0.20	0.29	0.26	1.00	0.26	0.27	0.41	0.30	0.35	0.34	0.39	0.36	0.33	0.40	0.38	0.37	0.32	0.33	0.40	0.33	0.38	0.43	0.35	0.35	0.34	0.34
NFLX	0.21	0.23	0.37	0.26	1.00	0.36	0.30	0.46	0.33	0.32	0.33	0.32	0.39	0.36	0.36	0.37	0.45	0.52	0.37	0.43	0.37	0.39	0.43	0.46	0.43	0.49
AMD	0.20	0.21	0.34	0.27	0.36	1.00	0.32	0.36	0.35	0.45	0.37	0.38	0.41	0.45	0.47	0.46	0.42	0.43	0.38	0.61	0.48	0.39	0.42	0.41	0.46	0.46
LVMUY	0.34	0.28	0.26	0.41	0.30	0.32	1.00	0.33	0.41	0.43	0.40	0.57	0.38	0.40	0.41	0.40	0.39	0.41	0.46	0.38	0.53	0.47	0.41	0.44	0.44	0.45
META	0.26	0.25	0.34	0.30	0.46	0.36	0.33	1.00	0.36	0.35	0.36	0.39	0.46	0.40	0.40	0.43	0.49	0.55	0.45	0.47	0.41	0.44	0.46	0.60	0.49	0.52
ORCL	0.29	0.36	0.27	0.35	0.33	0.35	0.41	0.36	1.00	0.41	0.54	0.49	0.43	0.45	0.42	0.43	0.47	0.42	0.49	0.42	0.45	0.51	0.50	0.47	0.54	0.52
TSM	0.23	0.25	0.34	0.34	0.32	0.45	0.43	0.35	0.41	1.00	0.42	0.43	0.47	0.52	0.56	0.54	0.41	0.41	0.43	0.54	0.59	0.45	0.45	0.47	0.47	0.47
CSCO	0.26	0.37	0.28	0.39	0.33	0.37	0.40	0.36	0.54	0.42	1.00	0.46	0.48	0.54	0.48	0.51	0.46	0.43	0.50	0.46	0.48	0.51	0.51	0.48	0.54	0.51
SAP	0.37	0.29	0.29	0.36	0.32	0.38	0.57	0.39	0.49	0.43	0.46	1.00	0.44	0.45	0.45	0.44	0.47	0.46	0.50	0.44	0.57	0.51	0.50	0.48	0.52	0.53
AAPL	0.25	0.31	0.37	0.33	0.39	0.41	0.38	0.46	0.43	0.47	0.48	0.44	1.00	0.47	0.52	0.54	0.47	0.51	0.46	0.50	0.50	0.48	0.49	0.54	0.57	0.51
INTC	0.25	0.30	0.33	0.40	0.36	0.45	0.40	0.40	0.45	0.52	0.54	0.45	0.47	1.00	0.57	0.56	0.42	0.43	0.45	0.55	0.56	0.47	0.50	0.47	0.54	0.48
QCOM	0.28	0.29	0.33	0.38	0.36	0.47	0.41	0.40	0.42	0.56	0.48	0.45	0.52	0.57	1.00	0.60	0.46	0.47	0.46	0.57	0.57	0.48	0.50	0.49	0.53	0.52
AVGO	0.26	0.30	0.38	0.37	0.37	0.46	0.40	0.43	0.43	0.54	0.51	0.44	0.54	0.56	0.60	1.00	0.47	0.46	0.46	0.58	0.60	0.48	0.49	0.48	0.51	0.51
CRM	0.30	0.27	0.40	0.32	0.45	0.42	0.39	0.49	0.47	0.41	0.46	0.47	0.47	0.42	0.46	0.47	1.00	0.56	0.52	0.52	0.46	0.53	0.61	0.54	0.58	0.66
AMZN	0.25	0.29	0.40	0.33	0.52	0.43	0.41	0.55	0.42	0.41	0.43	0.46	0.51	0.43	0.47	0.46	0.56	1.00	0.50	0.51	0.46	0.52	0.54	0.66	0.59	0.59
V	0.32	0.38	0.29	0.40	0.37	0.38	0.46	0.45	0.49	0.43	0.50	0.50	0.46	0.45	0.46	0.46	0.52	0.50	1.00	0.45	0.48	0.84	0.57	0.56	0.56	0.59
NVDA	0.24	0.26	0.40	0.33	0.43	0.61	0.38	0.47	0.42	0.54	0.46	0.44	0.50	0.55	0.57	0.58	0.52	0.51	0.45	1.00	0.59	0.47	0.53	0.52	0.56	0.57
ASML	0.33	0.30	0.35	0.38	0.37	0.48	0.53	0.41	0.45	0.59	0.48	0.57	0.50	0.56	0.57	0.60	0.46	0.46	0.48	0.59	1.00	0.50	0.52	0.50	0.55	0.54
MA	0.31	0.38	0.32	0.43	0.39	0.39	0.47	0.44	0.51	0.45	0.51	0.51	0.48	0.47	0.48	0.48	0.53	0.52	0.84	0.47	0.50	1.00	0.59	0.57	0.58	0.58
INTU	0.32	0.34	0.36	0.35	0.43	0.42	0.41	0.46	0.50	0.45	0.51	0.50	0.49	0.50	0.50	0.49	0.61	0.54	0.57	0.53	0.52	0.59	1.00	0.57	0.65	0.68
GOOGL	0.30	0.35	0.37	0.35	0.46	0.41	0.44	0.60	0.47	0.47	0.48	0.48	0.54	0.47	0.49	0.48	0.54	0.66	0.56	0.52	0.50	0.57	0.57	1.00	0.64	0.61
MSFT	0.32	0.36	0.36	0.34	0.43	0.46	0.44	0.49	0.54	0.47	0.54	0.52	0.57	0.54	0.53	0.51	0.58	0.59	0.56	0.56	0.55	0.58	0.65	0.64	1.00	0.67
ADBE	0.33	0.32	0.39	0.34	0.49	0.46	0.45	0.52	0.52	0.47	0.51	0.53	0.51	0.48	0.52	0.51	0.66	0.59	0.59	0.57	0.54	0.58	0.68	0.61	0.67	1.00

Sharpe Ratio

The current Candiates Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

The Sharpe ratio of Candiates is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Candiates

Benchmark (^GSPC)

Portfolio components

Dividend yield

Candiates granted a 0.95% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Candiates	0.95%	1.19%	0.82%	0.98%	1.24%	1.43%	1.23%	1.50%	1.92%	1.36%	1.36%	2.25%
Portfolio components:
MSFT Microsoft Corporation	0.85%	1.07%	0.69%	0.96%	1.24%	1.78%	1.99%	2.59%	2.61%	2.86%	3.07%	3.79%
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.	0.00%	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.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TSM	1.63%	1.95%	1.27%	1.29%	2.93%	3.09%	2.63%	3.04%	3.04%	2.19%	2.87%	2.96%
AAPL Apple Inc.	0.54%	0.70%	0.49%	0.62%	1.06%	1.86%	1.54%	2.07%	2.12%	1.87%	2.40%	1.16%
GOOGL Alphabet 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	0.04%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.23%	1.77%	2.06%	0.66%
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.	2.22%	3.08%	2.35%	3.30%	4.01%	3.65%	2.36%	1.88%	1.54%	1.71%	2.43%	2.56%
ASML ASML Holding N.V.	1.03%	1.19%	0.50%	0.56%	1.22%	0.97%	0.68%	0.98%	0.78%	0.72%	0.68%	21.46%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	1.62%	1.79%	1.02%	1.71%	1.59%	2.39%	1.75%	2.38%	14.86%	3.10%	2.89%	2.75%
V	0.74%	0.76%	0.62%	0.57%	0.57%	0.69%	0.63%	0.78%	0.68%	0.68%	0.67%	0.70%
UNH	1.43%	1.22%	1.14%	1.43%	1.49%	1.49%	1.42%	1.64%	1.79%	1.59%	1.62%	1.74%
MA Mastercard Inc	0.54%	0.57%	0.49%	0.46%	0.45%	0.54%	0.60%	0.77%	0.69%	0.54%	0.27%	0.23%
NVO Novo Nordisk A/S	2.19%	2.01%	2.30%	2.02%	2.36%	2.24%	1.76%	3.41%	1.11%	1.75%	1.52%	1.41%
ORCL Oracle Corporation	1.28%	1.58%	1.42%	1.55%	1.83%	1.82%	1.67%	1.74%	1.77%	1.23%	0.73%	1.48%
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.	2.77%	3.24%	2.44%	3.47%	3.23%	3.41%	3.51%	4.04%	3.85%	3.50%	3.09%	3.53%
SAP	1.64%	2.62%	1.63%	1.40%	1.37%	1.90%	1.32%	1.71%	1.72%	2.27%	1.50%	2.21%
INTC Intel Corporation	2.83%	5.63%	2.86%	2.88%	2.35%	2.92%	2.73%	3.45%	3.47%	3.18%	4.59%	5.80%
INTU Intuit Inc.	0.60%	0.73%	0.39%	0.43%	0.76%	0.86%	0.93%	1.14%	1.16%	0.96%	1.00%	1.15%
QCOM	2.84%	2.72%	1.53%	1.79%	3.06%	4.82%	4.11%	3.87%	4.70%	2.82%	2.33%	2.12%
BA The Boeing Company	0.00%	0.00%	0.00%	0.96%	2.54%	2.18%	2.02%	3.02%	2.81%	2.57%	1.66%	2.79%

Expense Ratio

The 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

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	Ulcer Index
MSFT Microsoft Corporation	1.05
AMZN Amazon.com, Inc.	0.22
META Meta Platforms, Inc.	2.00
NFLX Netflix, Inc.	1.36
CRM salesforce.com, inc.	1.10
TSM	N/A
AAPL Apple Inc.	0.51
GOOGL Alphabet Inc.	0.87
NVDA NVIDIA Corporation	3.98
AMD Advanced Micro Devices, Inc.	0.60
TSLA	N/A
AVGO Broadcom Inc.	2.14
ASML ASML Holding N.V.	0.68
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	0.71
V	N/A
UNH	N/A
MA Mastercard Inc	1.45
NVO Novo Nordisk A/S	3.09
ORCL Oracle Corporation	2.29
ADBE Adobe Inc	2.26
CSCO Cisco Systems, Inc.	1.55
SAP	N/A
INTC Intel Corporation	0.54
INTU Intuit Inc.	0.67
QCOM	N/A
BA The Boeing Company	1.20

Drawdowns Chart

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

Candiates

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Candiates. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Candiates is 38.50%, recorded on Oct 11, 2022. It took 169 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.5%	Nov 22, 2021	223	Oct 11, 2022	169	Jun 14, 2023	392
-31.78%	Feb 20, 2020	22	Mar 20, 2020	54	Jun 8, 2020	76
-22.62%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-16.43%	Dec 30, 2015	30	Feb 11, 2016	34	Apr 1, 2016	64
-12.81%	Aug 6, 2015	14	Aug 25, 2015	41	Oct 22, 2015	55

Volatility Chart

The current Candiates volatility is 5.30%, 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.

Candiates

Benchmark (^GSPC)

Portfolio components