SPUS Top 15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 23.64% |
AVGO Broadcom Inc. | Technology | 2.78% |
CVX Chevron Corporation | Energy | 2.18% |
GOOG Alphabet Inc. | Communication Services | 5.51% |
GOOGL Alphabet Inc. | Communication Services | 6.20% |
HD The Home Depot, Inc. | Consumer Cyclical | 2.60% |
JNJ Johnson & Johnson | Healthcare | 3.65% |
LLY Eli Lilly and Company | Healthcare | 3.07% |
META Meta Platforms, Inc. | Communication Services | 5.49% |
MRK Merck & Co., Inc. | Healthcare | 2.47% |
MSFT Microsoft Corporation | Technology | 21.15% |
NVDA NVIDIA Corporation | Technology | 8.89% |
PG The Procter & Gamble Company | Consumer Defensive | 2.98% |
TSLA Tesla, Inc. | Consumer Cyclical | 5.82% |
XOM Exxon Mobil Corporation | Energy | 3.56% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPUS Top 15, 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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Oct 30, 2024, the SPUS Top 15 returned 35.66% Year-To-Date and 30.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| SPUS Top 15 | 35.66% | 2.81% | 23.64% | 53.40% | 37.64% | 30.72% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
NVDA NVIDIA Corporation | 185.29% | 16.35% | 63.51% | 243.27% | 95.48% | 77.28% |
GOOGL Alphabet Inc. | 21.77% | 3.49% | 4.50% | 36.67% | 22.08% | 19.66% |
TSLA Tesla, Inc. | 4.44% | -0.36% | 41.60% | 31.50% | 65.62% | 32.13% |
GOOG Alphabet Inc. | 21.73% | 3.54% | 4.20% | 36.43% | 22.26% | 19.98% |
META Meta Platforms, Inc. | 68.12% | 4.57% | 38.19% | 96.61% | 25.52% | 23.08% |
JNJ Johnson & Johnson | 4.53% | -0.81% | 12.46% | 12.33% | 6.85% | 6.95% |
XOM Exxon Mobil Corporation | 20.32% | 1.26% | 0.77% | 14.65% | 17.36% | 6.50% |
LLY Eli Lilly and Company | 55.76% | 2.94% | 16.04% | 60.80% | 53.61% | 32.50% |
PG The Procter & Gamble Company | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | 9.78% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 48.19% | 39.10% |
HD The Home Depot, Inc. | 16.18% | -1.12% | 19.75% | 44.00% | 13.77% | 17.77% |
MRK Merck & Co., Inc. | -3.03% | -8.76% | -18.71% | 3.70% | 7.89% | 9.81% |
CVX Chevron Corporation | 2.81% | 2.08% | -5.93% | 6.07% | 9.84% | 6.62% |
Monthly Returns
The table below presents the monthly returns of SPUS Top 15, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.75% | 6.78% | 2.21% | -2.16% | 8.14% | 7.71% | -0.46% | 1.39% | 3.33% | 35.66% | |||
| 2023 | 11.07% | 3.16% | 11.94% | 3.36% | 8.85% | 7.36% | 3.16% | -0.41% | -5.20% | -1.59% | 9.97% | 2.76% | 67.81% |
| 2022 | -4.94% | -4.46% | 6.50% | -10.79% | -1.45% | -8.01% | 11.90% | -5.81% | -10.27% | 3.91% | 6.42% | -8.37% | -25.04% |
| 2021 | 2.65% | 0.00% | 2.14% | 7.08% | -0.51% | 8.63% | 3.94% | 5.33% | -5.34% | 12.88% | 4.35% | 2.52% | 51.85% |
| 2020 | 6.50% | -5.39% | -8.11% | 17.06% | 6.65% | 8.56% | 8.38% | 18.27% | -7.66% | -3.60% | 10.61% | 6.06% | 67.94% |
| 2019 | 5.55% | 4.48% | 5.96% | 3.83% | -10.26% | 9.38% | 4.28% | -1.01% | 2.95% | 7.48% | 5.31% | 7.26% | 53.66% |
| 2018 | 7.06% | -1.70% | -5.21% | 1.21% | 7.37% | 1.19% | 3.16% | 8.01% | -0.21% | -5.32% | -3.71% | -8.24% | 2.02% |
| 2017 | 4.77% | 4.16% | 3.56% | 2.54% | 7.10% | -1.77% | 3.65% | 4.37% | -0.51% | 6.98% | 0.90% | 0.07% | 41.73% |
| 2016 | -4.52% | -2.13% | 9.63% | -5.24% | 6.55% | -1.83% | 9.26% | 1.27% | 2.94% | 0.50% | 1.42% | 5.37% | 24.23% |
| 2015 | -2.57% | 7.59% | -3.28% | 5.40% | 1.88% | -2.83% | 3.11% | -3.49% | 0.37% | 10.57% | 3.34% | -0.69% | 19.90% |
| 2014 | 1.17% | 4.02% | 2.69% | 0.38% | 7.11% | -0.66% | 2.26% | 4.02% | -3.36% | 18.63% |
Expense Ratio
SPUS Top 15 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPUS Top 15 is 59, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
NVDA NVIDIA Corporation | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
GOOGL Alphabet Inc. | 1.51 | 2.05 | 1.28 | 1.77 | 4.55 |
TSLA Tesla, Inc. | 0.43 | 1.06 | 1.13 | 0.39 | 1.10 |
GOOG Alphabet Inc. | 1.51 | 2.03 | 1.28 | 1.75 | 4.55 |
META Meta Platforms, Inc. | 2.81 | 3.74 | 1.53 | 4.75 | 17.06 |
JNJ Johnson & Johnson | 0.89 | 1.38 | 1.17 | 0.76 | 2.68 |
XOM Exxon Mobil Corporation | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
LLY Eli Lilly and Company | 2.14 | 2.89 | 1.39 | 3.32 | 12.23 |
PG The Procter & Gamble Company | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
HD The Home Depot, Inc. | 2.28 | 3.08 | 1.38 | 1.60 | 5.75 |
MRK Merck & Co., Inc. | 0.18 | 0.37 | 1.06 | 0.17 | 0.45 |
CVX Chevron Corporation | 0.39 | 0.66 | 1.08 | 0.33 | 1.23 |
Dividends
Dividend yield
SPUS Top 15 provided a 0.86% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPUS Top 15 | 0.86% | 0.88% | 0.99% | 0.94% | 1.22% | 1.23% | 1.55% | 1.40% | 1.64% | 1.73% | 1.68% | 1.86% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
GOOGL Alphabet Inc. | 0.24% | 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% |
GOOG Alphabet Inc. | 0.23% | 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. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
XOM Exxon Mobil Corporation | 3.24% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
PG The Procter & Gamble Company | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
HD The Home Depot, Inc. | 2.24% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
MRK Merck & Co., Inc. | 2.97% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPUS Top 15. 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 SPUS Top 15 was 32.58%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current SPUS Top 15 drawdown is 1.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -29.24% | Dec 28, 2021 | 216 | Nov 3, 2022 | 133 | May 17, 2023 | 349 |
| -23.37% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -14.53% | Dec 7, 2015 | 46 | Feb 11, 2016 | 34 | Apr 1, 2016 | 80 |
| -14.47% | Sep 3, 2020 | 14 | Sep 23, 2020 | 52 | Dec 7, 2020 | 66 |
Volatility
Volatility Chart
The current SPUS Top 15 volatility is 3.55%, 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.
Diversification
Asset Correlations Table
| TSLA | PG | XOM | MRK | LLY | CVX | JNJ | HD | NVDA | AVGO | META | AAPL | MSFT | GOOG | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.11 | 0.14 | 0.09 | 0.13 | 0.15 | 0.10 | 0.25 | 0.41 | 0.39 | 0.36 | 0.41 | 0.38 | 0.37 | 0.37 |
| PG | 0.11 | 1.00 | 0.20 | 0.38 | 0.31 | 0.21 | 0.48 | 0.36 | 0.16 | 0.20 | 0.20 | 0.27 | 0.33 | 0.26 | 0.27 |
| XOM | 0.14 | 0.20 | 1.00 | 0.27 | 0.20 | 0.83 | 0.25 | 0.27 | 0.18 | 0.26 | 0.18 | 0.25 | 0.22 | 0.25 | 0.25 |
| MRK | 0.09 | 0.38 | 0.27 | 1.00 | 0.48 | 0.27 | 0.53 | 0.26 | 0.12 | 0.19 | 0.20 | 0.22 | 0.28 | 0.25 | 0.25 |
| LLY | 0.13 | 0.31 | 0.20 | 0.48 | 1.00 | 0.20 | 0.45 | 0.26 | 0.23 | 0.25 | 0.27 | 0.26 | 0.33 | 0.29 | 0.29 |
| CVX | 0.15 | 0.21 | 0.83 | 0.27 | 0.20 | 1.00 | 0.26 | 0.29 | 0.22 | 0.28 | 0.19 | 0.25 | 0.26 | 0.27 | 0.27 |
| JNJ | 0.10 | 0.48 | 0.25 | 0.53 | 0.45 | 0.26 | 1.00 | 0.33 | 0.14 | 0.20 | 0.20 | 0.26 | 0.30 | 0.29 | 0.29 |
| HD | 0.25 | 0.36 | 0.27 | 0.26 | 0.26 | 0.29 | 0.33 | 1.00 | 0.37 | 0.38 | 0.35 | 0.39 | 0.45 | 0.40 | 0.40 |
| NVDA | 0.41 | 0.16 | 0.18 | 0.12 | 0.23 | 0.22 | 0.14 | 0.37 | 1.00 | 0.61 | 0.50 | 0.52 | 0.58 | 0.52 | 0.52 |
| AVGO | 0.39 | 0.20 | 0.26 | 0.19 | 0.25 | 0.28 | 0.20 | 0.38 | 0.61 | 1.00 | 0.47 | 0.55 | 0.54 | 0.48 | 0.48 |
| META | 0.36 | 0.20 | 0.18 | 0.20 | 0.27 | 0.19 | 0.20 | 0.35 | 0.50 | 0.47 | 1.00 | 0.51 | 0.58 | 0.65 | 0.66 |
| AAPL | 0.41 | 0.27 | 0.25 | 0.22 | 0.26 | 0.25 | 0.26 | 0.39 | 0.52 | 0.55 | 0.51 | 1.00 | 0.62 | 0.58 | 0.58 |
| MSFT | 0.38 | 0.33 | 0.22 | 0.28 | 0.33 | 0.26 | 0.30 | 0.45 | 0.58 | 0.54 | 0.58 | 0.62 | 1.00 | 0.68 | 0.68 |
| GOOG | 0.37 | 0.26 | 0.25 | 0.25 | 0.29 | 0.27 | 0.29 | 0.40 | 0.52 | 0.48 | 0.65 | 0.58 | 0.68 | 1.00 | 0.99 |
| GOOGL | 0.37 | 0.27 | 0.25 | 0.25 | 0.29 | 0.27 | 0.29 | 0.40 | 0.52 | 0.48 | 0.66 | 0.58 | 0.68 | 0.99 | 1.00 |