SPUS Top 15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 23.64% |
MSFT Microsoft Corporation | Technology | 21.15% |
NVDA NVIDIA Corporation | Technology | 8.89% |
GOOGL Alphabet Inc. | Communication Services | 6.2% |
TSLA Tesla, Inc. | Consumer Cyclical | 5.82% |
GOOG Alphabet Inc. | Communication Services | 5.51% |
META Meta Platforms, Inc. | Communication Services | 5.49% |
JNJ Johnson & Johnson | Healthcare | 3.65% |
XOM Exxon Mobil Corporation | Energy | 3.56% |
LLY Eli Lilly and Company | Healthcare | 3.07% |
PG The Procter & Gamble Company | Consumer Defensive | 2.98% |
AVGO Broadcom Inc. | Technology | 2.78% |
HD The Home Depot, Inc. | Consumer Cyclical | 2.6% |
MRK Merck & Co., Inc. | Healthcare | 2.47% |
CVX Chevron Corporation | Energy | 2.18% |
Performance
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
Returns
As of Sep 30, 2023, the SPUS Top 15 returned 50.88% Year-To-Date and 29.18% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 9.03% |
| SPUS Top 15 | -5.18% | 17.63% | 50.88% | 52.87% | 29.61% | 29.18% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -8.87% | 4.11% | 32.33% | 24.62% | 25.84% | 27.59% |
MSFT Microsoft Corporation | -3.66% | 9.99% | 32.56% | 36.88% | 23.65% | 26.17% |
NVDA NVIDIA Corporation | -11.86% | 56.63% | 197.76% | 258.56% | 43.53% | 62.20% |
GOOGL Alphabet Inc. | -3.90% | 26.15% | 48.32% | 36.81% | 16.76% | 17.41% |
TSLA Tesla, Inc. | -3.05% | 20.61% | 103.13% | -5.67% | 64.79% | 34.54% |
GOOG Alphabet Inc. | -4.00% | 26.78% | 48.60% | 37.13% | 17.19% | 17.58% |
META Meta Platforms, Inc. | 1.46% | 41.65% | 149.47% | 121.26% | 13.10% | 18.62% |
JNJ Johnson & Johnson | -3.67% | 1.98% | -9.88% | -1.92% | 4.98% | 7.86% |
XOM Exxon Mobil Corporation | 5.75% | 9.04% | 9.24% | 39.15% | 12.15% | 6.50% |
LLY Eli Lilly and Company | -3.08% | 57.15% | 48.00% | 67.89% | 40.37% | 29.01% |
PG The Procter & Gamble Company | -5.49% | -0.67% | -1.94% | 18.56% | 14.72% | 9.65% |
AVGO Broadcom Inc. | -9.51% | 30.87% | 51.23% | 92.03% | 31.72% | 34.63% |
HD The Home Depot, Inc. | -8.52% | 3.78% | -2.33% | 12.47% | 10.49% | 17.82% |
MRK Merck & Co., Inc. | -4.89% | -1.92% | -5.30% | 22.81% | 11.97% | 10.48% |
CVX Chevron Corporation | 4.67% | 5.36% | -3.38% | 21.65% | 11.07% | 8.22% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 11.94% | 3.36% | 8.85% | 7.36% | 3.16% | -0.43% |
Dividend yield
SPUS Top 15 granted a 0.91% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPUS Top 15 | 0.91% | 1.00% | 0.98% | 1.31% | 1.35% | 1.71% | 1.59% | 1.89% | 2.04% | 2.01% | 2.27% | 2.12% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.55% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
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% |
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% |
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. | 0.00% | 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% |
JNJ Johnson & Johnson | 2.98% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
XOM Exxon Mobil Corporation | 3.10% | 3.30% | 6.08% | 9.55% | 6.00% | 6.06% | 4.88% | 4.57% | 5.29% | 4.33% | 3.70% | 3.94% |
LLY Eli Lilly and Company | 0.81% | 1.08% | 1.26% | 1.82% | 2.08% | 2.10% | 2.73% | 3.16% | 2.77% | 3.41% | 4.76% | 5.11% |
PG The Procter & Gamble Company | 2.54% | 2.43% | 2.17% | 2.40% | 2.60% | 3.49% | 3.48% | 3.83% | 4.12% | 3.57% | 3.85% | 4.45% |
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% |
HD The Home Depot, Inc. | 2.70% | 2.46% | 1.66% | 2.41% | 2.72% | 2.69% | 2.16% | 2.42% | 2.14% | 2.19% | 2.37% | 2.40% |
MRK Merck & Co., Inc. | 2.84% | 2.58% | 3.59% | 3.31% | 2.80% | 3.01% | 4.00% | 3.86% | 4.34% | 4.08% | 4.67% | 5.78% |
CVX Chevron Corporation | 3.53% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.53 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
NVDA NVIDIA Corporation | 4.40 | ||||
GOOGL Alphabet Inc. | 0.91 | ||||
TSLA Tesla, Inc. | -0.21 | ||||
GOOG Alphabet Inc. | 0.90 | ||||
META Meta Platforms, Inc. | 2.15 | ||||
JNJ Johnson & Johnson | -0.22 | ||||
XOM Exxon Mobil Corporation | 1.37 | ||||
LLY Eli Lilly and Company | 2.32 | ||||
PG The Procter & Gamble Company | 0.86 | ||||
AVGO Broadcom Inc. | 2.48 | ||||
HD The Home Depot, Inc. | 0.41 | ||||
MRK Merck & Co., Inc. | 1.11 | ||||
CVX Chevron Corporation | 0.81 |
Asset Correlations Table
| TSLA | XOM | PG | MRK | LLY | CVX | JNJ | HD | NVDA | META | AVGO | AAPL | MSFT | GOOG | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.15 | 0.13 | 0.11 | 0.13 | 0.16 | 0.12 | 0.25 | 0.43 | 0.37 | 0.39 | 0.41 | 0.39 | 0.38 | 0.38 |
| XOM | 0.15 | 1.00 | 0.22 | 0.29 | 0.23 | 0.83 | 0.26 | 0.28 | 0.22 | 0.20 | 0.29 | 0.28 | 0.26 | 0.29 | 0.28 |
| PG | 0.13 | 0.22 | 1.00 | 0.39 | 0.34 | 0.22 | 0.49 | 0.38 | 0.20 | 0.23 | 0.24 | 0.29 | 0.36 | 0.29 | 0.30 |
| MRK | 0.11 | 0.29 | 0.39 | 1.00 | 0.52 | 0.29 | 0.54 | 0.28 | 0.15 | 0.22 | 0.23 | 0.24 | 0.31 | 0.26 | 0.27 |
| LLY | 0.13 | 0.23 | 0.34 | 0.52 | 1.00 | 0.22 | 0.51 | 0.27 | 0.21 | 0.26 | 0.24 | 0.27 | 0.34 | 0.30 | 0.30 |
| CVX | 0.16 | 0.83 | 0.22 | 0.29 | 0.22 | 1.00 | 0.26 | 0.30 | 0.25 | 0.21 | 0.31 | 0.27 | 0.30 | 0.29 | 0.29 |
| JNJ | 0.12 | 0.26 | 0.49 | 0.54 | 0.51 | 0.26 | 1.00 | 0.34 | 0.19 | 0.24 | 0.26 | 0.28 | 0.34 | 0.32 | 0.33 |
| HD | 0.25 | 0.28 | 0.38 | 0.28 | 0.27 | 0.30 | 0.34 | 1.00 | 0.39 | 0.37 | 0.40 | 0.41 | 0.47 | 0.43 | 0.43 |
| NVDA | 0.43 | 0.22 | 0.20 | 0.15 | 0.21 | 0.25 | 0.19 | 0.39 | 1.00 | 0.51 | 0.60 | 0.54 | 0.59 | 0.54 | 0.54 |
| META | 0.37 | 0.20 | 0.23 | 0.22 | 0.26 | 0.21 | 0.24 | 0.37 | 0.51 | 1.00 | 0.47 | 0.53 | 0.57 | 0.67 | 0.67 |
| AVGO | 0.39 | 0.29 | 0.24 | 0.23 | 0.24 | 0.31 | 0.26 | 0.40 | 0.60 | 0.47 | 1.00 | 0.58 | 0.54 | 0.49 | 0.50 |
| AAPL | 0.41 | 0.28 | 0.29 | 0.24 | 0.27 | 0.27 | 0.28 | 0.41 | 0.54 | 0.53 | 0.58 | 1.00 | 0.63 | 0.59 | 0.59 |
| MSFT | 0.39 | 0.26 | 0.36 | 0.31 | 0.34 | 0.30 | 0.34 | 0.47 | 0.59 | 0.57 | 0.54 | 0.63 | 1.00 | 0.69 | 0.69 |
| GOOG | 0.38 | 0.29 | 0.29 | 0.26 | 0.30 | 0.29 | 0.32 | 0.43 | 0.54 | 0.67 | 0.49 | 0.59 | 0.69 | 1.00 | 0.99 |
| GOOGL | 0.38 | 0.28 | 0.30 | 0.27 | 0.30 | 0.29 | 0.33 | 0.43 | 0.54 | 0.67 | 0.50 | 0.59 | 0.69 | 0.99 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the SPUS Top 15. 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 SPUS Top 15 is 32.58%, recorded on Mar 23, 2020. It took 52 trading sessions for the portfolio to recover.
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 |
| -14.52% | 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 Chart
The current SPUS Top 15 volatility is 4.34%, 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.