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SPUS Top 15
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 23.64%MSFT 21.15%NVDA 8.89%GOOGL 6.2%TSLA 5.82%GOOG 5.51%META 5.49%JNJ 3.65%XOM 3.56%LLY 3.07%PG 2.98%AVGO 2.78%HD 2.6%MRK 2.47%CVX 2.18%EquityEquity

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 Every 3 months.


0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1,526.33%
199.87%
SPUS Top 15
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 9, 2025, the SPUS Top 15 returned -9.35% Year-To-Date and 29.19% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
SPUS Top 15-9.35%15.31%-5.71%13.03%29.95%29.19%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
TSLA
Tesla, Inc.
-29.47%28.38%-4.07%63.02%39.28%33.49%
GOOG
Alphabet Inc
-18.12%6.26%-14.36%-8.57%17.71%19.36%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
JNJ
Johnson & Johnson
8.50%3.77%0.92%7.86%3.80%7.37%
XOM
Exxon Mobil Corporation
-0.51%5.26%-10.94%-5.60%23.92%6.52%
LLY
Eli Lilly and Company
-2.49%3.47%-5.45%-2.41%39.23%28.61%
PG
The Procter & Gamble Company
-4.18%0.81%-1.69%-1.52%9.16%10.10%
AVGO
Broadcom Inc.
-10.11%33.16%13.68%58.68%53.93%36.25%
HD
The Home Depot, Inc.
-5.61%8.84%-7.59%10.36%11.95%15.26%
MRK
Merck & Co., Inc.
-21.27%-1.65%-21.97%-38.29%4.44%6.31%
CVX
Chevron Corporation
-4.34%0.08%-10.71%-12.04%12.41%6.97%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.32%-3.03%-7.27%0.06%1.08%-9.35%
20242.75%6.78%2.21%-2.16%8.14%7.70%-0.46%1.39%3.33%-1.72%5.02%3.57%42.45%
202311.07%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%
20212.65%0.00%2.14%7.08%-0.51%8.63%3.94%5.33%-5.34%12.88%4.35%2.52%51.85%
20206.50%-5.39%-8.11%17.06%6.65%8.56%8.38%18.27%-7.66%-3.60%10.61%6.06%67.94%
20195.55%4.48%5.96%3.83%-10.26%9.38%4.28%-1.01%2.95%7.48%5.31%7.26%53.66%
20187.06%-1.70%-5.21%1.21%7.37%1.19%3.16%8.01%-0.21%-5.32%-3.71%-8.24%2.02%
20174.77%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%-3.27%5.40%1.88%-2.83%3.11%-3.49%0.37%10.57%3.34%-0.69%19.91%
20141.17%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%, 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 SPUS Top 15 is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPUS Top 15 is 3636
Overall Rank
The Sharpe Ratio Rank of SPUS Top 15 is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUS Top 15 is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SPUS Top 15 is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SPUS Top 15 is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SPUS Top 15 is 2828
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
AAPL
Apple Inc
0.270.631.090.280.95
MSFT
Microsoft Corporation
0.300.571.070.290.63
NVDA
NVIDIA Corporation
0.511.021.130.741.85
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58
TSLA
Tesla, Inc.
0.881.541.180.922.28
GOOG
Alphabet Inc
-0.28-0.150.98-0.27-0.59
META
Meta Platforms, Inc.
0.751.321.170.852.66
JNJ
Johnson & Johnson
0.420.701.100.471.28
XOM
Exxon Mobil Corporation
-0.24-0.190.98-0.32-0.72
LLY
Eli Lilly and Company
-0.060.211.03-0.05-0.11
PG
The Procter & Gamble Company
-0.080.041.01-0.10-0.23
AVGO
Broadcom Inc.
0.941.711.231.474.08
HD
The Home Depot, Inc.
0.450.731.080.421.12
MRK
Merck & Co., Inc.
-1.47-1.940.74-0.91-1.66
CVX
Chevron Corporation
-0.48-0.480.93-0.54-1.37

The current SPUS Top 15 Sharpe ratio is 0.54. 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 0.44 to 0.96, 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 SPUS Top 15 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.48
SPUS Top 15
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SPUS Top 15 provided a 1.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.00%0.91%0.88%0.99%0.94%1.22%1.23%1.54%1.40%1.64%1.73%1.68%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
GOOGL
Alphabet Inc Class A
0.52%0.32%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
0.51%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson
3.19%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
XOM
Exxon Mobil Corporation
3.66%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
PG
The Procter & Gamble Company
2.57%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
AVGO
Broadcom Inc.
1.08%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
HD
The Home Depot, Inc.
2.48%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
MRK
Merck & Co., Inc.
4.07%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
CVX
Chevron Corporation
4.82%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.95%
-7.82%
SPUS Top 15
Benchmark (^GSPC)
Portfolio components

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 12.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.58%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-29.24%Dec 28, 2021216Nov 3, 2022133May 17, 2023349
-24.5%Dec 18, 202475Apr 8, 2025
-23.37%Oct 4, 201856Dec 24, 201881Apr 23, 2019137
-14.53%Dec 7, 201546Feb 11, 201634Apr 1, 201680

Volatility

Volatility Chart

The current SPUS Top 15 volatility is 13.94%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.94%
11.21%
SPUS Top 15
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 7.77, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCMRKPGXOMJNJCVXLLYTSLAHDNVDAAVGOMETAAAPLGOOGGOOGLMSFTPortfolio
^GSPC1.000.380.410.460.420.480.410.470.620.630.660.610.680.700.700.750.86
MRK0.381.000.390.270.520.270.470.080.250.100.170.190.220.220.230.260.28
PG0.410.391.000.200.480.210.310.100.360.140.180.180.260.240.240.310.31
XOM0.460.270.201.000.260.830.190.130.270.180.240.170.250.250.240.210.31
JNJ0.420.520.480.261.000.260.440.090.330.120.180.170.250.260.260.280.30
CVX0.480.270.210.830.261.000.190.150.290.210.270.180.250.260.260.260.33
LLY0.410.470.310.190.440.191.000.140.270.230.250.270.260.280.280.330.37
TSLA0.470.080.100.130.090.150.141.000.260.410.400.370.410.390.390.390.59
HD0.620.250.360.270.330.290.270.261.000.360.380.350.390.390.390.440.50
NVDA0.630.100.140.180.120.210.230.410.361.000.610.510.500.520.520.590.74
AVGO0.660.170.180.240.180.270.250.400.380.611.000.480.540.490.490.540.68
META0.610.190.180.170.170.180.270.370.350.510.481.000.500.650.660.580.69
AAPL0.680.220.260.250.250.250.260.410.390.500.540.501.000.570.570.610.81
GOOG0.700.220.240.250.260.260.280.390.390.520.490.650.571.000.990.680.77
GOOGL0.700.230.240.240.260.260.280.390.390.520.490.660.570.991.000.680.77
MSFT0.750.260.310.210.280.260.330.390.440.590.540.580.610.680.681.000.84
Portfolio0.860.280.310.310.300.330.370.590.500.740.680.690.810.770.770.841.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014