NTT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 22% |
ADBE Adobe Inc | Technology | 4% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9% |
AVGO Broadcom Inc. | Technology | 6% |
GOOG Alphabet Inc. | Communication Services | 11% |
MCD McDonald's Corporation | Consumer Cyclical | 8% |
META Meta Platforms, Inc. | Communication Services | 8% |
MSFT Microsoft Corporation | Technology | 19% |
NVDA NVIDIA Corporation | Technology | 8% |
TSLA Tesla, Inc. | Consumer Cyclical | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NTT, 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 Aug 27, 2024, the NTT returned 26.94% Year-To-Date and 31.72% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| NTT | 26.94% | 3.40% | 16.36% | 42.16% | 36.39% | 31.72% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
META Meta Platforms, Inc. | 47.53% | 11.90% | 7.10% | 79.90% | 23.09% | 21.51% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
AVGO Broadcom Inc. | 44.06% | 5.27% | 24.06% | 88.63% | 45.96% | 38.89% |
TSLA Tesla, Inc. | -14.19% | -3.00% | 6.75% | -10.72% | 70.90% | 28.14% |
MCD McDonald's Corporation | -1.45% | 14.56% | -0.53% | 4.18% | 8.03% | 14.80% |
ADBE Adobe Inc | -6.23% | 3.13% | 1.26% | 5.57% | 14.37% | 22.84% |
Monthly Returns
The table below presents the monthly returns of NTT, 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 | 2.35% | 7.10% | 1.04% | -2.68% | 7.07% | 9.43% | -0.62% | 26.94% | |||||
| 2023 | 13.95% | 2.79% | 13.17% | 2.74% | 11.70% | 7.77% | 3.73% | -0.96% | -6.26% | -0.08% | 11.12% | 3.85% | 82.03% |
| 2022 | -7.04% | -5.66% | 5.73% | -13.60% | -2.18% | -9.08% | 13.79% | -5.90% | -12.29% | 1.40% | 6.05% | -8.88% | -34.43% |
| 2021 | 0.83% | -0.85% | 2.28% | 8.64% | -1.57% | 8.43% | 3.80% | 5.62% | -5.91% | 11.06% | 5.16% | 1.62% | 45.16% |
| 2020 | 7.68% | -5.04% | -7.97% | 17.82% | 6.49% | 9.67% | 9.71% | 18.72% | -7.03% | -3.11% | 9.15% | 5.26% | 74.54% |
| 2019 | 7.04% | 3.13% | 6.44% | 5.79% | -10.18% | 9.44% | 4.15% | -1.55% | 1.93% | 6.72% | 5.64% | 6.47% | 53.30% |
| 2018 | 8.95% | -0.03% | -5.28% | 2.14% | 7.58% | 0.76% | 1.76% | 8.85% | -0.20% | -6.83% | -3.50% | -7.86% | 4.60% |
| 2017 | 6.44% | 4.19% | 4.52% | 3.72% | 8.12% | -1.95% | 4.23% | 4.64% | -1.72% | 9.66% | 1.51% | -0.69% | 51.02% |
| 2016 | -4.84% | -2.92% | 10.32% | -4.50% | 6.97% | -2.80% | 8.88% | 1.94% | 3.56% | 0.46% | 0.84% | 4.46% | 23.10% |
| 2015 | -0.76% | 9.38% | -3.13% | 5.60% | 2.58% | -2.41% | 5.46% | -3.29% | 0.92% | 12.09% | 4.06% | 0.20% | 33.74% |
| 2014 | -0.06% | 4.81% | 3.17% | -0.16% | 6.98% | -0.46% | 0.96% | 5.55% | -3.86% | 17.72% |
Expense Ratio
NTT 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 NTT is 68, 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 | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
META Meta Platforms, Inc. | 2.23 | 3.11 | 1.41 | 3.25 | 13.63 |
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
AVGO Broadcom Inc. | 2.09 | 2.78 | 1.35 | 3.57 | 11.56 |
TSLA Tesla, Inc. | -0.13 | 0.20 | 1.02 | -0.11 | -0.28 |
MCD McDonald's Corporation | 0.27 | 0.50 | 1.06 | 0.27 | 0.56 |
ADBE Adobe Inc | 0.27 | 0.60 | 1.09 | 0.25 | 0.63 |
Dividends
Dividend yield
NTT granted a 0.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NTT | 0.52% | 0.52% | 0.72% | 0.53% | 0.69% | 0.88% | 1.21% | 1.03% | 1.29% | 1.32% | 1.40% | 1.59% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 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 | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. | 0.19% | 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AVGO Broadcom Inc. | 1.27% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
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% |
MCD McDonald's Corporation | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
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% |
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 NTT. 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 NTT was 38.45%, occurring on Nov 3, 2022. Recovery took 144 trading sessions.
The current NTT drawdown is 6.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.45% | Dec 28, 2021 | 216 | Nov 3, 2022 | 144 | Jun 2, 2023 | 360 |
| -31.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 49 | Jun 2, 2020 | 72 |
| -24.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 78 | Apr 17, 2019 | 136 |
| -16.24% | Dec 7, 2015 | 44 | Feb 9, 2016 | 36 | Apr 1, 2016 | 80 |
| -14.5% | Sep 3, 2020 | 14 | Sep 23, 2020 | 63 | Dec 22, 2020 | 77 |
Volatility
Volatility Chart
The current NTT volatility is 7.62%, 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
| MCD | TSLA | AVGO | NVDA | META | AAPL | AMZN | ADBE | GOOG | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| MCD | 1.00 | 0.18 | 0.29 | 0.22 | 0.29 | 0.32 | 0.28 | 0.32 | 0.33 | 0.38 |
| TSLA | 0.18 | 1.00 | 0.39 | 0.41 | 0.36 | 0.41 | 0.41 | 0.40 | 0.37 | 0.38 |
| AVGO | 0.29 | 0.39 | 1.00 | 0.61 | 0.48 | 0.56 | 0.47 | 0.52 | 0.48 | 0.54 |
| NVDA | 0.22 | 0.41 | 0.61 | 1.00 | 0.51 | 0.52 | 0.53 | 0.58 | 0.52 | 0.58 |
| META | 0.29 | 0.36 | 0.48 | 0.51 | 1.00 | 0.51 | 0.61 | 0.58 | 0.65 | 0.58 |
| AAPL | 0.32 | 0.41 | 0.56 | 0.52 | 0.51 | 1.00 | 0.56 | 0.54 | 0.58 | 0.62 |
| AMZN | 0.28 | 0.41 | 0.47 | 0.53 | 0.61 | 0.56 | 1.00 | 0.61 | 0.67 | 0.64 |
| ADBE | 0.32 | 0.40 | 0.52 | 0.58 | 0.58 | 0.54 | 0.61 | 1.00 | 0.62 | 0.70 |
| GOOG | 0.33 | 0.37 | 0.48 | 0.52 | 0.65 | 0.58 | 0.67 | 0.62 | 1.00 | 0.69 |
| MSFT | 0.38 | 0.38 | 0.54 | 0.58 | 0.58 | 0.62 | 0.64 | 0.70 | 0.69 | 1.00 |