NTT
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc. | Technology | 22% |
MSFT Microsoft Corporation | Technology | 19% |
GOOG Alphabet Inc. | Communication Services | 11% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9% |
META Meta Platforms, Inc. | Communication Services | 8% |
NVDA NVIDIA Corporation | Technology | 8% |
MCD McDonald's Corporation | Consumer Cyclical | 8% |
AVGO Broadcom Inc. | Technology | 6% |
TSLA Tesla, Inc. | Consumer Cyclical | 5% |
ADBE Adobe Inc | Technology | 4% |
Performance
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
Returns
As of Sep 21, 2023, the NTT returned 61.52% Year-To-Date and 30.84% 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% | 9.59% |
NTT | 0.52% | 25.60% | 61.52% | 47.69% | 28.33% | 30.84% |
Portfolio components: | ||||||
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 27.99% |
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.35% | 26.95% |
GOOG Alphabet Inc. | 3.78% | 26.66% | 51.68% | 34.58% | 18.28% | 18.10% |
AMZN Amazon.com, Inc. | 0.77% | 37.06% | 61.06% | 14.13% | 7.18% | 24.54% |
META Meta Platforms, Inc. | 4.20% | 46.70% | 149.02% | 110.86% | 13.00% | 18.31% |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 45.44% | 62.64% |
AVGO Broadcom Inc. | -2.42% | 31.34% | 51.23% | 76.85% | 31.90% | 34.92% |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | 67.74% | 36.46% |
MCD McDonald's Corporation | -0.58% | 3.91% | 6.93% | 12.86% | 13.54% | 14.81% |
ADBE Adobe Inc | 3.14% | 45.20% | 59.21% | 87.14% | 15.53% | 25.04% |
Returns over 1 year are annualized |
Asset Correlations Table
MCD | TSLA | AVGO | NVDA | META | AAPL | AMZN | ADBE | GOOG | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|
MCD | 1.00 | 0.18 | 0.33 | 0.25 | 0.30 | 0.34 | 0.30 | 0.34 | 0.35 | 0.40 |
TSLA | 0.18 | 1.00 | 0.39 | 0.43 | 0.37 | 0.41 | 0.42 | 0.41 | 0.38 | 0.39 |
AVGO | 0.33 | 0.39 | 1.00 | 0.60 | 0.47 | 0.57 | 0.47 | 0.53 | 0.50 | 0.54 |
NVDA | 0.25 | 0.43 | 0.60 | 1.00 | 0.50 | 0.54 | 0.54 | 0.59 | 0.54 | 0.59 |
META | 0.30 | 0.37 | 0.47 | 0.50 | 1.00 | 0.53 | 0.61 | 0.59 | 0.67 | 0.57 |
AAPL | 0.34 | 0.41 | 0.57 | 0.54 | 0.53 | 1.00 | 0.57 | 0.57 | 0.59 | 0.63 |
AMZN | 0.30 | 0.42 | 0.47 | 0.54 | 0.61 | 0.57 | 1.00 | 0.62 | 0.68 | 0.63 |
ADBE | 0.34 | 0.41 | 0.53 | 0.59 | 0.59 | 0.57 | 0.62 | 1.00 | 0.63 | 0.72 |
GOOG | 0.35 | 0.38 | 0.50 | 0.54 | 0.67 | 0.59 | 0.68 | 0.63 | 1.00 | 0.69 |
MSFT | 0.40 | 0.39 | 0.54 | 0.59 | 0.57 | 0.63 | 0.63 | 0.72 | 0.69 | 1.00 |
Dividend yield
NTT granted a 0.59% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
NTT | 0.59% | 0.73% | 0.55% | 0.73% | 0.94% | 1.21% | 1.08% | 1.37% | 1.43% | 1.55% | 1.75% | 1.53% |
Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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 | 2.19% | 2.18% | 2.04% | 2.50% | 2.61% | 2.63% | 2.55% | 3.48% | 3.52% | 4.38% | 4.16% | 4.35% |
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% |
Expense Ratio
The 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
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. | 0.51 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
GOOG Alphabet Inc. | 0.87 | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
META Meta Platforms, Inc. | 2.00 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
AVGO Broadcom Inc. | 2.14 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
MCD McDonald's Corporation | 0.67 | ||||
ADBE Adobe Inc | 2.26 |
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 NTT. 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 NTT is 38.45%, recorded on Nov 3, 2022. It took 144 trading sessions for the portfolio to recover.
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 Chart
The current NTT volatility is 6.06%, 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.