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NTT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 22%MSFT 19%GOOG 11%AMZN 9%META 8%NVDA 8%MCD 8%AVGO 6%TSLA 5%ADBE 4%EquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
25.10%
15.83%
NTT
Benchmark (^GSPC)
Portfolio components

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 NTT returned 34.83% Year-To-Date and 32.40% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
NTT34.83%2.69%25.09%55.84%35.74%32.40%
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%
GOOG
Alphabet Inc.
21.73%3.54%4.20%36.43%22.26%19.98%
AMZN
Amazon.com, Inc.
25.60%1.52%9.05%43.79%16.58%28.81%
META
Meta Platforms, Inc.
68.12%4.57%38.19%96.61%25.52%23.08%
NVDA
NVIDIA Corporation
185.29%16.35%63.51%243.27%95.48%77.28%
AVGO
Broadcom Inc.
62.30%3.79%38.74%116.35%48.19%39.10%
TSLA
Tesla, Inc.
4.44%-0.36%41.60%31.50%65.62%32.13%
MCD
McDonald's Corporation
1.30%-2.86%9.38%16.15%11.03%15.11%
ADBE
Adobe Inc
-18.64%-5.84%4.87%-7.89%11.84%21.40%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.35%7.10%1.04%-2.68%7.07%9.43%-0.62%1.26%4.12%34.83%
202313.95%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%
20210.83%-0.85%2.28%8.64%-1.57%8.43%3.80%5.62%-5.91%11.06%5.16%1.62%45.16%
20207.68%-5.04%-7.97%17.82%6.49%9.67%9.71%18.72%-7.03%-3.11%9.15%5.26%74.54%
20197.04%3.13%6.44%5.79%-10.18%9.44%4.15%-1.55%1.93%6.72%5.64%6.47%53.30%
20188.95%-0.03%-5.32%2.14%7.58%0.73%1.76%8.85%-0.20%-6.83%-3.50%-7.86%4.52%
20176.44%4.13%4.52%3.72%8.12%-1.95%4.23%4.64%-1.72%9.66%1.51%-0.69%50.94%
2016-4.84%-3.00%10.32%-4.50%6.97%-2.80%8.88%1.94%3.56%0.46%0.84%4.46%23.00%
2015-0.76%9.28%-3.14%5.60%2.58%-2.41%5.46%-3.29%0.92%12.09%4.06%0.20%33.61%
2014-0.06%4.81%3.17%-0.16%6.98%-0.46%0.97%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NTT is 49, 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.


The Risk-Adjusted Performance Rank of NTT is 4949
Combined Rank
The Sharpe Ratio Rank of NTT is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of NTT is 4141Sortino Ratio Rank
The Omega Ratio Rank of NTT is 4444Omega Ratio Rank
The Calmar Ratio Rank of NTT is 7676Calmar Ratio Rank
The Martin Ratio Rank of NTT is 3333Martin 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.


NTT
Sharpe ratio
The chart of Sharpe ratio for NTT, currently valued at 3.03, compared to the broader market0.002.004.006.003.03
Sortino ratio
The chart of Sortino ratio for NTT, currently valued at 3.80, compared to the broader market-2.000.002.004.006.003.80
Omega ratio
The chart of Omega ratio for NTT, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for NTT, currently valued at 4.16, compared to the broader market0.005.0010.004.16
Martin ratio
The chart of Martin ratio for NTT, currently valued at 14.64, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.762.521.322.395.67
MSFT
Microsoft Corporation
1.692.261.292.065.37
GOOG
Alphabet Inc.
1.512.031.281.754.55
AMZN
Amazon.com, Inc.
1.892.541.331.718.44
META
Meta Platforms, Inc.
2.813.741.534.7517.06
NVDA
NVIDIA Corporation
4.844.431.589.2029.13
AVGO
Broadcom Inc.
2.573.101.414.6414.31
TSLA
Tesla, Inc.
0.431.061.130.391.10
MCD
McDonald's Corporation
1.021.471.201.052.38
ADBE
Adobe Inc
-0.130.051.01-0.12-0.27

Sharpe Ratio

The current NTT Sharpe ratio is 3.03. 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 2.49 to 3.44, 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 NTT 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.03
3.43
NTT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NTT provided a 0.52% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
NTT0.52%0.52%0.72%0.53%0.69%0.88%1.13%0.99%1.23%1.26%1.33%1.47%
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%
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%
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.
0.25%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.
1.17%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.55%
-0.54%
NTT
Benchmark (^GSPC)
Portfolio components

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 0.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.45%Dec 28, 2021216Nov 3, 2022144Jun 2, 2023360
-31.04%Feb 20, 202023Mar 23, 202049Jun 2, 202072
-24.11%Oct 2, 201858Dec 24, 201878Apr 17, 2019136
-16.24%Dec 7, 201544Feb 9, 201636Apr 1, 201680
-14.5%Sep 3, 202014Sep 23, 202063Dec 22, 202077

Volatility

Volatility Chart

The current NTT volatility is 4.59%, 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.


2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
4.59%
2.71%
NTT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

MCDTSLAAVGONVDAMETAAAPLAMZNADBEGOOGMSFT
MCD1.000.180.290.220.290.320.280.320.330.37
TSLA0.181.000.390.410.360.410.410.400.370.38
AVGO0.290.391.000.610.470.550.470.520.480.54
NVDA0.220.410.611.000.500.520.530.570.520.58
META0.290.360.470.501.000.510.610.580.650.58
AAPL0.320.410.550.520.511.000.550.540.580.62
AMZN0.280.410.470.530.610.551.000.610.670.64
ADBE0.320.400.520.570.580.540.611.000.610.70
GOOG0.330.370.480.520.650.580.670.611.000.68
MSFT0.370.380.540.580.580.620.640.700.681.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014