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Outperformers
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Asset Allocation


NVDA 12.5%AAPL 12.5%AVGO 12.5%AMD 12.5%TSLA 12.5%ORCL 12.5%SHOP 12.5%MSFT 12.5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

12.50%

AMD
Advanced Micro Devices, Inc.
Technology

12.50%

AVGO
Broadcom Inc.
Technology

12.50%

MSFT
Microsoft Corporation
Technology

12.50%

NVDA
NVIDIA Corporation
Technology

12.50%

ORCL
Oracle Corporation
Technology

12.50%

SHOP
Shopify Inc.
Technology

12.50%

TSLA
Tesla, Inc.
Consumer Cyclical

12.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Outperformers, 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%1,000.00%2,000.00%3,000.00%4,000.00%FebruaryMarchAprilMayJuneJuly
3,387.12%
160.73%
Outperformers
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Outperformers29.77%2.68%22.48%42.92%49.62%N/A
NVDA
NVIDIA Corporation
147.58%-3.14%104.78%174.87%95.76%76.50%
AAPL
Apple Inc
17.18%8.44%15.59%17.36%35.25%26.48%
AVGO
Broadcom Inc.
47.81%-0.95%34.54%84.84%44.96%41.48%
AMD
Advanced Micro Devices, Inc.
4.47%-4.48%-8.56%39.23%35.67%45.08%
TSLA
Tesla, Inc.
-3.73%30.70%14.37%-11.10%73.71%32.30%
ORCL
Oracle Corporation
32.73%-1.80%24.65%18.96%20.88%14.92%
SHOP
Shopify Inc.
-18.92%-2.88%-22.16%-4.55%13.68%N/A
MSFT
Microsoft Corporation
18.73%-1.10%11.93%29.91%27.28%28.01%

Monthly Returns

The table below presents the monthly returns of Outperformers, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.78%8.10%1.87%-5.10%4.97%11.57%29.77%
202319.99%3.94%12.75%-2.48%19.93%10.11%2.51%-0.94%-8.88%-4.75%19.15%6.44%102.44%
2022-13.27%-4.94%6.03%-18.96%-1.20%-12.89%17.18%-8.12%-14.08%8.04%11.77%-11.13%-39.47%
20210.39%0.79%-1.73%6.38%0.17%11.11%5.07%5.25%-4.67%17.00%9.70%-2.16%55.83%
202010.62%-2.06%-8.21%22.79%9.17%13.55%14.92%22.75%-5.80%-6.76%15.75%8.14%134.79%
201910.07%4.74%6.63%4.77%-9.48%13.15%3.29%0.92%-1.11%10.40%7.59%10.64%78.68%
201814.60%-0.84%-9.48%2.72%9.72%1.93%2.22%11.59%6.65%-10.37%-0.46%-7.13%19.11%
20177.12%8.80%6.62%2.14%8.97%1.16%3.95%5.81%-0.94%2.57%-0.12%-2.72%51.91%
2016-10.13%-0.37%17.00%1.34%8.53%1.97%12.68%5.17%0.80%0.43%6.99%9.55%65.20%
20153.05%-0.12%-1.81%-6.19%3.67%5.87%3.64%4.06%12.22%

Expense Ratio

Outperformers 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 Outperformers is 46, 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 Outperformers is 4646
Outperformers
The Sharpe Ratio Rank of Outperformers is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of Outperformers is 3434Sortino Ratio Rank
The Omega Ratio Rank of Outperformers is 3434Omega Ratio Rank
The Calmar Ratio Rank of Outperformers is 6969Calmar Ratio Rank
The Martin Ratio Rank of Outperformers is 5959Martin 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.


Outperformers
Sharpe ratio
The chart of Sharpe ratio for Outperformers, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.001.72
Sortino ratio
The chart of Sortino ratio for Outperformers, currently valued at 2.34, compared to the broader market-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for Outperformers, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Outperformers, currently valued at 2.45, compared to the broader market0.002.004.006.008.002.45
Martin ratio
The chart of Martin ratio for Outperformers, currently valued at 8.19, compared to the broader market0.0010.0020.0030.0040.008.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.844.131.528.9324.93
AAPL
Apple Inc
0.791.281.151.082.13
AVGO
Broadcom Inc.
2.223.001.365.9413.69
AMD
Advanced Micro Devices, Inc.
0.831.411.180.922.60
TSLA
Tesla, Inc.
-0.160.141.02-0.12-0.32
ORCL
Oracle Corporation
0.570.971.160.941.93
SHOP
Shopify Inc.
-0.070.271.04-0.05-0.19
MSFT
Microsoft Corporation
1.542.061.262.347.01

Sharpe Ratio

The current Outperformers Sharpe ratio is 1.40. 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 1.31 to 2.07, 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 Outperformers 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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.72
1.99
Outperformers
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Outperformers granted a 0.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Outperformers0.44%0.55%0.81%0.61%0.78%0.97%1.26%0.96%1.08%1.14%1.16%1.38%
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%
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%
AVGO
Broadcom Inc.
1.24%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
AMD
Advanced Micro Devices, 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%
ORCL
Oracle Corporation
1.15%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
SHOP
Shopify 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%
MSFT
Microsoft Corporation
0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.05%
-1.97%
Outperformers
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Outperformers. 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 Outperformers was 48.81%, occurring on Oct 14, 2022. Recovery took 163 trading sessions.

The current Outperformers drawdown is 8.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.81%Nov 22, 2021226Oct 14, 2022163Jun 9, 2023389
-37.43%Feb 20, 202020Mar 18, 202044May 20, 202064
-26.53%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-21.86%Dec 30, 201530Feb 11, 201624Mar 17, 201654
-20.21%Jun 18, 201548Aug 25, 201571Dec 4, 2015119

Volatility

Volatility Chart

The current Outperformers volatility is 8.25%, 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%10.00%FebruaryMarchAprilMayJuneJuly
8.25%
2.94%
Outperformers
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.

TSLAORCLSHOPAMDAVGOAAPLMSFTNVDA
TSLA1.000.270.380.370.390.420.390.42
ORCL0.271.000.330.380.440.460.570.43
SHOP0.380.331.000.450.400.420.480.48
AMD0.370.380.451.000.510.450.490.66
AVGO0.390.440.400.511.000.570.560.61
AAPL0.420.460.420.450.571.000.650.54
MSFT0.390.570.480.490.560.651.000.60
NVDA0.420.430.480.660.610.540.601.00
The correlation results are calculated based on daily price changes starting from May 22, 2015