Outperformers
Stocks that returned higher than QQQ annualized 5 years
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| Outperformers | 24.22% | 10.05% | 8.97% | 36.61% | 48.34% | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 114.50% | 5.73% | 19.75% | 118.84% | 89.03% | 71.87% |
AAPL Apple Inc | 15.14% | 5.66% | 30.92% | 17.02% | 33.88% | 26.02% |
AVGO Broadcom Inc. | 39.10% | 8.47% | 15.01% | 79.82% | 44.03% | 37.42% |
AMD Advanced Micro Devices, Inc. | -4.44% | 4.49% | -33.12% | 27.16% | 35.88% | 42.36% |
TSLA Tesla, Inc. | -11.70% | 10.32% | 24.28% | -14.46% | 70.94% | 28.13% |
ORCL Oracle Corporation | 34.83% | 10.08% | 26.13% | 15.08% | 23.53% | 14.86% |
SHOP Shopify Inc. | -9.86% | 34.37% | -5.12% | 6.72% | 13.09% | N/A |
MSFT Microsoft Corporation | 9.33% | 3.67% | 2.06% | 23.51% | 25.30% | 26.47% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.78% | 8.10% | 1.87% | -5.10% | 4.97% | 11.57% | -1.03% | 2.61% | 24.22% | ||||
| 2023 | 19.99% | 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% |
| 2021 | 0.39% | 0.79% | -1.73% | 6.38% | 0.17% | 11.11% | 5.07% | 5.25% | -4.67% | 17.00% | 9.70% | -2.16% | 55.83% |
| 2020 | 10.62% | -2.06% | -8.21% | 22.79% | 9.17% | 13.55% | 14.92% | 22.75% | -5.80% | -6.76% | 15.75% | 8.14% | 134.79% |
| 2019 | 10.07% | 4.74% | 6.63% | 4.77% | -9.48% | 13.15% | 3.29% | 0.92% | -1.11% | 10.40% | 7.59% | 10.64% | 78.68% |
| 2018 | 14.60% | -0.84% | -9.48% | 2.72% | 9.72% | 1.93% | 2.22% | 11.59% | 6.65% | -10.37% | -0.46% | -7.13% | 19.11% |
| 2017 | 7.12% | 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% |
| 2015 | 3.05% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Outperformers is 35, 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 2.33 | 2.84 | 1.36 | 4.40 | 13.83 |
AAPL Apple Inc | 0.76 | 1.23 | 1.15 | 1.03 | 2.26 |
AVGO Broadcom Inc. | 1.84 | 2.55 | 1.32 | 3.16 | 10.49 |
AMD Advanced Micro Devices, Inc. | 0.60 | 1.14 | 1.14 | 0.68 | 1.59 |
TSLA Tesla, Inc. | -0.19 | 0.10 | 1.01 | -0.16 | -0.40 |
ORCL Oracle Corporation | 0.53 | 0.91 | 1.15 | 0.88 | 1.75 |
SHOP Shopify Inc. | 0.10 | 0.54 | 1.07 | 0.07 | 0.26 |
MSFT Microsoft Corporation | 1.27 | 1.74 | 1.22 | 1.64 | 5.21 |
Dividends
Dividend yield
Outperformers granted a 0.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Outperformers | 0.46% | 0.55% | 0.81% | 0.61% | 0.78% | 0.97% | 1.26% | 0.96% | 1.08% | 1.14% | 1.16% | 1.38% |
| Portfolio components: | ||||||||||||
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 | 0.44% | 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. | 1.32% | 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 | 1.14% | 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 | 0.73% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 11.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.81% | Nov 22, 2021 | 226 | Oct 14, 2022 | 163 | Jun 9, 2023 | 389 |
| -37.43% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -26.53% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -21.85% | Dec 30, 2015 | 30 | Feb 11, 2016 | 24 | Mar 17, 2016 | 54 |
| -20.21% | Jun 18, 2015 | 48 | Aug 25, 2015 | 71 | Dec 4, 2015 | 119 |
Volatility
Volatility Chart
The current Outperformers volatility is 9.45%, 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
| TSLA | ORCL | SHOP | AMD | AAPL | AVGO | MSFT | NVDA | |
|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.28 | 0.38 | 0.37 | 0.42 | 0.40 | 0.39 | 0.42 |
| ORCL | 0.28 | 1.00 | 0.33 | 0.39 | 0.47 | 0.45 | 0.57 | 0.43 |
| SHOP | 0.38 | 0.33 | 1.00 | 0.45 | 0.42 | 0.41 | 0.48 | 0.48 |
| AMD | 0.37 | 0.39 | 0.45 | 1.00 | 0.45 | 0.52 | 0.49 | 0.66 |
| AAPL | 0.42 | 0.47 | 0.42 | 0.45 | 1.00 | 0.57 | 0.65 | 0.54 |
| AVGO | 0.40 | 0.45 | 0.41 | 0.52 | 0.57 | 1.00 | 0.56 | 0.62 |
| MSFT | 0.39 | 0.57 | 0.48 | 0.49 | 0.65 | 0.56 | 1.00 | 0.60 |
| NVDA | 0.42 | 0.43 | 0.48 | 0.66 | 0.54 | 0.62 | 0.60 | 1.00 |