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Presco Trust
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Presco Trust

Currency in USD · Last updated May 11, 2025

Asset Allocation

AAPL 16.67%AMZN 16.67%TSLA 16.67%GOOGL 16.67%NFLX 16.67%META 16.67%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
16.67%
AMZN
Amazon.com, Inc.		Consumer Cyclical
16.67%
GOOGL
Alphabet Inc Class A		Communication Services
16.67%
META
Meta Platforms, Inc.		Communication Services
16.67%
NFLX
Netflix, Inc.		Communication Services
16.67%
TSLA
Tesla, Inc.		Consumer Cyclical
16.67%

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 11, 2025, the Presco Trust returned -8.26% Year-To-Date and 30.35% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
Presco Trust-8.26%10.30%1.31%31.52%27.79%30.35%
Portfolio components:
AAPL
Apple Inc		-20.63%4.26%-12.43%8.82%21.04%21.59%
AMZN
Amazon.com, Inc.		-12.00%6.53%-7.26%2.98%9.93%24.71%
TSLA
Tesla, Inc.		-26.14%18.17%-7.15%77.04%40.86%33.91%
GOOGL
Alphabet Inc Class A		-19.22%-0.05%-14.16%-8.99%17.00%19.05%
NFLX
Netflix, Inc.		27.92%23.78%43.42%86.66%21.02%30.07%
META
Meta Platforms, Inc.		1.28%8.46%0.71%24.87%22.88%22.54%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.32%-8.98%-9.61%3.43%1.41%-8.26%
2024-0.02%8.89%-0.71%-2.04%6.77%8.13%0.22%0.88%7.11%0.23%11.81%7.46%59.43%
202321.74%2.65%10.49%-0.71%14.12%10.09%4.57%-1.73%-5.74%-1.88%11.72%4.12%90.43%
2022-10.94%-8.40%6.81%-21.62%-4.11%-10.51%18.72%-3.76%-7.73%-3.63%1.70%-11.46%-46.38%
20211.29%-2.63%2.12%8.12%-4.14%6.56%2.53%6.56%-3.05%11.88%0.99%-1.33%31.36%
202013.64%-2.77%-9.37%23.82%5.14%11.36%14.78%25.19%-10.63%-2.25%12.49%8.40%122.24%
201912.40%0.98%2.39%3.50%-10.60%8.37%2.59%-4.65%0.77%10.35%5.42%8.43%44.87%
201815.97%1.02%-7.22%4.82%7.59%6.53%-3.60%7.84%-3.40%-6.15%-3.28%-7.45%10.16%
201710.49%3.74%5.13%5.83%6.29%-2.68%5.01%2.79%-1.14%6.94%-0.50%0.32%50.28%
2016-9.31%-2.61%10.24%-2.36%4.73%-4.96%7.73%0.26%2.83%3.57%-5.30%3.89%7.10%
20156.65%5.80%-4.03%10.33%5.40%2.95%12.07%-3.64%-2.59%8.05%5.79%-1.63%53.36%
20145.07%11.28%-11.05%-2.19%8.62%5.91%-0.79%8.66%-2.64%-3.34%2.22%-5.04%15.23%

Expense Ratio

Presco Trust has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, Presco Trust is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Presco Trust is 7676
Overall Rank
The Sharpe Ratio Rank of Presco Trust is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of Presco Trust is 7979
Sortino Ratio Rank
The Omega Ratio Rank of Presco Trust is 7878
Omega Ratio Rank
The Calmar Ratio Rank of Presco Trust is 7979
Calmar Ratio Rank
The Martin Ratio Rank of Presco Trust is 6767
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.250.631.090.280.95
AMZN
Amazon.com, Inc.		0.060.331.040.070.20
TSLA
Tesla, Inc.		1.031.741.211.152.83
GOOGL
Alphabet Inc Class A		-0.32-0.270.97-0.35-0.77
NFLX
Netflix, Inc.		2.693.511.474.6015.07
META
Meta Platforms, Inc.		0.701.261.160.792.47

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Presco Trust Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.99
  • 5-Year: 0.89
  • 10-Year: 1.04
  • All Time: 1.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Presco Trust compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Presco Trust provided a 0.21% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.21%0.18%0.08%0.12%0.08%0.10%0.17%0.30%0.24%0.32%0.32%0.28%
Portfolio components:
AAPL
Apple Inc		0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
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%
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%
GOOGL
Alphabet Inc Class A		0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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.		0.34%0.34%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Presco Trust. 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 Presco Trust was 50.67%, occurring on Dec 28, 2022. Recovery took 268 trading sessions.

The current Presco Trust drawdown is 14.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.67%Nov 22, 2021277Dec 28, 2022268Jan 24, 2024545
-33.91%Feb 20, 202020Mar 18, 202044May 20, 202064
-27.98%Feb 5, 202544Apr 8, 2025———
-26.62%Aug 8, 201896Dec 24, 2018211Oct 25, 2019307
-22.47%Dec 7, 201543Feb 8, 2016125Aug 5, 2016168

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTSLANFLXAAPLMETAGOOGLAMZNPortfolio
^GSPC1.000.450.480.640.560.690.640.71
TSLA0.451.000.370.380.340.370.400.71
NFLX0.480.371.000.390.460.460.520.71
AAPL0.640.380.391.000.450.530.500.65
META0.560.340.460.451.000.600.570.71
GOOGL0.690.370.460.530.601.000.650.72
AMZN0.640.400.520.500.570.651.000.76
Portfolio0.710.710.710.650.710.720.761.00
The correlation results are calculated based on daily price changes starting from May 21, 2012