FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AXON Axon Enterprise, Inc.	Industrials	10%
BTC-USD Bitcoin		25%
EME EMCOR Group, Inc.	Industrials	10%
FICO Fair Isaac Corporation	Technology	10%
GLD SPDR Gold Trust	Precious Metals, Gold	25%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	10%
TPL Texas Pacific Land Corporation	Energy	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jul 14, 2010, corresponding to the inception date of BTC-USD

Returns By Period

As of May 23, 2025, the FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 returned 13.08% Year-To-Date and 55.27% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25	14.39%	8.38%	1.24%	58.32%	51.25%	55.66%
Portfolio components:
FICO Fair Isaac Corporation	-14.90%	-12.03%	-28.06%	25.21%	34.19%	34.63%
EME EMCOR Group, Inc.	2.19%	20.62%	-8.13%	19.05%	50.07%	26.82%
AXON Axon Enterprise, Inc.	23.06%	26.78%	14.82%	161.21%	58.07%	37.04%
TPL Texas Pacific Land Corporation	15.18%	-4.38%	-26.29%	113.18%	48.20%	40.17%
SPY SPDR S&P 500 ETF	-0.89%	8.16%	-2.13%	11.51%	16.09%	12.57%
GLD SPDR Gold Trust	27.93%	2.01%	23.98%	43.59%	13.67%	10.52%
BTC-USD Bitcoin	19.53%	19.18%	12.80%	64.40%	66.26%	85.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25, 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
2025	6.38%	-5.80%	-0.50%	7.24%	6.98%								14.39%
2024	-0.18%	19.33%	9.46%	-5.10%	5.94%	0.71%	5.17%	1.77%	6.81%	8.56%	23.57%	-9.90%	82.40%
2023	13.44%	-0.73%	10.36%	0.64%	-3.71%	5.76%	1.50%	-0.39%	-2.26%	10.35%	8.30%	6.96%	60.88%
2022	-6.83%	4.13%	2.85%	-9.70%	-2.56%	-10.13%	10.62%	-2.79%	-4.09%	12.99%	10.62%	-4.29%	-2.66%
2021	5.91%	13.35%	15.96%	1.40%	-12.39%	0.87%	4.89%	1.26%	-6.59%	14.77%	-4.87%	-4.16%	29.51%
2020	8.99%	-5.09%	-16.53%	17.13%	5.86%	3.45%	8.38%	1.98%	-4.80%	8.71%	23.36%	24.01%	93.77%
2019	7.23%	6.27%	3.23%	11.37%	15.59%	13.19%	-1.03%	-3.05%	-8.03%	2.90%	-0.10%	0.56%	56.37%
2018	-2.92%	1.85%	-5.48%	6.07%	9.27%	-2.48%	5.49%	2.61%	-0.82%	-7.37%	-13.51%	-4.31%	-13.07%
2017	2.91%	5.57%	-4.21%	9.96%	19.97%	4.55%	8.88%	31.73%	-4.55%	29.33%	39.41%	23.46%	337.40%
2016	-4.87%	11.27%	1.27%	2.93%	6.59%	10.80%	1.92%	-2.35%	6.41%	1.92%	4.93%	7.82%	59.11%
2015	-7.47%	5.70%	0.28%	1.78%	0.35%	3.67%	-3.43%	-7.68%	0.59%	11.75%	2.57%	0.99%	7.80%
2014	1.92%	-0.75%	-4.74%	-1.16%	7.05%	2.64%	-4.38%	2.99%	-6.81%	-0.80%	3.05%	-0.52%	-2.34%

Expense Ratio

FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GLD

SPDR Gold Trust

SPY

SPDR S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 is among the top 5% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FICO Fair Isaac Corporation	0.68	-0.19	0.97	0.78	-0.80
EME EMCOR Group, Inc.	0.45	0.97	1.15	0.21	1.50
AXON Axon Enterprise, Inc.	2.86	3.31	1.53	2.98	11.55
TPL Texas Pacific Land Corporation	2.01	2.02	1.29	1.20	4.49
SPY SPDR S&P 500 ETF	0.57	0.55	1.08	0.05	1.04
GLD SPDR Gold Trust	2.45	3.27	1.42	2.13	13.40
BTC-USD Bitcoin	1.30	3.34	1.35	2.78	12.75

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.

FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 2.37
5-Year: 2.07
10-Year: 1.90
All Time: 1.76

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 0.47 to 0.99, 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 FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 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.

Loading data...

Dividends

Dividend yield

FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 provided a 0.27% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.27%	0.30%	0.25%	0.34%	0.25%	0.54%	0.29%	0.33%	0.25%	0.27%	0.30%	0.29%
Portfolio components:
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%
EME EMCOR Group, Inc.	0.22%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%
AXON Axon Enterprise, 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%
TPL Texas Pacific Land Corporation	1.22%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%
SPY SPDR S&P 500 ETF	1.24%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
GLD SPDR Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTC-USD Bitcoin	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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25. 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 FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 was 90.05%, occurring on Nov 18, 2011. Recovery took 505 trading sessions.

The current FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25 drawdown is 2.52%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-90.05%	Jun 10, 2011	162	Nov 18, 2011	505	Apr 6, 2013	667
-59.66%	Apr 11, 2013	6	Apr 16, 2013	202	Nov 4, 2013	208
-52.19%	Dec 5, 2013	14	Dec 18, 2013	1042	Oct 25, 2016	1056
-39.81%	Dec 17, 2017	374	Dec 25, 2018	173	Jun 16, 2019	547
-38.36%	Jun 27, 2019	266	Mar 18, 2020	133	Jul 29, 2020	399

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 5.71, 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.

	^GSPC	GLD	BTC-USD	TPL	AXON	FICO	EME	SPY	Portfolio
^GSPC	1.00	0.03	0.13	0.31	0.46	0.63	0.63	1.00	0.40
GLD	0.03	1.00	0.05	0.03	0.01	0.04	0.02	0.03	0.15
BTC-USD	0.13	0.05	1.00	0.07	0.05	0.06	0.07	0.10	0.84
TPL	0.31	0.03	0.07	1.00	0.17	0.17	0.24	0.28	0.28
AXON	0.46	0.01	0.05	0.17	1.00	0.39	0.34	0.43	0.31
FICO	0.63	0.04	0.06	0.17	0.39	1.00	0.43	0.58	0.29
EME	0.63	0.02	0.07	0.24	0.34	0.43	1.00	0.59	0.29
SPY	1.00	0.03	0.10	0.28	0.43	0.58	0.59	1.00	0.34
Portfolio	0.40	0.15	0.84	0.28	0.31	0.29	0.29	0.34	1.00

The correlation results are calculated based on daily price changes starting from Jul 15, 2010

Performance Analysis

Risk Analysis

Optimization

Factor Model

FICO10 TPL10 EME10 AXON10 SPY10 GLD25 BTC25

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community