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TOP PERFORMERS
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Risk-Adjusted Performance
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Volatility
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TOP PERFORMERS

Last updated Sep 19, 2024

Asset Allocation

FRHC 25%SMCI 25%CELH 25%NVDA 25%EquityEquity
PositionCategory/SectorWeight
CELH
Celsius Holdings, Inc.		Consumer Defensive
25%
FRHC
Freedom Holding Corp.		Financial Services
25%
NVDA
NVIDIA Corporation		Technology
25%
SMCI
Super Micro Computer, Inc.		Technology
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TOP PERFORMERS, 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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-18.51%
7.19%
TOP PERFORMERS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 29, 2007, corresponding to the inception date of SMCI

Returns By Period

As of Sep 19, 2024, the TOP PERFORMERS returned 59.23% Year-To-Date and 99.14% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
TOP PERFORMERS59.23%-8.70%-18.51%64.64%102.45%99.57%
Portfolio components:
FRHC
Freedom Holding Corp.		18.93%9.19%33.03%9.09%50.68%90.15%
SMCI
Super Micro Computer, Inc.		53.69%-28.49%-55.04%79.73%86.13%31.58%
CELH
Celsius Holdings, Inc.		-37.12%-15.04%-62.31%-43.31%96.59%70.22%
NVDA
NVIDIA Corporation		128.98%-10.90%24.01%168.48%92.83%74.00%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202425.88%40.60%9.78%-9.24%11.23%-2.68%-6.44%-9.61%59.23%
20237.18%14.35%8.63%2.00%46.42%9.82%10.06%8.90%-9.76%-8.39%6.48%4.61%140.97%
2022-17.40%4.69%-2.19%-12.26%11.69%-9.91%27.66%7.82%-15.28%12.78%23.04%-9.33%9.56%
20210.46%7.72%-1.89%5.24%5.18%17.55%-1.91%7.56%0.11%8.43%4.70%0.73%66.86%
20208.27%4.26%-14.45%12.34%33.65%14.86%11.67%18.76%4.23%-5.31%32.75%29.50%274.78%
20199.67%5.54%11.19%1.59%-9.91%13.06%2.64%-1.42%-3.52%9.85%13.71%4.58%69.81%
201811.41%-2.39%-10.10%3.41%11.58%-2.28%-3.96%5.40%1.05%-15.52%-0.47%-11.74%-16.33%
20178.20%4.79%27.20%-14.21%17.97%4.30%111.96%47.08%-2.56%21.52%26.07%-0.35%606.05%
20165.37%-8.64%2.64%19.02%10.08%5.44%0.63%-4.39%0.70%4.00%9.80%21.53%83.56%
201516.73%18.24%-0.63%17.85%0.24%7.69%-10.70%-6.88%8.31%-6.95%11.19%23.05%100.05%
201416.62%2.08%22.27%2.46%-0.71%12.37%-4.25%2.88%-6.88%-6.49%1.94%6.61%55.11%
20136.27%11.96%-3.50%-6.58%-1.39%8.68%11.23%14.19%-10.16%-7.56%2.55%-6.37%16.41%

Expense Ratio

TOP PERFORMERS 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 TOP PERFORMERS is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of TOP PERFORMERS is 2121
TOP PERFORMERS
The Sharpe Ratio Rank of TOP PERFORMERS is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of TOP PERFORMERS is 1616Sortino Ratio Rank
The Omega Ratio Rank of TOP PERFORMERS is 1515Omega Ratio Rank
The Calmar Ratio Rank of TOP PERFORMERS is 5151Calmar Ratio Rank
The Martin Ratio Rank of TOP PERFORMERS is 1111Martin 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.

TOP PERFORMERS
Sharpe ratio
The chart of Sharpe ratio for TOP PERFORMERS, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.29
Sortino ratio
The chart of Sortino ratio for TOP PERFORMERS, currently valued at 1.98, compared to the broader market-2.000.002.004.006.001.98
Omega ratio
The chart of Omega ratio for TOP PERFORMERS, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for TOP PERFORMERS, currently valued at 1.91, compared to the broader market0.002.004.006.008.001.91
Martin ratio
The chart of Martin ratio for TOP PERFORMERS, currently valued at 4.69, compared to the broader market0.0010.0020.0030.004.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FRHC
Freedom Holding Corp.		0.440.851.100.191.08
SMCI
Super Micro Computer, Inc.		0.811.741.231.172.79
CELH
Celsius Holdings, Inc.		-0.81-1.110.87-0.72-1.56
NVDA
NVIDIA Corporation		3.053.361.435.8418.49

Sharpe Ratio

The current TOP PERFORMERS Sharpe ratio is 1.29. 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 1.71 to 2.36, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of TOP PERFORMERS 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 Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
1.29
2.06
TOP PERFORMERS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TOP PERFORMERS granted a 0.01% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
TOP PERFORMERS0.01%0.01%0.03%0.01%0.03%0.07%0.12%0.07%0.11%0.30%0.42%0.49%
Portfolio components:
FRHC
Freedom Holding Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMCI
Super Micro Computer, 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%
CELH
Celsius Holdings, 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%
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%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-26.56%
-0.86%
TOP PERFORMERS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TOP PERFORMERS. 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 TOP PERFORMERS was 80.27%, occurring on Nov 20, 2008. Recovery took 1616 trading sessions.

The current TOP PERFORMERS drawdown is 26.56%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.27%Jul 17, 2007343Nov 20, 20081616Apr 27, 20151959
-36.56%Feb 21, 202017Mar 16, 202044May 18, 202061
-36.18%Nov 8, 2021153Jun 16, 202243Aug 18, 2022196
-35.66%Jun 13, 2018135Dec 24, 2018217Nov 4, 2019352
-34.31%Sep 7, 20174Sep 12, 201746Nov 15, 201750

Volatility

Volatility Chart

The current TOP PERFORMERS volatility is 11.29%, 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.

0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
11.29%
3.99%
TOP PERFORMERS
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.
CELHFRHCSMCINVDA
CELH1.000.110.110.15
FRHC0.111.000.120.20
SMCI0.110.121.000.39
NVDA0.150.200.391.00
The correlation results are calculated based on daily price changes starting from Mar 30, 2007