Top 500 Momentum
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ETR Entergy Corporation | Utilities | 20% |
FOX Fox Corporation | Communication Services | 20% |
PM Philip Morris International Inc. | Consumer Defensive | 20% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 20% |
WELL Welltower Inc. | Real Estate | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top 500 Momentum, 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 every month.
The earliest data available for this chart is Mar 13, 2019, corresponding to the inception date of FOX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| Top 500 Momentum | 12.36% | -2.16% | 24.87% | 77.84% | 26.80% | N/A |
| Portfolio components: | ||||||
PM Philip Morris International Inc. | 26.26% | 0.66% | 29.20% | 75.89% | 21.37% | 12.42% |
WELL Welltower Inc. | 14.20% | -2.82% | 16.39% | 59.52% | 26.74% | 10.88% |
FOX Fox Corporation | 0.49% | -11.38% | 19.89% | 62.72% | 13.84% | N/A |
SFM Sprouts Farmers Market, Inc. | 14.34% | 6.07% | 28.50% | 128.95% | 50.14% | 15.34% |
ETR Entergy Corporation | 5.00% | -2.83% | 22.62% | 57.16% | 13.82% | 11.95% |
Monthly Returns
The table below presents the monthly returns of Top 500 Momentum, 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 | 10.82% | 9.18% | 0.35% | -7.46% | 12.36% | ||||||||
| 2024 | 0.87% | 4.83% | 3.51% | 1.83% | 10.81% | 0.57% | 11.73% | 6.75% | 4.50% | 9.89% | 7.99% | -7.15% | 70.58% |
| 2023 | 4.78% | -2.75% | 3.04% | 1.91% | -5.47% | 6.60% | 2.95% | -1.27% | -1.32% | -0.66% | 4.24% | 3.00% | 15.35% |
| 2022 | 1.72% | -0.39% | 5.73% | -2.44% | -0.72% | -7.11% | 3.75% | -0.72% | -10.85% | 2.65% | 12.82% | -4.13% | -1.73% |
| 2021 | 0.26% | 2.19% | 13.00% | 4.45% | 0.53% | 0.05% | 0.40% | 3.81% | -4.55% | -0.75% | -0.01% | 9.22% | 31.16% |
| 2020 | -1.70% | -7.30% | -15.45% | 7.96% | 7.94% | -2.70% | 4.85% | 0.78% | -3.65% | -4.02% | 10.68% | 0.36% | -5.17% |
| 2019 | -2.16% | 0.47% | -3.04% | 1.85% | 0.50% | -0.48% | 3.34% | 2.08% | 1.30% | 1.11% | 4.89% |
Expense Ratio
Top 500 Momentum 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 100, Top 500 Momentum is among the top 0% 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.
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 | |
|---|---|---|---|---|---|
PM Philip Morris International Inc. | 2.94 | 4.08 | 1.61 | 6.64 | 20.90 |
WELL Welltower Inc. | 2.99 | 3.85 | 1.50 | 5.42 | 16.25 |
FOX Fox Corporation | 2.66 | 3.31 | 1.50 | 2.04 | 21.00 |
SFM Sprouts Farmers Market, Inc. | 3.35 | 3.72 | 1.58 | 5.17 | 16.06 |
ETR Entergy Corporation | 2.12 | 3.09 | 1.47 | 4.30 | 16.24 |
Dividends
Dividend yield
Top 500 Momentum provided a 1.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 2.12% | 2.86% | 2.81% | 2.56% | 3.05% | 2.80% | 3.18% | 2.75% | 2.86% | 2.87% | 2.55% |
| Portfolio components: | ||||||||||||
PM Philip Morris International Inc. | 3.55% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
WELL Welltower Inc. | 1.83% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% |
FOX Fox Corporation | 1.18% | 1.16% | 1.84% | 1.72% | 1.37% | 1.59% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFM Sprouts Farmers Market, 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% |
ETR Entergy Corporation | 2.95% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% |
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 Top 500 Momentum. 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 500 Momentum was 34.83%, occurring on Mar 23, 2020. Recovery took 239 trading sessions.
The current Top 500 Momentum drawdown is 8.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.83% | Feb 24, 2020 | 21 | Mar 23, 2020 | 239 | Mar 4, 2021 | 260 |
| -23.26% | Apr 21, 2022 | 127 | Oct 20, 2022 | 281 | Dec 4, 2023 | 408 |
| -8.6% | Feb 20, 2025 | 32 | Apr 4, 2025 | — | — | — |
| -7.21% | Dec 2, 2024 | 20 | Dec 30, 2024 | 16 | Jan 24, 2025 | 36 |
| -6.97% | Sep 3, 2021 | 62 | Dec 1, 2021 | 11 | Dec 16, 2021 | 73 |
Volatility
Volatility Chart
The current Top 500 Momentum volatility is 8.36%, 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
| SFM | FOX | WELL | PM | ETR | |
|---|---|---|---|---|---|
| SFM | 1.00 | 0.21 | 0.12 | 0.18 | 0.22 |
| FOX | 0.21 | 1.00 | 0.30 | 0.36 | 0.27 |
| WELL | 0.12 | 0.30 | 1.00 | 0.34 | 0.46 |
| PM | 0.18 | 0.36 | 0.34 | 1.00 | 0.36 |
| ETR | 0.22 | 0.27 | 0.46 | 0.36 | 1.00 |