FANS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 25% |
META Meta Platforms, Inc. | Communication 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 FANS, 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 7, 2024, the FANS returned 69.22% Year-To-Date and 41.18% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| FANS | 69.22% | -3.55% | -16.82% | 84.11% | 60.77% | 41.18% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 41.63% | 2.32% | -1.02% | 67.84% | 21.78% | 20.70% |
GOOG Alphabet Inc. | 8.07% | -5.36% | 11.75% | 11.82% | 20.42% | 18.09% |
NVDA NVIDIA Corporation | 107.67% | 3.96% | 17.49% | 122.43% | 87.62% | 71.69% |
SMCI Super Micro Computer, Inc. | 35.95% | -21.56% | -66.10% | 44.48% | 82.39% | 31.25% |
Monthly Returns
The table below presents the monthly returns of FANS, 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 | 30.08% | 34.47% | 11.68% | -5.59% | 8.54% | 7.57% | -7.66% | -6.47% | 69.22% | ||||
| 2023 | 14.52% | 14.69% | 16.86% | 4.07% | 41.85% | 7.66% | 16.15% | -4.49% | -3.89% | -5.94% | 11.02% | 5.85% | 187.47% |
| 2022 | -9.42% | -9.33% | 4.19% | -12.37% | 4.95% | -15.27% | 14.74% | 0.63% | -15.99% | 1.28% | 22.62% | -9.16% | -27.05% |
| 2021 | -0.82% | 5.53% | 8.03% | 8.48% | 1.11% | 9.22% | 3.99% | 6.02% | -6.67% | 6.74% | 11.01% | -0.87% | 63.71% |
| 2020 | 5.61% | -1.87% | -10.86% | 14.29% | 12.49% | 4.02% | 8.81% | 10.91% | -5.83% | -2.62% | 10.72% | 1.83% | 54.16% |
| 2019 | 12.97% | 7.42% | 8.80% | 6.05% | -13.75% | 6.82% | 2.62% | -1.14% | 1.11% | 8.57% | 4.99% | 6.45% | 60.58% |
| 2018 | 13.41% | -7.87% | -6.81% | 1.87% | 16.72% | -1.01% | -1.30% | 2.53% | -2.08% | -19.88% | -4.36% | -8.76% | -20.60% |
| 2017 | 3.29% | -0.13% | 2.68% | 1.75% | 11.20% | -1.35% | 8.96% | 1.53% | -2.50% | 4.30% | 1.24% | -1.62% | 32.49% |
| 2016 | 3.99% | 1.65% | 7.55% | -6.41% | 9.71% | -3.11% | 6.87% | 2.62% | 5.78% | 2.08% | 8.25% | 5.65% | 53.19% |
| 2015 | -0.11% | 8.37% | -5.47% | -3.28% | 3.54% | -3.81% | 4.76% | 2.05% | 2.12% | 12.22% | 1.93% | 1.93% | 25.48% |
| 2014 | 1.37% | 5.29% | 6.45% | 1.31% | 1.83% | 5.23% | 1.55% | 3.23% | -0.45% | 28.72% |
Expense Ratio
FANS 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 FANS is 72, 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 1.83 | 2.68 | 1.35 | 2.75 | 11.11 |
GOOG Alphabet Inc. | 0.45 | 0.76 | 1.11 | 0.59 | 1.84 |
NVDA NVIDIA Corporation | 2.32 | 2.82 | 1.35 | 4.38 | 14.41 |
SMCI Super Micro Computer, Inc. | 0.42 | 1.33 | 1.17 | 0.61 | 1.58 |
Dividends
Dividend yield
FANS granted a 0.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FANS | 0.09% | 0.01% | 0.03% | 0.01% | 0.03% | 0.07% | 0.12% | 0.07% | 0.11% | 0.30% | 0.42% | 0.49% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.13% | 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% |
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% |
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 FANS. 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 FANS was 40.22%, occurring on Oct 14, 2022. Recovery took 104 trading sessions.
The current FANS drawdown is 26.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.22% | Nov 22, 2021 | 226 | Oct 14, 2022 | 104 | Mar 16, 2023 | 330 |
| -37.79% | Jul 26, 2018 | 105 | Dec 24, 2018 | 246 | Dec 16, 2019 | 351 |
| -34.62% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -26.9% | Jul 11, 2024 | 41 | Sep 6, 2024 | — | — | — |
| -18.73% | Jan 30, 2018 | 47 | Apr 6, 2018 | 38 | May 31, 2018 | 85 |
Volatility
Volatility Chart
The current FANS volatility is 11.34%, 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
| SMCI | NVDA | GOOG | META | |
|---|---|---|---|---|
| SMCI | 1.00 | 0.40 | 0.30 | 0.32 |
| NVDA | 0.40 | 1.00 | 0.52 | 0.51 |
| GOOG | 0.30 | 0.52 | 1.00 | 0.65 |
| META | 0.32 | 0.51 | 0.65 | 1.00 |