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Top 52-Week High
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Risk-Adjusted Performance
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Top 52-Week High

Currency in USD · Last updated May 23, 2025

Asset Allocation

DECK 4%SAIA 4%AMZN 4%GWW 4%XPO 4%NVDA 4%FIX 4%HLI 4%HUBB 4%PH 4%ARES 4%ITT 4%ENSG 4%CMG 4%TXRH 4%BBVA 4%CI 4%NVT 4%VMC 4%APO 4%FTV 4%EXP 4%CSX 4%LLY 4%DT 4%EquityEquity
PositionCategory/SectorTarget Weight
AMZN
Amazon.com, Inc.		Consumer Cyclical
4%
APO
Apollo Global Management, Inc.		Financial Services
4%
ARES
Ares Management Corporation		Financial Services
4%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		Financial Services
4%
CI
Cigna Corporation		Healthcare
4%
CMG
Chipotle Mexican Grill, Inc.		Consumer Cyclical
4%
CSX
CSX Corporation		Industrials
4%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
4%
DT
Dynatrace, Inc.		Technology
4%
ENSG
The Ensign Group, Inc.		Healthcare
4%
EXP
Eagle Materials Inc.		Basic Materials
4%
FIX
Comfort Systems USA, Inc.		Industrials
4%
FTV
Fortive Corporation		Technology
4%
GWW
W.W. Grainger, Inc.		Industrials
4%
HLI
Houlihan Lokey, Inc.		Financial Services
4%
HUBB
Hubbell Incorporated		Industrials
4%
ITT
ITT Inc.		Industrials
4%
LLY
Eli Lilly and Company		Healthcare
4%
NVDA
NVIDIA Corporation		Technology
4%
NVT
nVent Electric plc		Industrials
4%
PH
Parker-Hannifin Corporation		Industrials
4%
SAIA
Saia, Inc.		Industrials
4%
TXRH
Texas Roadhouse, Inc.		Consumer Cyclical
4%
VMC
Vulcan Materials Company		Basic Materials
4%
XPO
XPO Logistics, Inc.		Industrials
4%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Aug 1, 2019, corresponding to the inception date of DT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
Top 52-Week High-2.29%10.31%-9.00%9.68%32.50%N/A
Portfolio components:
DECK
Deckers Outdoor Corporation		-37.91%18.22%-34.38%-16.37%33.38%26.19%
SAIA
Saia, Inc.		-41.18%-21.51%-50.52%-29.51%20.98%20.26%
AMZN
Amazon.com, Inc.		-7.43%12.46%3.03%12.18%10.76%25.25%
GWW
W.W. Grainger, Inc.		2.71%8.89%-10.28%13.83%31.31%17.85%
XPO
XPO Logistics, Inc.		-9.43%18.83%-20.27%12.69%35.36%21.18%
NVDA
NVIDIA Corporation		-1.08%29.33%-6.41%28.00%71.34%74.59%
FIX
Comfort Systems USA, Inc.		9.24%30.08%-5.66%40.36%69.62%36.15%
HLI
Houlihan Lokey, Inc.		0.03%11.34%-7.68%30.99%26.15%N/A
HUBB
Hubbell Incorporated		-6.71%12.56%-14.95%-1.56%29.61%N/A
PH
Parker-Hannifin Corporation		3.89%13.50%-6.52%26.13%33.41%20.08%
ARES
Ares Management Corporation		-8.98%9.54%-7.73%13.38%39.81%28.64%
ITT
ITT Inc.		4.03%12.09%-5.96%9.62%23.64%14.38%
ENSG
The Ensign Group, Inc.		8.93%16.52%-1.07%22.30%27.64%21.31%
CMG
Chipotle Mexican Grill, Inc.		-15.79%4.14%-18.11%-19.10%19.19%15.02%
TXRH
Texas Roadhouse, Inc.		5.02%15.49%-2.47%15.09%32.19%20.25%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		64.58%10.24%67.68%53.27%48.34%10.12%
CI
Cigna Corporation		13.79%-7.13%-3.93%-5.85%12.23%9.51%
NVT
nVent Electric plc		-4.27%24.53%-16.71%-20.37%31.57%N/A
VMC
Vulcan Materials Company		5.85%11.10%-4.33%6.24%23.40%12.69%
APO
Apollo Global Management, Inc.		-20.29%3.73%-21.43%17.45%26.87%25.32%
FTV
Fortive Corporation		-6.37%4.61%-10.37%-6.79%7.91%N/A
EXP
Eagle Materials Inc.		-13.31%-1.20%-31.89%-8.94%27.15%10.37%
CSX
CSX Corporation		-4.66%11.05%-13.73%-7.20%7.44%11.71%
LLY
Eli Lilly and Company		-7.01%-13.59%-4.03%-10.93%38.06%27.69%
DT
Dynatrace, Inc.		-0.29%23.13%-2.29%13.84%7.93%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Top 52-Week High, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.52%-5.35%-8.07%1.55%6.82%-2.29%
20244.66%14.56%4.68%-5.64%4.53%-0.66%3.77%0.85%3.52%2.82%9.23%-8.10%37.52%
202310.06%1.42%1.07%4.79%2.97%13.64%3.17%1.82%-4.00%-1.65%10.90%6.03%61.36%
2022-7.82%-1.76%-0.25%-8.86%1.96%-8.84%15.79%-3.33%-7.12%12.46%9.82%-6.38%-8.00%
2021-0.57%8.34%5.03%4.99%2.33%2.67%3.00%3.16%-6.03%12.10%-1.75%4.12%42.89%
20201.14%-6.34%-16.04%14.34%9.40%3.60%3.71%7.58%-1.49%0.80%14.80%4.94%37.56%
2019-0.40%2.34%4.04%6.49%2.92%16.25%

Expense Ratio

Top 52-Week High 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

The current rank of Top 52-Week High is 19, meaning it’s performing worse than 81% of other 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 Top 52-Week High is 1919
Overall Rank
The Sharpe Ratio Rank of Top 52-Week High is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of Top 52-Week High is 2020
Sortino Ratio Rank
The Omega Ratio Rank of Top 52-Week High is 1919
Omega Ratio Rank
The Calmar Ratio Rank of Top 52-Week High is 1818
Calmar Ratio Rank
The Martin Ratio Rank of Top 52-Week High is 1515
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
DECK
Deckers Outdoor Corporation		-0.33-0.140.98-0.29-0.60
SAIA
Saia, Inc.		-0.47-0.270.96-0.48-1.18
AMZN
Amazon.com, Inc.		0.350.691.090.350.92
GWW
W.W. Grainger, Inc.		0.601.021.130.551.28
XPO
XPO Logistics, Inc.		0.260.701.090.260.62
NVDA
NVIDIA Corporation		0.481.251.161.072.61
FIX
Comfort Systems USA, Inc.		0.701.211.180.912.20
HLI
Houlihan Lokey, Inc.		1.051.581.191.153.53
HUBB
Hubbell Incorporated		-0.050.151.02-0.07-0.16
PH
Parker-Hannifin Corporation		0.761.101.160.802.67
ARES
Ares Management Corporation		0.330.721.100.361.14
ITT
ITT Inc.		0.300.561.070.260.81
ENSG
The Ensign Group, Inc.		0.851.221.160.911.99
CMG
Chipotle Mexican Grill, Inc.		-0.56-0.660.92-0.61-1.05
TXRH
Texas Roadhouse, Inc.		0.550.961.110.571.42
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		1.642.081.282.627.38
CI
Cigna Corporation		-0.21-0.090.99-0.20-0.44
NVT
nVent Electric plc		-0.44-0.380.95-0.45-0.95
VMC
Vulcan Materials Company		0.230.441.050.180.41
APO
Apollo Global Management, Inc.		0.400.781.110.401.13
FTV
Fortive Corporation		-0.25-0.260.96-0.32-0.96
EXP
Eagle Materials Inc.		-0.25-0.240.97-0.33-0.64
CSX
CSX Corporation		-0.28-0.160.98-0.20-0.52
LLY
Eli Lilly and Company		-0.29-0.130.98-0.41-0.78
DT
Dynatrace, Inc.		0.410.781.100.250.99

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.

Top 52-Week High Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.39
  • 5-Year: 1.47
  • All Time: 1.15

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 places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Top 52-Week High 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

Top 52-Week High provided a 0.92% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.92%0.98%1.01%1.25%1.01%1.14%1.33%1.70%1.31%1.44%1.67%1.46%
Portfolio components:
DECK
Deckers Outdoor Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAIA
Saia, 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%
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%
GWW
W.W. Grainger, Inc.		0.78%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
XPO
XPO Logistics, 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%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
FIX
Comfort Systems USA, Inc.		0.32%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
HLI
Houlihan Lokey, Inc.		1.32%1.30%1.82%2.32%1.56%1.90%2.46%2.74%1.76%2.12%0.57%0.00%
HUBB
Hubbell Incorporated		1.30%1.19%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%0.00%0.00%
PH
Parker-Hannifin Corporation		1.02%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%
ARES
Ares Management Corporation		2.45%2.10%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%
ITT
ITT Inc.		0.88%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%
ENSG
The Ensign Group, Inc.		0.17%0.18%0.21%0.24%0.25%0.28%0.37%0.42%0.70%0.66%0.90%0.51%
CMG
Chipotle Mexican Grill, 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%
TXRH
Texas Roadhouse, Inc.		1.33%1.35%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		4.93%7.55%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%
CI
Cigna Corporation		1.83%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%
NVT
nVent Electric plc		1.20%1.12%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%
VMC
Vulcan Materials Company		0.70%0.72%0.76%0.91%1.68%0.92%0.86%1.13%0.78%0.64%0.42%0.33%
APO
Apollo Global Management, Inc.		1.45%1.10%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%
FTV
Fortive Corporation		0.46%0.43%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%
EXP
Eagle Materials Inc.		0.47%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%
CSX
CSX Corporation		1.60%1.49%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%
LLY
Eli Lilly and Company		0.78%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
DT
Dynatrace, 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Top 52-Week High. 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 52-Week High was 38.88%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current Top 52-Week High drawdown is 10.79%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.88%Feb 21, 202022Mar 23, 202089Jul 29, 2020111
-28%Nov 19, 2021144Jun 16, 2022157Feb 1, 2023301
-26.03%Dec 5, 202484Apr 8, 2025———
-10.26%Jul 17, 202414Aug 5, 202430Sep 17, 202444
-8.97%Sep 5, 202338Oct 26, 202311Nov 10, 202349

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 25 assets, with an effective number of assets of 25.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCLLYCIDTENSGCMGBBVATXRHAMZNNVDAHLIDECKSAIAGWWCSXAPOVMCXPOARESFIXHUBBEXPFTVNVTPHITTPortfolio
^GSPC1.000.380.380.510.480.550.490.470.670.690.560.560.560.590.630.640.600.610.660.610.640.630.690.650.700.720.88
LLY0.381.000.260.170.240.220.150.140.240.250.210.190.170.270.210.240.220.210.270.260.270.200.250.260.220.230.35
CI0.380.261.000.090.360.120.300.190.100.120.250.180.250.370.360.230.320.260.240.300.340.320.330.340.360.370.40
DT0.510.170.091.000.220.480.200.260.520.470.290.370.320.260.270.420.310.330.450.250.290.320.350.300.330.330.52
ENSG0.480.240.360.221.000.280.300.350.230.230.350.330.340.390.400.330.370.370.360.380.370.390.400.380.390.460.52
CMG0.550.220.120.480.281.000.200.390.500.480.310.440.350.310.310.390.330.390.410.340.330.350.390.320.350.360.55
BBVA0.490.150.300.200.300.201.000.340.230.270.360.320.340.350.400.390.390.400.380.420.400.430.450.490.490.520.55
TXRH0.470.140.190.260.350.390.341.000.310.290.360.420.390.350.370.370.380.390.350.430.370.420.390.430.420.470.56
AMZN0.670.240.100.520.230.500.230.311.000.610.350.430.340.300.310.440.320.390.470.320.330.330.370.320.360.370.55
NVDA0.690.250.120.470.230.480.270.290.611.000.380.410.390.310.320.470.330.450.500.380.390.380.390.410.420.410.62
HLI0.560.210.250.290.350.310.360.360.350.381.000.400.410.430.430.460.430.440.510.460.460.460.490.480.530.540.63
DECK0.560.190.180.370.330.440.320.420.430.410.401.000.430.390.400.450.430.470.440.450.440.450.490.500.470.510.65
SAIA0.560.170.250.320.340.350.340.390.340.390.410.431.000.450.490.460.450.700.490.480.470.510.490.500.510.570.70
GWW0.590.270.370.260.390.310.350.350.300.310.430.390.451.000.540.400.520.460.410.550.600.550.580.560.620.610.66
CSX0.630.210.360.270.400.310.400.370.310.320.430.400.490.541.000.440.510.520.440.470.520.540.590.530.630.620.67
APO0.640.240.230.420.330.390.390.370.440.470.460.450.460.400.441.000.470.510.670.490.490.490.490.540.540.570.70
VMC0.600.220.320.310.370.330.390.380.320.330.430.430.450.520.510.471.000.500.460.560.580.750.600.600.610.600.70
XPO0.610.210.260.330.370.390.400.390.390.450.440.470.700.460.520.510.501.000.520.490.470.570.520.540.580.600.74
ARES0.660.270.240.450.360.410.380.350.470.500.510.440.490.410.440.670.460.521.000.530.500.500.520.530.560.580.72
FIX0.610.260.300.250.380.340.420.430.320.380.460.450.480.550.470.490.560.490.531.000.640.600.550.660.630.670.73
HUBB0.640.270.340.290.370.330.400.370.330.390.460.440.470.600.520.490.580.470.500.641.000.600.640.730.690.690.74
EXP0.630.200.320.320.390.350.430.420.330.380.460.450.510.550.540.490.750.570.500.600.601.000.610.640.650.690.76
FTV0.690.250.330.350.400.390.450.390.370.390.490.490.490.580.590.490.600.520.520.550.640.611.000.650.710.710.75
NVT0.650.260.340.300.380.320.490.430.320.410.480.500.500.560.530.540.600.540.530.660.730.640.651.000.720.730.77
PH0.700.220.360.330.390.350.490.420.360.420.530.470.510.620.630.540.610.580.560.630.690.650.710.721.000.800.80
ITT0.720.230.370.330.460.360.520.470.370.410.540.510.570.610.620.570.600.600.580.670.690.690.710.730.801.000.83
Portfolio0.880.350.400.520.520.550.550.560.550.620.630.650.700.660.670.700.700.740.720.730.740.760.750.770.800.831.00
The correlation results are calculated based on daily price changes starting from Aug 2, 2019