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Top 52-Week High
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Top 52-Week High

Last updated Nov 15, 2024

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/SectorWeight
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
4%
SAIA
4%
TXRH
4%
VMC
4%
XPO
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top 52-Week High, 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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.93%
12.31%
Top 52-Week High
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Top 52-Week High44.95%5.24%17.93%56.06%34.91%N/A
Portfolio components:
DECK
Deckers Outdoor Corporation		58.75%9.27%19.82%67.82%44.76%27.66%
SAIA
23.76%19.81%32.98%29.86%41.13%N/A
AMZN
Amazon.com, Inc.		39.19%12.68%15.17%47.68%19.48%29.40%
GWW
W.W. Grainger, Inc.		43.04%8.52%24.55%49.14%31.19%19.06%
XPO
70.03%29.09%32.96%73.82%38.87%N/A
NVDA
NVIDIA Corporation		196.42%11.52%55.56%200.29%96.16%77.78%
FIX
Comfort Systems USA, Inc.		114.38%6.34%36.87%121.17%55.14%41.99%
HLI
Houlihan Lokey, Inc.		55.41%8.34%39.15%78.86%34.13%N/A
HUBB
Hubbell Incorporated		35.08%-2.50%13.16%54.16%26.78%N/A
PH
53.10%9.60%29.98%64.38%30.83%N/A
ARES
Ares Management Corporation		45.03%3.93%16.79%67.31%44.72%32.13%
ITT
ITT Inc.		28.04%0.27%10.04%42.55%18.34%14.78%
ENSG
The Ensign Group, Inc.		30.01%-2.31%22.34%38.79%29.04%23.70%
CMG
Chipotle Mexican Grill, Inc.		30.98%0.17%-4.78%38.95%31.81%16.39%
TXRH
64.60%9.53%18.57%83.13%30.22%N/A
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		12.02%-5.92%-8.86%15.44%19.37%4.28%
CI
Cigna Corporation		9.48%-7.16%-3.77%16.39%12.03%12.92%
NVT
nVent Electric plc		26.54%1.06%-7.57%40.57%28.01%N/A
VMC
25.41%12.01%9.31%35.01%16.33%N/A
APO
Apollo Global Management, Inc.		78.44%16.08%46.37%92.15%34.45%28.27%
FTV
Fortive Corporation		3.01%-2.19%-2.01%12.60%5.21%N/A
EXP
Eagle Materials Inc.		51.11%3.34%18.59%77.39%27.63%14.08%
CSX
CSX Corporation		3.83%0.37%5.76%16.57%9.77%13.08%
LLY
Eli Lilly and Company		35.53%-13.92%2.10%34.24%49.31%30.36%
DT
Dynatrace, Inc.		-1.50%0.35%11.14%5.71%20.26%N/A

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
20244.66%14.56%4.68%-5.64%4.53%-0.66%3.77%0.85%3.52%2.82%44.95%
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%, 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 risk-adjusted rank of Top 52-Week High is 89, placing it in the top 11% 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 52-Week High is 8989
Combined Rank
The Sharpe Ratio Rank of Top 52-Week High is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of Top 52-Week High is 8989Sortino Ratio Rank
The Omega Ratio Rank of Top 52-Week High is 8686Omega Ratio Rank
The Calmar Ratio Rank of Top 52-Week High is 9090Calmar Ratio Rank
The Martin Ratio Rank of Top 52-Week High is 8989Martin 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 52-Week High
Sharpe ratio
The chart of Sharpe ratio for Top 52-Week High, currently valued at 3.17, compared to the broader market0.002.004.006.003.17
Sortino ratio
The chart of Sortino ratio for Top 52-Week High, currently valued at 4.31, compared to the broader market-2.000.002.004.006.004.31
Omega ratio
The chart of Omega ratio for Top 52-Week High, currently valued at 1.57, compared to the broader market0.801.001.201.401.601.802.001.57
Calmar ratio
The chart of Calmar ratio for Top 52-Week High, currently valued at 5.46, compared to the broader market0.005.0010.0015.005.46
Martin ratio
The chart of Martin ratio for Top 52-Week High, currently valued at 21.44, compared to the broader market0.0010.0020.0030.0040.0050.0021.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DECK
Deckers Outdoor Corporation		1.752.661.332.946.43
SAIA
0.581.081.160.761.36
AMZN
Amazon.com, Inc.		1.782.451.322.038.12
GWW
W.W. Grainger, Inc.		2.253.201.423.408.47
XPO
1.712.631.313.456.73
NVDA
NVIDIA Corporation		3.873.901.517.4123.35
FIX
Comfort Systems USA, Inc.		2.763.071.437.6820.29
HLI
Houlihan Lokey, Inc.		3.294.691.537.6027.59
HUBB
Hubbell Incorporated		1.842.341.333.398.00
PH
2.493.641.505.6816.32
ARES
Ares Management Corporation		2.503.171.405.3015.12
ITT
ITT Inc.		1.692.271.303.449.50
ENSG
The Ensign Group, Inc.		1.782.481.314.3810.93
CMG
Chipotle Mexican Grill, Inc.		1.361.841.271.433.40
TXRH
3.434.791.5810.2333.17
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		0.520.831.110.821.66
CI
Cigna Corporation		0.581.121.160.722.70
NVT
nVent Electric plc		1.171.651.231.413.42
VMC
1.502.181.272.255.17
APO
Apollo Global Management, Inc.		2.983.531.524.4217.71
FTV
Fortive Corporation		0.580.911.130.571.16
EXP
Eagle Materials Inc.		2.493.081.403.469.03
CSX
CSX Corporation		0.781.211.161.051.84
LLY
Eli Lilly and Company		1.171.771.241.795.73
DT
Dynatrace, Inc.		0.200.511.070.120.31

Sharpe Ratio

The current Top 52-Week High Sharpe ratio is 3.17. 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 1.86 to 2.74, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Top 52-Week High 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.17
2.66
Top 52-Week High
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Top 52-Week High provided a 0.94% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.94%1.01%1.25%1.01%1.14%1.33%1.70%1.31%1.44%1.68%1.47%1.30%
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
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.		0.68%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
XPO
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%0.29%0.45%1.20%1.70%1.94%
FIX
Comfort Systems USA, Inc.		0.27%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
HLI
Houlihan Lokey, Inc.		1.22%1.82%2.32%1.56%1.90%2.46%2.74%1.76%2.12%0.57%0.00%0.00%
HUBB
Hubbell Incorporated		1.11%1.39%1.82%1.92%2.37%2.32%3.17%2.12%2.22%0.00%0.00%0.00%
PH
0.91%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
ARES
Ares Management Corporation		2.11%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%0.00%
ITT
ITT Inc.		0.82%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%0.92%
ENSG
The Ensign Group, Inc.		0.16%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.97%0.57%0.60%
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
1.20%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.		7.85%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%4.46%
CI
Cigna Corporation		1.68%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%
NVT
nVent Electric plc		1.03%1.18%1.82%1.84%3.01%2.74%1.56%0.00%0.00%0.00%0.00%0.00%
VMC
0.65%0.76%0.91%1.68%0.92%0.86%1.13%0.78%0.64%0.42%0.33%0.07%
APO
Apollo Global Management, Inc.		1.09%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%12.50%
FTV
Fortive Corporation		0.42%0.39%0.44%0.37%0.35%0.37%0.41%0.39%0.26%0.00%0.00%0.00%
EXP
Eagle Materials Inc.		0.33%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%0.53%0.52%
CSX
CSX Corporation		1.32%1.27%1.29%0.99%1.15%1.33%1.42%1.42%2.00%2.70%1.74%2.05%
LLY
Eli Lilly and Company		0.66%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.19%
-0.87%
Top 52-Week High
Benchmark (^GSPC)
Portfolio components

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 2.19%.

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
-10.26%Jul 17, 202414Aug 5, 202430Sep 17, 202444
-8.97%Sep 5, 202338Oct 26, 202311Nov 10, 202349
-7.95%Sep 3, 202014Sep 23, 202010Oct 7, 202024

Volatility

Volatility Chart

The current Top 52-Week High volatility is 6.01%, 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.

2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.01%
3.81%
Top 52-Week High
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.
LLYCIDTCMGENSGAMZNTXRHBBVANVDAHLIDECKSAIAGWWAPOCSXVMCARESXPOFIXHUBBEXPFTVNVTPHITT
LLY1.000.270.150.200.230.240.120.140.240.190.180.150.260.230.200.200.270.190.240.260.180.230.260.210.22
CI0.271.000.100.130.370.120.210.320.140.280.210.270.370.270.370.340.280.290.340.370.330.340.400.390.39
DT0.150.101.000.480.220.520.250.200.470.270.360.320.250.410.260.290.440.320.220.270.310.340.270.320.31
CMG0.200.130.481.000.270.500.390.210.490.300.440.350.300.390.300.330.400.390.330.320.340.380.310.340.36
ENSG0.230.370.220.271.000.240.340.300.240.350.330.340.390.340.400.370.360.370.390.370.390.400.400.390.47
AMZN0.240.120.520.500.241.000.300.230.600.340.420.340.300.420.320.310.450.380.280.300.320.360.290.330.36
TXRH0.120.210.250.390.340.301.000.350.300.360.420.380.340.360.370.370.340.390.430.360.410.380.430.420.47
BBVA0.140.320.200.210.300.230.351.000.280.370.340.360.360.410.420.400.390.420.430.420.440.460.510.500.53
NVDA0.240.140.470.490.240.600.300.281.000.370.410.390.320.460.330.320.490.450.350.370.380.390.380.400.40
HLI0.190.280.270.300.350.340.360.370.371.000.380.410.420.440.430.410.490.430.440.440.440.480.470.510.53
DECK0.180.210.360.440.330.420.420.340.410.381.000.420.390.430.400.420.430.470.440.420.450.480.480.460.50
SAIA0.150.270.320.350.340.340.380.360.390.410.421.000.450.470.490.440.490.700.490.480.510.490.510.520.58
GWW0.260.370.250.300.390.300.340.360.320.420.390.451.000.400.540.520.400.460.560.610.540.580.570.620.60
APO0.230.270.410.390.340.420.360.410.460.440.430.470.401.000.450.450.660.510.460.470.480.480.520.520.56
CSX0.200.370.260.300.400.320.370.420.330.430.400.490.540.451.000.520.450.530.480.530.540.590.540.640.63
VMC0.200.340.290.330.370.310.370.400.320.410.420.440.520.450.521.000.440.490.560.580.750.590.600.600.60
ARES0.270.280.440.400.360.450.340.390.490.490.430.490.400.660.450.441.000.520.500.480.490.500.510.530.57
XPO0.190.290.320.390.370.380.390.420.450.430.470.700.460.510.530.490.521.000.500.470.570.530.540.580.61
FIX0.240.340.220.330.390.280.430.430.350.440.440.490.560.460.480.560.500.501.000.640.610.550.640.620.67
HUBB0.260.370.270.320.370.300.360.420.370.440.420.480.610.470.530.580.480.470.641.000.610.630.730.690.68
EXP0.180.330.310.340.390.320.410.440.380.440.450.510.540.480.540.750.490.570.610.611.000.600.640.650.69
FTV0.230.340.340.380.400.360.380.460.390.480.480.490.580.480.590.590.500.530.550.630.601.000.650.710.70
NVT0.260.400.270.310.400.290.430.510.380.470.480.510.570.520.540.600.510.540.640.730.640.651.000.720.73
PH0.210.390.320.340.390.330.420.500.400.510.460.520.620.520.640.600.530.580.620.690.650.710.721.000.80
ITT0.220.390.310.360.470.360.470.530.400.530.500.580.600.560.630.600.570.610.670.680.690.700.730.801.00
The correlation results are calculated based on daily price changes starting from Aug 2, 2019