5Y Market Cap&Price Perf
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANF Abercrombie & Fitch Co. | Consumer Cyclical | 11.11% |
CAMT Camtek Ltd | Technology | 11.11% |
CLS Celestica Inc. | Technology | 11.11% |
NTRA Natera, Inc. | Healthcare | 11.11% |
NVDA NVIDIA Corporation | Technology | 11.11% |
PI Impinj, Inc. | Technology | 11.11% |
SPXC SPX Corporation | Industrials | 11.11% |
TMDX TransMedics Group, Inc. | Healthcare | 11.11% |
USLM United States Lime & Minerals, Inc. | Basic Materials | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5Y Market Cap&Price Perf, 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 May 2, 2019, corresponding to the inception date of TMDX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| 5Y Market Cap&Price Perf | 115.48% | 4.04% | 29.11% | 158.08% | 63.52% | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 199.51% | 10.01% | 62.35% | 205.09% | 95.71% | 77.92% |
NTRA Natera, Inc. | 115.71% | 3.89% | 28.05% | 178.37% | 28.77% | N/A |
ANF Abercrombie & Fitch Co. | 58.61% | -6.56% | 2.66% | 110.77% | 51.79% | 19.97% |
CLS Celestica Inc. | 187.09% | 33.30% | 75.12% | 228.10% | 61.21% | 22.62% |
SPXC SPX Corporation | 62.91% | -2.51% | 17.21% | 94.52% | 28.17% | 21.90% |
CAMT Camtek Ltd | 24.18% | 0.71% | -9.94% | 32.14% | 53.02% | 40.59% |
TMDX TransMedics Group, Inc. | 15.81% | -32.38% | -30.98% | 53.24% | 38.75% | N/A |
PI Impinj, Inc. | 116.19% | -17.40% | 15.82% | 166.78% | 39.72% | N/A |
USLM United States Lime & Minerals, Inc. | 199.78% | 35.33% | 83.92% | 246.63% | 51.80% | 26.93% |
Monthly Returns
The table below presents the monthly returns of 5Y Market Cap&Price Perf, 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 | 11.43% | 15.16% | 6.81% | 4.80% | 23.48% | 6.29% | -4.01% | 3.68% | 4.07% | -2.38% | 115.48% | ||
| 2023 | 16.27% | 7.02% | 3.18% | -9.08% | 13.86% | 12.50% | 8.47% | 8.36% | -5.19% | -5.04% | 26.51% | 10.08% | 120.34% |
| 2022 | -8.75% | -3.70% | -1.08% | -12.46% | 1.53% | -4.30% | 18.54% | -0.30% | -10.79% | 18.03% | 12.08% | -5.22% | -2.27% |
| 2021 | 7.77% | 18.07% | 3.61% | 0.40% | 2.74% | 7.36% | -2.68% | 7.53% | -5.84% | 5.88% | 1.65% | 1.91% | 57.81% |
| 2020 | 2.78% | -8.17% | -23.74% | 29.10% | 6.70% | 6.72% | 3.82% | 10.19% | 0.39% | -3.81% | 27.19% | 7.73% | 60.14% |
| 2019 | -9.89% | 9.22% | 6.07% | -1.86% | 1.18% | 7.16% | 3.10% | 0.19% | 14.75% |
Expense Ratio
5Y Market Cap&Price Perf 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 risk-adjusted rank of 5Y Market Cap&Price Perf is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
NTRA Natera, Inc. | 4.69 | 4.98 | 1.64 | 3.07 | 43.86 |
ANF Abercrombie & Fitch Co. | 1.96 | 2.50 | 1.32 | 3.35 | 6.95 |
CLS Celestica Inc. | 4.25 | 4.02 | 1.53 | 6.54 | 20.30 |
SPXC SPX Corporation | 2.89 | 3.26 | 1.46 | 5.87 | 18.76 |
CAMT Camtek Ltd | 0.61 | 1.16 | 1.15 | 0.71 | 1.53 |
TMDX TransMedics Group, Inc. | 0.92 | 1.58 | 1.23 | 1.11 | 4.04 |
PI Impinj, Inc. | 3.01 | 3.46 | 1.46 | 3.54 | 20.51 |
USLM United States Lime & Minerals, Inc. | 6.21 | 6.18 | 1.84 | 13.45 | 48.64 |
Dividends
Dividend yield
5Y Market Cap&Price Perf provided a 0.19% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.19% | 0.04% | 0.08% | 0.06% | 0.19% | 1.44% | 0.81% | 0.89% | 0.86% | 0.79% | 0.77% | 0.60% |
| Portfolio components: | ||||||||||||
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% |
NTRA Natera, 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% |
ANF Abercrombie & Fitch Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 4.63% | 3.99% | 4.59% | 6.67% | 2.96% | 2.79% | 2.43% |
CLS Celestica 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% |
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.02% | 1.75% | 1.00% |
CAMT Camtek Ltd | 1.57% | 0.00% | 0.00% | 0.00% | 0.00% | 1.57% | 2.07% | 2.45% | 0.00% | 0.00% | 0.00% | 0.00% |
TMDX TransMedics Group, 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% |
PI Impinj, 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% |
USLM United States Lime & Minerals, Inc. | 0.14% | 0.35% | 0.57% | 0.50% | 0.56% | 6.52% | 0.76% | 0.70% | 0.66% | 0.91% | 0.69% | 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 5Y Market Cap&Price Perf. 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 5Y Market Cap&Price Perf was 46.28%, occurring on Mar 18, 2020. Recovery took 92 trading sessions.
The current 5Y Market Cap&Price Perf drawdown is 0.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.28% | Jan 24, 2020 | 38 | Mar 18, 2020 | 92 | Jul 29, 2020 | 130 |
| -36.37% | Nov 10, 2021 | 151 | Jun 16, 2022 | 149 | Jan 20, 2023 | 300 |
| -19.5% | Jul 17, 2024 | 16 | Aug 7, 2024 | 45 | Oct 10, 2024 | 61 |
| -13.98% | Sep 5, 2023 | 39 | Oct 27, 2023 | 10 | Nov 10, 2023 | 49 |
| -13.89% | Mar 18, 2021 | 39 | May 12, 2021 | 29 | Jun 23, 2021 | 68 |
Volatility
Volatility Chart
The current 5Y Market Cap&Price Perf volatility is 8.52%, 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
| USLM | NTRA | TMDX | ANF | SPXC | CLS | PI | CAMT | NVDA | |
|---|---|---|---|---|---|---|---|---|---|
| USLM | 1.00 | 0.19 | 0.22 | 0.26 | 0.40 | 0.32 | 0.26 | 0.25 | 0.24 |
| NTRA | 0.19 | 1.00 | 0.35 | 0.17 | 0.27 | 0.27 | 0.38 | 0.37 | 0.41 |
| TMDX | 0.22 | 0.35 | 1.00 | 0.23 | 0.34 | 0.29 | 0.35 | 0.33 | 0.32 |
| ANF | 0.26 | 0.17 | 0.23 | 1.00 | 0.39 | 0.39 | 0.33 | 0.34 | 0.32 |
| SPXC | 0.40 | 0.27 | 0.34 | 0.39 | 1.00 | 0.46 | 0.39 | 0.36 | 0.34 |
| CLS | 0.32 | 0.27 | 0.29 | 0.39 | 0.46 | 1.00 | 0.42 | 0.44 | 0.45 |
| PI | 0.26 | 0.38 | 0.35 | 0.33 | 0.39 | 0.42 | 1.00 | 0.46 | 0.49 |
| CAMT | 0.25 | 0.37 | 0.33 | 0.34 | 0.36 | 0.44 | 0.46 | 1.00 | 0.59 |
| NVDA | 0.24 | 0.41 | 0.32 | 0.32 | 0.34 | 0.45 | 0.49 | 0.59 | 1.00 |