SPHQ Top Ten
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 8.09% |
AVGO Broadcom Inc. | Technology | 12.59% |
GOOG Alphabet Inc. | Communication Services | 10.50% |
JNJ Johnson & Johnson | Healthcare | 6.49% |
MA Mastercard Inc | Financial Services | 10.63% |
MSFT Microsoft Corporation | Technology | 10.35% |
NVDA NVIDIA Corporation | Technology | 17.99% |
PG The Procter & Gamble Company | Consumer Defensive | 6.28% |
V Visa Inc. | Financial Services | 9.02% |
XOM Exxon Mobil Corporation | Energy | 8.06% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPHQ Top Ten, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 15, 2024, the SPHQ Top Ten returned 50.11% Year-To-Date and 33.13% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SPHQ Top Ten | 50.11% | 3.07% | 17.65% | 56.37% | 36.98% | 33.13% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.27% | 77.78% |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.71% | 38.02% |
MA Mastercard Inc | 22.72% | 2.60% | 13.73% | 31.90% | 13.80% | 20.91% |
GOOG Alphabet Inc. | 26.15% | 6.26% | 1.34% | 30.36% | 21.70% | 20.90% |
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.47% | 26.07% |
V Visa Inc. | 19.31% | 10.58% | 10.59% | 25.19% | 12.21% | 18.17% |
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.87% | 24.61% |
XOM Exxon Mobil Corporation | 24.70% | 1.00% | 3.95% | 20.27% | 17.35% | 6.98% |
JNJ Johnson & Johnson | -0.84% | -7.45% | -0.01% | 5.29% | 5.26% | 6.33% |
PG The Procter & Gamble Company | 16.85% | -3.17% | 0.72% | 13.09% | 9.44% | 9.70% |
Monthly Returns
The table below presents the monthly returns of SPHQ Top Ten, 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 | 7.25% | 8.72% | 5.28% | -2.33% | 7.63% | 6.80% | -0.43% | 2.04% | 1.74% | 1.24% | 50.11% | ||
| 2023 | 10.49% | 1.90% | 10.78% | 3.19% | 9.61% | 6.85% | 3.73% | 2.11% | -6.11% | -1.96% | 9.13% | 4.48% | 67.58% |
| 2022 | -2.94% | -2.08% | 5.03% | -10.35% | 0.46% | -9.72% | 10.77% | -7.63% | -11.57% | 9.67% | 10.55% | -5.81% | -16.14% |
| 2021 | -0.59% | 5.79% | 1.00% | 6.95% | 1.30% | 7.93% | 2.73% | 2.73% | -4.14% | 9.19% | 4.82% | 4.49% | 50.25% |
| 2020 | 2.10% | -4.87% | -8.75% | 13.88% | 7.98% | 4.17% | 4.86% | 13.42% | -3.88% | -4.97% | 10.54% | 4.32% | 42.23% |
| 2019 | 6.29% | 5.52% | 7.75% | 4.13% | -11.09% | 9.61% | 3.12% | -0.60% | 1.17% | 5.57% | 5.42% | 4.43% | 47.81% |
| 2018 | 8.71% | -1.99% | -3.28% | -0.35% | 7.06% | -0.26% | 2.65% | 6.70% | 2.50% | -9.64% | -2.24% | -7.26% | 0.86% |
| 2017 | 3.68% | 2.64% | 2.95% | 1.13% | 10.53% | -1.50% | 5.44% | 3.08% | 1.38% | 7.90% | 1.18% | -0.94% | 43.74% |
| 2016 | -4.80% | -0.31% | 9.07% | -2.66% | 8.78% | -1.18% | 8.69% | 3.26% | 3.72% | 0.99% | 4.04% | 6.09% | 40.57% |
| 2015 | -3.04% | 10.22% | -3.40% | 2.58% | 3.40% | -4.58% | 2.85% | -1.16% | 1.12% | 10.90% | 3.86% | 1.67% | 25.75% |
| 2014 | -0.35% | 4.30% | 0.06% | -1.31% | 6.75% | -0.30% | 4.57% | 4.27% | -0.99% | 17.93% |
Expense Ratio
SPHQ Top Ten 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 SPHQ Top Ten is 85, placing it in the top 15% 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 | 3.78 | 3.85 | 1.50 | 7.23 | 22.81 |
AVGO Broadcom Inc. | 1.70 | 2.35 | 1.30 | 3.08 | 9.38 |
MA Mastercard Inc | 2.01 | 2.67 | 1.37 | 2.67 | 6.66 |
GOOG Alphabet Inc. | 1.19 | 1.69 | 1.23 | 1.40 | 3.57 |
MSFT Microsoft Corporation | 0.83 | 1.17 | 1.15 | 1.04 | 2.54 |
V Visa Inc. | 1.57 | 2.11 | 1.30 | 2.07 | 5.26 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.16 |
XOM Exxon Mobil Corporation | 1.01 | 1.52 | 1.18 | 1.04 | 4.61 |
JNJ Johnson & Johnson | 0.41 | 0.70 | 1.08 | 0.34 | 1.18 |
PG The Procter & Gamble Company | 0.82 | 1.21 | 1.16 | 1.41 | 4.48 |
Dividends
Dividend yield
SPHQ Top Ten provided a 1.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.00% | 1.11% | 1.27% | 1.26% | 1.64% | 1.51% | 1.66% | 1.35% | 1.45% | 1.58% | 1.54% | 1.64% |
| 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% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
GOOG Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
V Visa Inc. | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
XOM Exxon Mobil Corporation | 3.19% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
JNJ Johnson & Johnson | 3.20% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PG The Procter & Gamble Company | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
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 SPHQ Top Ten. 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 SPHQ Top Ten was 33.38%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current SPHQ Top Ten drawdown is 1.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.38% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -28.51% | Mar 30, 2022 | 136 | Oct 12, 2022 | 111 | Mar 23, 2023 | 247 |
| -24.12% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -13.93% | Dec 7, 2015 | 46 | Feb 11, 2016 | 31 | Mar 29, 2016 | 77 |
| -13.19% | Apr 24, 2019 | 28 | Jun 3, 2019 | 35 | Jul 23, 2019 | 63 |
Volatility
Volatility Chart
The current SPHQ Top Ten volatility is 4.65%, 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
| XOM | PG | JNJ | NVDA | AVGO | AAPL | GOOG | V | MSFT | MA | |
|---|---|---|---|---|---|---|---|---|---|---|
| XOM | 1.00 | 0.20 | 0.25 | 0.18 | 0.26 | 0.25 | 0.25 | 0.33 | 0.22 | 0.34 |
| PG | 0.20 | 1.00 | 0.47 | 0.16 | 0.20 | 0.27 | 0.26 | 0.35 | 0.33 | 0.35 |
| JNJ | 0.25 | 0.47 | 1.00 | 0.14 | 0.20 | 0.26 | 0.28 | 0.37 | 0.30 | 0.36 |
| NVDA | 0.18 | 0.16 | 0.14 | 1.00 | 0.61 | 0.52 | 0.52 | 0.43 | 0.58 | 0.46 |
| AVGO | 0.26 | 0.20 | 0.20 | 0.61 | 1.00 | 0.55 | 0.48 | 0.45 | 0.54 | 0.47 |
| AAPL | 0.25 | 0.27 | 0.26 | 0.52 | 0.55 | 1.00 | 0.57 | 0.48 | 0.62 | 0.49 |
| GOOG | 0.25 | 0.26 | 0.28 | 0.52 | 0.48 | 0.57 | 1.00 | 0.55 | 0.68 | 0.55 |
| V | 0.33 | 0.35 | 0.37 | 0.43 | 0.45 | 0.48 | 0.55 | 1.00 | 0.58 | 0.85 |
| MSFT | 0.22 | 0.33 | 0.30 | 0.58 | 0.54 | 0.62 | 0.68 | 0.58 | 1.00 | 0.59 |
| MA | 0.34 | 0.35 | 0.36 | 0.46 | 0.47 | 0.49 | 0.55 | 0.85 | 0.59 | 1.00 |