SPHQ Top Ten

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

SPHQ Top Ten

Currency in USD · Last updated May 14, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 14, 2025, the SPHQ Top Ten returned 1.38% Year-To-Date and 32.56% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
SPHQ Top Ten	2.41%	12.12%	5.54%	26.72%	35.84%	32.66%
Portfolio components:
NVDA NVIDIA Corporation	0.79%	22.25%	-7.46%	48.19%	74.41%	74.82%
AVGO Broadcom Inc.	0.42%	30.14%	34.49%	70.26%	59.12%	37.20%
MA Mastercard Inc	9.21%	11.87%	10.19%	26.96%	16.21%	20.70%
GOOG Alphabet Inc	-12.31%	3.31%	-7.37%	-2.52%	19.61%	20.21%
MSFT Microsoft Corporation	7.67%	16.79%	6.95%	9.56%	20.98%	27.00%
V Visa Inc.	13.17%	6.53%	15.57%	29.52%	15.07%	18.61%
AAPL Apple Inc	-15.01%	4.98%	-5.45%	13.81%	23.29%	22.14%
XOM Exxon Mobil Corporation	1.75%	4.92%	-9.15%	-5.47%	26.39%	6.68%
JNJ Johnson & Johnson	2.01%	-5.18%	-2.95%	-0.21%	2.29%	6.57%
PG The Procter & Gamble Company	-4.56%	-5.97%	-3.95%	-2.32%	9.33%	9.94%

*Annualized

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
2025	-0.62%	-0.18%	-6.53%	0.79%	9.59%								2.41%
2024	7.25%	8.72%	5.28%	-2.33%	7.63%	6.80%	-0.43%	2.04%	1.74%	1.24%	2.99%	4.46%	55.16%
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%	6.71%	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%	-0.93%	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%	-3.41%	2.58%	3.40%	-4.58%	2.85%	-1.16%	1.11%	10.90%	3.86%	1.67%	25.76%
2014				-0.34%	4.31%	0.06%	-1.31%	6.75%	-0.30%	4.57%	4.27%	-1.00%	17.93%

Expense Ratio

SPHQ Top Ten 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

With an overall rank of 79, SPHQ Top Ten is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	0.72	1.43	1.18	1.35	3.33
AVGO Broadcom Inc.	1.02	1.95	1.26	1.84	5.08
MA Mastercard Inc	1.24	1.74	1.25	1.55	6.48
GOOG Alphabet Inc	-0.12	0.13	1.02	-0.07	-0.14
MSFT Microsoft Corporation	0.30	0.76	1.10	0.43	0.96
V Visa Inc.	1.28	1.81	1.27	1.92	6.41
AAPL Apple Inc	0.38	0.85	1.12	0.44	1.44
XOM Exxon Mobil Corporation	-0.26	-0.12	0.98	-0.26	-0.57
JNJ Johnson & Johnson	-0.06	0.12	1.02	-0.01	-0.02
PG The Procter & Gamble Company	-0.15	-0.04	0.99	-0.20	-0.45

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.

SPHQ Top Ten Sharpe ratios as of May 14, 2025 (values are recalculated daily):

1-Year: 1.00
5-Year: 1.54
10-Year: 1.37
All Time: 1.38

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 0.59 to 1.09, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of SPHQ Top Ten 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

SPHQ Top Ten provided a 1.10% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.10%	1.03%	1.11%	1.27%	1.26%	1.64%	1.51%	1.66%	1.35%	1.45%	1.58%	1.54%
Portfolio components:
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
AVGO Broadcom Inc.	0.96%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
MA Mastercard Inc	0.50%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
GOOG Alphabet Inc	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.88%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
V Visa Inc.	0.79%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
AAPL Apple Inc	0.48%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
XOM Exxon Mobil Corporation	3.61%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
JNJ Johnson & Johnson	3.39%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
PG The Procter & Gamble Company	2.58%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%

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 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 1.73%.

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
-19.68%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-13.93%	Dec 7, 2015	46	Feb 11, 2016	31	Mar 29, 2016	77

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 10 assets, with an effective number of assets of 9.04, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	XOM	PG	JNJ	NVDA	AVGO	AAPL	GOOG	V	MA	MSFT	Portfolio
^GSPC	1.00	0.46	0.41	0.42	0.63	0.66	0.68	0.70	0.69	0.70	0.75	0.87
XOM	0.46	1.00	0.20	0.26	0.18	0.24	0.25	0.25	0.33	0.34	0.21	0.36
PG	0.41	0.20	1.00	0.48	0.14	0.18	0.26	0.24	0.36	0.36	0.31	0.32
JNJ	0.42	0.26	0.48	1.00	0.12	0.18	0.25	0.26	0.37	0.36	0.27	0.31
NVDA	0.63	0.18	0.14	0.12	1.00	0.61	0.50	0.52	0.42	0.45	0.59	0.83
AVGO	0.66	0.24	0.18	0.18	0.61	1.00	0.54	0.49	0.44	0.46	0.54	0.77
AAPL	0.68	0.25	0.26	0.25	0.50	0.54	1.00	0.57	0.48	0.49	0.61	0.70
GOOG	0.70	0.25	0.24	0.26	0.52	0.49	0.57	1.00	0.54	0.54	0.68	0.73
V	0.69	0.33	0.36	0.37	0.42	0.44	0.48	0.54	1.00	0.85	0.57	0.68
MA	0.70	0.34	0.36	0.36	0.45	0.46	0.49	0.54	0.85	1.00	0.58	0.70
MSFT	0.75	0.21	0.31	0.27	0.59	0.54	0.61	0.68	0.57	0.58	1.00	0.77
Portfolio	0.87	0.36	0.32	0.31	0.83	0.77	0.70	0.73	0.68	0.70	0.77	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Performance Analysis

Risk Analysis

Optimization

Factor Model

SPHQ Top Ten

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community