Second Test (PLTR) - 10.10.24

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Second Test (PLTR) - 10.10.24

Last updated Nov 14, 2024

Asset Allocation

Position	Category/Sector	Weight
ABBV AbbVie Inc.	Healthcare	6.67%
AMGN Amgen Inc.	Healthcare	6.67%
CLS Celestica Inc.	Technology	6.67%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	6.67%
CSWI CSW Industrials, Inc.	Industrials	6.67%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	6.67%
FICO Fair Isaac Corporation	Technology	6.67%
GD General Dynamics Corporation		6.67%
GE General Electric Company	Industrials	6.67%
IRM Iron Mountain Incorporated	Real Estate	6.67%
KLAC KLA Corporation	Technology	6.67%
MSFT Microsoft Corporation	Technology	6.67%
PLTR Palantir Technologies Inc.	Technology	6.67%
WM Waste Management, Inc.	Industrials	6.67%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	6.67%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Second Test (PLTR) - 10.10.24, 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

Second Test (PLTR) - 10.10.24

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	25.48%	2.14%	12.76%	33.14%	13.96%	11.39%
Second Test (PLTR) - 10.10.24	59.33%	3.52%	23.28%	71.96%	N/A	N/A
Portfolio components:
PLTR Palantir Technologies Inc.	253.52%	39.86%	180.11%	204.41%	N/A	N/A
CLS Celestica Inc.	180.23%	29.91%	57.61%	205.25%	60.05%	22.32%
ABBV AbbVie Inc.	13.95%	-12.23%	5.81%	27.91%	19.02%	14.98%
AMGN Amgen Inc.	6.97%	-7.14%	-4.18%	14.99%	9.58%	9.71%
CMG Chipotle Mexican Grill, Inc.	29.58%	-0.02%	-6.46%	36.82%	31.58%	16.07%
CSWI CSW Industrials, Inc.	100.51%	5.28%	68.53%	131.39%	41.58%	N/A
DPZ Domino's Pizza, Inc.	7.69%	2.68%	-14.53%	16.44%	10.57%	18.28%
FICO Fair Isaac Corporation	101.76%	13.51%	71.65%	128.64%	46.67%	41.93%
GE General Electric Company	81.10%	-4.71%	12.65%	97.26%	26.80%	5.45%
GD General Dynamics Corporation	23.38%	4.03%	7.65%	29.26%	13.66%	10.69%
IRM Iron Mountain Incorporated	69.37%	-4.31%	42.78%	93.39%	35.51%	18.85%
KLAC KLA Corporation	11.56%	-22.31%	-15.00%	18.89%	31.06%	28.48%
MSFT Microsoft Corporation	13.69%	1.45%	0.68%	15.70%	24.40%	25.99%
WM Waste Management, Inc.	27.39%	5.70%	8.77%	33.09%	17.02%	18.93%
WSM Williams-Sonoma, Inc.	30.48%	-11.01%	-18.48%	66.48%	31.77%	16.87%

Monthly Returns

The table below presents the monthly returns of Second Test (PLTR) - 10.10.24, 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	3.46%	12.66%	5.66%	-1.37%	5.62%	4.35%	2.42%	2.73%	4.91%	0.31%			59.33%
2023	8.53%	-2.44%	5.66%	-0.12%	6.37%	7.02%	9.83%	-0.69%	-0.45%	-0.35%	12.92%	5.11%	63.34%
2022	-5.29%	-0.94%	3.70%	-9.88%	0.94%	-5.25%	10.38%	-2.49%	-9.84%	11.11%	7.13%	-5.39%	-8.37%
2021	5.98%	0.25%	8.21%	3.00%	0.11%	1.76%	3.61%	4.40%	-5.82%	5.66%	-2.94%	6.03%	33.61%
2020										-1.95%	28.10%	1.29%	27.22%

Expense Ratio

Second Test (PLTR) - 10.10.24 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 Second Test (PLTR) - 10.10.24 is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Combined 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.

Second Test (PLTR) - 10.10.24

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PLTR Palantir Technologies Inc.	3.31	4.13	1.54	3.52	17.25
CLS Celestica Inc.	4.06	3.92	1.52	6.27	19.45
ABBV AbbVie Inc.	1.19	1.53	1.26	1.66	5.32
AMGN Amgen Inc.	0.66	1.10	1.15	0.89	2.17
CMG Chipotle Mexican Grill, Inc.	1.32	1.80	1.26	1.38	3.31
CSWI CSW Industrials, Inc.	4.63	5.20	1.70	9.29	46.22
DPZ Domino's Pizza, Inc.	0.68	1.05	1.16	0.57	1.55
FICO Fair Isaac Corporation	4.40	4.51	1.66	7.86	26.35
GE General Electric Company	3.42	3.91	1.58	8.64	28.87
GD General Dynamics Corporation	1.88	2.70	1.35	4.65	14.54
IRM Iron Mountain Incorporated	3.98	4.36	1.64	9.59	33.12
KLAC KLA Corporation	0.54	0.96	1.13	0.84	2.19
MSFT Microsoft Corporation	0.86	1.21	1.16	1.09	2.65
WM Waste Management, Inc.	1.88	2.44	1.41	2.82	8.15
WSM Williams-Sonoma, Inc.	1.76	2.35	1.32	3.07	8.43

Sharpe Ratio

The current Second Test (PLTR) - 10.10.24 Sharpe ratio is 4.41. 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 2.06 to 2.97, 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 Second Test (PLTR) - 10.10.24 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.

Second Test (PLTR) - 10.10.24

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Second Test (PLTR) - 10.10.24 provided a 1.13% dividend yield over the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio	1.13%	1.28%	1.48%	1.32%	1.75%	1.75%	2.15%	1.84%	1.91%	1.97%	3.32%	1.70%
Portfolio components:
PLTR Palantir Technologies 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%
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%
ABBV AbbVie Inc.	3.64%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%	3.03%
AMGN Amgen Inc.	2.95%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%	1.53%	1.65%
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%
CSWI CSW Industrials, Inc.	0.21%	0.36%	0.57%	0.48%	0.48%	0.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DPZ Domino's Pizza, Inc.	1.31%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%	1.06%	1.15%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%	0.13%
GE General Electric Company	0.49%	0.25%	0.38%	0.34%	0.37%	0.36%	4.89%	4.81%	2.94%	2.95%	3.52%	2.82%
GD General Dynamics Corporation	1.78%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%	1.76%
IRM Iron Mountain Incorporated	2.30%	3.63%	4.97%	4.73%	8.40%	7.69%	7.33%	5.93%	6.17%	7.07%	6.05%	4.52%
KLAC KLA Corporation	0.67%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%	26.17%	2.64%
MSFT Microsoft Corporation	0.71%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
WM Waste Management, Inc.	1.31%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%	3.25%
WSM Williams-Sonoma, Inc.	1.66%	1.72%	2.65%	1.43%	1.93%	2.55%	3.33%	2.98%	3.02%	2.36%	1.72%	1.97%

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.

Second Test (PLTR) - 10.10.24

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Second Test (PLTR) - 10.10.24. 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 Second Test (PLTR) - 10.10.24 was 20.75%, occurring on Jun 16, 2022. Recovery took 157 trading sessions.

The current Second Test (PLTR) - 10.10.24 drawdown is 2.10%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.75%	Nov 16, 2021	147	Jun 16, 2022	157	Feb 1, 2023	304
-7.9%	Jul 17, 2024	14	Aug 5, 2024	12	Aug 21, 2024	26
-6.95%	Feb 3, 2023	25	Mar 10, 2023	42	May 10, 2023	67
-6.24%	Oct 19, 2020	10	Oct 30, 2020	3	Nov 4, 2020	13
-5.92%	Sep 1, 2021	23	Oct 4, 2021	20	Nov 1, 2021	43

Volatility

Volatility Chart

The current Second Test (PLTR) - 10.10.24 volatility is 5.25%, 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.

Second Test (PLTR) - 10.10.24

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.

	ABBV	AMGN	DPZ	WM	PLTR	GD	WSM	IRM	GE	CMG	CSWI	CLS	FICO	MSFT	KLAC
ABBV	1.00	0.46	0.12	0.33	-0.01	0.27	0.14	0.18	0.16	0.04	0.14	0.10	0.19	0.16	0.11
AMGN	0.46	1.00	0.19	0.27	0.10	0.30	0.20	0.28	0.20	0.11	0.20	0.20	0.22	0.25	0.21
DPZ	0.12	0.19	1.00	0.25	0.27	0.18	0.28	0.24	0.16	0.39	0.21	0.22	0.30	0.32	0.29
WM	0.33	0.27	0.25	1.00	0.07	0.44	0.16	0.35	0.22	0.25	0.26	0.16	0.25	0.27	0.17
PLTR	-0.01	0.10	0.27	0.07	1.00	0.13	0.37	0.30	0.30	0.42	0.29	0.39	0.40	0.43	0.45
GD	0.27	0.30	0.18	0.44	0.13	1.00	0.26	0.35	0.43	0.19	0.40	0.31	0.25	0.25	0.22
WSM	0.14	0.20	0.28	0.16	0.37	0.26	1.00	0.30	0.35	0.33	0.37	0.32	0.31	0.33	0.42
IRM	0.18	0.28	0.24	0.35	0.30	0.35	0.30	1.00	0.35	0.25	0.35	0.33	0.31	0.31	0.29
GE	0.16	0.20	0.16	0.22	0.30	0.43	0.35	0.35	1.00	0.25	0.43	0.46	0.28	0.25	0.39
CMG	0.04	0.11	0.39	0.25	0.42	0.19	0.33	0.25	0.25	1.00	0.29	0.32	0.44	0.52	0.45
CSWI	0.14	0.20	0.21	0.26	0.29	0.40	0.37	0.35	0.43	0.29	1.00	0.41	0.35	0.30	0.41
CLS	0.10	0.20	0.22	0.16	0.39	0.31	0.32	0.33	0.46	0.32	0.41	1.00	0.37	0.41	0.55
FICO	0.19	0.22	0.30	0.25	0.40	0.25	0.31	0.31	0.28	0.44	0.35	0.37	1.00	0.50	0.46
MSFT	0.16	0.25	0.32	0.27	0.43	0.25	0.33	0.31	0.25	0.52	0.30	0.41	0.50	1.00	0.60
KLAC	0.11	0.21	0.29	0.17	0.45	0.22	0.42	0.29	0.39	0.45	0.41	0.55	0.46	0.60	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Second Test (PLTR) - 10.10.24

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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