New Port 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANET Arista Networks, Inc. | Technology | 10% |
AVGO Broadcom Inc. | Technology | 10% |
COKE Coca-Cola Consolidated, Inc. | Consumer Defensive | 10% |
FICO Fair Isaac Corporation | Technology | 10% |
FIX Comfort Systems USA, Inc. | Industrials | 10% |
IESC IES Holdings, Inc. | Industrials | 10% |
KLAC KLA Corporation | Technology | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
SMCI Super Micro Computer, Inc. | Technology | 10% |
UFPT UFP Technologies, Inc. | Healthcare | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in New Port 2, 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 Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
As of Nov 15, 2024, the New Port 2 returned 81.17% Year-To-Date and 39.82% 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% |
| New Port 2 | 81.17% | -6.08% | 11.84% | 101.62% | 56.64% | 39.82% |
| Portfolio components: | ||||||
FICO Fair Isaac Corporation | 99.58% | 12.72% | 65.42% | 127.55% | 46.26% | 41.74% |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.67% | 38.00% |
FIX Comfort Systems USA, Inc. | 114.38% | 6.34% | 36.87% | 121.17% | 55.14% | 41.97% |
COKE Coca-Cola Consolidated, Inc. | 33.82% | -6.67% | 30.65% | 79.79% | 35.76% | 30.58% |
IESC IES Holdings, Inc. | 234.39% | 20.44% | 63.32% | 305.05% | 67.44% | 43.21% |
LLY Eli Lilly and Company | 35.53% | -13.92% | 2.10% | 34.24% | 49.31% | 30.36% |
ANET Arista Networks, Inc. | 63.88% | -1.62% | 20.58% | 80.57% | 51.73% | 35.08% |
UFPT UFP Technologies, Inc. | 79.87% | -0.77% | 18.37% | 102.23% | 48.80% | 30.51% |
KLAC KLA Corporation | 11.63% | -8.86% | -13.78% | 18.98% | 31.02% | 28.69% |
SMCI Super Micro Computer, Inc. | -36.64% | -62.29% | -80.09% | -37.42% | 52.12% | 18.11% |
Monthly Returns
The table below presents the monthly returns of New Port 2, 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 | 11.83% | 24.57% | 8.10% | -4.99% | 10.24% | 6.80% | 2.98% | 5.45% | 2.05% | -6.86% | 81.17% | ||
| 2023 | 1.90% | 7.25% | 6.48% | 2.64% | 20.74% | 8.92% | 4.64% | 6.66% | -6.73% | -0.21% | 12.55% | 9.43% | 100.96% |
| 2022 | -5.84% | -5.27% | 3.06% | -8.86% | 9.90% | -5.95% | 13.37% | -0.68% | -8.15% | 14.67% | 15.11% | -3.31% | 14.30% |
| 2021 | 2.89% | 2.86% | 7.24% | 1.46% | 5.95% | 2.22% | 3.67% | -0.20% | -6.21% | 8.69% | 8.71% | 10.29% | 57.70% |
| 2020 | 0.95% | -9.35% | -9.58% | 9.89% | 8.61% | 3.04% | 5.35% | 1.78% | -0.83% | -6.10% | 19.01% | 9.32% | 32.19% |
| 2019 | 10.89% | 12.48% | 7.06% | 2.34% | -8.91% | 6.26% | 0.66% | 0.63% | -0.11% | 3.04% | 3.61% | 6.73% | 52.52% |
| 2018 | 3.43% | -5.28% | -2.31% | 2.98% | 4.85% | -0.99% | 6.10% | 6.63% | -0.03% | -10.89% | 6.97% | -9.19% | 0.18% |
| 2017 | 1.65% | 5.84% | 4.10% | 2.55% | -0.47% | 2.20% | 0.88% | -0.11% | 1.96% | 5.23% | 1.40% | -1.08% | 26.72% |
| 2016 | -1.91% | 2.80% | 4.81% | -3.28% | 0.88% | -0.10% | 3.86% | 2.52% | 3.05% | -2.54% | 7.05% | 3.29% | 21.83% |
| 2015 | -0.39% | 10.08% | 1.22% | -5.03% | 6.41% | 3.08% | 0.03% | -1.31% | 2.43% | 7.43% | 0.81% | 4.69% | 32.55% |
| 2014 | 4.13% | -1.82% | 7.43% | 2.87% | 4.71% | 3.08% | 2.40% | 24.88% |
Expense Ratio
New Port 2 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 New Port 2 is 84, placing it in the top 16% 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 | |
|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 4.25 | 4.41 | 1.64 | 7.60 | 25.46 |
AVGO Broadcom Inc. | 1.69 | 2.35 | 1.30 | 3.06 | 9.31 |
FIX Comfort Systems USA, Inc. | 2.76 | 3.07 | 1.43 | 7.68 | 20.29 |
COKE Coca-Cola Consolidated, Inc. | 2.46 | 3.59 | 1.46 | 4.71 | 11.84 |
IESC IES Holdings, Inc. | 5.39 | 4.50 | 1.64 | 9.71 | 25.98 |
LLY Eli Lilly and Company | 1.17 | 1.77 | 1.24 | 1.79 | 5.73 |
ANET Arista Networks, Inc. | 2.06 | 2.61 | 1.36 | 4.05 | 12.28 |
UFPT UFP Technologies, Inc. | 1.99 | 2.77 | 1.34 | 4.01 | 12.19 |
KLAC KLA Corporation | 0.44 | 0.85 | 1.12 | 0.69 | 1.76 |
SMCI Super Micro Computer, Inc. | -0.35 | 0.14 | 1.02 | -0.44 | -0.96 |
Dividends
Dividend yield
New Port 2 provided a 0.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.45% | 0.44% | 0.60% | 0.50% | 0.73% | 0.84% | 0.95% | 0.76% | 0.83% | 0.80% | 3.28% | 1.07% |
| Portfolio components: | ||||||||||||
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% |
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% |
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% |
COKE Coca-Cola Consolidated, Inc. | 1.65% | 0.54% | 0.20% | 0.16% | 0.38% | 0.35% | 0.56% | 0.46% | 0.56% | 0.55% | 1.14% | 1.37% |
IESC IES Holdings, 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% |
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% |
ANET Arista Networks, 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% |
UFPT UFP 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% |
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% |
SMCI Super Micro Computer, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the New Port 2. 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 New Port 2 was 34.95%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.
The current New Port 2 drawdown is 8.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.95% | Feb 14, 2020 | 26 | Mar 23, 2020 | 89 | Jul 29, 2020 | 115 |
| -18.77% | Oct 4, 2018 | 56 | Dec 24, 2018 | 33 | Feb 12, 2019 | 89 |
| -18.68% | Jan 5, 2022 | 113 | Jun 16, 2022 | 37 | Aug 10, 2022 | 150 |
| -17.2% | Aug 19, 2022 | 40 | Oct 14, 2022 | 17 | Nov 8, 2022 | 57 |
| -13.3% | Oct 13, 2020 | 12 | Oct 28, 2020 | 9 | Nov 10, 2020 | 21 |
Volatility
Volatility Chart
The current New Port 2 volatility is 9.79%, 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
| LLY | COKE | UFPT | IESC | SMCI | FICO | FIX | ANET | AVGO | KLAC | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.17 | 0.16 | 0.12 | 0.21 | 0.25 | 0.22 | 0.23 | 0.26 | 0.24 |
| COKE | 0.17 | 1.00 | 0.19 | 0.19 | 0.19 | 0.26 | 0.30 | 0.20 | 0.22 | 0.25 |
| UFPT | 0.16 | 0.19 | 1.00 | 0.26 | 0.24 | 0.25 | 0.30 | 0.26 | 0.23 | 0.25 |
| IESC | 0.12 | 0.19 | 0.26 | 1.00 | 0.22 | 0.26 | 0.41 | 0.24 | 0.25 | 0.28 |
| SMCI | 0.21 | 0.19 | 0.24 | 0.22 | 1.00 | 0.32 | 0.35 | 0.37 | 0.39 | 0.41 |
| FICO | 0.25 | 0.26 | 0.25 | 0.26 | 0.32 | 1.00 | 0.37 | 0.43 | 0.44 | 0.45 |
| FIX | 0.22 | 0.30 | 0.30 | 0.41 | 0.35 | 0.37 | 1.00 | 0.36 | 0.37 | 0.40 |
| ANET | 0.23 | 0.20 | 0.26 | 0.24 | 0.37 | 0.43 | 0.36 | 1.00 | 0.50 | 0.49 |
| AVGO | 0.26 | 0.22 | 0.23 | 0.25 | 0.39 | 0.44 | 0.37 | 0.50 | 1.00 | 0.66 |
| KLAC | 0.24 | 0.25 | 0.25 | 0.28 | 0.41 | 0.45 | 0.40 | 0.49 | 0.66 | 1.00 |