Own Test Deopt
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 14.29% |
BDX Becton, Dickinson and Company | Healthcare | 14.29% |
CSX CSX Corporation | Industrials | 14.29% |
MCD McDonald's Corporation | Consumer Cyclical | 14.29% |
MMM 3M Company | Industrials | 14.29% |
NVDA NVIDIA Corporation | Technology | 14.29% |
SMCI Super Micro Computer, Inc. | Technology | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Own Test Deopt, 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 every 3 months.
The earliest data available for this chart is Mar 29, 2007, corresponding to the inception date of SMCI
Returns By Period
As of Jan 5, 2025, the Own Test Deopt returned 5.29% Year-To-Date and 35.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.59% | -1.89% | 7.22% | 27.21% | 12.98% | 11.35% |
| Own Test Deopt | 8.63% | 1.49% | -0.80% | 110.12% | 50.92% | 35.32% |
| Portfolio components: | ||||||
SMCI Super Micro Computer, Inc. | 19.59% | -17.03% | -59.47% | 24.77% | 73.98% | 26.66% |
NVDA NVIDIA Corporation | 11.27% | 4.91% | 16.58% | 204.42% | 90.71% | 77.89% |
MMM 3M Company | 0.93% | -2.12% | 30.26% | 48.47% | 1.10% | 3.06% |
CSX CSX Corporation | -0.84% | -7.11% | -3.51% | -6.30% | 6.92% | 12.58% |
AAPL Apple Inc | -2.16% | 0.89% | 7.78% | 35.89% | 27.33% | 25.75% |
MCD McDonald's Corporation | 0.79% | -2.27% | 19.29% | 3.56% | 9.80% | 15.04% |
BDX Becton, Dickinson and Company | 1.69% | 5.35% | 3.19% | -3.09% | -1.45% | 6.60% |
Monthly Returns
The table below presents the monthly returns of Own Test Deopt, 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 | 21.68% | 26.58% | 10.42% | -6.88% | 13.63% | 9.70% | -4.74% | -4.71% | 1.04% | 1.81% | 4.88% | -1.79% | 89.90% |
| 2023 | 13.30% | 9.23% | 12.87% | 1.63% | 23.73% | 10.55% | 9.19% | -1.90% | -8.63% | -5.00% | 12.58% | 4.35% | 112.09% |
| 2022 | -8.68% | -2.85% | 7.55% | -17.16% | -1.68% | -11.78% | 17.29% | -6.31% | -14.39% | 12.23% | 8.39% | -10.54% | -29.80% |
| 2021 | -0.95% | -1.53% | 1.69% | 7.63% | 0.19% | 11.25% | 2.40% | 6.71% | -6.40% | 12.63% | 15.43% | -0.48% | 57.48% |
| 2020 | 4.04% | -5.14% | -8.20% | 13.20% | 10.34% | 7.61% | 11.87% | 17.28% | -4.22% | -5.45% | 8.65% | 4.70% | 64.60% |
| 2019 | 5.86% | 6.25% | 7.62% | 2.76% | -11.96% | 10.58% | 1.80% | -1.00% | 3.72% | 6.51% | 5.22% | 7.15% | 51.98% |
| 2018 | 8.53% | -2.07% | -3.70% | -0.02% | 9.32% | -1.82% | 3.67% | 11.14% | 0.03% | -11.20% | -8.46% | -12.12% | -9.55% |
| 2017 | 4.85% | 4.75% | 2.53% | 1.35% | 11.05% | -1.01% | 3.07% | 4.95% | -1.13% | 7.32% | 3.23% | -2.50% | 44.92% |
| 2016 | -1.95% | 2.21% | 8.62% | -6.69% | 4.23% | -1.48% | 4.70% | 1.87% | 5.15% | -0.82% | 8.28% | 4.98% | 31.87% |
| 2015 | 1.39% | 8.35% | -5.31% | -1.28% | 3.53% | -4.40% | -2.17% | -4.81% | -0.66% | 8.13% | 0.29% | -4.48% | -2.60% |
| 2014 | -4.21% | 4.51% | 0.05% | 5.46% | 5.03% | 3.66% | -0.31% | 3.26% | 1.98% | 7.44% | 6.95% | -2.38% | 35.43% |
Expense Ratio
Own Test Deopt 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 rank of Own Test Deopt is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SMCI Super Micro Computer, Inc. | 0.22 | 1.24 | 1.17 | 0.31 | 0.56 |
NVDA NVIDIA Corporation | 4.01 | 3.98 | 1.50 | 7.82 | 23.96 |
MMM 3M Company | 1.47 | 2.72 | 1.38 | 0.89 | 7.81 |
CSX CSX Corporation | -0.31 | -0.30 | 0.96 | -0.39 | -0.66 |
AAPL Apple Inc | 1.57 | 2.27 | 1.29 | 2.13 | 5.59 |
MCD McDonald's Corporation | 0.14 | 0.32 | 1.04 | 0.15 | 0.32 |
BDX Becton, Dickinson and Company | -0.19 | -0.14 | 0.98 | -0.16 | -0.65 |
Dividends
Dividend yield
Own Test Deopt provided a 1.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.22% | 1.22% | 1.56% | 1.51% | 1.17% | 1.27% | 1.35% | 1.46% | 1.25% | 1.64% | 1.87% | 1.76% |
| Portfolio components: | ||||||||||||
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% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
MMM 3M Company | 2.58% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
CSX CSX Corporation | 1.50% | 1.49% | 1.27% | 1.29% | 0.99% | 1.15% | 1.33% | 1.42% | 1.42% | 2.00% | 2.70% | 1.74% |
AAPL Apple Inc | 0.40% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MCD McDonald's Corporation | 2.32% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
BDX Becton, Dickinson and Company | 1.69% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
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 Own Test Deopt. 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 Own Test Deopt was 48.42%, occurring on Mar 9, 2009. Recovery took 246 trading sessions.
The current Own Test Deopt drawdown is 7.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.42% | Oct 19, 2007 | 348 | Mar 9, 2009 | 246 | Mar 1, 2010 | 594 |
| -38.14% | Dec 28, 2021 | 200 | Oct 12, 2022 | 141 | May 5, 2023 | 341 |
| -33.66% | Oct 4, 2018 | 56 | Dec 24, 2018 | 234 | Nov 27, 2019 | 290 |
| -32.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 48 | Jun 1, 2020 | 71 |
| -26.06% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Own Test Deopt volatility is 8.55%, 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
| SMCI | MCD | BDX | NVDA | AAPL | CSX | MMM | |
|---|---|---|---|---|---|---|---|
| SMCI | 1.00 | 0.21 | 0.24 | 0.38 | 0.32 | 0.33 | 0.32 |
| MCD | 0.21 | 1.00 | 0.37 | 0.26 | 0.31 | 0.37 | 0.42 |
| BDX | 0.24 | 0.37 | 1.00 | 0.26 | 0.28 | 0.37 | 0.43 |
| NVDA | 0.38 | 0.26 | 0.26 | 1.00 | 0.47 | 0.39 | 0.36 |
| AAPL | 0.32 | 0.31 | 0.28 | 0.47 | 1.00 | 0.40 | 0.39 |
| CSX | 0.33 | 0.37 | 0.37 | 0.39 | 0.40 | 1.00 | 0.54 |
| MMM | 0.32 | 0.42 | 0.43 | 0.36 | 0.39 | 0.54 | 1.00 |