Broadcom NVDA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 50% |
NVDA NVIDIA Corporation | Technology | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Broadcom NVDA, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Nov 14, 2024, the Broadcom NVDA returned 122.30% Year-To-Date and 61.23% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Broadcom NVDA | 122.30% | 0.77% | 38.17% | 139.14% | 73.49% | 61.23% |
| Portfolio components: | ||||||
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
Monthly Returns
The table below presents the monthly returns of Broadcom NVDA, 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 | 15.00% | 20.16% | 9.27% | -3.13% | 14.35% | 16.62% | -2.58% | 1.66% | 4.09% | 3.87% | 122.30% | ||
| 2023 | 19.15% | 11.25% | 15.25% | -1.22% | 32.70% | 9.88% | 7.08% | 4.23% | -10.78% | -2.50% | 12.28% | 13.63% | 172.59% |
| 2022 | -14.34% | -0.06% | 9.84% | -21.93% | 2.93% | -17.04% | 14.98% | -12.02% | -14.79% | 8.54% | 21.43% | -6.16% | -33.17% |
| 2021 | 1.21% | 4.92% | -1.54% | 5.49% | 6.06% | 13.52% | -0.36% | 8.49% | -4.70% | 16.59% | 16.78% | 2.87% | 91.62% |
| 2020 | -1.47% | 2.09% | -6.36% | 12.71% | 14.25% | 8.19% | 6.10% | 18.29% | 3.13% | -5.72% | 10.92% | 3.90% | 84.56% |
| 2019 | 6.58% | 5.06% | 13.36% | 3.33% | -22.98% | 18.23% | 1.74% | -1.57% | 1.28% | 10.80% | 7.94% | 4.91% | 51.99% |
| 2018 | 11.74% | -1.12% | -4.28% | -2.77% | 11.07% | -4.62% | -2.64% | 7.19% | 5.81% | -17.39% | -7.09% | -2.14% | -9.65% |
| 2017 | 7.64% | -0.21% | 5.62% | -1.70% | 23.12% | -0.89% | 9.11% | 3.30% | 1.15% | 12.28% | 1.05% | -5.27% | 66.75% |
| 2016 | -9.51% | 3.76% | 14.64% | -2.96% | 19.31% | 0.75% | 12.87% | 8.22% | 5.28% | 1.30% | 15.44% | 11.27% | 110.11% |
| 2015 | -0.95% | 19.84% | -2.48% | -0.94% | 12.47% | -9.58% | -3.34% | 7.05% | 5.05% | 6.77% | 9.33% | 7.35% | 58.86% |
| 2014 | 0.66% | 15.21% | 1.15% | 0.86% | 7.23% | 0.02% | -4.67% | 15.03% | 0.85% | 2.51% | 8.02% | 1.66% | 57.95% |
| 2013 | 6.52% | -0.48% | 3.47% | -1.80% | 11.24% | -1.72% | 0.47% | 3.82% | 8.96% | 1.56% | 0.75% | 10.91% | 51.87% |
Expense Ratio
Broadcom NVDA 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 Broadcom NVDA is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
Dividends
Dividend yield
Broadcom NVDA provided a 0.62% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.62% | 0.87% | 1.57% | 1.15% | 1.59% | 1.91% | 1.78% | 1.08% | 0.94% | 1.17% | 1.46% | 1.80% |
| Portfolio components: | ||||||||||||
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
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 Broadcom NVDA. 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 Broadcom NVDA was 50.66%, occurring on Oct 14, 2022. Recovery took 135 trading sessions.
The current Broadcom NVDA drawdown is 3.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | 135 | May 1, 2023 | 337 |
| -40.34% | Feb 20, 2020 | 20 | Mar 18, 2020 | 42 | May 18, 2020 | 62 |
| -38.76% | Feb 22, 2011 | 117 | Aug 8, 2011 | 594 | Dec 17, 2013 | 711 |
| -31.52% | Oct 2, 2018 | 58 | Dec 24, 2018 | 212 | Oct 28, 2019 | 270 |
| -29.93% | Apr 16, 2010 | 82 | Aug 11, 2010 | 75 | Nov 26, 2010 | 157 |
Volatility
Volatility Chart
The current Broadcom NVDA volatility is 9.25%, 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.
Diversification
Asset Correlations Table
| AVGO | NVDA | |
|---|---|---|
| AVGO | 1.00 | 0.56 |
| NVDA | 0.56 | 1.00 |