USD Cash

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

USD Cash

Currency in USD · Last updated May 25, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
AMZN Amazon.com, Inc.	Consumer Cyclical	21%
ASML ASML Holding N.V.	Technology	10%
AVGO Broadcom Inc.	Technology	6%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	6%
GOOGL Alphabet Inc Class A	Communication Services	10%
META Meta Platforms, Inc.	Communication Services	12%
MSFT Microsoft Corporation	Technology	7%
NFLX Netflix, Inc.	Communication Services	11%
NOW ServiceNow, Inc.	Technology	6%
SPGI S&P Global Inc.	Financial Services	6%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jun 29, 2012, corresponding to the inception date of NOW

Returns By Period

As of May 25, 2025, the USD Cash returned 0.60% Year-To-Date and 27.38% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.80%	-2.79%	9.39%	14.45%	10.68%
USD Cash	0.60%	9.15%	7.69%	18.17%	22.67%	27.38%
Portfolio components:
AMZN Amazon.com, Inc.	-8.39%	7.75%	1.96%	11.20%	10.53%	25.18%
NFLX Netflix, Inc.	32.99%	8.07%	32.03%	83.28%	22.52%	29.70%
ASML ASML Holding N.V.	6.21%	8.83%	9.40%	-22.70%	19.13%	22.16%
AVGO Broadcom Inc.	-1.05%	21.56%	40.06%	64.45%	56.51%	36.55%
META Meta Platforms, Inc.	7.19%	17.61%	12.34%	31.60%	21.81%	23.02%
GOOGL Alphabet Inc Class A	-10.90%	5.77%	2.49%	-3.27%	19.09%	19.99%
MSFT Microsoft Corporation	7.21%	16.45%	8.37%	5.46%	20.69%	27.26%
CMG Chipotle Mexican Grill, Inc.	-16.04%	2.20%	-18.35%	-19.68%	19.12%	15.07%
NOW ServiceNow, Inc.	-5.26%	7.01%	-5.30%	36.00%	20.95%	29.16%
AAPL Apple Inc	-21.83%	-6.16%	-14.85%	3.27%	20.30%	21.00%
SPGI S&P Global Inc.	2.59%	5.98%	-0.51%	17.25%	11.27%	18.28%

*Annualized

Monthly Returns

The table below presents the monthly returns of USD Cash, 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	5.55%	-6.17%	-9.15%	3.70%	7.82%								0.60%
2024	6.40%	9.04%	1.86%	-4.04%	5.51%	8.34%	-3.77%	1.80%	2.84%	-1.93%	6.91%	5.07%	43.86%
2023	17.07%	-3.32%	11.86%	3.23%	12.63%	5.85%	2.61%	-1.09%	-6.52%	2.60%	11.99%	5.68%	79.49%
2022	-11.87%	-5.40%	3.39%	-18.65%	-1.56%	-10.17%	15.11%	-4.75%	-9.85%	-0.05%	8.43%	-7.51%	-38.55%
2021	0.78%	1.04%	2.56%	7.29%	-2.26%	6.57%	4.22%	6.07%	-5.14%	6.84%	-1.01%	1.35%	31.17%
2020	5.01%	-4.84%	-5.62%	19.56%	6.15%	7.36%	7.81%	10.38%	-6.11%	-1.92%	8.12%	4.43%	59.00%
2019	15.62%	2.37%	5.76%	7.60%	-8.08%	7.53%	2.02%	-2.32%	-0.35%	3.92%	5.30%	3.50%	49.73%
2018	15.68%	1.39%	-2.63%	4.41%	7.29%	2.57%	0.04%	6.45%	-1.55%	-11.06%	-0.13%	-7.00%	13.63%
2017	10.34%	2.59%	4.19%	4.22%	5.28%	-3.30%	6.40%	0.99%	0.66%	7.49%	1.81%	-0.04%	48.06%
2016	-7.69%	-2.34%	7.91%	-0.60%	6.43%	-4.01%	7.95%	1.41%	3.67%	1.52%	-3.62%	0.71%	10.49%
2015	5.92%	7.09%	-2.87%	6.99%	3.94%	-0.63%	12.06%	-4.22%	-2.35%	11.39%	4.32%	-0.91%	46.91%
2014	1.01%	5.12%	-5.94%	-6.29%	8.51%	5.24%	0.21%	5.96%	-0.19%	-1.93%	3.10%	-1.84%	12.40%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

USD Cash 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

The current rank of USD Cash is 52, indicating average performance compared to other portfolios on our website. Here’s 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
AMZN Amazon.com, Inc.	0.32	0.64	1.08	0.32	0.82
NFLX Netflix, Inc.	2.70	3.31	1.44	4.29	14.04
ASML ASML Holding N.V.	-0.43	-0.30	0.96	-0.44	-0.67
AVGO Broadcom Inc.	1.06	1.79	1.24	1.59	4.39
META Meta Platforms, Inc.	0.96	1.54	1.20	1.04	3.16
GOOGL Alphabet Inc Class A	-0.08	-0.00	1.00	-0.16	-0.34
MSFT Microsoft Corporation	0.24	0.51	1.07	0.24	0.54
CMG Chipotle Mexican Grill, Inc.	-0.57	-0.67	0.92	-0.61	-1.07
NOW ServiceNow, Inc.	0.75	1.22	1.17	0.76	2.09
AAPL Apple Inc	0.15	0.32	1.04	0.06	0.19
SPGI S&P Global Inc.	0.81	1.15	1.16	0.87	2.99

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.

USD Cash Sharpe ratios as of May 25, 2025 (values are recalculated daily):

1-Year: 0.71
5-Year: 0.82
10-Year: 1.06
All Time: 1.26

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 0.49 to 1.03, 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 USD Cash compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

USD Cash provided a 0.36% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.36%	0.34%	0.31%	0.48%	0.30%	0.39%	0.52%	0.58%	0.45%	0.53%	0.50%	0.49%
Portfolio components:
AMZN Amazon.com, 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%
NFLX Netflix, 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%
ASML ASML Holding N.V.	0.92%	0.97%	0.85%	1.27%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.77%
AVGO Broadcom Inc.	0.98%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc Class A	0.47%	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	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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%
NOW ServiceNow, 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%
AAPL Apple Inc	0.52%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
SPGI S&P Global Inc.	0.72%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the USD Cash. 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 USD Cash was 45.85%, occurring on Nov 3, 2022. Recovery took 260 trading sessions.

The current USD Cash drawdown is 5.62%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-45.85%	Nov 19, 2021	241	Nov 3, 2022	260	Nov 16, 2023	501
-27.82%	Feb 20, 2020	18	Mar 16, 2020	37	May 7, 2020	55
-25.82%	Aug 31, 2018	79	Dec 24, 2018	57	Mar 19, 2019	136
-23.75%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-19.86%	Dec 7, 2015	44	Feb 9, 2016	110	Jul 18, 2016	154

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 8.90, 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	CMG	NFLX	SPGI	AAPL	AVGO	NOW	ASML	META	GOOGL	AMZN	MSFT	Portfolio
^GSPC	1.00	0.45	0.48	0.67	0.64	0.64	0.57	0.65	0.56	0.68	0.64	0.72	0.80
CMG	0.45	1.00	0.30	0.35	0.30	0.30	0.38	0.33	0.32	0.33	0.39	0.37	0.49
NFLX	0.48	0.30	1.00	0.34	0.39	0.38	0.45	0.37	0.46	0.45	0.52	0.44	0.69
SPGI	0.67	0.35	0.34	1.00	0.43	0.42	0.46	0.46	0.39	0.47	0.44	0.53	0.58
AAPL	0.64	0.30	0.39	0.43	1.00	0.51	0.42	0.48	0.45	0.53	0.50	0.56	0.63
AVGO	0.64	0.30	0.38	0.42	0.51	1.00	0.45	0.60	0.45	0.47	0.47	0.52	0.65
NOW	0.57	0.38	0.45	0.46	0.42	0.45	1.00	0.45	0.47	0.49	0.54	0.55	0.68
ASML	0.65	0.33	0.37	0.46	0.48	0.60	0.45	1.00	0.42	0.48	0.47	0.54	0.67
META	0.56	0.32	0.46	0.39	0.45	0.45	0.47	0.42	1.00	0.60	0.57	0.51	0.73
GOOGL	0.68	0.33	0.45	0.47	0.53	0.47	0.49	0.48	0.60	1.00	0.65	0.64	0.76
AMZN	0.64	0.39	0.52	0.44	0.50	0.47	0.54	0.47	0.57	0.65	1.00	0.61	0.84
MSFT	0.72	0.37	0.44	0.53	0.56	0.52	0.55	0.54	0.51	0.64	0.61	1.00	0.74
Portfolio	0.80	0.49	0.69	0.58	0.63	0.65	0.68	0.67	0.73	0.76	0.84	0.74	1.00

The correlation results are calculated based on daily price changes starting from Jul 2, 2012

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

USD Cash

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