Test
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12% |
COST Costco Wholesale Corporation | Consumer Defensive | 8% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
LLY Eli Lilly and Company | Healthcare | 12% |
MSFT Microsoft Corporation | Technology | 15% |
NEE NextEra Energy, Inc. | Utilities | 4% |
NVDA NVIDIA Corporation | Technology | 15% |
PG The Procter & Gamble Company | Consumer Defensive | 4% |
UNH UnitedHealth Group Incorporated | Healthcare | 10% |
V Visa Inc. | Financial Services | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of May 19, 2025, the Test returned -1.34% Year-To-Date and 31.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| Test | -1.34% | 7.24% | -2.08% | 13.57% | 30.46% | 31.30% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 0.84% | 33.41% | -4.62% | 46.46% | 73.24% | 75.21% |
MSFT Microsoft Corporation | 8.19% | 23.74% | 10.10% | 8.93% | 21.05% | 27.25% |
AAPL Apple Inc | -15.43% | 7.39% | -5.88% | 11.79% | 22.76% | 21.87% |
LLY Eli Lilly and Company | -1.52% | -9.65% | 1.88% | -0.96% | 38.83% | 28.53% |
UNH UnitedHealth Group Incorporated | -42.05% | -35.72% | -50.31% | -43.47% | 1.69% | 10.98% |
V Visa Inc. | 15.92% | 10.96% | 18.31% | 31.30% | 14.91% | 18.96% |
HD The Home Depot, Inc. | -1.49% | 7.24% | -5.63% | 13.38% | 12.57% | 15.75% |
COST Costco Wholesale Corporation | 12.23% | 3.28% | 13.37% | 29.57% | 29.74% | 23.93% |
PG The Procter & Gamble Company | -1.38% | -3.69% | -2.48% | -0.20% | 10.48% | 10.41% |
NEE NextEra Energy, Inc. | 5.48% | 13.11% | -0.30% | 1.35% | 8.02% | 14.32% |
Monthly Returns
The table below presents the monthly returns of Test, 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 | 0.80% | 1.64% | -5.97% | -1.05% | 3.50% | -1.34% | |||||||
| 2024 | 6.29% | 8.79% | 3.61% | -3.54% | 9.60% | 5.91% | -0.26% | 4.73% | 1.04% | -1.19% | 5.38% | -3.81% | 41.81% |
| 2023 | 7.26% | 0.63% | 10.08% | 4.37% | 6.59% | 7.05% | 2.89% | 1.77% | -5.29% | 0.76% | 9.27% | 2.48% | 58.35% |
| 2022 | -8.08% | -2.68% | 6.38% | -8.64% | -1.11% | -4.67% | 10.39% | -6.64% | -8.38% | 8.53% | 8.06% | -6.92% | -15.53% |
| 2021 | 1.23% | -0.77% | 2.54% | 6.47% | 1.55% | 8.64% | 4.23% | 4.50% | -5.47% | 11.97% | 6.17% | 4.06% | 54.11% |
| 2020 | 3.72% | -4.24% | -3.34% | 12.19% | 7.71% | 4.98% | 5.27% | 11.37% | -2.83% | -5.08% | 8.32% | 4.03% | 48.39% |
| 2019 | 5.20% | 3.97% | 7.30% | 2.05% | -6.85% | 8.24% | 2.84% | 1.57% | 0.82% | 6.90% | 4.40% | 5.50% | 49.74% |
| 2018 | 7.58% | -2.19% | -2.62% | 2.38% | 5.81% | 0.43% | 5.21% | 8.73% | 0.87% | -7.39% | -1.05% | -8.60% | 7.74% |
| 2017 | 3.62% | 4.08% | 1.89% | 1.77% | 7.53% | -0.97% | 4.12% | 3.39% | 1.70% | 6.00% | 3.83% | -0.10% | 43.34% |
| 2016 | -4.57% | -1.11% | 7.87% | -2.80% | 7.15% | 0.38% | 8.58% | 0.54% | 3.12% | -0.34% | 4.49% | 6.60% | 33.01% |
| 2015 | -1.24% | 7.28% | -1.54% | 2.10% | 2.77% | -2.61% | 3.05% | -1.92% | 1.83% | 9.03% | 3.34% | 0.57% | 24.31% |
| 2014 | -2.48% | 7.34% | 0.52% | 0.65% | 3.21% | 1.03% | -0.46% | 7.23% | -0.41% | 6.17% | 5.45% | -0.71% | 30.50% |
Expense Ratio
Test 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Test is 43, 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.73 | 1.40 | 1.18 | 1.31 | 3.22 |
MSFT Microsoft Corporation | 0.34 | 0.75 | 1.10 | 0.43 | 0.94 |
AAPL Apple Inc | 0.36 | 0.80 | 1.11 | 0.40 | 1.31 |
LLY Eli Lilly and Company | -0.03 | 0.27 | 1.04 | -0.00 | -0.00 |
UNH UnitedHealth Group Incorporated | -1.00 | -1.18 | 0.79 | -0.76 | -2.74 |
V Visa Inc. | 1.45 | 2.01 | 1.30 | 2.18 | 7.28 |
HD The Home Depot, Inc. | 0.61 | 1.04 | 1.12 | 0.67 | 1.72 |
COST Costco Wholesale Corporation | 1.38 | 2.02 | 1.27 | 1.88 | 5.46 |
PG The Procter & Gamble Company | -0.02 | 0.19 | 1.03 | 0.08 | 0.18 |
NEE NextEra Energy, Inc. | 0.03 | 0.30 | 1.04 | 0.09 | 0.18 |
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Dividends
Dividend yield
Test provided a 1.10% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.10% | 0.95% | 1.17% | 1.06% | 0.84% | 1.30% | 1.27% | 1.53% | 1.78% | 1.75% | 2.02% | 1.85% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
MSFT Microsoft Corporation | 0.71% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
LLY Eli Lilly and Company | 0.74% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
UNH UnitedHealth Group Incorporated | 2.88% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
V Visa Inc. | 0.63% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
HD The Home Depot, Inc. | 2.38% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
PG The Procter & Gamble Company | 2.50% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% |
NEE NextEra Energy, Inc. | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Test. 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 Test was 47.41%, occurring on Nov 20, 2008. Recovery took 275 trading sessions.
The current Test drawdown is 6.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.41% | Jun 6, 2008 | 118 | Nov 20, 2008 | 275 | Dec 24, 2009 | 393 |
| -28.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 39 | May 18, 2020 | 62 |
| -24.56% | Dec 28, 2021 | 200 | Oct 12, 2022 | 118 | Apr 3, 2023 | 318 |
| -22.56% | Oct 2, 2018 | 58 | Dec 24, 2018 | 121 | Jun 19, 2019 | 179 |
| -17.43% | Apr 26, 2010 | 47 | Jun 30, 2010 | 108 | Dec 2, 2010 | 155 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 8.82, 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
| ^GSPC | NEE | UNH | LLY | PG | NVDA | AAPL | COST | V | HD | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.43 | 0.48 | 0.48 | 0.48 | 0.60 | 0.62 | 0.57 | 0.65 | 0.63 | 0.71 | 0.86 |
| NEE | 0.43 | 1.00 | 0.27 | 0.31 | 0.44 | 0.18 | 0.24 | 0.32 | 0.28 | 0.33 | 0.31 | 0.39 |
| UNH | 0.48 | 0.27 | 1.00 | 0.36 | 0.34 | 0.24 | 0.29 | 0.32 | 0.34 | 0.36 | 0.32 | 0.51 |
| LLY | 0.48 | 0.31 | 0.36 | 1.00 | 0.37 | 0.25 | 0.27 | 0.34 | 0.31 | 0.32 | 0.36 | 0.53 |
| PG | 0.48 | 0.44 | 0.34 | 0.37 | 1.00 | 0.19 | 0.28 | 0.42 | 0.35 | 0.39 | 0.36 | 0.44 |
| NVDA | 0.60 | 0.18 | 0.24 | 0.25 | 0.19 | 1.00 | 0.47 | 0.36 | 0.41 | 0.38 | 0.54 | 0.77 |
| AAPL | 0.62 | 0.24 | 0.29 | 0.27 | 0.28 | 0.47 | 1.00 | 0.39 | 0.43 | 0.38 | 0.54 | 0.68 |
| COST | 0.57 | 0.32 | 0.32 | 0.34 | 0.42 | 0.36 | 0.39 | 1.00 | 0.39 | 0.51 | 0.45 | 0.59 |
| V | 0.65 | 0.28 | 0.34 | 0.31 | 0.35 | 0.41 | 0.43 | 0.39 | 1.00 | 0.44 | 0.49 | 0.64 |
| HD | 0.63 | 0.33 | 0.36 | 0.32 | 0.39 | 0.38 | 0.38 | 0.51 | 0.44 | 1.00 | 0.44 | 0.62 |
| MSFT | 0.71 | 0.31 | 0.32 | 0.36 | 0.36 | 0.54 | 0.54 | 0.45 | 0.49 | 0.44 | 1.00 | 0.76 |
| Portfolio | 0.86 | 0.39 | 0.51 | 0.53 | 0.44 | 0.77 | 0.68 | 0.59 | 0.64 | 0.62 | 0.76 | 1.00 |