Best performing companies over - 25 years

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Best performing companies over - 25 years

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
CLH Clean Harbors, Inc.	Industrials	10%
CPRT Copart, Inc.	Industrials	10%
DECK Deckers Outdoor Corporation	Consumer Cyclical	10%
FCN FTI Consulting, Inc.	Industrials	10%
MIDD The Middleby Corporation	Industrials	10%
MNST Monster Beverage Corporation	Consumer Defensive	10%
NVR NVR, Inc.	Consumer Cyclical	10%
ODFL Old Dominion Freight Line, Inc.	Industrials	10%
TPL Texas Pacific Land Corporation	Energy	10%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is May 9, 1996, corresponding to the inception date of FCN

Returns By Period

As of Jun 2, 2025, the Best performing companies over - 25 years returned -8.31% Year-To-Date and 23.37% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Best performing companies over - 25 years	-8.31%	-3.32%	-17.93%	4.84%	23.74%	23.37%
Portfolio components:
MNST Monster Beverage Corporation	21.67%	6.49%	16.00%	23.17%	12.02%	11.82%
DECK Deckers Outdoor Corporation	-48.04%	-9.77%	-46.15%	-42.12%	24.39%	23.88%
AAPL Apple Inc	-19.60%	-2.06%	-15.17%	4.96%	20.51%	21.43%
ODFL Old Dominion Freight Line, Inc.	-9.06%	1.37%	-28.66%	-8.09%	14.44%	21.63%
TPL Texas Pacific Land Corporation	0.84%	-17.26%	-30.23%	84.86%	42.21%	38.25%
CPRT Copart, Inc.	-10.30%	-15.91%	-18.79%	-2.98%	18.01%	27.68%
MIDD The Middleby Corporation	7.88%	5.46%	1.91%	13.36%	13.37%	2.96%
CLH Clean Harbors, Inc.	-1.46%	2.11%	-12.80%	4.71%	28.56%	14.95%
FCN FTI Consulting, Inc.	-14.11%	-1.37%	-18.94%	-23.58%	5.55%	15.02%
NVR NVR, Inc.	-13.00%	-0.11%	-22.95%	-7.35%	15.76%	17.94%

*Annualized

Monthly Returns

The table below presents the monthly returns of Best performing companies over - 25 years, 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	2.57%	-4.03%	-4.49%	-0.85%	-1.64%	0.00%							-8.31%
2024	-1.91%	9.04%	4.35%	-7.36%	5.54%	1.82%	6.74%	1.16%	2.02%	-0.22%	14.13%	-10.49%	24.78%
2023	7.72%	1.07%	4.81%	-0.63%	-0.38%	8.65%	2.40%	2.86%	-5.19%	-0.37%	7.43%	2.73%	34.77%
2022	-9.63%	-1.66%	1.83%	-3.39%	0.47%	-4.08%	13.45%	-1.59%	-5.93%	9.94%	8.05%	-5.81%	-0.98%
2021	0.96%	7.59%	11.65%	5.61%	-1.57%	3.49%	5.14%	0.52%	-6.08%	7.20%	-0.18%	4.92%	45.38%
2020	4.21%	-7.89%	-19.55%	14.14%	10.74%	2.70%	7.47%	7.13%	-5.59%	0.98%	14.82%	6.74%	34.86%
2019	11.24%	9.06%	1.74%	7.29%	-4.09%	7.32%	4.64%	-4.91%	2.93%	1.97%	5.45%	3.49%	55.36%
2018	4.23%	-1.02%	-1.26%	2.33%	7.93%	1.10%	3.78%	8.84%	-1.82%	-7.39%	-0.19%	-9.87%	5.09%
2017	2.58%	1.27%	2.64%	-0.05%	3.06%	0.03%	2.88%	4.24%	3.31%	5.06%	6.21%	2.45%	39.15%
2016	-4.99%	4.42%	9.13%	0.68%	5.35%	-0.30%	4.10%	1.25%	2.33%	-2.59%	8.59%	0.46%	31.22%
2015	-2.69%	10.27%	-0.34%	-0.25%	-1.06%	1.17%	1.89%	-6.25%	-2.15%	2.98%	1.07%	-5.66%	-1.99%
2014	-2.25%	4.04%	0.63%	1.51%	3.36%	4.16%	-3.31%	10.24%	-1.57%	1.88%	4.61%	-2.92%	21.42%

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

Expense Ratio

Best performing companies over - 25 years 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 Best performing companies over - 25 years is 11, meaning it’s performing worse than 89% of other portfolios on our website when it comes to balancing risk and reward. Below is 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
MNST Monster Beverage Corporation	0.92	1.27	1.19	0.87	3.42
DECK Deckers Outdoor Corporation	-0.82	-0.92	0.87	-0.74	-1.48
AAPL Apple Inc	0.15	0.50	1.07	0.18	0.55
ODFL Old Dominion Freight Line, Inc.	-0.21	0.05	1.01	-0.16	-0.33
TPL Texas Pacific Land Corporation	1.50	2.11	1.30	2.27	4.78
CPRT Copart, Inc.	-0.11	0.12	1.02	-0.07	-0.15
MIDD The Middleby Corporation	0.35	1.07	1.14	0.47	1.92
CLH Clean Harbors, Inc.	0.16	0.54	1.07	0.23	0.58
FCN FTI Consulting, Inc.	-0.88	-0.95	0.84	-0.67	-1.29
NVR NVR, Inc.	-0.29	0.02	1.00	-0.09	-0.17

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.

Best performing companies over - 25 years Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.22
5-Year: 1.16
10-Year: 1.12
All Time: 1.36

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 0.59 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Best performing companies over - 25 years compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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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

Best performing companies over - 25 years provided a 0.27% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.27%	0.26%	0.17%	0.25%	0.16%	0.45%	0.22%	0.33%	0.21%	0.20%	0.22%	0.19%
Portfolio components:
MNST Monster Beverage Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DECK Deckers Outdoor Corporation	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	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
ODFL Old Dominion Freight Line, Inc.	0.66%	0.59%	0.39%	0.42%	0.22%	0.31%	0.36%	0.74%	0.30%	0.00%	0.00%	0.00%
TPL Texas Pacific Land Corporation	1.54%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%
CPRT Copart, 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%
MIDD The Middleby Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CLH Clean Harbors, 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%
FCN FTI Consulting, 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%
NVR NVR, 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Best performing companies over - 25 years. 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 Best performing companies over - 25 years was 43.81%, occurring on Mar 9, 2009. Recovery took 251 trading sessions.

The current Best performing companies over - 25 years drawdown is 18.19%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.81%	Aug 15, 2008	141	Mar 9, 2009	251	Mar 8, 2010	392
-39.93%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-28.54%	Aug 24, 1998	36	Oct 13, 1998	162	Jun 7, 1999	198
-25.04%	Nov 26, 2024	90	Apr 8, 2025	—	—	—
-24.78%	Sep 6, 2018	77	Dec 24, 2018	66	Apr 1, 2019	143

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.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	TPL	FCN	MNST	CLH	DECK	NVR	AAPL	MIDD	ODFL	CPRT	Portfolio
^GSPC	1.00	0.23	0.32	0.33	0.37	0.37	0.44	0.56	0.41	0.42	0.50	0.66
TPL	0.23	1.00	0.09	0.09	0.16	0.14	0.11	0.13	0.16	0.13	0.13	0.33
FCN	0.32	0.09	1.00	0.15	0.18	0.17	0.20	0.18	0.20	0.23	0.23	0.45
MNST	0.33	0.09	0.15	1.00	0.16	0.18	0.19	0.22	0.23	0.20	0.22	0.46
CLH	0.37	0.16	0.18	0.16	1.00	0.20	0.20	0.20	0.28	0.25	0.25	0.53
DECK	0.37	0.14	0.17	0.18	0.20	1.00	0.24	0.23	0.25	0.25	0.27	0.54
NVR	0.44	0.11	0.20	0.19	0.20	0.24	1.00	0.25	0.25	0.28	0.31	0.49
AAPL	0.56	0.13	0.18	0.22	0.20	0.23	0.25	1.00	0.22	0.24	0.31	0.50
MIDD	0.41	0.16	0.20	0.23	0.28	0.25	0.25	0.22	1.00	0.30	0.31	0.53
ODFL	0.42	0.13	0.23	0.20	0.25	0.25	0.28	0.24	0.30	1.00	0.32	0.54
CPRT	0.50	0.13	0.23	0.22	0.25	0.27	0.31	0.31	0.31	0.32	1.00	0.55
Portfolio	0.66	0.33	0.45	0.46	0.53	0.54	0.49	0.50	0.53	0.54	0.55	1.00

The correlation results are calculated based on daily price changes starting from May 10, 1996

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Best performing companies over - 25 years

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

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Screeners

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