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Best performing companies over - 25 years
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MNST 10%DECK 10%AAPL 10%ODFL 10%TPL 10%CPRT 10%MIDD 10%CLH 10%FCN 10%NVR 10%EquityEquity
PositionCategory/SectorWeight
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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best performing companies over - 25 years, 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


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.93%
9.23%
Best performing companies over - 25 years
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Dec 24, 2024, the Best performing companies over - 25 years returned 26.10% Year-To-Date and 25.27% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
Best performing companies over - 25 years26.10%-9.26%12.93%25.19%27.06%25.27%
MNST
Monster Beverage Corporation
-9.98%-4.07%3.43%-7.41%10.21%10.83%
DECK
Deckers Outdoor Corporation
86.39%8.07%27.74%79.60%49.63%29.79%
AAPL
Apple Inc
33.24%11.05%22.37%32.50%29.54%26.02%
ODFL
Old Dominion Freight Line, Inc.
-10.64%-18.10%3.30%-12.29%24.07%21.70%
TPL
Texas Pacific Land Corporation
122.87%-34.07%54.35%116.89%37.04%40.95%
CPRT
Copart, Inc.
19.10%-6.92%5.59%19.57%20.81%29.02%
MIDD
The Middleby Corporation
-8.30%-5.07%9.30%-8.00%4.05%3.12%
CLH
Clean Harbors, Inc.
31.00%-9.46%-0.14%29.33%21.43%16.46%
FCN
FTI Consulting, Inc.
-3.23%-4.53%-10.08%-3.84%11.73%17.23%
NVR
NVR, Inc.
17.46%-8.71%8.60%17.80%16.69%20.87%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.91%9.04%4.35%-7.36%5.54%1.82%6.74%1.16%2.02%-0.22%14.13%26.10%
20237.72%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%
20210.96%7.59%11.65%5.61%-1.57%3.49%5.14%0.52%-6.08%7.20%-0.18%4.92%45.38%
20204.21%-7.89%-19.55%14.14%10.74%2.70%7.47%7.13%-5.59%0.98%14.82%6.74%34.86%
201911.24%9.06%1.74%7.29%-4.09%7.32%4.64%-4.91%2.93%1.97%5.45%3.49%55.36%
20184.23%-1.02%-1.26%2.33%7.93%1.10%3.78%8.84%-1.82%-7.39%-0.19%-9.87%5.09%
20172.58%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%
20132.36%0.49%9.49%0.23%3.82%-3.99%6.35%-0.32%4.19%5.41%5.68%4.32%44.43%

Expense Ratio

Best performing companies over - 25 years 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Best performing companies over - 25 years is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Best performing companies over - 25 years is 4343
Overall Rank
The Sharpe Ratio Rank of Best performing companies over - 25 years is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of Best performing companies over - 25 years is 4747
Sortino Ratio Rank
The Omega Ratio Rank of Best performing companies over - 25 years is 3838
Omega Ratio Rank
The Calmar Ratio Rank of Best performing companies over - 25 years is 4848
Calmar Ratio Rank
The Martin Ratio Rank of Best performing companies over - 25 years is 4040
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.


Sharpe ratio
The chart of Sharpe ratio for Best performing companies over - 25 years, currently valued at 1.55, compared to the broader market-6.00-4.00-2.000.002.004.001.552.07
The chart of Sortino ratio for Best performing companies over - 25 years, currently valued at 2.26, compared to the broader market-6.00-4.00-2.000.002.004.006.002.262.76
The chart of Omega ratio for Best performing companies over - 25 years, currently valued at 1.27, compared to the broader market0.400.600.801.001.201.401.601.801.271.39
The chart of Calmar ratio for Best performing companies over - 25 years, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.463.05
The chart of Martin ratio for Best performing companies over - 25 years, currently valued at 8.64, compared to the broader market0.0010.0020.0030.0040.0050.008.6413.27
Best performing companies over - 25 years
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MNST
Monster Beverage Corporation
-0.27-0.210.97-0.24-0.47
DECK
Deckers Outdoor Corporation
1.962.891.363.337.33
AAPL
Apple Inc
1.412.071.261.914.99
ODFL
Old Dominion Freight Line, Inc.
-0.34-0.270.97-0.46-0.90
TPL
Texas Pacific Land Corporation
2.513.351.482.4813.77
CPRT
Copart, Inc.
0.901.451.181.342.86
MIDD
The Middleby Corporation
-0.28-0.220.97-0.20-0.57
CLH
Clean Harbors, Inc.
1.081.571.222.267.72
FCN
FTI Consulting, Inc.
-0.110.031.00-0.16-0.44
NVR
NVR, Inc.
0.791.251.151.013.41

The current Best performing companies over - 25 years Sharpe ratio is 1.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Best performing companies over - 25 years with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.55
2.07
Best performing companies over - 25 years
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Best performing companies over - 25 years provided a 0.25% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.25%0.17%0.25%0.16%0.45%0.22%0.33%0.21%0.20%0.22%0.19%0.29%
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
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ODFL
Old Dominion Freight Line, Inc.
0.58%0.39%0.42%0.22%0.31%0.36%0.74%0.30%0.00%0.00%0.00%0.00%
TPL
Texas Pacific Land Corporation
1.53%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%0.81%
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.83%
-1.91%
Best performing companies over - 25 years
Benchmark (^GSPC)
Portfolio components

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 9.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.81%Aug 15, 2008141Mar 9, 2009251Mar 8, 2010392
-39.93%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-28.51%Aug 24, 199836Oct 13, 1998162Jun 7, 1999198
-24.78%Sep 6, 201877Dec 24, 201866Apr 1, 2019143
-24.63%May 28, 1996142Dec 16, 1996159Aug 4, 1997301

Volatility

Volatility Chart

The current Best performing companies over - 25 years volatility is 6.69%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.69%
3.82%
Best performing companies over - 25 years
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TPLFCNMNSTCLHDECKAAPLNVRMIDDODFLCPRT
TPL1.000.090.090.160.140.120.110.150.130.13
FCN0.091.000.150.180.170.180.200.200.230.23
MNST0.090.151.000.160.180.220.190.230.200.22
CLH0.160.180.161.000.200.200.200.280.250.25
DECK0.140.170.180.201.000.230.230.250.250.27
AAPL0.120.180.220.200.231.000.250.210.240.30
NVR0.110.200.190.200.230.251.000.250.280.31
MIDD0.150.200.230.280.250.210.251.000.300.31
ODFL0.130.230.200.250.250.240.280.301.000.32
CPRT0.130.230.220.250.270.300.310.310.321.00
The correlation results are calculated based on daily price changes starting from May 10, 1996
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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