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(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY

Last updated Mar 2, 2024

Asset Allocation


NVDA 12.5%AMD 12.5%AVGO 12.5%CDNS 12.5%LLY 12.5%SNPS 12.5%QQQ 12.5%MELI 12.5%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

12.50%

AMD
Advanced Micro Devices, Inc.
Technology

12.50%

AVGO
Broadcom Inc.
Technology

12.50%

CDNS
Cadence Design Systems, Inc.
Technology

12.50%

LLY
Eli Lilly and Company
Healthcare

12.50%

SNPS
Synopsys, Inc.
Technology

12.50%

QQQ
Invesco QQQ
Large Cap Blend Equities

12.50%

MELI
MercadoLibre, Inc.
Consumer Cyclical

12.50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY, 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


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%OctoberNovemberDecember2024FebruaryMarch
9,279.56%
415.21%
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns

As of Mar 2, 2024, the (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY returned 25.57% Year-To-Date and 43.33% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY25.57%10.14%43.45%105.37%49.31%43.38%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
AMD
Advanced Micro Devices, Inc.
37.47%14.06%85.14%148.58%54.02%49.25%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.96%
CDNS
Cadence Design Systems, Inc.
15.74%6.30%29.43%60.43%39.99%34.86%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%45.86%32.38%
SNPS
Synopsys, Inc.
14.85%7.12%28.43%60.91%41.85%30.84%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.50%18.26%
MELI
MercadoLibre, Inc.
2.62%-9.03%13.44%31.47%28.16%31.94%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20249.34%10.69%
20234.47%-5.42%-0.71%15.61%5.45%

Sharpe Ratio

The current (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY Sharpe ratio is 4.59. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.59

The Sharpe ratio of (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.59
2.44
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components

Dividend yield

(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY granted a 0.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY0.32%0.39%0.63%0.49%0.68%0.82%0.80%0.72%0.77%0.77%0.98%1.15%
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%
AMD
Advanced Micro Devices, 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%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
CDNS
Cadence Design Systems, 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%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
SNPS
Synopsys, 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%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%

Expense Ratio

The (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY
4.59
NVDA
NVIDIA Corporation
5.65
AMD
Advanced Micro Devices, Inc.
3.34
AVGO
Broadcom Inc.
4.19
CDNS
Cadence Design Systems, Inc.
2.34
LLY
Eli Lilly and Company
5.18
SNPS
Synopsys, Inc.
2.21
QQQ
Invesco QQQ
3.28
MELI
MercadoLibre, Inc.
0.86

Asset Correlations Table

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

LLYMELIAMDAVGONVDACDNSSNPSQQQ
LLY1.000.220.210.250.230.290.320.39
MELI0.221.000.400.410.460.470.500.59
AMD0.210.401.000.470.610.480.500.58
AVGO0.250.410.471.000.550.540.540.66
NVDA0.230.460.610.551.000.560.580.69
CDNS0.290.470.480.540.561.000.770.70
SNPS0.320.500.500.540.580.771.000.73
QQQ0.390.590.580.660.690.700.731.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY. 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 (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY was 35.60%, occurring on Oct 14, 2022. Recovery took 115 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.6%Dec 28, 2021202Oct 14, 2022115Mar 31, 2023317
-31.51%Feb 20, 202018Mar 16, 202039May 11, 202057
-25.11%May 13, 201199Oct 3, 201185Feb 3, 2012184
-23.12%Oct 2, 201858Dec 24, 201840Feb 22, 201998
-19.97%Mar 28, 2012162Nov 16, 2012114May 3, 2013276

Volatility Chart

The current (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY volatility is 10.06%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
10.06%
3.47%
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY
Benchmark (^GSPC)
Portfolio components
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