(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
MELI MercadoLibre, Inc. | Consumer Cyclical | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 12.50% |
SNPS Synopsys, Inc. | Technology | 12.50% |
Performance
Performance Chart
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
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Jul 25, 2024, the (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY returned 27.53% Year-To-Date and 43.40% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY | 24.42% | -9.16% | 12.07% | 51.26% | 43.62% | 43.10% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.20% | 40.18% |
CDNS Cadence Design Systems, Inc. | -5.14% | -16.47% | -11.13% | 10.00% | 27.83% | 31.50% |
LLY Eli Lilly and Company | 41.36% | -8.88% | 28.91% | 81.83% | 52.32% | 32.05% |
SNPS Synopsys, Inc. | 4.62% | -9.99% | 2.01% | 20.05% | 31.57% | 30.22% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
MELI MercadoLibre, Inc. | 3.41% | -3.20% | -9.50% | 38.91% | 19.99% | 33.68% |
Monthly Returns
The table below presents the monthly returns of (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 9.34% | 10.72% | 2.01% | -5.58% | 9.26% | 7.21% | 24.42% | ||||||
| 2023 | 15.36% | 4.01% | 12.41% | -0.35% | 17.61% | 3.42% | 2.93% | 4.47% | -5.42% | -0.71% | 15.61% | 5.45% | 101.25% |
| 2022 | -14.91% | 0.57% | 6.02% | -14.62% | 3.06% | -10.53% | 17.51% | -6.75% | -9.92% | 3.14% | 13.90% | -7.68% | -23.53% |
| 2021 | 2.46% | 0.36% | -3.66% | 2.65% | 0.47% | 12.06% | 4.35% | 9.50% | -7.58% | 10.23% | 7.31% | 3.31% | 47.74% |
| 2020 | 4.29% | -4.63% | -4.78% | 16.44% | 14.26% | 7.77% | 11.17% | 10.51% | -3.34% | -2.50% | 13.77% | 8.32% | 93.74% |
| 2019 | 13.01% | 8.67% | 9.61% | 2.55% | -6.49% | 9.68% | 1.70% | -0.33% | -2.40% | 4.66% | 7.83% | 5.16% | 66.25% |
| 2018 | 12.62% | -5.30% | -5.79% | 1.85% | 7.00% | 0.86% | 7.07% | 11.10% | 5.05% | -12.19% | 2.69% | -7.02% | 15.68% |
| 2017 | 5.68% | 11.85% | 2.15% | 0.27% | 7.90% | -1.31% | 7.73% | 0.46% | 0.72% | 2.63% | 3.34% | -1.58% | 46.69% |
| 2016 | -10.15% | 1.88% | 12.38% | 2.84% | 12.41% | 3.47% | 9.90% | 6.02% | 1.99% | -1.39% | 6.08% | 7.80% | 64.89% |
| 2015 | -1.57% | 10.40% | -3.08% | 0.26% | 6.59% | -1.66% | -2.69% | -3.56% | -0.65% | 8.65% | 7.41% | 2.41% | 23.30% |
| 2014 | -2.21% | 9.52% | -0.66% | 0.00% | 2.49% | 3.55% | -3.28% | 10.49% | -3.27% | 3.20% | 4.89% | -1.32% | 24.69% |
| 2013 | 6.71% | 0.48% | 3.80% | 1.16% | 11.76% | -2.67% | 2.61% | -1.97% | 6.73% | -1.60% | -0.03% | 6.02% | 37.16% |
Expense Ratio
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
AVGO Broadcom Inc. | 1.66 | 2.38 | 1.29 | 3.61 | 10.14 |
CDNS Cadence Design Systems, Inc. | 0.30 | 0.61 | 1.07 | 0.40 | 1.38 |
LLY Eli Lilly and Company | 2.63 | 3.64 | 1.49 | 5.94 | 18.97 |
SNPS Synopsys, Inc. | 0.61 | 1.03 | 1.13 | 1.19 | 3.17 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
MELI MercadoLibre, Inc. | 1.05 | 1.73 | 1.20 | 0.91 | 3.50 |
Dividends
Dividend yield
(2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY granted a 0.33% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY | 0.33% | 0.39% | 0.63% | 0.49% | 0.68% | 0.82% | 0.97% | 0.79% | 0.88% | 0.88% | 1.11% | 1.38% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
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 | 0.59% | 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 | 0.63% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY drawdown is 12.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.6% | Dec 28, 2021 | 202 | Oct 14, 2022 | 115 | Mar 31, 2023 | 317 |
| -31.51% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -25.11% | May 13, 2011 | 99 | Oct 3, 2011 | 85 | Feb 3, 2012 | 184 |
| -23.12% | Oct 2, 2018 | 58 | Dec 24, 2018 | 40 | Feb 22, 2019 | 98 |
| -19.97% | Mar 27, 2012 | 163 | Nov 16, 2012 | 114 | May 3, 2013 | 277 |
Volatility
Volatility Chart
The current (2) 5 YEARS HIGH FLYERS SCR. & PICKS OF THE DAY volatility is 9.85%, 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.
Diversification
Asset Correlations Table
| LLY | MELI | AMD | AVGO | NVDA | CDNS | SNPS | QQQ | |
|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.22 | 0.20 | 0.25 | 0.23 | 0.29 | 0.32 | 0.39 |
| MELI | 0.22 | 1.00 | 0.40 | 0.40 | 0.45 | 0.47 | 0.50 | 0.59 |
| AMD | 0.20 | 0.40 | 1.00 | 0.47 | 0.61 | 0.48 | 0.50 | 0.58 |
| AVGO | 0.25 | 0.40 | 0.47 | 1.00 | 0.55 | 0.54 | 0.54 | 0.66 |
| NVDA | 0.23 | 0.45 | 0.61 | 0.55 | 1.00 | 0.56 | 0.58 | 0.69 |
| CDNS | 0.29 | 0.47 | 0.48 | 0.54 | 0.56 | 1.00 | 0.77 | 0.70 |
| SNPS | 0.32 | 0.50 | 0.50 | 0.54 | 0.58 | 0.77 | 1.00 | 0.73 |
| QQQ | 0.39 | 0.59 | 0.58 | 0.66 | 0.69 | 0.70 | 0.73 | 1.00 |