5 yr high flyers first try revisited
only stock 5 yr > qqq
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 3.50% |
AVGO Broadcom Inc. | Technology | 3.50% |
LRCX Lam Research Corporation | Technology | 3.50% |
MSCI MSCI Inc. | Financial Services | 3.50% |
NVDA NVIDIA Corporation | Technology | 3.50% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 82.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 yr high flyers first try revisited, 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 Aug 31, 2024, the 5 yr high flyers first try revisited returned 38.97% Year-To-Date and 32.18% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| 5 yr high flyers first try revisited | 38.97% | 11.26% | 7.84% | 57.44% | 38.93% | 32.09% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 141.08% | 11.28% | 40.06% | 146.15% | 95.74% | 73.97% |
AMD Advanced Micro Devices, Inc. | 0.78% | 12.12% | -27.66% | 35.73% | 36.99% | 43.16% |
LRCX Lam Research Corporation | 5.24% | 7.60% | -15.67% | 18.11% | 31.76% | 29.51% |
AVGO Broadcom Inc. | 46.95% | 13.21% | 16.98% | 89.89% | 46.53% | 38.22% |
MSCI MSCI Inc. | 3.56% | 7.85% | 4.62% | 8.50% | 21.54% | 30.29% |
SMH VanEck Vectors Semiconductor ETF | 39.22% | 11.46% | 8.64% | 56.79% | 36.46% | 28.46% |
Monthly Returns
The table below presents the monthly returns of 5 yr high flyers first try revisited, 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 | 7.11% | 13.82% | 5.68% | -5.52% | 11.79% | 8.53% | -4.96% | 38.97% | |||||
| 2023 | 16.95% | 1.61% | 10.78% | -5.92% | 17.87% | 5.31% | 6.04% | -2.30% | -7.37% | -4.25% | 15.58% | 10.32% | 80.14% |
| 2022 | -11.71% | -2.32% | 0.66% | -15.54% | 6.72% | -16.71% | 16.61% | -9.72% | -14.03% | 3.01% | 20.13% | -8.96% | -33.55% |
| 2021 | 2.63% | 6.32% | 0.81% | 1.03% | 2.49% | 6.42% | 1.07% | 3.23% | -5.37% | 7.64% | 12.33% | 1.86% | 47.39% |
| 2020 | -1.81% | -3.21% | -10.31% | 13.80% | 5.87% | 8.10% | 10.38% | 6.09% | -1.01% | -0.30% | 19.20% | 5.84% | 61.87% |
| 2019 | 11.82% | 6.35% | 3.96% | 9.24% | -15.01% | 12.18% | 5.52% | -1.74% | 3.36% | 8.01% | 4.94% | 12.04% | 75.25% |
| 2018 | 9.82% | -0.48% | -2.23% | -5.85% | 10.85% | -3.61% | 3.55% | 4.30% | -0.50% | -13.43% | 3.42% | -6.41% | -3.21% |
| 2017 | 3.94% | 4.03% | 4.36% | 0.12% | 7.89% | -4.01% | 5.61% | 3.04% | 4.92% | 8.17% | -1.02% | -0.43% | 42.41% |
| 2016 | -7.48% | 1.59% | 10.24% | -3.44% | 10.02% | 0.86% | 12.09% | 4.71% | 3.94% | -1.25% | 5.63% | 4.13% | 47.11% |
| 2015 | -2.72% | 9.25% | -3.25% | -0.12% | 7.77% | -7.86% | -4.41% | -4.42% | 0.38% | 9.49% | 3.74% | 1.42% | 7.76% |
| 2014 | -3.13% | 6.59% | 4.21% | -1.61% | 4.01% | 6.31% | -1.70% | 6.36% | -1.30% | 0.24% | 7.58% | 0.36% | 30.73% |
| 2013 | 6.57% | 1.93% | 1.30% | 4.19% | 5.21% | -1.65% | 2.24% | -3.14% | 7.83% | 2.61% | 0.50% | 6.32% | 38.89% |
Expense Ratio
5 yr high flyers first try revisited features an expense ratio of 0.29%, falling within the medium range. 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 rank of 5 yr high flyers first try revisited is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 2.84 | 3.28 | 1.41 | 5.26 | 16.32 |
AMD Advanced Micro Devices, Inc. | 0.83 | 1.41 | 1.18 | 0.93 | 2.22 |
LRCX Lam Research Corporation | 0.53 | 0.95 | 1.13 | 0.62 | 1.94 |
AVGO Broadcom Inc. | 1.98 | 2.69 | 1.34 | 3.39 | 10.78 |
MSCI MSCI Inc. | 0.28 | 0.58 | 1.08 | 0.25 | 0.70 |
SMH VanEck Vectors Semiconductor ETF | 1.77 | 2.35 | 1.30 | 2.31 | 7.87 |
Dividends
Dividend yield
5 yr high flyers first try revisited granted a 0.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 yr high flyers first try revisited | 0.47% | 0.62% | 2.15% | 0.97% | 1.31% | 5.17% | 3.41% | 2.53% | 1.51% | 3.73% | 2.09% | 2.76% |
| 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% |
LRCX Lam Research Corporation | 0.97% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
MSCI MSCI Inc. | 1.06% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 5 yr high flyers first try revisited. 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 5 yr high flyers first try revisited was 46.51%, occurring on Oct 14, 2022. Recovery took 165 trading sessions.
The current 5 yr high flyers first try revisited drawdown is 12.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.51% | Dec 28, 2021 | 202 | Oct 14, 2022 | 165 | Jun 13, 2023 | 367 |
| -34.36% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -25.66% | Feb 18, 2011 | 127 | Aug 19, 2011 | 105 | Jan 20, 2012 | 232 |
| -24.24% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -23.79% | Sep 5, 2018 | 77 | Dec 24, 2018 | 55 | Mar 15, 2019 | 132 |
Volatility
Volatility Chart
The current 5 yr high flyers first try revisited volatility is 12.46%, 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
| MSCI | AMD | AVGO | NVDA | LRCX | SMH | |
|---|---|---|---|---|---|---|
| MSCI | 1.00 | 0.40 | 0.44 | 0.45 | 0.45 | 0.53 |
| AMD | 0.40 | 1.00 | 0.47 | 0.61 | 0.53 | 0.65 |
| AVGO | 0.44 | 0.47 | 1.00 | 0.55 | 0.62 | 0.74 |
| NVDA | 0.45 | 0.61 | 0.55 | 1.00 | 0.61 | 0.77 |
| LRCX | 0.45 | 0.53 | 0.62 | 0.61 | 1.00 | 0.82 |
| SMH | 0.53 | 0.65 | 0.74 | 0.77 | 0.82 | 1.00 |