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Testar
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Risk-Adjusted Performance
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Testar

Last updated Nov 7, 2024

VVSM+AÇÕES

Asset Allocation

VVSM.DE 60%NVDA 10%MSTR 10%SMCI 10%AVGO 10%EquityEquity
PositionCategory/SectorWeight
AVGO
Broadcom Inc.		Technology
10%
MSTR
MicroStrategy Incorporated		Technology
10%
NVDA
NVIDIA Corporation		Technology
10%
SMCI
Super Micro Computer, Inc.		Technology
10%
VVSM.DE
VanEck Semiconductor UCITS ETF		Technology Equities
60%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Testar, 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%JuneJulyAugustSeptemberOctoberNovember
12.36%
14.29%
Testar
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of VVSM.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.30%4.09%14.29%35.42%13.95%11.33%
Testar75.11%-1.12%12.36%110.05%N/AN/A
Portfolio components:
VVSM.DE
VanEck Semiconductor UCITS ETF		26.23%-1.64%7.29%49.97%N/AN/A
NVDA
NVIDIA Corporation		194.09%14.01%61.08%216.95%95.38%77.55%
MSTR
MicroStrategy Incorporated		308.17%38.54%109.07%444.42%75.52%32.33%
SMCI
Super Micro Computer, Inc.		-20.14%-52.45%-72.41%-10.76%60.84%20.98%
AVGO
Broadcom Inc.		62.58%2.55%36.35%103.07%46.24%39.30%

Monthly Returns

The table below presents the monthly returns of Testar, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202412.02%27.93%16.32%-8.21%9.25%8.98%-4.90%-5.75%4.38%-0.12%75.11%
202320.67%6.04%11.07%-2.94%27.80%7.38%9.94%-5.25%-6.74%-1.71%15.15%13.96%137.21%
2022-15.25%-5.45%3.32%-14.34%2.19%-18.32%21.22%-7.67%-12.72%7.64%13.19%-8.42%-35.49%
20219.43%6.75%0.53%1.17%-0.95%9.04%0.38%4.59%-5.27%8.34%12.15%8.18%67.75%
20204.86%4.86%

Expense Ratio

Testar has an expense ratio of 0.21%, 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.

VVSM.DE
VanEck Semiconductor UCITS ETF
Expense ratio chart for VVSM.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Testar is 42, 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.

The Risk-Adjusted Performance Rank of Testar is 4242
Combined Rank
The Sharpe Ratio Rank of Testar is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of Testar is 3737Sortino Ratio Rank
The Omega Ratio Rank of Testar is 3535Omega Ratio Rank
The Calmar Ratio Rank of Testar is 6363Calmar Ratio Rank
The Martin Ratio Rank of Testar is 2525Martin 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.

Testar
Sharpe ratio
The chart of Sharpe ratio for Testar, currently valued at 2.53, compared to the broader market0.002.004.002.53
Sortino ratio
The chart of Sortino ratio for Testar, currently valued at 3.12, compared to the broader market-2.000.002.004.006.003.12
Omega ratio
The chart of Omega ratio for Testar, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.802.001.40
Calmar ratio
The chart of Calmar ratio for Testar, currently valued at 3.56, compared to the broader market0.002.004.006.008.0010.0012.0014.003.56
Martin ratio
The chart of Martin ratio for Testar, currently valued at 10.22, compared to the broader market0.0010.0020.0030.0040.0050.0010.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.002.004.006.008.0010.0012.0014.003.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.86, compared to the broader market0.0010.0020.0030.0040.0050.0018.86
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VVSM.DE
VanEck Semiconductor UCITS ETF		1.361.871.241.724.34
NVDA
NVIDIA Corporation		3.843.881.517.3222.97
MSTR
MicroStrategy Incorporated		4.093.701.446.3419.18
SMCI
Super Micro Computer, Inc.		-0.200.441.06-0.26-0.57
AVGO
Broadcom Inc.		1.912.551.333.4410.47

Sharpe Ratio

The current Testar Sharpe ratio is 2.53. 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 2.12 to 2.97, 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 Testar 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.53
2.90
Testar
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Testar provided a 0.12% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.12%0.17%0.31%0.23%0.32%0.38%0.36%0.22%0.19%0.23%0.29%0.36%
Portfolio components:
VVSM.DE
VanEck Semiconductor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMCI
Super Micro Computer, 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.		1.17%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.75%
0
Testar
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Testar. 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 Testar was 46.12%, occurring on Oct 14, 2022. Recovery took 157 trading sessions.

The current Testar drawdown is 10.75%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.12%Dec 30, 2021206Oct 14, 2022157May 25, 2023363
-26.8%Jun 20, 202457Sep 6, 2024———
-19.16%Feb 10, 202118Mar 5, 2021107Aug 4, 2021125
-16.25%Mar 14, 202426Apr 19, 202424May 23, 202450
-15.82%Aug 2, 202337Sep 21, 202338Nov 14, 202375

Volatility

Volatility Chart

The current Testar volatility is 9.66%, 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%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.66%
3.92%
Testar
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.
MSTRSMCIVVSM.DEAVGONVDA
MSTR1.000.320.340.380.47
SMCI0.321.000.430.480.49
VVSM.DE0.340.431.000.570.58
AVGO0.380.480.571.000.70
NVDA0.470.490.580.701.00
The correlation results are calculated based on daily price changes starting from Dec 4, 2020