DEMO PORT (OutPerform)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
CL Colgate-Palmolive Company | Consumer Defensive | 20% |
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 20% |
PGR The Progressive Corporation | Financial Services | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DEMO PORT (OutPerform), 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 Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of Sep 20, 2024, the DEMO PORT (OutPerform) returned 54.47% Year-To-Date and 30.71% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| DEMO PORT (OutPerform) | 54.47% | 0.83% | 21.85% | 72.42% | 36.77% | 30.71% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 138.07% | -7.36% | 28.93% | 179.14% | 94.24% | 74.64% |
MSFT Microsoft Corporation | 17.30% | 3.27% | 2.54% | 37.79% | 27.00% | 27.05% |
AAPL Apple Inc | 19.33% | 1.04% | 33.89% | 31.09% | 34.25% | 26.20% |
PGR The Progressive Corporation | 61.24% | 6.93% | 24.31% | 80.12% | 30.45% | 29.26% |
CL Colgate-Palmolive Company | 30.15% | -1.02% | 16.17% | 41.58% | 10.14% | 6.98% |
GLD SPDR Gold Trust | 25.11% | 2.89% | 18.42% | 33.35% | 10.87% | 7.44% |
Monthly Returns
The table below presents the monthly returns of DEMO PORT (OutPerform), 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 | 8.47% | 8.73% | 7.66% | -0.40% | 7.92% | 5.03% | 1.09% | 6.24% | 54.47% | ||||
| 2023 | 9.43% | 4.61% | 9.63% | 1.57% | 5.61% | 4.98% | 1.57% | 0.74% | -4.64% | 4.85% | 7.31% | 1.07% | 56.83% |
| 2022 | -3.96% | -1.63% | 4.63% | -9.46% | 1.48% | -4.86% | 5.72% | -4.18% | -9.81% | 6.20% | 9.15% | -4.48% | -12.59% |
| 2021 | -3.55% | -1.85% | 2.53% | 6.39% | 3.09% | 4.86% | 0.22% | 3.82% | -5.42% | 8.66% | 6.58% | 3.27% | 31.40% |
| 2020 | 6.89% | -2.70% | -1.58% | 8.84% | 6.77% | 5.63% | 10.01% | 10.10% | -2.91% | -2.57% | 2.54% | 4.82% | 54.75% |
| 2019 | 7.14% | 5.56% | 5.06% | 4.75% | -6.90% | 7.92% | 1.90% | 0.79% | 1.07% | 1.93% | 3.28% | 4.34% | 42.57% |
| 2018 | 5.97% | 0.03% | 0.05% | -2.58% | 4.26% | -2.60% | 2.36% | 7.50% | 1.22% | -8.15% | -4.94% | -6.64% | -4.75% |
| 2017 | 3.38% | 4.52% | 2.05% | -0.04% | 10.86% | -0.77% | 4.77% | 2.72% | 0.91% | 4.72% | 2.13% | 1.66% | 43.15% |
| 2016 | -1.90% | 3.45% | 7.81% | -2.66% | 6.71% | 2.10% | 6.48% | 1.57% | 2.92% | 0.00% | 4.01% | 6.32% | 42.85% |
| 2015 | -0.95% | 5.59% | -2.50% | 2.29% | 0.58% | -3.22% | 1.60% | 0.01% | 2.32% | 8.93% | 0.22% | 0.92% | 16.32% |
| 2014 | -3.67% | 7.20% | 0.06% | 2.46% | 2.09% | 1.36% | -4.04% | 5.55% | -1.91% | 2.94% | 4.31% | -2.07% | 14.46% |
| 2013 | 0.93% | 2.88% | 2.18% | 1.92% | 0.53% | -3.90% | 4.19% | 1.63% | 1.88% | 2.07% | 2.96% | -0.92% | 17.34% |
Expense Ratio
DEMO PORT (OutPerform) has an expense ratio of 0.08%, 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 DEMO PORT (OutPerform) is 99, placing it in the top 1% 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 | 3.30 | 3.52 | 1.45 | 6.32 | 19.96 |
MSFT Microsoft Corporation | 1.73 | 2.27 | 1.29 | 2.23 | 6.82 |
AAPL Apple Inc | 1.27 | 1.92 | 1.24 | 1.71 | 4.05 |
PGR The Progressive Corporation | 3.81 | 5.15 | 1.69 | 11.33 | 34.12 |
CL Colgate-Palmolive Company | 2.95 | 4.08 | 1.53 | 2.70 | 21.59 |
GLD SPDR Gold Trust | 2.30 | 3.22 | 1.40 | 2.59 | 13.91 |
Dividends
Dividend yield
DEMO PORT (OutPerform) granted a 0.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DEMO PORT (OutPerform) | 0.59% | 0.66% | 0.73% | 1.79% | 1.12% | 1.55% | 1.37% | 1.05% | 1.49% | 1.54% | 2.27% | 1.48% |
| 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% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
PGR The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
CL Colgate-Palmolive Company | 1.92% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
GLD SPDR Gold Trust | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DEMO PORT (OutPerform). 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 DEMO PORT (OutPerform) was 45.57%, occurring on Nov 20, 2008. Recovery took 274 trading sessions.
The current DEMO PORT (OutPerform) drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.57% | Dec 27, 2007 | 229 | Nov 20, 2008 | 274 | Dec 23, 2009 | 503 |
| -23.27% | Dec 28, 2021 | 202 | Oct 14, 2022 | 95 | Mar 3, 2023 | 297 |
| -22.36% | Oct 3, 2018 | 57 | Dec 24, 2018 | 86 | Apr 30, 2019 | 143 |
| -21.51% | Feb 20, 2020 | 22 | Mar 20, 2020 | 40 | May 18, 2020 | 62 |
| -15.63% | May 8, 2006 | 49 | Jul 17, 2006 | 59 | Oct 9, 2006 | 108 |
Volatility
Volatility Chart
The current DEMO PORT (OutPerform) volatility is 4.12%, 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
| GLD | CL | PGR | NVDA | AAPL | MSFT | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.03 | -0.00 | 0.04 | 0.03 | 0.02 |
| CL | 0.03 | 1.00 | 0.37 | 0.19 | 0.24 | 0.34 |
| PGR | -0.00 | 0.37 | 1.00 | 0.27 | 0.29 | 0.36 |
| NVDA | 0.04 | 0.19 | 0.27 | 1.00 | 0.46 | 0.50 |
| AAPL | 0.03 | 0.24 | 0.29 | 0.46 | 1.00 | 0.51 |
| MSFT | 0.02 | 0.34 | 0.36 | 0.50 | 0.51 | 1.00 |