Räntabilitetsbaserad (>20%)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7% |
ADBE Adobe Inc | Technology | 4% |
AMAT Applied Materials, Inc. | Technology | 4% |
ANET Arista Networks, Inc. | Technology | 5% |
ASML.AS ASML Holding NV | Technology | 10% |
AVGO Broadcom Inc. | Technology | 5% |
GOOGL Alphabet Inc. | Communication Services | 7% |
MA Mastercard Inc | Financial Services | 5% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 15% |
NVO Novo Nordisk A/S | Healthcare | 5% |
QCOM QUALCOMM Incorporated | Technology | 8% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 10% |
V Visa Inc. | Financial Services | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Räntabilitetsbaserad (>20%), 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 Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
As of Nov 2, 2024, the Räntabilitetsbaserad (>20%) returned 41.75% Year-To-Date and 32.99% 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 | 20.10% | -0.39% | 11.72% | 31.44% | 13.30% | 10.96% |
| Räntabilitetsbaserad (>20%) | 41.75% | -0.65% | 13.44% | 59.06% | 36.82% | 32.98% |
| Portfolio components: | ||||||
AAPL Apple Inc | 16.22% | -1.72% | 21.86% | 26.83% | 28.29% | 24.20% |
MA Mastercard Inc | 19.81% | 2.22% | 14.86% | 32.37% | 13.84% | 19.70% |
ASML.AS ASML Holding NV | -8.95% | -18.10% | -24.13% | 6.81% | 20.53% | 21.57% |
MSFT Microsoft Corporation | 9.73% | -1.37% | 1.28% | 17.19% | 23.71% | 25.04% |
ADBE Adobe Inc | -19.07% | -4.81% | -0.70% | -14.35% | 10.51% | 20.41% |
AMAT Applied Materials, Inc. | 13.76% | -9.20% | -9.81% | 32.22% | 27.29% | 24.25% |
V Visa Inc. | 12.31% | 4.61% | 8.71% | 20.29% | 11.01% | 16.99% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 87.55% | 6.51% | 37.23% | 113.49% | 30.98% | 26.86% |
AVGO Broadcom Inc. | 52.96% | -4.37% | 33.02% | 94.32% | 42.97% | 36.92% |
NVDA NVIDIA Corporation | 173.47% | 8.39% | 52.52% | 200.95% | 88.83% | 73.40% |
GOOGL Alphabet Inc. | 22.93% | 2.53% | 2.68% | 33.01% | 21.04% | 19.55% |
NVO Novo Nordisk A/S | 9.40% | -2.76% | -8.69% | 15.28% | 32.90% | 19.59% |
ANET Arista Networks, Inc. | 67.37% | -0.45% | 43.65% | 85.50% | 51.33% | 32.67% |
QCOM QUALCOMM Incorporated | 15.92% | -2.15% | -7.14% | 41.16% | 16.28% | 11.80% |
Monthly Returns
The table below presents the monthly returns of Räntabilitetsbaserad (>20%), 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 | 8.54% | 10.05% | 5.17% | -3.37% | 10.95% | 9.31% | -4.25% | 0.88% | -0.12% | -1.07% | 41.75% | ||
| 2023 | 15.67% | 0.99% | 12.23% | -1.24% | 12.41% | 5.61% | 3.55% | 0.90% | -7.10% | -0.02% | 12.22% | 6.03% | 77.49% |
| 2022 | -7.58% | -3.50% | 2.94% | -13.53% | -0.18% | -11.39% | 13.55% | -8.72% | -13.53% | 6.43% | 15.73% | -8.11% | -28.77% |
| 2021 | 2.37% | 2.79% | 0.97% | 6.80% | 1.62% | 8.45% | 4.04% | 4.31% | -6.89% | 10.27% | 8.90% | 2.12% | 54.96% |
| 2020 | 1.51% | -2.97% | -6.80% | 12.19% | 7.89% | 7.42% | 9.77% | 10.34% | -2.56% | -2.72% | 14.06% | 5.68% | 65.18% |
| 2019 | 5.02% | 6.54% | 7.53% | 9.13% | -13.00% | 10.39% | 4.05% | -0.46% | 3.20% | 7.22% | 4.36% | 6.18% | 60.15% |
| 2018 | 12.16% | -1.28% | -3.52% | -2.63% | 6.93% | -1.49% | 5.69% | 6.21% | -0.35% | -12.12% | -2.88% | -7.01% | -2.72% |
| 2017 | 3.12% | 3.15% | 4.93% | 1.61% | 10.46% | -1.62% | 5.60% | 4.66% | 2.74% | 8.80% | 2.53% | -1.05% | 54.47% |
| 2016 | -5.93% | 1.61% | 8.90% | -3.84% | 10.07% | -2.10% | 11.21% | 2.83% | 4.66% | 0.18% | 3.72% | 4.95% | 40.79% |
| 2015 | -3.08% | 10.32% | -3.22% | 3.13% | 2.54% | -4.21% | 2.10% | -3.76% | -0.23% | 9.96% | 3.26% | 1.26% | 18.15% |
| 2014 | 1.63% | -1.52% | 6.78% | -0.22% | 3.40% | 4.11% | -2.38% | 12.06% |
Expense Ratio
Räntabilitetsbaserad (>20%) has an expense ratio of 0.00%, indicating no management fees are charged. 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 Räntabilitetsbaserad (>20%) is 28, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.90 | 1.43 | 1.18 | 1.21 | 2.85 |
MA Mastercard Inc | 1.94 | 2.55 | 1.36 | 2.50 | 6.14 |
ASML.AS ASML Holding NV | 0.14 | 0.45 | 1.07 | 0.14 | 0.37 |
MSFT Microsoft Corporation | 0.61 | 0.91 | 1.12 | 0.76 | 1.94 |
ADBE Adobe Inc | -0.57 | -0.63 | 0.91 | -0.53 | -1.15 |
AMAT Applied Materials, Inc. | 0.55 | 0.99 | 1.13 | 0.72 | 1.67 |
V Visa Inc. | 1.22 | 1.63 | 1.24 | 1.54 | 3.88 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.61 | 3.28 | 1.42 | 3.49 | 14.50 |
AVGO Broadcom Inc. | 1.74 | 2.39 | 1.31 | 3.13 | 9.57 |
NVDA NVIDIA Corporation | 3.50 | 3.68 | 1.48 | 6.66 | 20.93 |
GOOGL Alphabet Inc. | 1.14 | 1.64 | 1.22 | 1.33 | 3.37 |
NVO Novo Nordisk A/S | 0.40 | 0.80 | 1.10 | 0.50 | 1.36 |
ANET Arista Networks, Inc. | 2.38 | 2.93 | 1.41 | 4.55 | 14.05 |
QCOM QUALCOMM Incorporated | 0.97 | 1.44 | 1.19 | 1.13 | 2.49 |
Dividends
Dividend yield
Räntabilitetsbaserad (>20%) provided a 0.72% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.72% | 0.78% | 1.08% | 0.69% | 0.85% | 1.31% | 1.59% | 1.22% | 1.45% | 1.46% | 1.32% | 1.45% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MA Mastercard Inc | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
ASML.AS ASML Holding NV | 1.00% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% | 0.68% | 0.78% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
ADBE Adobe 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% |
AMAT Applied Materials, Inc. | 0.79% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
V Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.14% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
GOOGL Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVO Novo Nordisk A/S | 1.29% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
ANET Arista Networks, 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% |
QCOM QUALCOMM Incorporated | 2.00% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
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 Räntabilitetsbaserad (>20%). 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 Räntabilitetsbaserad (>20%) was 40.58%, occurring on Oct 14, 2022. Recovery took 158 trading sessions.
The current Räntabilitetsbaserad (>20%) drawdown is 8.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.58% | Dec 28, 2021 | 208 | Oct 14, 2022 | 158 | May 26, 2023 | 366 |
| -30.22% | Feb 20, 2020 | 22 | Mar 20, 2020 | 52 | Jun 3, 2020 | 74 |
| -26.59% | Oct 2, 2018 | 60 | Dec 24, 2018 | 79 | Apr 16, 2019 | 139 |
| -17.88% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -16.1% | Dec 30, 2015 | 31 | Feb 11, 2016 | 32 | Mar 29, 2016 | 63 |
Volatility
Volatility Chart
The current Räntabilitetsbaserad (>20%) volatility is 6.19%, 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
| NVO | ASML.AS | ANET | V | TSM | AAPL | MA | GOOGL | QCOM | NVDA | AVGO | ADBE | AMAT | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.25 | 0.24 | 0.31 | 0.24 | 0.26 | 0.30 | 0.30 | 0.27 | 0.26 | 0.27 | 0.32 | 0.25 | 0.33 |
| ASML.AS | 0.25 | 1.00 | 0.35 | 0.34 | 0.46 | 0.34 | 0.36 | 0.34 | 0.42 | 0.42 | 0.43 | 0.37 | 0.52 | 0.38 |
| ANET | 0.24 | 0.35 | 1.00 | 0.41 | 0.41 | 0.44 | 0.44 | 0.44 | 0.46 | 0.50 | 0.50 | 0.49 | 0.49 | 0.50 |
| V | 0.31 | 0.34 | 0.41 | 1.00 | 0.42 | 0.48 | 0.85 | 0.54 | 0.43 | 0.43 | 0.45 | 0.58 | 0.46 | 0.58 |
| TSM | 0.24 | 0.46 | 0.41 | 0.42 | 1.00 | 0.49 | 0.43 | 0.47 | 0.59 | 0.59 | 0.59 | 0.48 | 0.63 | 0.49 |
| AAPL | 0.26 | 0.34 | 0.44 | 0.48 | 0.49 | 1.00 | 0.49 | 0.58 | 0.53 | 0.52 | 0.56 | 0.54 | 0.51 | 0.62 |
| MA | 0.30 | 0.36 | 0.44 | 0.85 | 0.43 | 0.49 | 1.00 | 0.55 | 0.46 | 0.46 | 0.47 | 0.58 | 0.48 | 0.59 |
| GOOGL | 0.30 | 0.34 | 0.44 | 0.54 | 0.47 | 0.58 | 0.55 | 1.00 | 0.48 | 0.51 | 0.48 | 0.61 | 0.49 | 0.68 |
| QCOM | 0.27 | 0.42 | 0.46 | 0.43 | 0.59 | 0.53 | 0.46 | 0.48 | 1.00 | 0.58 | 0.61 | 0.50 | 0.65 | 0.54 |
| NVDA | 0.26 | 0.42 | 0.50 | 0.43 | 0.59 | 0.52 | 0.46 | 0.51 | 0.58 | 1.00 | 0.61 | 0.57 | 0.64 | 0.58 |
| AVGO | 0.27 | 0.43 | 0.50 | 0.45 | 0.59 | 0.56 | 0.47 | 0.48 | 0.61 | 0.61 | 1.00 | 0.52 | 0.67 | 0.54 |
| ADBE | 0.32 | 0.37 | 0.49 | 0.58 | 0.48 | 0.54 | 0.58 | 0.61 | 0.50 | 0.57 | 0.52 | 1.00 | 0.52 | 0.70 |
| AMAT | 0.25 | 0.52 | 0.49 | 0.46 | 0.63 | 0.51 | 0.48 | 0.49 | 0.65 | 0.64 | 0.67 | 0.52 | 1.00 | 0.54 |
| MSFT | 0.33 | 0.38 | 0.50 | 0.58 | 0.49 | 0.62 | 0.59 | 0.68 | 0.54 | 0.58 | 0.54 | 0.70 | 0.54 | 1.00 |