Apex Aggressive Core-Satellite
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Apex Aggressive Core-Satellite, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Nov 15, 2024, the Apex Aggressive Core-Satellite returned 30.23% Year-To-Date and 19.91% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Apex Aggressive Core-Satellite | 30.23% | 3.99% | 15.56% | 39.36% | 22.40% | 19.91% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.47% | 26.07% |
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.27% | 77.78% |
NOW ServiceNow, Inc. | 47.18% | 12.05% | 37.17% | 59.75% | 32.04% | 31.96% |
MA Mastercard Inc | 22.72% | 2.60% | 13.73% | 31.90% | 13.80% | 20.91% |
PANW Palo Alto Networks, Inc. | 33.75% | 5.33% | 24.50% | 53.95% | 36.90% | 26.95% |
TSLA Tesla, Inc. | 25.23% | 41.72% | 77.98% | 28.14% | 67.88% | 33.87% |
NFLX Netflix, Inc. | 71.96% | 18.60% | 37.14% | 81.25% | 23.26% | 31.50% |
AMD Advanced Micro Devices, Inc. | -5.81% | -11.36% | -14.62% | 17.66% | 29.28% | 48.57% |
V Visa Inc. | 19.31% | 10.58% | 10.59% | 25.19% | 12.21% | 18.17% |
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
VTV Vanguard Value ETF | 20.35% | 0.16% | 9.55% | 28.81% | 11.51% | 10.56% |
VOE Vanguard Mid-Cap Value ETF | 19.20% | 0.84% | 10.73% | 29.58% | 10.46% | 9.26% |
VBR Vanguard Small-Cap Value ETF | 17.61% | 3.03% | 10.86% | 30.17% | 11.57% | 9.46% |
VOT Vanguard Mid-Cap Growth ETF | 18.84% | 3.87% | 11.52% | 31.04% | 11.87% | 10.82% |
VBK Vanguard Small-Cap Growth ETF | 18.38% | 4.83% | 11.99% | 33.34% | 8.93% | 9.51% |
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.27% | 1.40% |
Monthly Returns
The table below presents the monthly returns of Apex Aggressive Core-Satellite, 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 | 2.63% | 5.80% | 3.21% | -4.64% | 4.87% | 3.97% | 1.68% | 2.07% | 2.52% | -0.46% | 30.23% | ||
| 2023 | 9.75% | 0.31% | 4.84% | 0.35% | 4.19% | 7.48% | 3.00% | -1.61% | -4.94% | -2.07% | 10.79% | 4.90% | 42.19% |
| 2022 | -6.72% | -1.50% | 3.20% | -10.39% | -0.73% | -8.28% | 9.90% | -4.41% | -9.93% | 6.96% | 6.29% | -6.80% | -22.44% |
| 2021 | -0.15% | 3.06% | 1.81% | 5.67% | 0.14% | 4.66% | 2.13% | 3.98% | -3.86% | 8.93% | 0.53% | 1.98% | 32.28% |
| 2020 | 2.87% | -6.05% | -12.55% | 14.04% | 6.72% | 3.59% | 6.52% | 9.25% | -3.52% | -2.43% | 12.35% | 4.97% | 37.64% |
| 2019 | 8.86% | 4.64% | 2.23% | 4.20% | -7.13% | 7.46% | 1.72% | -1.98% | 1.32% | 3.66% | 4.48% | 3.60% | 37.25% |
| 2018 | 7.82% | -2.09% | -1.74% | 0.95% | 4.05% | 0.88% | 2.73% | 5.28% | 0.31% | -8.48% | 1.05% | -8.22% | 1.22% |
| 2017 | 3.79% | 2.37% | 0.06% | 1.44% | 3.54% | 1.06% | 2.84% | 0.96% | 2.24% | 3.67% | 1.86% | 0.93% | 27.68% |
| 2016 | -7.36% | -0.39% | 8.18% | 0.07% | 3.27% | -0.95% | 6.49% | 0.91% | 1.78% | -0.47% | 4.23% | 2.65% | 19.00% |
| 2015 | -2.69% | 6.67% | -1.50% | 2.75% | 1.57% | -1.93% | 2.22% | -4.79% | -1.69% | 8.07% | 2.53% | -1.12% | 9.70% |
| 2014 | -1.08% | 6.40% | -0.45% | -1.03% | 2.98% | 3.04% | -1.83% | 4.99% | -1.97% | 3.43% | 2.81% | -0.39% | 17.75% |
| 2013 | 5.43% | 1.94% | 3.65% | 4.34% | 4.81% | -0.82% | 4.67% | -0.42% | 4.26% | 3.03% | 3.37% | 2.90% | 43.90% |
Expense Ratio
Apex Aggressive Core-Satellite has an expense ratio of 0.04%, 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 Apex Aggressive Core-Satellite is 81, placing it in the top 19% 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.83 | 1.17 | 1.15 | 1.04 | 2.54 |
NVDA NVIDIA Corporation | 3.78 | 3.85 | 1.50 | 7.23 | 22.81 |
NOW ServiceNow, Inc. | 1.78 | 2.32 | 1.34 | 2.82 | 9.53 |
MA Mastercard Inc | 2.01 | 2.67 | 1.37 | 2.67 | 6.66 |
PANW Palo Alto Networks, Inc. | 1.16 | 1.49 | 1.27 | 1.67 | 3.51 |
TSLA Tesla, Inc. | 0.51 | 1.21 | 1.14 | 0.48 | 1.36 |
NFLX Netflix, Inc. | 2.94 | 3.88 | 1.52 | 2.45 | 20.59 |
AMD Advanced Micro Devices, Inc. | 0.33 | 0.78 | 1.10 | 0.40 | 0.73 |
V Visa Inc. | 1.57 | 2.11 | 1.30 | 2.07 | 5.26 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
VTV Vanguard Value ETF | 2.89 | 4.05 | 1.53 | 5.78 | 18.59 |
VOE Vanguard Mid-Cap Value ETF | 2.56 | 3.56 | 1.45 | 3.18 | 15.63 |
VBR Vanguard Small-Cap Value ETF | 1.85 | 2.63 | 1.33 | 3.41 | 10.42 |
VOT Vanguard Mid-Cap Growth ETF | 2.15 | 2.91 | 1.37 | 1.30 | 12.50 |
VBK Vanguard Small-Cap Growth ETF | 1.82 | 2.52 | 1.31 | 1.14 | 9.29 |
BND Vanguard Total Bond Market ETF | 1.14 | 1.66 | 1.20 | 0.43 | 3.87 |
Dividends
Dividend yield
Apex Aggressive Core-Satellite provided a 1.12% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.12% | 1.21% | 1.25% | 0.97% | 1.17% | 1.30% | 1.62% | 1.34% | 1.45% | 1.57% | 1.47% | 1.45% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NOW ServiceNow, 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% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
PANW Palo Alto 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% |
TSLA Tesla, 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% |
NFLX Netflix, 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% |
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% |
V Visa Inc. | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VOE Vanguard Mid-Cap Value ETF | 2.07% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
VBR Vanguard Small-Cap Value ETF | 1.91% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VOT Vanguard Mid-Cap Growth ETF | 0.68% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 Apex Aggressive Core-Satellite. 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 Apex Aggressive Core-Satellite was 34.33%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Apex Aggressive Core-Satellite drawdown is 1.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -28.83% | Nov 22, 2021 | 226 | Oct 14, 2022 | 184 | Jul 12, 2023 | 410 |
| -21.03% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -16.22% | Dec 2, 2015 | 49 | Feb 11, 2016 | 72 | May 25, 2016 | 121 |
| -10.86% | Jun 19, 2015 | 47 | Aug 25, 2015 | 45 | Oct 28, 2015 | 92 |
Volatility
Volatility Chart
The current Apex Aggressive Core-Satellite volatility is 4.47%, 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
| BND | TSLA | NFLX | PANW | AMD | NOW | NVDA | V | MSFT | MA | VTV | VBR | VOE | VBK | SCHG | VOT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | -0.01 | 0.01 | -0.01 | -0.02 | 0.01 | -0.02 | -0.05 | -0.00 | -0.05 | -0.11 | -0.10 | -0.08 | -0.02 | -0.02 | -0.01 |
| TSLA | -0.01 | 1.00 | 0.37 | 0.35 | 0.34 | 0.35 | 0.39 | 0.28 | 0.36 | 0.31 | 0.32 | 0.37 | 0.35 | 0.48 | 0.50 | 0.48 |
| NFLX | 0.01 | 0.37 | 1.00 | 0.35 | 0.36 | 0.44 | 0.43 | 0.36 | 0.44 | 0.38 | 0.33 | 0.34 | 0.34 | 0.47 | 0.54 | 0.50 |
| PANW | -0.01 | 0.35 | 0.35 | 1.00 | 0.34 | 0.54 | 0.42 | 0.37 | 0.41 | 0.37 | 0.35 | 0.39 | 0.38 | 0.54 | 0.54 | 0.56 |
| AMD | -0.02 | 0.34 | 0.36 | 0.34 | 1.00 | 0.41 | 0.61 | 0.36 | 0.45 | 0.37 | 0.37 | 0.41 | 0.39 | 0.51 | 0.55 | 0.53 |
| NOW | 0.01 | 0.35 | 0.44 | 0.54 | 0.41 | 1.00 | 0.50 | 0.47 | 0.55 | 0.48 | 0.40 | 0.42 | 0.42 | 0.60 | 0.64 | 0.64 |
| NVDA | -0.02 | 0.39 | 0.43 | 0.42 | 0.61 | 0.50 | 1.00 | 0.42 | 0.56 | 0.44 | 0.42 | 0.44 | 0.44 | 0.57 | 0.67 | 0.62 |
| V | -0.05 | 0.28 | 0.36 | 0.37 | 0.36 | 0.47 | 0.42 | 1.00 | 0.54 | 0.83 | 0.61 | 0.54 | 0.59 | 0.59 | 0.66 | 0.64 |
| MSFT | -0.00 | 0.36 | 0.44 | 0.41 | 0.45 | 0.55 | 0.56 | 0.54 | 1.00 | 0.56 | 0.54 | 0.47 | 0.50 | 0.58 | 0.77 | 0.65 |
| MA | -0.05 | 0.31 | 0.38 | 0.37 | 0.37 | 0.48 | 0.44 | 0.83 | 0.56 | 1.00 | 0.63 | 0.57 | 0.61 | 0.61 | 0.69 | 0.66 |
| VTV | -0.11 | 0.32 | 0.33 | 0.35 | 0.37 | 0.40 | 0.42 | 0.61 | 0.54 | 0.63 | 1.00 | 0.88 | 0.94 | 0.76 | 0.74 | 0.78 |
| VBR | -0.10 | 0.37 | 0.34 | 0.39 | 0.41 | 0.42 | 0.44 | 0.54 | 0.47 | 0.57 | 0.88 | 1.00 | 0.95 | 0.87 | 0.71 | 0.82 |
| VOE | -0.08 | 0.35 | 0.34 | 0.38 | 0.39 | 0.42 | 0.44 | 0.59 | 0.50 | 0.61 | 0.94 | 0.95 | 1.00 | 0.83 | 0.73 | 0.82 |
| VBK | -0.02 | 0.48 | 0.47 | 0.54 | 0.51 | 0.60 | 0.57 | 0.59 | 0.58 | 0.61 | 0.76 | 0.87 | 0.83 | 1.00 | 0.85 | 0.95 |
| SCHG | -0.02 | 0.50 | 0.54 | 0.54 | 0.55 | 0.64 | 0.67 | 0.66 | 0.77 | 0.69 | 0.74 | 0.71 | 0.73 | 0.85 | 1.00 | 0.91 |
| VOT | -0.01 | 0.48 | 0.50 | 0.56 | 0.53 | 0.64 | 0.62 | 0.64 | 0.65 | 0.66 | 0.78 | 0.82 | 0.82 | 0.95 | 0.91 | 1.00 |