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NTNew
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Risk-Adjusted Performance
Dividends
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NTNew

Last updated Jul 25, 2024

NTNew

Asset Allocation

VONE 41.4%MSFT 8.43%SOXX 7.73%AAPL 7.6%META 6.66%GOOG 6.34%IXJ 6.07%TSM 5.65%AMZN 5.12%DRIV 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

7.60%

AMZN
Amazon.com, Inc.		Consumer Cyclical

5.12%

DRIV
Global X Autonomous & Electric Vehicles ETF		Global Equities

5%

GOOG
Alphabet Inc.		Communication Services

6.34%

IXJ
iShares Global Healthcare ETF		Health & Biotech Equities

6.07%

META
Meta Platforms, Inc.		Communication Services

6.66%

MSFT
Microsoft Corporation		Technology

8.43%

SOXX
iShares PHLX Semiconductor ETF		Technology Equities

7.73%

TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology

5.65%

VONE
Vanguard Russell 1000 ETF		Large Cap Blend Equities

41.40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NTNew, 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

100.00%150.00%200.00%FebruaryMarchAprilMayJuneJuly
196.84%
99.50%
NTNew
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of DRIV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
NTNew16.80%-3.67%12.40%25.31%20.16%N/A
Portfolio components:
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.21%25.86%
GOOG
Alphabet Inc.		20.17%-8.74%10.12%30.40%22.11%19.16%
META
Meta Platforms, Inc.		28.36%-11.64%15.27%45.76%17.91%19.79%
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.23%13.14%27.42%
VONE
Vanguard Russell 1000 ETF		13.18%-1.07%10.64%20.29%13.69%12.25%
TSM
Taiwan Semiconductor Manufacturing Company Limited		55.23%-6.85%37.67%64.13%32.65%26.10%
IXJ
iShares Global Healthcare ETF		10.27%1.93%8.45%11.90%10.56%8.95%
DRIV
Global X Autonomous & Electric Vehicles ETF		-6.29%-2.74%0.82%-13.12%11.95%N/A
SOXX
iShares PHLX Semiconductor ETF		17.20%-8.50%12.95%31.59%29.26%27.55%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.92%7.07%2.61%-3.72%6.30%5.35%16.80%
202310.96%-1.12%8.19%1.42%5.50%6.05%3.65%-2.60%-4.75%-1.86%10.18%5.16%47.26%
2022-6.09%-4.96%3.27%-11.03%-0.13%-9.57%10.33%-4.54%-10.94%1.79%8.36%-7.24%-28.92%
20211.15%1.88%2.77%5.90%-0.09%4.34%2.43%3.71%-5.69%6.66%1.12%3.32%30.54%
20201.17%-6.83%-10.18%14.85%4.88%5.21%8.87%8.88%-4.79%-1.15%11.36%4.86%39.77%
20198.86%2.87%3.39%6.00%-8.22%7.64%2.96%-1.91%2.39%4.41%4.28%4.44%42.57%
2018-3.05%5.02%0.15%3.89%4.97%-0.21%-8.49%0.16%-8.22%-6.66%

Expense Ratio

NTNew has an expense ratio of 0.13%, 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.

SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
VONE
Vanguard Russell 1000 ETF
Expense ratio chart for VONE: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
DRIV
Global X Autonomous & Electric Vehicles ETF
Expense ratio chart for DRIV: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
IXJ
iShares Global Healthcare ETF
Expense ratio chart for IXJ: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NTNew is 70, 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 NTNew is 7070
NTNew
The Sharpe Ratio Rank of NTNew is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of NTNew is 6565Sortino Ratio Rank
The Omega Ratio Rank of NTNew is 6969Omega Ratio Rank
The Calmar Ratio Rank of NTNew is 7474Calmar Ratio Rank
The Martin Ratio Rank of NTNew is 7272Martin 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.

NTNew
Sharpe ratio
The chart of Sharpe ratio for NTNew, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.65
Sortino ratio
The chart of Sortino ratio for NTNew, currently valued at 2.28, compared to the broader market-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for NTNew, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for NTNew, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for NTNew, currently valued at 7.46, compared to the broader market0.0010.0020.0030.0040.007.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.570.971.120.781.54
GOOG
Alphabet Inc.		1.361.851.262.098.19
META
Meta Platforms, Inc.		1.472.271.292.108.33
AMZN
Amazon.com, Inc.		1.412.151.261.097.87
VONE
Vanguard Russell 1000 ETF		1.652.321.291.496.35
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.862.591.321.659.23
IXJ
iShares Global Healthcare ETF		1.081.551.190.883.62
DRIV
Global X Autonomous & Electric Vehicles ETF		-0.62-0.780.92-0.38-0.92
SOXX
iShares PHLX Semiconductor ETF		1.111.601.201.864.56
MSFT
Microsoft Corporation		1.001.411.181.556.20

Sharpe Ratio

The current NTNew Sharpe ratio is 1.79. 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 1.24 to 1.94, 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 NTNew 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.65
1.58
NTNew
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NTNew granted a 0.95% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
NTNew0.95%1.01%1.17%0.80%0.97%1.31%1.66%1.26%1.47%1.54%1.33%1.39%
Portfolio components:
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOG
Alphabet Inc.		0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
VONE
Vanguard Russell 1000 ETF		1.31%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%1.68%1.70%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.28%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
IXJ
iShares Global Healthcare ETF		1.29%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
DRIV
Global X Autonomous & Electric Vehicles ETF		1.78%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF		0.65%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.63%
-4.73%
NTNew
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NTNew. 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 NTNew was 33.85%, occurring on Nov 3, 2022. Recovery took 277 trading sessions.

The current NTNew drawdown is 6.67%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.85%Dec 28, 2021216Nov 3, 2022277Dec 12, 2023493
-30.82%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-21.67%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-11.43%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-10.33%May 6, 201920Jun 3, 201922Jul 3, 201942

Volatility

Volatility Chart

The current NTNew volatility is 5.58%, 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%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
5.58%
3.80%
NTNew
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.
IXJTSMMETAAMZNAAPLGOOGDRIVMSFTSOXXVONE
IXJ1.000.380.420.410.490.490.560.550.500.73
TSM0.381.000.450.480.520.490.660.530.780.62
META0.420.451.000.620.550.670.550.630.580.64
AMZN0.410.480.621.000.620.680.560.700.600.67
AAPL0.490.520.550.621.000.640.620.690.640.72
GOOG0.490.490.670.680.641.000.610.740.610.72
DRIV0.560.660.550.560.620.611.000.590.820.84
MSFT0.550.530.630.700.690.740.591.000.670.77
SOXX0.500.780.580.600.640.610.820.671.000.80
VONE0.730.620.640.670.720.720.840.770.801.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2018