PortfoliosLab logoPortfoliosLab logo
BEST OF BEST TOP 20
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BEST OF BEST TOP 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 Every 3 months.


Loading graphics...

The earliest data available for this chart is Jan 4, 2016, corresponding to the inception date of CELH

Returns By Period

As of Apr 2, 2026, the BEST OF BEST TOP 20 returned -8.08% Year-To-Date and 40.25% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
BEST OF BEST TOP 20
0.31%-5.24%-8.08%-10.70%26.07%40.72%28.92%40.25%
MSFT
Microsoft Corporation
1.11%-7.54%-22.60%-27.29%-1.52%10.00%9.94%22.58%
GOOG
Alphabet Inc
-0.15%-2.93%-6.10%19.65%86.00%41.44%22.67%23.06%
META
Meta Platforms, Inc.
-0.82%-12.23%-12.90%-20.86%-1.31%39.54%14.16%17.80%
TSM
Taiwan Semiconductor Manufacturing Company Limited
-0.72%-3.72%11.88%18.31%101.39%56.27%24.16%32.63%
COKE
Coca-Cola Consolidated, Inc.
-3.14%-4.91%27.21%63.79%40.22%55.04%47.76%28.99%
AAPL
Apple Inc
0.11%-2.97%-5.78%-0.28%14.80%16.04%16.39%26.10%
SMH
VanEck Semiconductor ETF
0.09%0.32%8.94%16.35%83.82%44.85%26.17%31.69%
VGT
Vanguard Information Technology ETF
0.85%-1.42%-5.36%-5.79%29.79%23.50%15.02%21.67%
NVDA
NVIDIA Corporation
0.93%-1.47%-4.88%-6.08%60.69%85.17%66.71%70.07%
AMD
Advanced Micro Devices, Inc.
3.47%13.90%1.56%28.14%111.25%31.09%21.81%54.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 5, 2016, BEST OF BEST TOP 20's average daily return is +0.10%, while the average monthly return is +3.03%. At this rate, your investment would double in approximately 1.9 years.

Historically, 71% of months were positive and 29% were negative. The best month was May 2023 with a return of +19.7%, while the worst month was Apr 2022 at -14.5%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BEST OF BEST TOP 20 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -15.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.34%-1.36%-7.57%1.16%-8.08%
20251.60%-2.24%-7.13%3.11%11.14%10.94%3.90%0.88%5.70%7.46%-5.77%-2.11%28.78%
20249.80%16.94%4.44%-6.33%8.41%6.98%-3.60%0.66%1.90%-1.44%6.75%1.26%53.48%
202313.82%2.88%12.15%0.33%19.70%7.77%4.22%-0.80%-6.39%-0.35%13.56%8.38%101.74%
2022-11.26%-2.77%1.15%-14.54%3.41%-12.07%14.28%-3.51%-13.27%5.59%11.47%-8.20%-29.92%
20210.79%4.68%2.25%5.73%0.28%7.51%4.00%6.21%-4.11%10.23%5.06%1.42%52.96%

Benchmark Metrics

BEST OF BEST TOP 20 has an annualized alpha of 20.12%, beta of 1.34, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This portfolio captured 210.69% of S&P 500 Index gains and 101.14% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 20.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
20.12%
Beta
1.34
0.78
Upside Capture
210.69%
Downside Capture
101.14%

Expense Ratio

BEST OF BEST TOP 20 has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

BEST OF BEST TOP 20 ranks 19 for risk / return — in the bottom 19% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BEST OF BEST TOP 20 Risk / Return Rank: 1919
Overall Rank
BEST OF BEST TOP 20 Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BEST OF BEST TOP 20 Sortino Ratio Rank: 3131
Sortino Ratio Rank
BEST OF BEST TOP 20 Omega Ratio Rank: 2626
Omega Ratio Rank
BEST OF BEST TOP 20 Calmar Ratio Rank: 55
Calmar Ratio Rank
BEST OF BEST TOP 20 Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.88

+0.08

Sortino ratio

Return per unit of downside risk

1.53

1.37

+0.16

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

-0.15

1.39

-1.54

Martin ratio

Return relative to average drawdown

-0.38

6.43

-6.82


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
35-0.060.111.01-0.05-0.12
GOOG
Alphabet Inc
942.873.821.474.1415.67
META
Meta Platforms, Inc.
36-0.030.251.03-0.05-0.12
TSM
Taiwan Semiconductor Manufacturing Company Limited
932.643.231.415.7018.99
COKE
Coca-Cola Consolidated, Inc.
711.241.681.231.643.05
AAPL
Apple Inc
550.470.921.130.662.04
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
VGT
Vanguard Information Technology ETF
581.101.671.231.885.72
NVDA
NVIDIA Corporation
811.472.171.273.027.54
AMD
Advanced Micro Devices, Inc.
851.732.481.324.028.17

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BEST OF BEST TOP 20 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.96
  • 5-Year: 1.01
  • 10-Year: 1.46
  • All Time: 1.44

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.68, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of BEST OF BEST TOP 20 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading graphics...

Dividends

Dividend yield

BEST OF BEST TOP 20 provided a 0.38% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.38%0.35%0.48%0.49%0.62%0.40%0.51%0.74%0.86%0.65%0.71%0.79%
MSFT
Microsoft Corporation
0.93%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
GOOG
Alphabet Inc
0.29%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.98%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%
COKE
Coca-Cola Consolidated, Inc.
0.51%0.65%1.59%0.54%0.20%0.16%0.38%0.35%0.56%0.46%0.56%0.55%
AAPL
Apple Inc
0.41%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
NVDA
NVIDIA Corporation
0.02%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%
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%

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the BEST OF BEST TOP 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 BEST OF BEST TOP 20 was 39.15%, occurring on Oct 15, 2022. Recovery took 215 trading sessions.

The current BEST OF BEST TOP 20 drawdown is 16.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.15%Dec 28, 2021292Oct 15, 2022215May 18, 2023507
-35.3%Feb 20, 202026Mar 16, 202078Jun 2, 2020104
-27.76%Sep 28, 201889Dec 25, 201886Mar 21, 2019175
-25.55%Feb 20, 202548Apr 8, 202562Jun 9, 2025110
-21.05%Oct 30, 2025152Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 20 assets, with an effective number of assets of 20.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkBTC-USDCOKECELHSMCIPANWNFLXMAAMDNOWMETATSMAAPLGOOGAVGONVDAMSFTSMHVOOTQQQVGTPortfolio
Benchmark1.000.210.330.330.460.510.500.670.540.580.620.600.680.690.660.640.740.781.000.910.900.84
BTC-USD0.211.000.060.110.100.110.120.090.140.130.130.130.120.140.130.140.130.160.180.170.170.39
COKE0.330.061.000.150.130.150.130.230.140.170.180.140.200.180.180.150.180.200.300.230.230.26
CELH0.330.110.151.000.210.210.200.200.230.240.220.210.210.230.210.240.230.270.300.300.290.40
SMCI0.460.100.130.211.000.240.240.240.370.260.290.360.260.270.380.390.310.450.420.410.430.49
PANW0.510.110.150.210.241.000.350.350.330.530.350.310.370.360.370.400.420.440.450.510.520.52
NFLX0.500.120.130.200.240.351.000.350.360.460.460.320.400.400.370.420.450.410.450.540.490.53
MA0.670.090.230.200.240.350.351.000.310.460.400.360.430.450.360.360.520.450.610.550.580.52
AMD0.540.140.140.230.370.330.360.311.000.400.390.500.400.410.480.620.450.660.490.570.590.64
NOW0.580.130.170.240.260.530.460.460.401.000.460.360.410.460.410.480.570.500.530.600.630.60
META0.620.130.180.220.290.350.460.400.390.461.000.400.440.580.440.470.540.500.560.650.590.59
TSM0.600.130.140.210.360.310.320.360.500.360.401.000.440.430.570.570.470.750.560.610.640.62
AAPL0.680.120.200.210.260.370.400.430.400.410.440.441.000.530.480.470.560.540.630.700.700.60
GOOG0.690.140.180.230.270.360.400.450.410.460.580.430.531.000.430.470.610.540.630.710.650.62
AVGO0.660.130.180.210.380.370.370.360.480.410.440.570.480.431.000.570.520.740.600.670.690.66
NVDA0.640.140.150.240.390.400.420.360.620.480.470.570.470.470.571.000.540.770.570.690.720.71
MSFT0.740.130.180.230.310.420.450.520.450.570.540.470.560.610.520.541.000.590.680.770.770.68
SMH0.780.160.200.270.450.440.410.450.660.500.500.750.540.540.740.770.591.000.720.790.830.79
VOO1.000.180.300.300.420.450.450.610.490.530.560.560.630.630.600.570.680.721.000.860.840.76
TQQQ0.910.170.230.300.410.510.540.550.570.600.650.610.700.710.670.690.770.790.861.000.930.86
VGT0.900.170.230.290.430.520.490.580.590.630.590.640.700.650.690.720.770.830.840.931.000.86
Portfolio0.840.390.260.400.490.520.530.520.640.600.590.620.600.620.660.710.680.790.760.860.861.00
The correlation results are calculated based on daily price changes starting from Jan 5, 2016