Sharpekvot baserad

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Sharpekvot baserad

Last updated Sep 21, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	15%
ADBE Adobe Inc	Technology	3.40%
AMD Advanced Micro Devices, Inc.	Technology	10%
AMZN Amazon.com, Inc.	Consumer Cyclical	5%
ASML ASML Holding N.V.	Technology	10%
AVGO Broadcom Inc.	Technology	6.40%
MA Mastercard Inc	Financial Services	5%
MSFT Microsoft Corporation	Technology	15%
NOW ServiceNow, Inc.	Technology	3.40%
NVDA NVIDIA Corporation	Technology	15%
ORCL Oracle Corporation	Technology	3.40%
TTWO Take-Two Interactive Software, Inc.	Communication Services	3.40%
V Visa Inc.	Financial Services	5%

Benchmark

Rebalance portfolio

Performance

Performance Chart

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

Sharpekvot baserad

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 29, 2012, corresponding to the inception date of NOW

Returns By Period

As of Sep 21, 2024, the Sharpekvot baserad returned 34.67% Year-To-Date and 38.84% 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	19.55%	1.45%	8.95%	31.70%	13.79%	11.17%
Sharpekvot baserad	34.67%	-0.86%	9.46%	64.00%	39.61%	38.84%
Portfolio components:
AMD Advanced Micro Devices, Inc.	5.79%	-1.18%	-13.19%	62.26%	39.08%	45.52%
MA Mastercard Inc	16.04%	5.29%	2.59%	22.88%	13.34%	21.42%
MSFT Microsoft Corporation	16.38%	2.62%	1.89%	37.24%	26.77%	27.08%
NVDA NVIDIA Corporation	134.29%	-9.72%	23.05%	182.90%	93.52%	74.43%
V Visa Inc.	10.01%	6.18%	0.92%	21.30%	11.14%	19.16%
AMZN Amazon.com, Inc.	26.10%	6.38%	7.12%	48.15%	16.42%	28.10%
TTWO Take-Two Interactive Software, Inc.	-7.56%	-7.05%	-2.41%	9.45%	2.65%	20.49%
ADBE Adobe Inc	-12.45%	-7.69%	4.56%	1.64%	13.47%	22.70%
ORCL Oracle Corporation	60.93%	19.83%	32.26%	55.62%	27.79%	17.63%
NOW ServiceNow, Inc.	32.68%	11.70%	21.08%	70.57%	28.20%	31.89%
AAPL Apple Inc	18.98%	0.80%	32.79%	31.87%	34.14%	25.97%
AVGO Broadcom Inc.	54.93%	3.55%	27.23%	114.92%	47.60%	38.23%
ASML ASML Holding N.V.	5.67%	-15.72%	-18.53%	37.75%	27.72%	24.47%

Monthly Returns

The table below presents the monthly returns of Sharpekvot baserad, 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	8.44%	8.97%	2.37%	-5.90%	9.07%	8.71%	-2.75%	1.67%					34.67%
2023	14.73%	2.06%	13.82%	0.37%	15.32%	6.45%	2.51%	-0.79%	-7.61%	0.09%	13.69%	5.78%	85.75%
2022	-9.13%	-2.17%	2.71%	-15.56%	1.10%	-12.00%	15.49%	-8.85%	-15.05%	7.83%	12.22%	-8.72%	-32.26%
2021	-0.92%	1.26%	0.35%	6.89%	0.22%	10.06%	5.12%	4.91%	-6.32%	11.84%	8.50%	-0.21%	48.49%
2020	3.54%	-3.48%	-4.66%	13.70%	8.96%	7.91%	10.68%	14.97%	-4.61%	-5.85%	11.71%	5.49%	71.54%
2019	10.33%	3.65%	7.86%	6.95%	-9.41%	11.05%	3.14%	-0.27%	1.41%	7.30%	7.31%	6.83%	70.29%
2018	14.37%	-0.91%	-4.62%	0.92%	10.40%	0.30%	5.19%	12.52%	4.29%	-13.60%	-3.86%	-8.85%	12.91%
2017	4.99%	5.88%	4.43%	0.30%	8.30%	-0.46%	7.21%	4.43%	0.75%	7.89%	0.57%	-1.62%	51.12%
2016	-7.81%	-1.19%	12.52%	-0.94%	12.39%	-0.15%	12.57%	3.68%	3.43%	1.48%	6.10%	8.34%	60.47%
2015	-1.80%	10.73%	-5.04%	3.23%	3.34%	-4.03%	0.20%	-3.18%	0.54%	12.97%	4.96%	2.15%	24.88%
2014	-4.12%	7.23%	1.96%	-1.25%	4.16%	2.72%	-1.14%	6.89%	-2.73%	2.70%	5.88%	-1.78%	21.59%
2013	2.64%	0.43%	2.45%	5.15%	9.10%	-1.97%	3.67%	1.14%	6.33%	2.37%	4.36%	3.87%	46.95%

Expense Ratio

Sharpekvot baserad 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Sharpekvot baserad is 66, 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.

Sharpekvot baserad

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Sharpekvot baserad

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMD Advanced Micro Devices, Inc.	1.14	1.74	1.22	1.32	2.92
MA Mastercard Inc	1.25	1.67	1.24	1.65	4.19
MSFT Microsoft Corporation	1.86	2.42	1.31	2.37	7.24
NVDA NVIDIA Corporation	3.37	3.57	1.46	6.46	20.29
V Visa Inc.	1.24	1.68	1.22	1.50	3.93
AMZN Amazon.com, Inc.	1.46	2.02	1.26	1.16	7.43
TTWO Take-Two Interactive Software, Inc.	0.24	0.47	1.06	0.15	0.62
ADBE Adobe Inc	-0.07	0.14	1.02	-0.07	-0.17
ORCL Oracle Corporation	1.51	2.27	1.33	2.48	8.92
NOW ServiceNow, Inc.	1.91	2.39	1.35	2.63	10.47
AAPL Apple Inc	1.38	2.05	1.26	1.85	4.36
AVGO Broadcom Inc.	2.40	2.96	1.38	4.32	13.40
ASML ASML Holding N.V.	0.87	1.36	1.18	1.05	3.25

Sharpe Ratio

The current Sharpekvot baserad Sharpe ratio is 2.50. 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 1.91 to 2.59, 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 Sharpekvot baserad 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.

Sharpekvot baserad

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Sharpekvot baserad granted a 0.43% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Sharpekvot baserad	0.43%	0.50%	0.72%	0.48%	0.61%	0.83%	1.02%	0.85%	1.03%	1.10%	1.12%	1.24%
Portfolio components:
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%
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%
MSFT Microsoft Corporation	0.69%	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%	0.30%	0.46%	1.19%	1.68%	1.95%
V Visa Inc.	0.73%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%	0.62%
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%
TTWO Take-Two Interactive Software, 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%
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%
ORCL Oracle Corporation	0.95%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%	1.07%	0.63%
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%
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%
AVGO Broadcom Inc.	1.23%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%	1.66%
ASML ASML Holding N.V.	0.83%	0.85%	1.27%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.78%	0.75%

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.

Sharpekvot baserad

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Sharpekvot baserad. 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 Sharpekvot baserad was 42.43%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Sharpekvot baserad drawdown is 5.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.43%	Dec 28, 2021	202	Oct 14, 2022	154	May 26, 2023	356
-30.76%	Oct 2, 2018	58	Dec 24, 2018	129	Jul 1, 2019	187
-29.67%	Feb 20, 2020	22	Mar 20, 2020	42	May 20, 2020	64
-19.23%	Dec 30, 2015	30	Feb 11, 2016	32	Mar 30, 2016	62
-16.55%	Jul 11, 2024	20	Aug 7, 2024	—	—	—

Volatility

Volatility Chart

The current Sharpekvot baserad volatility is 8.18%, 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.

Sharpekvot baserad

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.

	TTWO	AMD	ORCL	AAPL	NOW	AVGO	V	AMZN	ASML	MA	NVDA	MSFT	ADBE
TTWO	1.00	0.34	0.33	0.37	0.42	0.39	0.37	0.41	0.37	0.39	0.39	0.43	0.47
AMD	0.34	1.00	0.36	0.40	0.41	0.47	0.37	0.43	0.49	0.37	0.61	0.45	0.46
ORCL	0.33	0.36	1.00	0.42	0.42	0.44	0.47	0.42	0.45	0.49	0.42	0.55	0.52
AAPL	0.37	0.40	0.42	1.00	0.42	0.52	0.44	0.50	0.48	0.46	0.48	0.56	0.49
NOW	0.42	0.41	0.42	0.42	1.00	0.44	0.47	0.53	0.45	0.48	0.50	0.55	0.61
AVGO	0.39	0.47	0.44	0.52	0.44	1.00	0.44	0.46	0.60	0.46	0.59	0.51	0.51
V	0.37	0.37	0.47	0.44	0.47	0.44	1.00	0.48	0.47	0.83	0.42	0.55	0.57
AMZN	0.41	0.43	0.42	0.50	0.53	0.46	0.48	1.00	0.47	0.50	0.51	0.60	0.59
ASML	0.37	0.49	0.45	0.48	0.45	0.60	0.47	0.47	1.00	0.48	0.59	0.54	0.53
MA	0.39	0.37	0.49	0.46	0.48	0.46	0.83	0.50	0.48	1.00	0.45	0.56	0.56
NVDA	0.39	0.61	0.42	0.48	0.50	0.59	0.42	0.51	0.59	0.45	1.00	0.56	0.56
MSFT	0.43	0.45	0.55	0.56	0.55	0.51	0.55	0.60	0.54	0.56	0.56	1.00	0.66
ADBE	0.47	0.46	0.52	0.49	0.61	0.51	0.57	0.59	0.53	0.56	0.56	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jul 2, 2012

Performance Analysis

Risk Analysis

Optimization

Factor Model

Sharpekvot baserad

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community