Grant Wonders

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Grant Wonders

Last updated Jul 22, 2024

Asset Allocation

Position	Category/Sector	Weight
AMZN Amazon.com, Inc.	Consumer Cyclical	13.13%
BKNG Booking Holdings Inc.	Consumer Cyclical	7.96%
CHTR Charter Communications, Inc.	Communication Services	7.23%
CMCSA Comcast Corporation	Communication Services	6.24%
GOOGL Alphabet Inc.	Communication Services	14.30%
META Meta Platforms, Inc.	Communication Services	5.28%
MSFT Microsoft Corporation	Technology	4.45%
NFLX Netflix, Inc.	Communication Services	7.53%
SBAC SBA Communications Corporation	Real Estate	5.17%
TMUS T-Mobile US, Inc.	Communication Services	8.05%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	7.44%
UBER Uber Technologies, Inc.	Technology	1.61%
V Visa Inc.	Financial Services	11.61%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

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

Grant Wonders

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 9, 2019, corresponding to the inception date of UBER

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	16.48%	1.67%	14.21%	21.98%	13.13%	10.91%
Grant Wonders	16.70%	0.53%	12.54%	32.01%	17.11%	N/A
Portfolio components:
GOOGL Alphabet Inc.	30.29%	1.43%	22.39%	48.92%	24.03%	19.85%
AMZN Amazon.com, Inc.	22.69%	0.45%	18.83%	44.36%	13.98%	27.75%
V Visa Inc.	2.08%	-4.17%	-2.16%	11.79%	8.37%	18.17%
TMUS T-Mobile US, Inc.	10.98%	-0.78%	9.84%	25.44%	16.34%	19.15%
BKNG Booking Holdings Inc.	11.02%	-1.56%	12.63%	33.84%	14.96%	12.39%
NFLX Netflix, Inc.	32.02%	-3.93%	17.97%	50.28%	13.93%	26.78%
TSM Taiwan Semiconductor Manufacturing Company Limited	64.46%	1.20%	46.79%	72.21%	34.26%	26.85%
CHTR Charter Communications, Inc.	-17.66%	11.96%	-13.83%	-19.73%	-4.32%	5.96%
CMCSA Comcast Corporation	-10.21%	0.90%	-10.70%	-8.47%	-0.51%	5.78%
META Meta Platforms, Inc.	38.35%	-2.05%	25.34%	66.30%	19.73%	20.66%
SBAC SBA Communications Corporation	-16.84%	6.00%	-7.17%	-3.48%	-1.49%	7.75%
MSFT Microsoft Corporation	18.73%	-0.63%	10.91%	27.74%	27.09%	28.01%
UBER Uber Technologies, Inc.	9.66%	-4.28%	5.90%	43.14%	8.72%	N/A

Monthly Returns

The table below presents the monthly returns of Grant Wonders, 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	3.06%	3.60%	2.43%	-4.12%	6.59%	4.93%							16.70%
2023	15.41%	-4.25%	7.28%	1.99%	4.41%	5.54%	4.29%	1.42%	-4.44%	-0.29%	9.46%	4.57%	53.69%
2022	-6.54%	-4.18%	2.42%	-14.94%	1.81%	-9.32%	9.50%	-3.69%	-11.48%	3.83%	8.16%	-7.68%	-30.28%
2021	-3.00%	3.91%	1.37%	7.68%	-0.88%	3.26%	2.18%	3.47%	-4.78%	1.55%	-3.48%	3.29%	14.77%
2020	3.08%	-2.70%	-7.81%	13.86%	5.72%	2.57%	8.98%	8.34%	-4.69%	-2.42%	11.71%	3.99%	45.61%
2019					-3.72%	5.31%	2.73%	-0.70%	-0.68%	4.91%	1.37%	3.30%	12.85%

Expense Ratio

Grant Wonders 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 risk-adjusted rank of Grant Wonders is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Grant Wonders

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.

Grant Wonders

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GOOGL Alphabet Inc.	1.88	2.44	1.35	2.73	11.28
AMZN Amazon.com, Inc.	1.57	2.36	1.28	1.21	8.83
V Visa Inc.	0.83	1.19	1.14	1.22	2.80
TMUS T-Mobile US, Inc.	1.98	2.75	1.36	2.14	11.05
BKNG Booking Holdings Inc.	1.36	1.89	1.26	2.25	5.64
NFLX Netflix, Inc.	1.51	2.39	1.30	1.01	7.67
TSM Taiwan Semiconductor Manufacturing Company Limited	2.34	3.13	1.39	2.05	11.74
CHTR Charter Communications, Inc.	-0.54	-0.52	0.93	-0.27	-0.70
CMCSA Comcast Corporation	-0.34	-0.32	0.96	-0.21	-0.70
META Meta Platforms, Inc.	1.82	2.70	1.35	2.57	10.42
SBAC SBA Communications Corporation	-0.22	-0.11	0.99	-0.12	-0.42
MSFT Microsoft Corporation	1.54	2.06	1.26	2.34	7.01
UBER Uber Technologies, Inc.	1.22	1.88	1.23	1.20	4.34

Sharpe Ratio

The current Grant Wonders Sharpe ratio is 1.98. 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 1.33 to 2.10, 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 Grant Wonders 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.

Grant Wonders

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Grant Wonders granted a 0.64% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Grant Wonders	0.64%	0.51%	0.56%	0.37%	0.37%	0.48%	0.59%	0.40%	0.51%	0.48%	0.39%	1.42%
Portfolio components:
GOOGL Alphabet Inc.	0.11%	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%
V Visa Inc.	0.76%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%	0.62%
TMUS T-Mobile US, Inc.	1.10%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	12.04%
BKNG Booking Holdings Inc.	0.45%	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%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.21%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%	2.30%
CHTR Charter Communications, 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%
CMCSA Comcast Corporation	3.12%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%	1.16%	1.50%
META Meta Platforms, Inc.	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SBAC SBA Communications Corporation	1.75%	1.34%	1.01%	0.60%	0.66%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.66%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
UBER Uber Technologies, 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.

Grant Wonders

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Grant Wonders. 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 Grant Wonders was 37.38%, occurring on Nov 3, 2022. Recovery took 278 trading sessions.

The current Grant Wonders drawdown is 3.34%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.38%	Sep 8, 2021	293	Nov 3, 2022	278	Dec 13, 2023	571
-26.27%	Feb 20, 2020	22	Mar 20, 2020	51	Jun 3, 2020	73
-10.95%	Sep 3, 2020	14	Sep 23, 2020	37	Nov 13, 2020	51
-7.47%	Jul 29, 2019	6	Aug 5, 2019	59	Oct 28, 2019	65
-6.73%	May 17, 2019	11	Jun 3, 2019	12	Jun 19, 2019	23

Volatility

Volatility Chart

The current Grant Wonders volatility is 3.51%, 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.

Grant Wonders

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.

	SBAC	TMUS	CHTR	UBER	TSM	BKNG	CMCSA	NFLX	V	META	AMZN	GOOGL	MSFT
SBAC	1.00	0.33	0.37	0.19	0.19	0.17	0.34	0.24	0.33	0.27	0.28	0.29	0.34
TMUS	0.33	1.00	0.35	0.26	0.26	0.31	0.43	0.31	0.43	0.34	0.38	0.38	0.42
CHTR	0.37	0.35	1.00	0.24	0.22	0.27	0.62	0.35	0.35	0.35	0.36	0.36	0.36
UBER	0.19	0.26	0.24	1.00	0.37	0.47	0.31	0.39	0.40	0.42	0.43	0.41	0.39
TSM	0.19	0.26	0.22	0.37	1.00	0.46	0.30	0.38	0.41	0.46	0.48	0.50	0.54
BKNG	0.17	0.31	0.27	0.47	0.46	1.00	0.43	0.31	0.50	0.42	0.43	0.47	0.42
CMCSA	0.34	0.43	0.62	0.31	0.30	0.43	1.00	0.34	0.47	0.41	0.37	0.42	0.40
NFLX	0.24	0.31	0.35	0.39	0.38	0.31	0.34	1.00	0.38	0.56	0.58	0.50	0.54
V	0.33	0.43	0.35	0.40	0.41	0.50	0.47	0.38	1.00	0.48	0.45	0.55	0.58
META	0.27	0.34	0.35	0.42	0.46	0.42	0.41	0.56	0.48	1.00	0.64	0.67	0.65
AMZN	0.28	0.38	0.36	0.43	0.48	0.43	0.37	0.58	0.45	0.64	1.00	0.68	0.70
GOOGL	0.29	0.38	0.36	0.41	0.50	0.47	0.42	0.50	0.55	0.67	0.68	1.00	0.75
MSFT	0.34	0.42	0.36	0.39	0.54	0.42	0.40	0.54	0.58	0.65	0.70	0.75	1.00

The correlation results are calculated based on daily price changes starting from May 10, 2019