NVSek-LowvETF-Top50P-Stks
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5.55% |
ABBV AbbVie Inc. | Healthcare | 5.55% |
ADBE Adobe Inc | Technology | 5.55% |
ADP Automatic Data Processing, Inc. | Industrials | 5.55% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 5.55% |
AVGO Broadcom Inc. | Technology | 5.55% |
AZO AutoZone, Inc. | Consumer Cyclical | 5.55% |
FI Fiserv Inc. | Technology | 5.55% |
GOOGL Alphabet Inc. | Communication Services | 5.60% |
INTU Intuit Inc. | Technology | 5.55% |
JPM JPMorgan Chase & Co. | Financial Services | 5.55% |
MCK McKesson Corporation | Healthcare | 5.55% |
MRK Merck & Co., Inc. | Healthcare | 5.55% |
MSFT Microsoft Corporation | Technology | 5.60% |
PM Philip Morris International Inc. | Consumer Defensive | 5.55% |
SHEL Shell plc | Energy | 5.55% |
UNH UnitedHealth Group Incorporated | Healthcare | 5.55% |
V Visa Inc. | Financial Services | 5.55% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-LowvETF-Top50P-Stks, 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.
The earliest data available for this chart is Aug 9, 2013, corresponding to the inception date of FI
Returns By Period
As of Dec 28, 2024, the NVSek-LowvETF-Top50P-Stks returned 26.47% Year-To-Date and 21.36% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
| NVSek-LowvETF-Top50P-Stks | 44.46% | 13.67% | 20.64% | 44.46% | 25.79% | 24.33% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 15.35% | 1.67% | -3.31% | 15.35% | 23.42% | 26.93% |
GOOGL Alphabet Inc. | 38.49% | 14.22% | 6.09% | 38.49% | 23.72% | 22.04% |
AAPL Apple Inc | 33.40% | 7.69% | 21.63% | 33.40% | 29.24% | 26.46% |
AVGO Broadcom Inc. | 119.49% | 49.55% | 51.47% | 119.49% | 54.74% | 41.13% |
FI Fiserv Inc. | 56.54% | -5.89% | 39.53% | 56.54% | 12.50% | 21.34% |
ABBV AbbVie Inc. | 19.07% | -2.69% | 5.58% | 19.07% | 20.10% | 15.23% |
UNH UnitedHealth Group Incorporated | -1.61% | -16.10% | 0.88% | -1.61% | 13.34% | 19.42% |
V Visa Inc. | 23.33% | 1.14% | 21.89% | 23.33% | 11.97% | 18.00% |
AMZN Amazon.com, Inc. | 47.26% | 7.63% | 15.78% | 47.26% | 19.42% | 30.67% |
PM Philip Morris International Inc. | 35.56% | -7.71% | 22.55% | 35.56% | 13.40% | 9.56% |
MRK Merck & Co., Inc. | -6.05% | -1.12% | -18.28% | -6.05% | 6.03% | 9.60% |
ADP Automatic Data Processing, Inc. | 29.92% | -3.00% | 25.36% | 29.92% | 14.12% | 16.05% |
MCK McKesson Corporation | 25.13% | -8.15% | -1.03% | 25.13% | 34.13% | 11.66% |
SHEL Shell plc | -2.39% | -4.71% | -12.81% | -2.39% | 5.11% | 4.15% |
JPM JPMorgan Chase & Co. | 45.17% | -3.42% | 20.63% | 45.17% | 14.91% | 17.69% |
INTU Intuit Inc. | 2.78% | -0.49% | -2.54% | 2.78% | 20.31% | 22.40% |
ADBE Adobe Inc | -25.16% | -13.46% | -19.63% | -25.16% | 6.27% | 19.95% |
AZO AutoZone, Inc. | 25.37% | 2.27% | 9.36% | 25.37% | 22.24% | 18.05% |
Monthly Returns
The table below presents the monthly returns of NVSek-LowvETF-Top50P-Stks, 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 | 3.48% | 4.50% | 1.15% | -3.07% | 1.91% | 10.83% | 1.32% | 1.27% | 1.38% | -0.85% | 2.90% | 44.46% | |
| 2023 | 4.70% | -1.62% | 6.80% | 2.11% | 6.13% | 6.97% | 3.96% | 0.50% | -5.38% | 1.00% | 9.50% | 6.07% | 47.87% |
| 2022 | -6.35% | -3.47% | 4.87% | -9.88% | 1.13% | -7.47% | 10.48% | -4.79% | -9.60% | 8.16% | 5.01% | -4.22% | -17.30% |
| 2021 | -2.50% | 2.56% | 2.68% | 5.32% | -0.17% | 5.00% | 4.20% | 3.35% | -5.33% | 8.68% | 1.24% | 4.96% | 33.46% |
| 2020 | 1.48% | -6.77% | -8.67% | 13.68% | 5.41% | 5.13% | 3.99% | 9.36% | -4.06% | -3.82% | 10.84% | 5.11% | 33.09% |
| 2019 | 6.65% | 3.40% | 5.12% | 3.66% | -6.79% | 7.14% | 3.08% | -1.73% | -1.05% | 4.05% | 6.05% | 3.00% | 36.71% |
| 2018 | 7.80% | -1.00% | -3.29% | 2.37% | 5.66% | 0.10% | 1.81% | 5.96% | 2.58% | -7.76% | 2.91% | -6.48% | 9.77% |
| 2017 | 4.16% | 4.88% | 1.86% | 2.09% | 4.78% | -0.92% | 3.50% | 1.43% | 0.74% | 6.08% | 4.08% | -0.78% | 36.61% |
| 2016 | -4.69% | -1.31% | 8.25% | -1.14% | 4.45% | 0.71% | 3.68% | 0.77% | 0.76% | -2.23% | 2.33% | 2.43% | 14.25% |
| 2015 | -0.91% | 9.12% | -1.67% | 1.72% | 5.28% | -2.59% | 3.57% | -5.17% | -1.33% | 8.57% | 1.83% | 0.54% | 19.49% |
| 2014 | -2.12% | 5.69% | 0.05% | -1.03% | 4.36% | 2.11% | -0.70% | 5.29% | 0.11% | 3.52% | 4.52% | -0.81% | 22.61% |
| 2013 | -1.93% | 4.48% | 6.02% | 4.94% | 4.21% | 18.79% |
Expense Ratio
NVSek-LowvETF-Top50P-Stks 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, NVSek-LowvETF-Top50P-Stks is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.80 | 1.13 | 1.15 | 1.03 | 2.35 |
GOOGL Alphabet Inc. | 1.35 | 1.90 | 1.25 | 1.71 | 4.14 |
AAPL Apple Inc | 1.46 | 2.12 | 1.27 | 1.99 | 5.18 |
AVGO Broadcom Inc. | 2.18 | 3.03 | 1.38 | 4.66 | 13.52 |
FI Fiserv Inc. | 3.15 | 3.96 | 1.55 | 5.99 | 15.02 |
ABBV AbbVie Inc. | 0.81 | 1.12 | 1.18 | 1.00 | 2.69 |
UNH UnitedHealth Group Incorporated | -0.03 | 0.14 | 1.02 | -0.04 | -0.11 |
V Visa Inc. | 1.42 | 1.93 | 1.27 | 1.93 | 4.90 |
AMZN Amazon.com, Inc. | 1.64 | 2.25 | 1.29 | 2.04 | 7.66 |
PM Philip Morris International Inc. | 1.80 | 2.78 | 1.37 | 3.13 | 10.00 |
MRK Merck & Co., Inc. | -0.24 | -0.19 | 0.97 | -0.19 | -0.41 |
ADP Automatic Data Processing, Inc. | 2.02 | 2.79 | 1.37 | 2.67 | 11.10 |
MCK McKesson Corporation | 1.03 | 1.41 | 1.25 | 1.11 | 2.83 |
SHEL Shell plc | -0.17 | -0.11 | 0.99 | -0.18 | -0.47 |
JPM JPMorgan Chase & Co. | 1.95 | 2.68 | 1.40 | 4.52 | 13.04 |
INTU Intuit Inc. | 0.07 | 0.29 | 1.04 | 0.12 | 0.33 |
ADBE Adobe Inc | -0.69 | -0.77 | 0.88 | -0.69 | -1.35 |
AZO AutoZone, Inc. | 1.25 | 1.87 | 1.23 | 1.68 | 4.09 |
Dividends
Dividend yield
NVSek-LowvETF-Top50P-Stks provided a 1.38% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.38% | 1.47% | 1.52% | 1.46% | 1.74% | 1.82% | 1.90% | 1.64% | 2.02% | 2.24% | 2.00% | 1.71% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.31% | 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 | 0.39% | 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. | 0.90% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
FI Fiserv Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% | 1.52% |
ABBV AbbVie Inc. | 3.48% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
UNH UnitedHealth Group Incorporated | 1.60% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V Visa Inc. | 0.67% | 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% |
PM Philip Morris International Inc. | 4.36% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
MRK Merck & Co., Inc. | 3.13% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
ADP Automatic Data Processing, Inc. | 1.94% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
MCK McKesson Corporation | 0.46% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
SHEL Shell plc | 4.46% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
INTU Intuit Inc. | 0.59% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
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% |
AZO AutoZone, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the NVSek-LowvETF-Top50P-Stks. 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 NVSek-LowvETF-Top50P-Stks was 30.85%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current NVSek-LowvETF-Top50P-Stks drawdown is 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -24.69% | Dec 28, 2021 | 192 | Sep 30, 2022 | 174 | Jun 12, 2023 | 366 |
| -18.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 55 | Mar 15, 2019 | 113 |
| -13.75% | Dec 30, 2015 | 30 | Feb 11, 2016 | 32 | Mar 30, 2016 | 62 |
| -13.06% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current NVSek-LowvETF-Top50P-Stks volatility is 10.61%, 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
| SHEL | PM | AZO | MRK | MCK | ABBV | UNH | JPM | AVGO | AMZN | AAPL | FI | GOOGL | ADBE | INTU | ADP | V | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHEL | 1.00 | 0.29 | 0.18 | 0.23 | 0.23 | 0.23 | 0.23 | 0.43 | 0.25 | 0.20 | 0.23 | 0.27 | 0.25 | 0.21 | 0.21 | 0.29 | 0.30 | 0.24 |
| PM | 0.29 | 1.00 | 0.25 | 0.31 | 0.27 | 0.30 | 0.29 | 0.31 | 0.19 | 0.17 | 0.23 | 0.34 | 0.25 | 0.22 | 0.23 | 0.35 | 0.31 | 0.24 |
| AZO | 0.18 | 0.25 | 1.00 | 0.25 | 0.28 | 0.25 | 0.31 | 0.31 | 0.26 | 0.22 | 0.25 | 0.34 | 0.24 | 0.26 | 0.28 | 0.39 | 0.32 | 0.27 |
| MRK | 0.23 | 0.31 | 0.25 | 1.00 | 0.40 | 0.43 | 0.37 | 0.29 | 0.18 | 0.18 | 0.21 | 0.34 | 0.24 | 0.23 | 0.27 | 0.36 | 0.32 | 0.28 |
| MCK | 0.23 | 0.27 | 0.28 | 0.40 | 1.00 | 0.38 | 0.42 | 0.35 | 0.23 | 0.22 | 0.22 | 0.30 | 0.26 | 0.24 | 0.25 | 0.36 | 0.32 | 0.26 |
| ABBV | 0.23 | 0.30 | 0.25 | 0.43 | 0.38 | 1.00 | 0.37 | 0.32 | 0.25 | 0.22 | 0.24 | 0.34 | 0.29 | 0.28 | 0.30 | 0.36 | 0.34 | 0.29 |
| UNH | 0.23 | 0.29 | 0.31 | 0.37 | 0.42 | 0.37 | 1.00 | 0.37 | 0.26 | 0.25 | 0.29 | 0.37 | 0.32 | 0.30 | 0.31 | 0.41 | 0.37 | 0.32 |
| JPM | 0.43 | 0.31 | 0.31 | 0.29 | 0.35 | 0.32 | 0.37 | 1.00 | 0.38 | 0.31 | 0.34 | 0.44 | 0.37 | 0.31 | 0.36 | 0.45 | 0.47 | 0.36 |
| AVGO | 0.25 | 0.19 | 0.26 | 0.18 | 0.23 | 0.25 | 0.26 | 0.38 | 1.00 | 0.47 | 0.53 | 0.40 | 0.47 | 0.51 | 0.50 | 0.41 | 0.44 | 0.52 |
| AMZN | 0.20 | 0.17 | 0.22 | 0.18 | 0.22 | 0.22 | 0.25 | 0.31 | 0.47 | 1.00 | 0.53 | 0.39 | 0.67 | 0.60 | 0.55 | 0.37 | 0.48 | 0.62 |
| AAPL | 0.23 | 0.23 | 0.25 | 0.21 | 0.22 | 0.24 | 0.29 | 0.34 | 0.53 | 0.53 | 1.00 | 0.38 | 0.56 | 0.52 | 0.50 | 0.41 | 0.46 | 0.59 |
| FI | 0.27 | 0.34 | 0.34 | 0.34 | 0.30 | 0.34 | 0.37 | 0.44 | 0.40 | 0.39 | 0.38 | 1.00 | 0.45 | 0.50 | 0.55 | 0.61 | 0.60 | 0.48 |
| GOOGL | 0.25 | 0.25 | 0.24 | 0.24 | 0.26 | 0.29 | 0.32 | 0.37 | 0.47 | 0.67 | 0.56 | 0.45 | 1.00 | 0.61 | 0.56 | 0.45 | 0.54 | 0.66 |
| ADBE | 0.21 | 0.22 | 0.26 | 0.23 | 0.24 | 0.28 | 0.30 | 0.31 | 0.51 | 0.60 | 0.52 | 0.50 | 0.61 | 1.00 | 0.68 | 0.50 | 0.57 | 0.68 |
| INTU | 0.21 | 0.23 | 0.28 | 0.27 | 0.25 | 0.30 | 0.31 | 0.36 | 0.50 | 0.55 | 0.50 | 0.55 | 0.56 | 0.68 | 1.00 | 0.57 | 0.56 | 0.64 |
| ADP | 0.29 | 0.35 | 0.39 | 0.36 | 0.36 | 0.36 | 0.41 | 0.45 | 0.41 | 0.37 | 0.41 | 0.61 | 0.45 | 0.50 | 0.57 | 1.00 | 0.55 | 0.51 |
| V | 0.30 | 0.31 | 0.32 | 0.32 | 0.32 | 0.34 | 0.37 | 0.47 | 0.44 | 0.48 | 0.46 | 0.60 | 0.54 | 0.57 | 0.56 | 0.55 | 1.00 | 0.56 |
| MSFT | 0.24 | 0.24 | 0.27 | 0.28 | 0.26 | 0.29 | 0.32 | 0.36 | 0.52 | 0.62 | 0.59 | 0.48 | 0.66 | 0.68 | 0.64 | 0.51 | 0.56 | 1.00 |