wwwww
wwww
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Amazon.com, Inc. | Consumer Cyclical | 11.11% |
Broadcom Inc. | Technology | 11.11% |
Cadence Design Systems, Inc. | Technology | 11.11% |
Celsius Holdings, Inc. | Consumer Defensive | 11.11% |
Alphabet Inc. | Communication Services | 11.11% |
Microsoft Corporation | Technology | 11.11% |
MicroStrategy Incorporated | Technology | 11.11% |
NVIDIA Corporation | Technology | 11.11% |
Super Micro Computer, Inc. | Technology | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in wwwww, 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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 13, 2024, the wwwww returned 74.47% Year-To-Date and 49.37% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
wwwww | 74.47% | 3.74% | -0.49% | 87.74% | 68.11% | 49.37% |
Portfolio components: | ||||||
Celsius Holdings, Inc. | -50.55% | -22.57% | -71.28% | -48.41% | 84.30% | 69.04% |
NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 96.89% | 77.92% |
Super Micro Computer, Inc. | -23.66% | -54.21% | -77.21% | -26.16% | 58.08% | 20.18% |
Microsoft Corporation | 13.11% | 0.93% | 0.17% | 15.11% | 24.29% | 25.94% |
Alphabet Inc. | 30.40% | 10.20% | 5.69% | 35.69% | 22.55% | 21.13% |
Amazon.com, Inc. | 37.50% | 11.39% | 12.32% | 43.29% | 19.24% | 29.06% |
Broadcom Inc. | 59.57% | -3.34% | 23.50% | 83.91% | 45.78% | 38.43% |
MicroStrategy Incorporated | 464.56% | 76.82% | 137.18% | 642.90% | 87.36% | 35.93% |
Cadence Design Systems, Inc. | 9.33% | 5.54% | 1.59% | 9.23% | 34.73% | 32.13% |
Monthly Returns
The table below presents the monthly returns of wwwww, 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 | 11.32% | 32.34% | 16.08% | -9.25% | 8.89% | 3.62% | -5.55% | -8.33% | 3.48% | 1.87% | 74.47% | ||
2023 | 17.24% | 4.01% | 11.45% | 2.71% | 26.61% | 8.47% | 9.26% | 0.42% | -6.87% | 1.00% | 11.16% | 9.39% | 140.58% |
2022 | -16.38% | 4.09% | 3.64% | -14.04% | 3.98% | -12.40% | 26.48% | -3.37% | -11.87% | 5.80% | 10.35% | -9.78% | -19.87% |
2021 | 7.52% | 8.08% | -2.47% | 5.91% | -1.62% | 11.63% | 1.02% | 7.79% | -4.79% | 11.88% | 2.79% | -0.51% | 56.37% |
2020 | 6.62% | -3.67% | -9.48% | 15.32% | 16.40% | 9.98% | 9.18% | 12.18% | -0.23% | -2.33% | 27.26% | 13.71% | 137.07% |
2019 | 8.37% | 6.15% | 9.77% | 4.82% | -11.57% | 8.90% | 2.69% | -3.35% | -1.00% | 4.60% | 8.14% | 2.80% | 45.61% |
2018 | 11.00% | -5.50% | -5.48% | 4.23% | 7.23% | -0.43% | 0.71% | 6.19% | -1.14% | -13.51% | 1.13% | -5.93% | -4.04% |
2017 | 8.37% | 2.22% | 2.80% | 1.70% | 7.87% | -0.79% | 1.05% | 3.90% | 0.85% | 5.44% | 2.16% | -1.62% | 39.09% |
2016 | -1.94% | -1.07% | 10.80% | -2.57% | 7.95% | -3.06% | 3.45% | 2.33% | 3.46% | 1.77% | 6.52% | 3.83% | 35.11% |
2015 | 5.15% | 17.23% | -1.80% | 13.78% | 2.48% | -0.46% | 5.64% | -3.13% | 2.01% | 6.88% | 1.07% | 4.05% | 64.82% |
2014 | -0.95% | 4.81% | 3.57% | -0.95% | 4.40% | -1.45% | 3.30% | 4.18% | -0.26% | 17.62% |
Expense Ratio
wwwww 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
The current rank of wwwww is 36, 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.
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 | |
---|---|---|---|---|---|
Celsius Holdings, Inc. | -0.87 | -1.34 | 0.85 | -0.74 | -1.35 |
NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
Super Micro Computer, Inc. | -0.17 | 0.51 | 1.07 | -0.23 | -0.48 |
Microsoft Corporation | 0.78 | 1.12 | 1.15 | 0.99 | 2.42 |
Alphabet Inc. | 1.41 | 1.94 | 1.26 | 1.66 | 4.24 |
Amazon.com, Inc. | 1.69 | 2.35 | 1.30 | 1.93 | 7.75 |
Broadcom Inc. | 1.90 | 2.53 | 1.32 | 3.44 | 10.50 |
MicroStrategy Incorporated | 5.80 | 4.29 | 1.51 | 9.29 | 28.56 |
Cadence Design Systems, Inc. | 0.41 | 0.85 | 1.10 | 0.57 | 1.22 |
Dividends
Dividend yield
wwwww provided a 0.24% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.24% | 0.28% | 0.47% | 0.33% | 0.46% | 0.56% | 0.58% | 0.45% | 0.47% | 0.52% | 0.60% | 0.69% |
Portfolio components: | ||||||||||||
Celsius Holdings, 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% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Super Micro Computer, 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% |
Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Alphabet 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% |
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% |
Broadcom Inc. | 1.19% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Cadence Design Systems, 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 wwwww. 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 wwwww was 36.24%, occurring on Jun 16, 2022. Recovery took 198 trading sessions.
The current wwwww drawdown is 5.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.24% | Nov 9, 2021 | 152 | Jun 16, 2022 | 198 | Mar 31, 2023 | 350 |
-33.72% | Feb 20, 2020 | 18 | Mar 16, 2020 | 45 | May 19, 2020 | 63 |
-26.36% | Jun 20, 2024 | 55 | Sep 6, 2024 | — | — | — |
-24.35% | Sep 4, 2018 | 78 | Dec 24, 2018 | 55 | Mar 15, 2019 | 133 |
-20.21% | Feb 10, 2021 | 18 | Mar 8, 2021 | 97 | Jul 26, 2021 | 115 |
Volatility
Volatility Chart
The current wwwww volatility is 9.59%, 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
CELH | SMCI | MSTR | AVGO | AMZN | GOOG | NVDA | CDNS | MSFT | |
---|---|---|---|---|---|---|---|---|---|
CELH | 1.00 | 0.18 | 0.24 | 0.19 | 0.21 | 0.21 | 0.23 | 0.25 | 0.23 |
SMCI | 0.18 | 1.00 | 0.32 | 0.39 | 0.28 | 0.29 | 0.39 | 0.34 | 0.33 |
MSTR | 0.24 | 0.32 | 1.00 | 0.37 | 0.39 | 0.39 | 0.40 | 0.40 | 0.40 |
AVGO | 0.19 | 0.39 | 0.37 | 1.00 | 0.47 | 0.47 | 0.61 | 0.57 | 0.54 |
AMZN | 0.21 | 0.28 | 0.39 | 0.47 | 1.00 | 0.67 | 0.53 | 0.55 | 0.64 |
GOOG | 0.21 | 0.29 | 0.39 | 0.47 | 0.67 | 1.00 | 0.52 | 0.54 | 0.68 |
NVDA | 0.23 | 0.39 | 0.40 | 0.61 | 0.53 | 0.52 | 1.00 | 0.60 | 0.58 |
CDNS | 0.25 | 0.34 | 0.40 | 0.57 | 0.55 | 0.54 | 0.60 | 1.00 | 0.64 |
MSFT | 0.23 | 0.33 | 0.40 | 0.54 | 0.64 | 0.68 | 0.58 | 0.64 | 1.00 |