2-NVSek-Tst
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
AVGO Broadcom Inc. | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2-NVSek-Tst, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Jan 5, 2025, the 2-NVSek-Tst returned 1.44% Year-To-Date and 18.71% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| 2-NVSek-Tst | 1.76% | 9.34% | 27.17% | 102.40% | 57.68% | 49.03% |
| Portfolio components: | ||||||
AAPL Apple Inc | -2.82% | 0.13% | 7.76% | 34.98% | 27.42% | 26.14% |
AVGO Broadcom Inc. | 0.31% | 36.78% | 37.34% | 124.61% | 53.72% | 40.83% |
TSLA Tesla, Inc. | 1.63% | 11.08% | 63.18% | 72.82% | 68.84% | 40.24% |
AMZN Amazon.com, Inc. | 2.19% | 1.65% | 12.10% | 54.36% | 18.75% | 31.21% |
NVDA NVIDIA Corporation | 7.58% | -0.41% | 14.83% | 194.34% | 89.85% | 77.98% |
Monthly Returns
The table below presents the monthly returns of 2-NVSek-Tst, 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 | 0.74% | 12.86% | 2.01% | -1.16% | 7.85% | 12.76% | 2.88% | -1.33% | 7.50% | 0.03% | 10.60% | 13.07% | 90.32% |
| 2023 | 22.58% | 7.41% | 9.89% | -3.81% | 21.41% | 12.68% | 4.03% | 0.87% | -8.39% | -4.09% | 12.77% | 7.22% | 112.26% |
| 2022 | -10.38% | -2.08% | 10.81% | -19.31% | -3.28% | -13.04% | 21.64% | -8.00% | -10.96% | 0.87% | 5.06% | -12.65% | -39.12% |
| 2021 | 2.59% | -3.57% | -0.74% | 7.36% | -2.48% | 10.61% | 0.73% | 6.50% | -3.22% | 17.07% | 9.98% | -0.03% | 51.97% |
| 2020 | 13.34% | -1.85% | -9.21% | 23.68% | 8.16% | 15.18% | 15.33% | 30.43% | -6.85% | -6.13% | 16.19% | 9.98% | 161.55% |
| 2019 | 5.11% | 2.66% | 7.04% | 1.16% | -17.46% | 14.77% | 3.56% | -3.26% | 2.98% | 13.10% | 5.99% | 10.42% | 51.17% |
| 2018 | 12.05% | 1.06% | -8.04% | 2.34% | 6.96% | 2.94% | -2.15% | 10.16% | -0.54% | -7.18% | -4.56% | -6.31% | 4.40% |
| 2017 | 9.57% | 2.86% | 6.51% | 2.77% | 13.55% | -0.65% | 2.57% | 5.18% | -1.95% | 9.29% | 0.98% | -2.48% | 58.45% |
| 2016 | -12.05% | 0.44% | 13.88% | -0.79% | 9.33% | -1.47% | 10.28% | 2.14% | 4.64% | -1.15% | 4.10% | 8.46% | 41.43% |
| 2015 | 2.00% | 11.38% | -3.26% | 6.42% | 8.32% | -2.60% | 2.56% | -0.91% | 1.46% | 5.59% | 6.90% | 2.17% | 46.74% |
| 2014 | 0.12% | 15.59% | -4.38% | 0.37% | 5.14% | 4.19% | -3.41% | 13.25% | -2.99% | 1.32% | 7.77% | -4.12% | 35.18% |
Expense Ratio
2-NVSek-Tst has an expense ratio of 0.20%, which is considered low compared to other funds. 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 2-NVSek-Tst is 39, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.45 | 2.13 | 1.27 | 1.97 | 5.18 |
AVGO Broadcom Inc. | 2.28 | 3.11 | 1.39 | 4.86 | 14.11 |
TSLA Tesla, Inc. | 1.12 | 1.92 | 1.23 | 1.10 | 3.73 |
AMZN Amazon.com, Inc. | 1.82 | 2.44 | 1.31 | 2.27 | 8.50 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
Dividends
Dividend yield
2-NVSek-Tst provided a 0.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.27% | 0.27% | 0.45% | 0.77% | 0.56% | 0.76% | 0.97% | 1.07% | 0.72% | 0.76% | 0.85% | 0.92% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AVGO Broadcom Inc. | 0.93% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
TSLA Tesla, 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% |
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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 2-NVSek-Tst. 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 2-NVSek-Tst was 43.65%, occurring on Dec 28, 2022. Recovery took 104 trading sessions.
The current 2-NVSek-Tst drawdown is 3.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.65% | Jan 4, 2022 | 248 | Dec 28, 2022 | 104 | May 30, 2023 | 352 |
| -39.97% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -27.26% | Oct 2, 2018 | 58 | Dec 24, 2018 | 210 | Oct 24, 2019 | 268 |
| -25.33% | Dec 7, 2015 | 45 | Feb 10, 2016 | 35 | Apr 1, 2016 | 80 |
| -21.15% | Jul 11, 2024 | 20 | Aug 7, 2024 | 56 | Oct 25, 2024 | 76 |
Volatility
Volatility Chart
The current 2-NVSek-Tst volatility is 11.28%, 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
| TSLA | AAPL | AMZN | AVGO | NVDA | |
|---|---|---|---|---|---|
| TSLA | 1.00 | 0.37 | 0.38 | 0.37 | 0.38 |
| AAPL | 0.37 | 1.00 | 0.49 | 0.50 | 0.47 |
| AMZN | 0.38 | 0.49 | 1.00 | 0.45 | 0.49 |
| AVGO | 0.37 | 0.50 | 0.45 | 1.00 | 0.56 |
| NVDA | 0.38 | 0.47 | 0.49 | 0.56 | 1.00 |