NAS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NAS, 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 5, 2000, corresponding to the inception date of NASDX
Returns By Period
As of Dec 24, 2024, the NAS returned 18.40% Year-To-Date and 14.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| NAS | 18.40% | -4.43% | 2.08% | 18.73% | 15.44% | 14.43% |
| Portfolio components: | ||||||
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 18.40% | -4.43% | 2.08% | 18.73% | 15.44% | 14.43% |
Monthly Returns
The table below presents the monthly returns of NAS, 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 | 1.86% | 5.37% | 1.22% | -4.50% | 6.37% | 6.23% | -1.62% | 1.13% | 2.52% | -0.87% | -2.83% | 18.40% | |
| 2023 | 10.63% | -0.42% | 9.53% | 0.46% | 7.70% | 6.55% | 3.85% | -1.56% | -5.04% | -2.08% | 3.05% | 5.56% | 43.85% |
| 2022 | -8.49% | -4.61% | 4.21% | -13.38% | -1.58% | -8.98% | 12.56% | -5.15% | -10.60% | 3.98% | 2.53% | -8.94% | -34.59% |
| 2021 | 0.58% | -0.07% | 1.41% | 5.88% | -1.21% | 6.35% | 2.78% | 4.20% | -5.70% | 7.81% | -0.50% | 1.18% | 24.30% |
| 2020 | 3.06% | -5.79% | -7.40% | 15.20% | 6.16% | 6.28% | 7.44% | 11.16% | -5.74% | -3.29% | 10.04% | 5.14% | 47.18% |
| 2019 | 9.55% | 2.89% | 3.72% | 5.14% | -8.40% | 7.68% | 2.24% | -2.09% | 0.84% | 4.29% | -2.59% | 4.05% | 29.37% |
| 2018 | 8.42% | -1.55% | -3.78% | -0.06% | 5.17% | 0.96% | 2.58% | 5.42% | -0.23% | -8.20% | -1.04% | -8.80% | -2.57% |
| 2017 | 5.07% | 4.29% | 1.91% | 2.60% | 3.73% | -2.31% | 4.17% | 1.74% | 0.09% | 3.81% | 1.70% | 0.65% | 30.86% |
| 2016 | -7.05% | -1.28% | 6.54% | -2.70% | 4.21% | -2.38% | 7.05% | 0.91% | 2.04% | -1.60% | 0.41% | 1.00% | 6.44% |
| 2015 | -2.11% | 7.14% | -2.18% | 1.62% | 2.47% | -2.42% | 4.34% | -6.70% | -2.19% | 11.01% | 0.50% | -1.40% | 9.17% |
| 2014 | -1.95% | 5.18% | -2.76% | -0.43% | 4.36% | 3.12% | 1.01% | 5.12% | -0.91% | 2.80% | 4.60% | -2.15% | 18.97% |
| 2013 | 2.64% | 0.57% | 3.05% | 2.49% | 3.37% | -2.36% | 6.70% | -0.50% | 4.99% | 4.82% | 3.45% | 2.99% | 36.97% |
Expense Ratio
NAS features an expense ratio of 0.63%, falling within the medium range. 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 NAS is 18, meaning it’s performing worse than 82% of other 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 | |
|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.98 | 1.34 | 1.19 | 1.39 | 4.60 |
Dividends
Dividend yield
NAS provided a 0.40% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.40% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
| Portfolio components: | ||||||||||||
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.40% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.11 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.15 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.12 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.06 |
| 2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.11 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.09 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.15 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.12 | $0.02 | $0.22 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.09 |
| 2015 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.10 |
| 2014 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.11 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.07 |
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 NAS. 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 NAS was 81.69%, occurring on Oct 7, 2002. Recovery took 3044 trading sessions.
The current NAS drawdown is 5.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.69% | Apr 10, 2000 | 622 | Oct 7, 2002 | 3044 | Nov 14, 2014 | 3666 |
| -38.59% | Nov 22, 2021 | 277 | Dec 28, 2022 | 346 | May 15, 2024 | 623 |
| -27.88% | Feb 20, 2020 | 22 | Mar 20, 2020 | 51 | Jun 3, 2020 | 73 |
| -22.94% | Aug 30, 2018 | 80 | Dec 24, 2018 | 77 | Apr 16, 2019 | 157 |
| -16.13% | Dec 2, 2015 | 47 | Feb 9, 2016 | 117 | Jul 27, 2016 | 164 |
Volatility
Volatility Chart
The current NAS volatility is 9.02%, 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.