High Return
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
ASML ASML Holding N.V. | Technology | 10% |
AVGO Broadcom Inc. | Technology | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
NVO Novo Nordisk A/S | Healthcare | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Return, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Sep 20, 2024, the High Return returned 43.96% Year-To-Date and 37.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| High Return | 43.96% | -0.82% | 16.20% | 70.02% | 51.87% | 37.04% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 37.87% | -3.81% | 5.91% | 72.31% | 35.46% | 28.58% |
NVDA NVIDIA Corporation | 138.07% | -8.26% | 25.03% | 187.46% | 94.24% | 74.75% |
AAPL Apple Inc | 19.33% | 1.09% | 33.18% | 32.26% | 34.25% | 26.02% |
MSFT Microsoft Corporation | 17.30% | 3.43% | 2.69% | 38.32% | 27.00% | 27.19% |
NVO Novo Nordisk A/S | 31.55% | -0.06% | 5.15% | 49.07% | 38.85% | 19.08% |
LLY Eli Lilly and Company | 57.74% | -3.88% | 19.11% | 67.45% | 53.35% | 32.75% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 71.29% | 3.17% | 26.24% | 109.67% | 34.84% | 27.38% |
ASML ASML Holding N.V. | 10.03% | -12.23% | -15.16% | 43.44% | 28.78% | 24.98% |
TSLA Tesla, Inc. | -1.84% | 9.25% | 42.79% | -4.61% | 72.57% | 30.84% |
AVGO Broadcom Inc. | 51.60% | 1.32% | 24.50% | 110.30% | 47.01% | 37.95% |
Monthly Returns
The table below presents the monthly returns of High Return, 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 | 5.89% | 11.31% | 3.52% | -2.38% | 8.79% | 10.87% | -2.52% | 1.90% | 43.96% | ||||
| 2023 | 15.23% | 3.14% | 10.42% | -1.63% | 14.88% | 8.03% | 1.54% | 1.97% | -6.55% | -1.20% | 12.10% | 5.91% | 81.83% |
| 2022 | -9.49% | -2.98% | 7.25% | -11.94% | 0.27% | -9.79% | 14.12% | -8.80% | -10.15% | 4.01% | 13.93% | -7.61% | -23.21% |
| 2021 | 6.65% | 0.37% | -1.26% | 4.27% | 1.73% | 8.61% | 3.70% | 6.28% | -5.42% | 14.29% | 5.32% | 2.64% | 56.80% |
| 2020 | 6.24% | -2.69% | -6.78% | 15.83% | 6.44% | 11.62% | 9.82% | 17.29% | -3.33% | -4.90% | 15.74% | 10.16% | 100.24% |
| 2019 | 4.45% | 5.20% | 5.15% | 2.12% | -12.78% | 10.55% | 3.54% | -0.07% | 4.17% | 9.86% | 5.07% | 10.11% | 55.85% |
| 2018 | 8.71% | -2.00% | -4.35% | -1.72% | 6.00% | 0.39% | 4.05% | 5.24% | -1.14% | -6.38% | -0.28% | -4.99% | 2.32% |
| 2017 | 6.72% | 2.20% | 4.82% | 2.50% | 8.58% | -0.21% | 3.87% | 5.09% | 1.51% | 6.96% | -0.38% | -0.74% | 48.81% |
| 2016 | -6.29% | -1.03% | 10.71% | -3.53% | 6.15% | -0.09% | 9.51% | -0.65% | 2.37% | -2.21% | 1.13% | 6.99% | 23.80% |
| 2015 | -1.33% | 8.40% | -1.80% | 5.38% | 5.86% | -3.75% | -0.80% | -3.72% | 1.15% | 4.00% | 4.32% | 1.45% | 19.90% |
| 2014 | 0.95% | 12.56% | 0.50% | -0.40% | 3.14% | 5.06% | -1.75% | 8.07% | -0.50% | 2.12% | 5.59% | -2.28% | 37.21% |
| 2013 | 5.95% | -1.19% | 0.57% | 8.69% | 13.31% | -0.57% | 5.97% | 3.84% | 5.54% | 0.66% | 0.46% | 4.26% | 57.87% |
Expense Ratio
High Return has an expense ratio of 0.04%, 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 High Return is 62, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.94 | 2.47 | 1.33 | 2.66 | 8.24 |
NVDA NVIDIA Corporation | 3.30 | 3.52 | 1.45 | 6.32 | 19.96 |
AAPL Apple Inc | 1.27 | 1.92 | 1.24 | 1.71 | 4.05 |
MSFT Microsoft Corporation | 1.73 | 2.27 | 1.29 | 2.23 | 6.82 |
NVO Novo Nordisk A/S | 1.48 | 2.18 | 1.27 | 2.42 | 8.18 |
LLY Eli Lilly and Company | 1.99 | 2.74 | 1.36 | 3.21 | 11.82 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.74 | 3.37 | 1.43 | 2.72 | 15.13 |
ASML ASML Holding N.V. | 0.99 | 1.49 | 1.20 | 1.18 | 3.73 |
TSLA Tesla, Inc. | -0.16 | 0.16 | 1.02 | -0.13 | -0.36 |
AVGO Broadcom Inc. | 2.22 | 2.82 | 1.36 | 4.01 | 12.44 |
Dividends
Dividend yield
High Return granted a 0.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| High Return | 0.62% | 0.77% | 1.29% | 0.78% | 1.00% | 1.87% | 1.74% | 1.39% | 1.42% | 1.67% | 1.48% | 1.83% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVO Novo Nordisk A/S | 0.76% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.24% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
ASML ASML Holding N.V. | 0.80% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
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% |
AVGO Broadcom Inc. | 1.26% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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 High Return. 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 High Return was 34.91%, occurring on Oct 14, 2022. Recovery took 147 trading sessions.
The current High Return drawdown is 8.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.91% | Jan 4, 2022 | 197 | Oct 14, 2022 | 147 | May 17, 2023 | 344 |
| -33.07% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -20.42% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -19.44% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -17.85% | Feb 18, 2011 | 118 | Aug 8, 2011 | 65 | Nov 8, 2011 | 183 |
Volatility
Volatility Chart
The current High Return volatility is 9.89%, 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
| LLY | NVO | TSLA | AAPL | TSM | MSFT | AVGO | NVDA | ASML | SMH | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.39 | 0.15 | 0.25 | 0.22 | 0.34 | 0.26 | 0.23 | 0.27 | 0.29 |
| NVO | 0.39 | 1.00 | 0.19 | 0.25 | 0.26 | 0.33 | 0.27 | 0.25 | 0.34 | 0.32 |
| TSLA | 0.15 | 0.19 | 1.00 | 0.37 | 0.35 | 0.35 | 0.37 | 0.39 | 0.35 | 0.43 |
| AAPL | 0.25 | 0.25 | 0.37 | 1.00 | 0.45 | 0.55 | 0.50 | 0.47 | 0.47 | 0.56 |
| TSM | 0.22 | 0.26 | 0.35 | 0.45 | 1.00 | 0.48 | 0.54 | 0.55 | 0.60 | 0.76 |
| MSFT | 0.34 | 0.33 | 0.35 | 0.55 | 0.48 | 1.00 | 0.50 | 0.54 | 0.54 | 0.63 |
| AVGO | 0.26 | 0.27 | 0.37 | 0.50 | 0.54 | 0.50 | 1.00 | 0.57 | 0.59 | 0.76 |
| NVDA | 0.23 | 0.25 | 0.39 | 0.47 | 0.55 | 0.54 | 0.57 | 1.00 | 0.58 | 0.77 |
| ASML | 0.27 | 0.34 | 0.35 | 0.47 | 0.60 | 0.54 | 0.59 | 0.58 | 1.00 | 0.77 |
| SMH | 0.29 | 0.32 | 0.43 | 0.56 | 0.76 | 0.63 | 0.76 | 0.77 | 0.77 | 1.00 |