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TRUDO_NON-RG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

TRUDO_NON-RG

Last updated Sep 18, 2024

Asset Allocation

NVDA 52.87%MSFT 11.27%GOOG 10.56%META 9.96%AMZN 9.13%AVGO 6.21%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
9.13%
AVGO
Broadcom Inc.		Technology
6.21%
GOOG
Alphabet Inc.		Communication Services
10.56%
META
Meta Platforms, Inc.		Communication Services
9.96%
MSFT
Microsoft Corporation		Technology
11.27%
NVDA
NVIDIA Corporation		Technology
52.87%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TRUDO_NON-RG, 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

-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
20.33%
8.81%
TRUDO_NON-RG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Sep 18, 2024, the TRUDO_NON-RG returned 81.32% Year-To-Date and 53.41% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.13%1.45%8.81%26.52%13.43%10.88%
TRUDO_NON-RG81.32%-3.22%20.33%104.85%61.69%53.41%
Portfolio components:
NVDA
NVIDIA Corporation		133.46%-7.21%29.32%162.99%92.64%74.16%
AMZN
Amazon.com, Inc.		23.00%5.55%6.24%33.50%15.51%27.49%
AVGO
Broadcom Inc.		46.63%-1.96%32.21%94.50%45.69%37.93%
GOOG
Alphabet Inc.		14.01%-2.58%8.62%15.63%21.08%18.43%
META
Meta Platforms, Inc.		51.97%1.78%8.29%77.80%23.20%21.37%
MSFT
Microsoft Corporation		16.35%3.99%3.63%33.23%26.52%26.83%

Monthly Returns

The table below presents the monthly returns of TRUDO_NON-RG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202415.12%20.79%9.66%-3.81%16.55%11.18%-4.97%1.19%81.32%
202324.26%10.93%17.89%2.50%25.18%8.67%8.02%2.89%-8.52%-2.49%12.20%6.01%167.21%
2022-12.74%-3.87%8.54%-23.83%-0.37%-14.33%15.17%-11.42%-15.96%2.12%18.97%-10.62%-44.90%
20210.23%4.12%0.27%11.15%4.03%15.47%0.14%10.42%-7.25%15.99%15.93%-5.00%83.05%
20202.32%4.52%-4.33%14.61%13.27%6.62%9.37%19.18%-2.51%-3.80%7.10%-0.21%85.05%
20199.53%4.07%11.53%4.47%-17.11%13.42%2.95%-1.44%1.82%10.27%6.46%5.88%60.34%
201819.30%-1.52%-4.83%-0.07%9.94%-2.57%2.37%9.89%0.08%-18.39%-10.32%-11.10%-12.33%
20175.06%-2.08%5.32%0.21%21.81%-0.94%9.18%3.06%2.71%12.70%-0.57%-2.02%66.24%
2016-7.17%1.32%11.25%-1.02%19.74%-0.84%15.40%5.22%7.49%2.21%14.52%10.50%107.59%
2015-2.34%12.21%-3.48%5.57%1.26%-5.51%5.11%4.78%5.17%15.15%8.56%3.40%59.95%
2014-2.50%4.20%0.37%-2.44%8.90%-1.82%1.88%5.99%-3.21%11.17%

Expense Ratio

TRUDO_NON-RG 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of TRUDO_NON-RG is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of TRUDO_NON-RG is 8989
TRUDO_NON-RG
The Sharpe Ratio Rank of TRUDO_NON-RG is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of TRUDO_NON-RG is 8585Sortino Ratio Rank
The Omega Ratio Rank of TRUDO_NON-RG is 8383Omega Ratio Rank
The Calmar Ratio Rank of TRUDO_NON-RG is 9595Calmar Ratio Rank
The Martin Ratio Rank of TRUDO_NON-RG is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

TRUDO_NON-RG
Sharpe ratio
The chart of Sharpe ratio for TRUDO_NON-RG, currently valued at 2.92, compared to the broader market-1.000.001.002.003.004.002.92
Sortino ratio
The chart of Sortino ratio for TRUDO_NON-RG, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for TRUDO_NON-RG, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for TRUDO_NON-RG, currently valued at 4.88, compared to the broader market0.002.004.006.008.004.88
Martin ratio
The chart of Martin ratio for TRUDO_NON-RG, currently valued at 16.16, compared to the broader market0.0010.0020.0030.0016.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0010.0020.0030.0011.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.163.431.446.0419.24
AMZN
Amazon.com, Inc.		1.161.691.220.925.35
AVGO
Broadcom Inc.		2.072.691.353.7311.60
GOOG
Alphabet Inc.		0.570.911.130.732.14
META
Meta Platforms, Inc.		2.163.041.413.2213.02
MSFT
Microsoft Corporation		1.652.191.282.126.45

Sharpe Ratio

The current TRUDO_NON-RG Sharpe ratio is 2.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.74 to 2.40, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of TRUDO_NON-RG with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
2.92
2.10
TRUDO_NON-RG
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TRUDO_NON-RG granted a 0.22% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
TRUDO_NON-RG0.22%0.21%0.36%0.24%0.36%0.50%0.63%0.48%0.60%0.96%1.24%1.43%
Portfolio components:
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%
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%
AVGO
Broadcom Inc.		1.25%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
GOOG
Alphabet Inc.		0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

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.

-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-11.13%
-0.58%
TRUDO_NON-RG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TRUDO_NON-RG. 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 TRUDO_NON-RG was 55.47%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current TRUDO_NON-RG drawdown is 11.13%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.47%Nov 22, 2021226Oct 14, 2022153May 25, 2023379
-40.02%Oct 2, 201858Dec 24, 2018247Dec 17, 2019305
-34.09%Feb 20, 202018Mar 16, 202039May 11, 202057
-21.56%Jul 11, 202420Aug 7, 2024———
-20.49%Dec 30, 201527Feb 8, 201633Mar 28, 201660

Volatility

Volatility Chart

The current TRUDO_NON-RG volatility is 12.53%, 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.

0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
12.53%
4.08%
TRUDO_NON-RG
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
AVGONVDAMETAAMZNGOOGMSFT
AVGO1.000.610.480.470.480.54
NVDA0.611.000.510.540.520.58
META0.480.511.000.610.650.58
AMZN0.470.540.611.000.670.64
GOOG0.480.520.650.671.000.69
MSFT0.540.580.580.640.691.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014