nasdq100 - top 5
BKNG, ORLY, LRCX, AVGO, FANG GOOG ASML META LIN CTAS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASML ASML Holding N.V. | Technology | 16.67% |
AVGO Broadcom Inc. | Technology | 16.67% |
CTAS Cintas Corporation | Industrials | 16.67% |
FANG Diamondback Energy, Inc. | Energy | 16.67% |
LIN Linde plc | Basic Materials | 16.67% |
LRCX Lam Research Corporation | Technology | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in nasdq100 - top 5, 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 Oct 12, 2012, corresponding to the inception date of FANG
Returns By Period
As of Sep 17, 2024, the nasdq100 - top 5 returned 21.48% Year-To-Date and 27.59% 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 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| nasdq100 - top 5 | 21.48% | -3.58% | 4.70% | 44.13% | 32.82% | 27.59% |
| Portfolio components: | ||||||
LRCX Lam Research Corporation | -2.78% | -12.93% | -17.87% | 22.55% | 27.85% | 27.75% |
AVGO Broadcom Inc. | 48.03% | -1.03% | 33.56% | 95.97% | 46.22% | 38.06% |
FANG Diamondback Energy, Inc. | 17.16% | -10.27% | -5.99% | 19.18% | 17.22% | 11.24% |
ASML ASML Holding N.V. | 6.70% | -12.59% | -14.36% | 35.70% | 27.58% | 24.32% |
LIN Linde plc | 16.69% | 4.27% | 2.52% | 23.90% | 21.61% | 15.74% |
CTAS Cintas Corporation | 36.88% | 7.18% | 31.70% | 60.56% | 28.29% | 30.12% |
Monthly Returns
The table below presents the monthly returns of nasdq100 - top 5, 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 | 3.99% | 11.17% | 5.16% | -4.57% | 2.97% | 7.82% | -1.40% | -0.36% | 21.48% | ||||
| 2023 | 8.53% | -1.38% | 5.90% | -0.37% | 7.93% | 5.01% | 4.98% | -0.53% | -5.86% | 1.40% | 10.22% | 8.60% | 52.71% |
| 2022 | -7.91% | -0.87% | 4.17% | -9.63% | 7.87% | -14.87% | 12.17% | -6.55% | -10.03% | 13.53% | 12.78% | -5.34% | -9.79% |
| 2021 | 2.45% | 9.06% | 6.72% | 3.64% | 3.15% | 4.30% | 0.32% | 1.75% | -1.84% | 8.89% | 3.02% | 7.21% | 60.21% |
| 2020 | -4.61% | -6.47% | -20.12% | 23.11% | 7.27% | 7.58% | 6.26% | 2.30% | -3.59% | -4.96% | 25.25% | 8.77% | 37.38% |
| 2019 | 11.65% | 4.55% | 2.17% | 8.16% | -8.76% | 10.41% | 3.15% | -0.92% | 3.09% | 4.48% | 0.36% | 7.77% | 54.69% |
| 2018 | 4.89% | -1.85% | 0.57% | -1.48% | 4.02% | -0.31% | 4.45% | -3.94% | -0.74% | -7.75% | 2.48% | -6.68% | -7.06% |
| 2017 | 5.87% | 1.38% | 5.56% | 2.05% | 3.03% | -2.63% | 7.84% | 1.05% | 6.66% | 7.41% | 1.33% | 0.60% | 47.64% |
| 2016 | -1.47% | -0.76% | 11.27% | -0.40% | 3.76% | 1.49% | 5.17% | 5.35% | -0.16% | -2.74% | 6.13% | 0.75% | 31.27% |
| 2015 | 0.66% | 8.75% | -2.96% | 2.14% | 6.70% | -4.25% | -5.05% | -3.25% | -3.38% | 8.84% | 2.44% | -2.53% | 6.92% |
| 2014 | -3.90% | 9.27% | 4.07% | -0.60% | 6.02% | 6.92% | -1.93% | 6.02% | 1.10% | -0.39% | 1.55% | 3.41% | 35.41% |
| 2013 | 10.83% | 0.51% | 3.02% | 2.17% | 9.43% | -1.56% | 7.70% | -0.02% | 8.65% | 6.17% | -0.85% | 6.88% | 66.25% |
Expense Ratio
nasdq100 - top 5 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 nasdq100 - top 5 is 59, 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 | |
|---|---|---|---|---|---|
LRCX Lam Research Corporation | 0.57 | 1.00 | 1.13 | 0.64 | 1.87 |
AVGO Broadcom Inc. | 2.11 | 2.72 | 1.35 | 3.80 | 11.84 |
FANG Diamondback Energy, Inc. | 0.76 | 1.25 | 1.15 | 1.00 | 3.05 |
ASML ASML Holding N.V. | 0.88 | 1.37 | 1.18 | 1.04 | 3.35 |
LIN Linde plc | 1.50 | 2.05 | 1.30 | 2.05 | 4.72 |
CTAS Cintas Corporation | 3.19 | 4.69 | 1.65 | 7.12 | 28.11 |
Dividends
Dividend yield
nasdq100 - top 5 granted a 1.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| nasdq100 - top 5 | 1.86% | 1.79% | 2.46% | 1.19% | 1.67% | 1.60% | 1.79% | 1.12% | 1.24% | 1.22% | 1.14% | 0.92% |
| Portfolio components: | ||||||||||||
LRCX Lam Research Corporation | 1.09% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
FANG Diamondback Energy, Inc. | 6.16% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 0.82% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
LIN Linde plc | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
CTAS Cintas Corporation | 0.68% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.28% |
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 nasdq100 - top 5. 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 nasdq100 - top 5 was 45.06%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.
The current nasdq100 - top 5 drawdown is 9.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.06% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -27.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | 114 | Mar 30, 2023 | 316 |
| -22.6% | Mar 13, 2018 | 199 | Dec 24, 2018 | 55 | Mar 15, 2019 | 254 |
| -18.81% | Jun 23, 2015 | 45 | Aug 25, 2015 | 149 | Mar 30, 2016 | 194 |
| -14.39% | Jul 11, 2024 | 41 | Sep 6, 2024 | — | — | — |
Volatility
Volatility Chart
The current nasdq100 - top 5 volatility is 7.63%, 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
| FANG | LIN | CTAS | AVGO | ASML | LRCX | |
|---|---|---|---|---|---|---|
| FANG | 1.00 | 0.28 | 0.25 | 0.26 | 0.24 | 0.28 |
| LIN | 0.28 | 1.00 | 0.52 | 0.40 | 0.47 | 0.43 |
| CTAS | 0.25 | 0.52 | 1.00 | 0.46 | 0.45 | 0.47 |
| AVGO | 0.26 | 0.40 | 0.46 | 1.00 | 0.60 | 0.64 |
| ASML | 0.24 | 0.47 | 0.45 | 0.60 | 1.00 | 0.71 |
| LRCX | 0.28 | 0.43 | 0.47 | 0.64 | 0.71 | 1.00 |