nasdq100 - top 5
BKNG, ORLY, LRCX, AVGO, FANG GOOG ASML META LIN CTAS
Asset Allocation
| Position | Category/Sector | Target 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 every 3 months.
The earliest data available for this chart is Oct 12, 2012, corresponding to the inception date of FANG
Returns By Period
As of Apr 21, 2025, the nasdq100 - top 5 returned -6.41% Year-To-Date and 24.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| nasdq100 - top 5 | -15.99% | -9.01% | -7.87% | 7.38% | 35.82% | 24.49% |
| Portfolio components: | ||||||
LRCX Lam Research Corporation | -11.46% | -15.93% | -11.93% | -25.92% | 22.75% | 25.44% |
AVGO Broadcom Inc. | -26.02% | -10.78% | -4.40% | 43.67% | 51.22% | 33.51% |
FANG Diamondback Energy, Inc. | -15.39% | -13.16% | -24.29% | -29.07% | 40.61% | 7.86% |
ASML ASML Holding N.V. | -7.44% | -10.62% | -11.09% | -24.89% | 19.09% | 20.69% |
LIN Linde plc | 8.35% | -1.35% | -6.46% | 2.58% | 22.20% | 16.19% |
CTAS Cintas Corporation | 12.84% | 7.63% | -3.50% | 25.42% | 35.45% | 27.31% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.23% | -5.97% | -9.33% | -2.66% | -15.99% | ||||||||
| 2024 | 5.11% | 10.89% | 4.29% | -4.46% | 3.39% | 12.64% | -2.84% | -1.39% | 1.04% | -4.29% | -0.39% | 14.75% | 43.22% |
| 2023 | 8.91% | -1.51% | 7.03% | -1.45% | 14.05% | 5.22% | 5.17% | -0.22% | -7.84% | 0.49% | 11.62% | 12.31% | 65.43% |
| 2022 | -11.77% | -1.43% | 3.53% | -11.20% | 7.40% | -15.40% | 13.15% | -7.40% | -10.97% | 12.12% | 13.64% | -4.69% | -17.70% |
| 2021 | 1.89% | 8.81% | 4.77% | 2.76% | 3.68% | 3.05% | 1.12% | 1.01% | -3.68% | 7.46% | 5.48% | 8.50% | 54.29% |
| 2020 | -3.34% | -6.40% | -21.03% | 15.90% | 8.64% | 10.75% | 6.81% | 2.16% | -0.25% | -2.83% | 21.91% | 6.87% | 37.30% |
| 2019 | 11.36% | 3.97% | 3.23% | 8.22% | -11.55% | 10.96% | 3.52% | -1.16% | 2.13% | 5.51% | 0.61% | 7.17% | 50.89% |
| 2018 | 2.73% | -0.94% | 0.62% | -2.41% | 4.09% | -0.96% | 2.55% | -4.04% | 1.45% | -9.77% | 3.44% | -6.22% | -9.99% |
| 2017 | 6.90% | 1.33% | 5.29% | 1.40% | 2.88% | -3.37% | 8.20% | 0.85% | 5.14% | 8.44% | 1.03% | 0.08% | 44.65% |
| 2016 | -1.34% | -1.50% | 11.44% | 0.14% | 4.97% | 1.21% | 3.60% | 6.68% | -0.28% | -2.80% | 7.50% | 0.07% | 32.77% |
| 2015 | 2.51% | 9.29% | -1.82% | 1.68% | 7.43% | -4.88% | -5.96% | -1.88% | -3.46% | 8.18% | 3.37% | -1.77% | 11.83% |
| 2014 | -3.61% | 10.94% | 4.15% | 0.86% | 6.12% | 9.13% | -3.15% | 6.29% | -1.86% | -1.69% | -1.04% | 3.82% | 32.74% |
Expense Ratio
nasdq100 - top 5 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of nasdq100 - top 5 is 5, meaning it’s performing worse than 95% 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 | |
|---|---|---|---|---|---|
LRCX Lam Research Corporation | -0.64 | -0.72 | 0.91 | -0.70 | -1.23 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
FANG Diamondback Energy, Inc. | -0.79 | -0.95 | 0.87 | -0.72 | -1.80 |
ASML ASML Holding N.V. | -0.69 | -0.79 | 0.90 | -0.75 | -1.22 |
LIN Linde plc | 0.15 | 0.33 | 1.05 | 0.18 | 0.46 |
CTAS Cintas Corporation | 0.98 | 1.37 | 1.22 | 1.25 | 3.25 |
Dividends
Dividend yield
nasdq100 - top 5 provided a 1.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.71% | 1.71% | 1.79% | 2.46% | 1.19% | 1.67% | 1.60% | 1.79% | 1.12% | 1.24% | 1.22% | 1.14% |
| Portfolio components: | ||||||||||||
LRCX Lam Research Corporation | 1.40% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
FANG Diamondback Energy, Inc. | 4.51% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 1.05% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
LIN Linde plc | 1.25% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
CTAS Cintas Corporation | 0.73% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
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 45.95%, occurring on Mar 18, 2020. Recovery took 87 trading sessions.
The current nasdq100 - top 5 drawdown is 16.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.95% | Feb 14, 2020 | 23 | Mar 18, 2020 | 87 | Jul 22, 2020 | 110 |
| -35.22% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
| -30.18% | Dec 17, 2024 | 74 | Apr 4, 2025 | — | — | — |
| -24.42% | Mar 13, 2018 | 199 | Dec 24, 2018 | 68 | Apr 3, 2019 | 267 |
| -20.49% | Jul 11, 2024 | 41 | Sep 6, 2024 | 69 | Dec 13, 2024 | 110 |
Volatility
Volatility Chart
The current nasdq100 - top 5 volatility is 21.21%, 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 | 0.27 | 0.25 | 0.25 | 0.24 | 0.27 |
| LIN | 0.27 | 1.00 | 0.52 | 0.39 | 0.46 | 0.43 |
| CTAS | 0.25 | 0.52 | 1.00 | 0.45 | 0.44 | 0.46 |
| AVGO | 0.25 | 0.39 | 0.45 | 1.00 | 0.60 | 0.64 |
| ASML | 0.24 | 0.46 | 0.44 | 0.60 | 1.00 | 0.72 |
| LRCX | 0.27 | 0.43 | 0.46 | 0.64 | 0.72 | 1.00 |