top 10
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 18.19% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10.91% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 7.27% |
GOOGL Alphabet Inc. | Communication Services | 12.73% |
LLY Eli Lilly and Company | Healthcare | 5.45% |
META Meta Platforms, Inc. | Communication Services | 9.09% |
MSFT Microsoft Corporation | Technology | 16.36% |
NVDA NVIDIA Corporation | Technology | 14.55% |
TSLA Tesla, Inc. | Consumer Cyclical | 1.81% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 3.64% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in top 10, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 18, 2024, the top 10 returned 40.51% Year-To-Date and 33.91% 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 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| top 10 | 40.51% | -1.92% | 14.07% | 53.04% | 39.65% | 33.91% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.03% | -4.03% | 21.64% | 21.68% | 32.86% | 25.54% |
MSFT Microsoft Corporation | 16.35% | 3.23% | 2.70% | 33.40% | 26.84% | 26.83% |
NVDA NVIDIA Corporation | 133.46% | -11.08% | 27.93% | 165.68% | 93.69% | 74.16% |
GOOGL Alphabet Inc. | 14.33% | -4.28% | 7.38% | 15.70% | 21.13% | 18.14% |
AMZN Amazon.com, Inc. | 23.00% | 4.86% | 4.90% | 35.78% | 15.88% | 27.49% |
META Meta Platforms, Inc. | 51.97% | 1.43% | 6.30% | 76.33% | 23.25% | 21.37% |
BRK-B Berkshire Hathaway Inc. | 28.04% | 1.76% | 9.75% | 23.27% | 17.09% | 12.54% |
LLY Eli Lilly and Company | 56.21% | -1.70% | 17.61% | 58.67% | 53.15% | 32.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 62.67% | -4.26% | 23.21% | 92.77% | 33.51% | 26.61% |
TSLA Tesla, Inc. | -8.29% | 2.31% | 29.72% | -14.50% | 70.38% | 29.50% |
Monthly Returns
The table below presents the monthly returns of top 10, 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 | 5.92% | 11.10% | 3.83% | -2.61% | 9.88% | 8.63% | -2.34% | 2.31% | 40.51% | ||||
| 2023 | 15.01% | 2.98% | 13.91% | 4.04% | 12.71% | 6.92% | 4.25% | 0.82% | -5.86% | -0.30% | 10.52% | 2.97% | 89.90% |
| 2022 | -6.93% | -4.66% | 6.65% | -15.09% | -1.76% | -9.57% | 13.21% | -6.86% | -11.61% | 0.29% | 8.84% | -9.38% | -34.19% |
| 2021 | 2.21% | 0.62% | 1.15% | 8.90% | 0.21% | 9.33% | 3.11% | 6.64% | -6.96% | 10.41% | 6.07% | 0.64% | 49.64% |
| 2020 | 5.05% | -3.79% | -5.57% | 15.80% | 6.45% | 8.09% | 10.39% | 15.63% | -6.49% | -2.92% | 8.77% | 4.43% | 67.39% |
| 2019 | 7.75% | 2.60% | 7.02% | 5.51% | -10.73% | 8.58% | 3.67% | -1.34% | 2.42% | 7.37% | 5.35% | 6.42% | 52.58% |
| 2018 | 11.41% | -0.70% | -4.89% | 0.86% | 7.93% | 0.02% | 4.38% | 9.50% | -0.54% | -9.85% | -4.44% | -8.90% | 2.20% |
| 2017 | 5.50% | 3.29% | 3.68% | 2.25% | 9.01% | -1.73% | 5.00% | 3.82% | -0.08% | 9.19% | 0.90% | -0.25% | 48.12% |
| 2016 | -5.05% | -2.01% | 9.14% | -3.43% | 8.78% | -1.54% | 10.20% | 2.19% | 4.51% | 0.52% | 2.40% | 5.43% | 34.17% |
| 2015 | -0.30% | 7.64% | -2.75% | 5.45% | 1.24% | -2.31% | 6.74% | -2.52% | 1.19% | 12.54% | 4.06% | -0.24% | 33.88% |
| 2014 | -1.01% | 7.21% | -1.63% | 0.65% | 4.18% | 2.23% | 0.02% | 6.75% | -0.77% | 1.45% | 5.55% | -3.99% | 21.91% |
| 2013 | 2.14% | 0.52% | 0.40% | 5.58% | 4.76% | -2.05% | 8.08% | 3.07% | 5.29% | 6.53% | 3.71% | 2.71% | 48.67% |
Expense Ratio
top 10 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 risk-adjusted rank of top 10 is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.11 | 1.69 | 1.21 | 1.48 | 3.48 |
MSFT Microsoft Corporation | 1.65 | 2.19 | 1.28 | 2.12 | 6.45 |
NVDA NVIDIA Corporation | 3.16 | 3.43 | 1.44 | 6.04 | 19.24 |
GOOGL Alphabet Inc. | 0.57 | 0.92 | 1.13 | 0.73 | 2.13 |
AMZN Amazon.com, Inc. | 1.16 | 1.69 | 1.22 | 0.92 | 5.35 |
META Meta Platforms, Inc. | 2.16 | 3.04 | 1.41 | 3.22 | 13.02 |
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 6.58 |
LLY Eli Lilly and Company | 1.93 | 2.68 | 1.35 | 3.12 | 11.44 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.43 | 3.09 | 1.39 | 2.39 | 13.35 |
TSLA Tesla, Inc. | -0.31 | -0.11 | 0.99 | -0.26 | -0.70 |
Dividends
Dividend yield
top 10 granted a 0.33% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| top 10 | 0.33% | 0.32% | 0.47% | 0.33% | 0.44% | 0.66% | 0.90% | 0.83% | 1.05% | 1.13% | 1.17% | 1.38% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 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 | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
GOOGL 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% |
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% |
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% |
BRK-B Berkshire Hathaway 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% |
LLY Eli Lilly and Company | 0.56% | 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 | 1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
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% |
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 top 10. 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 top 10 was 39.16%, occurring on Nov 3, 2022. Recovery took 139 trading sessions.
The current top 10 drawdown is 7.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.16% | Dec 28, 2021 | 216 | Nov 3, 2022 | 139 | May 25, 2023 | 355 |
| -28.3% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -27.76% | Oct 2, 2018 | 58 | Dec 24, 2018 | 180 | Sep 12, 2019 | 238 |
| -15.76% | Dec 7, 2015 | 44 | Feb 9, 2016 | 44 | Apr 13, 2016 | 88 |
| -15.63% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current top 10 volatility is 6.15%, 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 | TSLA | BRK-B | TSM | META | AAPL | NVDA | AMZN | MSFT | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.14 | 0.33 | 0.19 | 0.25 | 0.24 | 0.23 | 0.26 | 0.33 | 0.29 |
| TSLA | 0.14 | 1.00 | 0.23 | 0.34 | 0.33 | 0.37 | 0.39 | 0.39 | 0.36 | 0.36 |
| BRK-B | 0.33 | 0.23 | 1.00 | 0.36 | 0.31 | 0.39 | 0.33 | 0.36 | 0.43 | 0.43 |
| TSM | 0.19 | 0.34 | 0.36 | 1.00 | 0.37 | 0.46 | 0.56 | 0.42 | 0.47 | 0.45 |
| META | 0.25 | 0.33 | 0.31 | 0.37 | 1.00 | 0.45 | 0.47 | 0.56 | 0.50 | 0.60 |
| AAPL | 0.24 | 0.37 | 0.39 | 0.46 | 0.45 | 1.00 | 0.48 | 0.50 | 0.56 | 0.54 |
| NVDA | 0.23 | 0.39 | 0.33 | 0.56 | 0.47 | 0.48 | 1.00 | 0.51 | 0.56 | 0.51 |
| AMZN | 0.26 | 0.39 | 0.36 | 0.42 | 0.56 | 0.50 | 0.51 | 1.00 | 0.60 | 0.65 |
| MSFT | 0.33 | 0.36 | 0.43 | 0.47 | 0.50 | 0.56 | 0.56 | 0.60 | 1.00 | 0.65 |
| GOOGL | 0.29 | 0.36 | 0.43 | 0.45 | 0.60 | 0.54 | 0.51 | 0.65 | 0.65 | 1.00 |