(no name)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
ADBE Adobe Inc | Technology | 6.67% |
COST Costco Wholesale Corporation | Consumer Defensive | 6.67% |
GILD Gilead Sciences, Inc. | Healthcare | 6.67% |
HD The Home Depot, Inc. | Consumer Cyclical | 6.67% |
KR The Kroger Co. | Consumer Defensive | 6.67% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 6.67% |
MCD McDonald's Corporation | Consumer Cyclical | 6.67% |
MNST Monster Beverage Corporation | Consumer Defensive | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 6.67% |
PGR The Progressive Corporation | Financial Services | 6.67% |
UNH UnitedHealth Group Incorporated | Healthcare | 6.67% |
YUM YUM! Brands, Inc. | Consumer Cyclical | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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 Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Dec 3, 2024, the (no name) returned 29.75% Year-To-Date and 24.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| (no name) | 29.75% | 6.42% | 20.25% | 33.99% | 27.53% | 24.43% |
| Portfolio components: | ||||||
MNST Monster Beverage Corporation | -4.57% | 5.12% | 5.35% | -0.34% | 12.96% | 11.98% |
NVDA NVIDIA Corporation | 180.00% | 2.39% | 19.08% | 204.71% | 93.36% | 75.54% |
MSFT Microsoft Corporation | 15.47% | 5.23% | 3.98% | 17.63% | 24.73% | 26.42% |
AAPL Apple Inc | 25.05% | 7.60% | 23.56% | 27.10% | 30.20% | 25.12% |
ADBE Adobe Inc | -13.48% | 6.92% | 15.13% | -14.62% | 11.29% | 21.76% |
HD The Home Depot, Inc. | 26.22% | 9.33% | 31.55% | 35.00% | 17.80% | 18.44% |
LOW Lowe's Companies, Inc. | 24.57% | 3.86% | 26.79% | 33.57% | 20.91% | 17.55% |
MCD McDonald's Corporation | 1.02% | -0.34% | 12.64% | 4.69% | 11.12% | 14.66% |
YUM YUM! Brands, Inc. | 8.52% | 5.56% | -0.80% | 12.85% | 9.19% | 11.08% |
COST Costco Wholesale Corporation | 48.57% | 11.14% | 18.17% | 67.42% | 29.47% | 23.78% |
KR The Kroger Co. | 34.68% | 6.91% | 16.92% | 37.81% | 24.55% | 11.09% |
UNH UnitedHealth Group Incorporated | 16.95% | 7.22% | 21.32% | 12.29% | 18.43% | 21.60% |
PGR The Progressive Corporation | 66.83% | 8.78% | 24.67% | 62.61% | 32.64% | 28.75% |
GILD Gilead Sciences, Inc. | 19.80% | 5.04% | 49.72% | 25.01% | 11.90% | 2.25% |
ODFL Old Dominion Freight Line, Inc. | 11.39% | 11.88% | 30.99% | 11.90% | 30.32% | 24.26% |
Monthly Returns
The table below presents the monthly returns of (no name), 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 | 1.98% | 5.79% | 2.68% | -5.93% | 2.55% | 4.22% | 4.82% | 2.26% | 3.51% | -1.77% | 6.88% | 29.75% | |
| 2023 | 6.56% | -0.58% | 7.18% | 1.47% | 1.48% | 7.11% | 3.46% | -0.84% | -4.44% | -0.02% | 6.80% | 3.83% | 36.14% |
| 2022 | -7.32% | -3.46% | 3.05% | -5.69% | 0.38% | -4.98% | 8.86% | -4.47% | -8.45% | 11.98% | 7.66% | -5.69% | -10.23% |
| 2021 | -0.84% | -1.23% | 8.05% | 6.12% | 0.62% | 3.91% | 4.04% | 4.94% | -5.21% | 8.82% | 4.91% | 4.42% | 44.85% |
| 2020 | 3.03% | -3.93% | -5.26% | 13.13% | 8.12% | 3.01% | 6.32% | 9.58% | -3.09% | -3.44% | 5.91% | 2.21% | 39.42% |
| 2019 | 7.11% | 4.29% | 1.73% | 4.38% | -6.22% | 7.45% | 2.37% | 0.88% | 0.80% | 1.66% | 5.24% | 3.18% | 37.33% |
| 2018 | 8.52% | -3.56% | -1.94% | 0.64% | 3.65% | 1.37% | 3.08% | 7.35% | 1.44% | -7.67% | 0.55% | -9.15% | 2.75% |
| 2017 | 2.64% | 2.20% | 1.73% | 2.73% | 5.47% | -0.84% | 3.69% | 2.51% | 0.72% | 5.39% | 6.97% | 1.11% | 39.91% |
| 2016 | -5.53% | 0.66% | 8.35% | -2.94% | 4.11% | -0.06% | 4.67% | -0.46% | -0.01% | -0.66% | 5.56% | 3.49% | 17.64% |
| 2015 | 0.04% | 9.24% | -1.11% | -0.36% | 2.12% | -0.87% | 4.08% | -4.68% | 0.87% | 6.90% | 2.77% | 0.35% | 20.26% |
| 2014 | -3.84% | 7.33% | -0.60% | 1.38% | 3.29% | 2.19% | -2.07% | 9.39% | 0.44% | 5.06% | 5.69% | -0.94% | 29.92% |
| 2013 | 2.45% | 2.20% | 5.14% | 4.25% | 2.79% | 0.07% | 5.80% | -1.39% | 3.32% | 2.98% | 5.14% | 1.20% | 39.45% |
Expense Ratio
(no name) 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 (no name) is 84, placing it in the top 16% 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 | |
|---|---|---|---|---|---|
MNST Monster Beverage Corporation | -0.01 | 0.14 | 1.02 | -0.01 | -0.02 |
NVDA NVIDIA Corporation | 3.77 | 3.82 | 1.49 | 7.27 | 23.09 |
MSFT Microsoft Corporation | 0.74 | 1.07 | 1.14 | 0.94 | 2.20 |
AAPL Apple Inc | 1.19 | 1.80 | 1.22 | 1.61 | 3.77 |
ADBE Adobe Inc | -0.45 | -0.43 | 0.94 | -0.43 | -0.89 |
HD The Home Depot, Inc. | 1.96 | 2.66 | 1.32 | 2.07 | 4.83 |
LOW Lowe's Companies, Inc. | 1.75 | 2.47 | 1.31 | 2.09 | 4.98 |
MCD McDonald's Corporation | 0.35 | 0.60 | 1.08 | 0.37 | 0.80 |
YUM YUM! Brands, Inc. | 0.80 | 1.23 | 1.15 | 1.10 | 2.80 |
COST Costco Wholesale Corporation | 3.52 | 4.19 | 1.62 | 6.74 | 17.43 |
KR The Kroger Co. | 1.81 | 2.97 | 1.35 | 2.76 | 7.33 |
UNH UnitedHealth Group Incorporated | 0.47 | 0.82 | 1.11 | 0.59 | 1.55 |
PGR The Progressive Corporation | 3.02 | 4.02 | 1.53 | 8.74 | 23.12 |
GILD Gilead Sciences, Inc. | 1.13 | 1.64 | 1.23 | 0.94 | 1.92 |
ODFL Old Dominion Freight Line, Inc. | 0.48 | 0.86 | 1.11 | 0.65 | 1.32 |
Dividends
Dividend yield
(no name) provided a 1.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.22% | 1.37% | 2.24% | 1.40% | 1.60% | 1.55% | 1.52% | 1.54% | 1.37% | 1.43% | 1.42% | 1.21% |
| Portfolio components: | ||||||||||||
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ADBE Adobe 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% |
HD The Home Depot, Inc. | 2.11% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
LOW Lowe's Companies, Inc. | 1.65% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
MCD McDonald's Corporation | 2.32% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
YUM YUM! Brands, Inc. | 1.93% | 1.87% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.00% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
KR The Kroger Co. | 2.03% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% | 1.56% |
UNH UnitedHealth Group Incorporated | 1.00% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
GILD Gilead Sciences, Inc. | 3.25% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
ODFL Old Dominion Freight Line, Inc. | 0.44% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 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 (no name). 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 (no name) was 42.29%, occurring on Nov 20, 2008. Recovery took 330 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.29% | Nov 1, 2007 | 267 | Nov 20, 2008 | 330 | Mar 17, 2010 | 597 |
| -29.38% | May 20, 2002 | 100 | Oct 9, 2002 | 159 | May 29, 2003 | 259 |
| -25.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 45 | May 27, 2020 | 68 |
| -21.4% | Dec 30, 2021 | 190 | Sep 30, 2022 | 125 | Mar 31, 2023 | 315 |
| -20.73% | Oct 2, 2018 | 59 | Dec 24, 2018 | 89 | May 3, 2019 | 148 |
Volatility
Volatility Chart
The current (no name) volatility is 4.00%, 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
| KR | MNST | UNH | GILD | ODFL | NVDA | MCD | PGR | AAPL | YUM | ADBE | COST | MSFT | LOW | HD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.17 | 0.21 | 0.23 | 0.19 | 0.15 | 0.26 | 0.29 | 0.17 | 0.25 | 0.20 | 0.34 | 0.21 | 0.28 | 0.29 |
| MNST | 0.17 | 1.00 | 0.21 | 0.19 | 0.23 | 0.22 | 0.24 | 0.22 | 0.25 | 0.25 | 0.25 | 0.25 | 0.27 | 0.27 | 0.27 |
| UNH | 0.21 | 0.21 | 1.00 | 0.29 | 0.22 | 0.19 | 0.26 | 0.33 | 0.23 | 0.28 | 0.26 | 0.27 | 0.27 | 0.30 | 0.31 |
| GILD | 0.23 | 0.19 | 0.29 | 1.00 | 0.23 | 0.25 | 0.24 | 0.28 | 0.28 | 0.25 | 0.33 | 0.27 | 0.32 | 0.28 | 0.29 |
| ODFL | 0.19 | 0.23 | 0.22 | 0.23 | 1.00 | 0.29 | 0.24 | 0.29 | 0.27 | 0.31 | 0.32 | 0.31 | 0.31 | 0.35 | 0.35 |
| NVDA | 0.15 | 0.22 | 0.19 | 0.25 | 0.29 | 1.00 | 0.22 | 0.24 | 0.43 | 0.27 | 0.48 | 0.31 | 0.48 | 0.32 | 0.33 |
| MCD | 0.26 | 0.24 | 0.26 | 0.24 | 0.24 | 0.22 | 1.00 | 0.32 | 0.26 | 0.50 | 0.29 | 0.34 | 0.31 | 0.35 | 0.38 |
| PGR | 0.29 | 0.22 | 0.33 | 0.28 | 0.29 | 0.24 | 0.32 | 1.00 | 0.26 | 0.34 | 0.31 | 0.34 | 0.34 | 0.36 | 0.38 |
| AAPL | 0.17 | 0.25 | 0.23 | 0.28 | 0.27 | 0.43 | 0.26 | 0.26 | 1.00 | 0.27 | 0.45 | 0.35 | 0.50 | 0.32 | 0.34 |
| YUM | 0.25 | 0.25 | 0.28 | 0.25 | 0.31 | 0.27 | 0.50 | 0.34 | 0.27 | 1.00 | 0.32 | 0.36 | 0.33 | 0.39 | 0.40 |
| ADBE | 0.20 | 0.25 | 0.26 | 0.33 | 0.32 | 0.48 | 0.29 | 0.31 | 0.45 | 0.32 | 1.00 | 0.38 | 0.56 | 0.36 | 0.38 |
| COST | 0.34 | 0.25 | 0.27 | 0.27 | 0.31 | 0.31 | 0.34 | 0.34 | 0.35 | 0.36 | 0.38 | 1.00 | 0.41 | 0.47 | 0.50 |
| MSFT | 0.21 | 0.27 | 0.27 | 0.32 | 0.31 | 0.48 | 0.31 | 0.34 | 0.50 | 0.33 | 0.56 | 0.41 | 1.00 | 0.37 | 0.40 |
| LOW | 0.28 | 0.27 | 0.30 | 0.28 | 0.35 | 0.32 | 0.35 | 0.36 | 0.32 | 0.39 | 0.36 | 0.47 | 0.37 | 1.00 | 0.74 |
| HD | 0.29 | 0.27 | 0.31 | 0.29 | 0.35 | 0.33 | 0.38 | 0.38 | 0.34 | 0.40 | 0.38 | 0.50 | 0.40 | 0.74 | 1.00 |