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Trending Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Trending Portfolio, 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.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
7,106.26%
430.64%
Trending Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of Apr 26, 2025, the Trending Portfolio returned -19.10% Year-To-Date and 35.58% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
Trending Portfolio-19.10%-1.46%-14.11%32.35%42.02%35.58%
AAPL
Apple Inc
-16.34%-5.53%-9.36%23.77%25.03%21.84%
MSFT
Microsoft Corporation
-6.85%0.48%-8.11%-1.05%18.64%24.96%
NVDA
NVIDIA Corporation
-17.33%-2.42%-21.56%34.39%72.99%70.63%
AMZN
Amazon.com, Inc.
-13.86%-6.04%0.62%8.82%9.44%24.36%
QQQ
Invesco QQQ
-7.43%-2.44%-4.30%12.01%17.97%16.64%
TSLA
Tesla, Inc.
-29.44%4.74%5.85%67.44%42.71%34.01%
CRM
salesforce.com, inc.
-19.76%-4.53%-7.53%-1.36%11.90%15.00%
SOXX
iShares PHLX Semiconductor ETF
-14.13%-6.88%-19.27%-12.42%20.27%20.74%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.78%-5.50%-11.83%3.03%-19.10%
20243.57%17.38%5.26%-3.09%16.40%11.39%-1.29%-0.08%5.06%4.36%10.00%2.25%95.57%
202326.80%11.15%10.33%-6.21%22.57%14.51%5.33%0.60%-7.81%-8.21%15.25%4.47%120.97%
2022-11.45%-4.12%14.10%-20.97%-6.60%-12.08%24.01%-8.81%-9.34%-4.08%-0.64%-21.18%-51.59%
20215.39%-6.79%-0.68%7.96%-4.40%11.17%0.53%7.99%-1.89%25.52%8.95%-5.85%53.53%
202011.48%-1.11%-7.59%21.44%8.32%13.55%15.48%32.57%-7.96%-6.61%19.70%10.47%164.77%
20196.50%3.49%4.92%3.51%-13.42%11.14%2.81%-2.13%1.83%9.53%5.10%7.99%46.74%
201815.67%0.34%-6.47%1.85%7.13%1.57%1.40%10.68%-1.16%-11.73%-5.15%-10.30%0.23%
20177.64%1.39%5.48%3.11%11.87%-0.82%2.81%4.82%-0.33%9.05%-0.16%-1.06%52.35%
2016-11.20%-1.25%11.19%-0.75%6.38%-2.76%9.57%0.00%3.05%-0.55%3.09%5.71%22.51%
2015-2.32%8.05%-4.16%8.54%4.10%-1.21%3.46%-5.10%-0.22%6.44%4.71%-0.46%22.71%
20141.55%12.00%-5.55%-0.93%3.10%6.57%-2.46%10.63%-4.07%2.31%4.35%-5.22%22.48%

Expense Ratio

Trending Portfolio has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%
Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Trending Portfolio is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Trending Portfolio is 6969
Overall Rank
The Sharpe Ratio Rank of Trending Portfolio is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of Trending Portfolio is 7474
Sortino Ratio Rank
The Omega Ratio Rank of Trending Portfolio is 6969
Omega Ratio Rank
The Calmar Ratio Rank of Trending Portfolio is 7676
Calmar Ratio Rank
The Martin Ratio Rank of Trending Portfolio is 6161
Martin 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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.74, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.74
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.27
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.16, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.16
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 1.00, compared to the broader market0.002.004.006.00
Portfolio: 1.00
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 2.74, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.74
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.801.301.190.782.94
MSFT
Microsoft Corporation
-0.13-0.011.00-0.13-0.30
NVDA
NVIDIA Corporation
0.581.161.140.942.47
AMZN
Amazon.com, Inc.
0.160.461.060.170.49
QQQ
Invesco QQQ
0.470.821.110.521.79
TSLA
Tesla, Inc.
1.302.131.251.604.27
CRM
salesforce.com, inc.
-0.070.181.03-0.07-0.19
SOXX
iShares PHLX Semiconductor ETF
-0.22-0.031.00-0.23-0.56

The current Trending Portfolio Sharpe ratio is 0.74. 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 0.39 to 0.88, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Trending Portfolio 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.74
0.46
Trending Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Trending Portfolio provided a 0.48% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.48%0.41%0.41%0.58%0.34%0.44%0.64%0.89%0.78%1.01%1.07%1.24%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
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%
CRM
salesforce.com, inc.
0.60%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.80%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.45%
-10.07%
Trending Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Trending Portfolio. 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 Trending Portfolio was 56.96%, occurring on Jan 5, 2023. Recovery took 132 trading sessions.

The current Trending Portfolio drawdown is 24.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.96%Nov 22, 2021282Jan 5, 2023132Jul 18, 2023414
-35.69%Jan 7, 202563Apr 8, 2025
-34.82%Feb 20, 202018Mar 16, 202046May 20, 202064
-32.98%Oct 2, 201858Dec 24, 2018244Dec 12, 2019302
-24.28%Dec 2, 201546Feb 8, 201676May 26, 2016122

Volatility

Volatility Chart

The current Trending Portfolio volatility is 24.41%, 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%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.41%
14.23%
Trending Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.00
Effective Assets: 6.41

The portfolio contains 8 assets, with an effective number of assets of 6.41, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTSLAAAPLCRMAMZNNVDAMSFTSOXXQQQPortfolio
^GSPC1.000.450.630.610.630.600.720.780.900.74
TSLA0.451.000.370.390.390.390.360.450.510.72
AAPL0.630.371.000.440.490.470.550.560.730.64
CRM0.610.390.441.000.560.510.560.570.670.65
AMZN0.630.390.490.561.000.500.580.550.740.69
NVDA0.600.390.470.510.501.000.550.770.700.77
MSFT0.720.360.550.560.580.551.000.620.780.67
SOXX0.780.450.560.570.550.770.621.000.830.77
QQQ0.900.510.730.670.740.700.780.831.000.87
Portfolio0.740.720.640.650.690.770.670.770.871.00
The correlation results are calculated based on daily price changes starting from Jun 30, 2010