Trending Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Trending Portfolio

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	15%
AMZN Amazon.com, Inc.	Consumer Cyclical	10%
CRM salesforce.com, inc.	Technology	9%
MSFT Microsoft Corporation	Technology	12%
NVDA NVIDIA Corporation	Technology	9%
QQQ Invesco QQQ	Large Cap Blend Equities	28%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	9%
TSLA Tesla, Inc.	Consumer Cyclical	8%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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

Returns By Period

As of Jun 2, 2025, the Trending Portfolio returned -4.95% Year-To-Date and 29.14% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Trending Portfolio	-4.95%	6.77%	-2.02%	18.92%	27.41%	29.14%
Portfolio components:
AAPL Apple Inc	-19.60%	-2.06%	-15.17%	4.96%	21.05%	21.31%
MSFT Microsoft Corporation	9.64%	5.96%	9.13%	11.75%	21.26%	27.46%
NVDA NVIDIA Corporation	0.63%	18.02%	-2.24%	23.29%	72.51%	74.01%
AMZN Amazon.com, Inc.	-6.55%	7.91%	-1.39%	16.19%	10.92%	25.27%
QQQ Invesco QQQ	1.69%	6.19%	2.15%	15.88%	18.08%	17.69%
TSLA Tesla, Inc.	-14.21%	20.63%	0.38%	94.55%	44.15%	35.54%
CRM salesforce.com, inc.	-20.50%	-3.53%	-19.36%	13.86%	8.86%	13.87%
SOXX iShares PHLX Semiconductor ETF	-4.77%	7.85%	-4.58%	-11.85%	20.59%	21.21%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	-0.22%	-5.51%	-8.86%	0.62%	9.94%								-4.95%
2024	1.80%	8.69%	1.26%	-4.03%	6.54%	8.64%	-0.17%	-0.56%	4.62%	-0.80%	8.43%	3.08%	43.33%
2023	17.47%	3.06%	11.71%	-0.89%	12.66%	7.76%	3.57%	-1.26%	-6.78%	-2.13%	13.67%	4.32%	80.04%
2022	-8.83%	-3.86%	6.12%	-16.18%	-3.04%	-9.41%	17.05%	-7.58%	-11.02%	3.03%	4.79%	-12.33%	-37.61%
2021	1.73%	-2.10%	0.45%	7.20%	-1.57%	8.62%	1.90%	5.93%	-4.40%	12.59%	5.96%	-1.44%	39.13%
2020	8.78%	-3.91%	-8.07%	18.35%	7.00%	11.26%	10.83%	22.01%	-7.20%	-4.66%	12.17%	5.61%	91.90%
2019	7.11%	4.18%	4.68%	4.84%	-11.61%	9.97%	3.43%	-1.80%	2.05%	8.37%	5.04%	7.36%	50.79%
2018	11.35%	0.72%	-5.12%	1.40%	7.05%	1.79%	2.26%	9.45%	-0.84%	-8.51%	-2.70%	-8.88%	5.86%
2017	7.05%	3.28%	4.22%	2.67%	8.28%	-2.03%	3.62%	4.38%	-0.79%	8.50%	1.13%	-0.53%	46.98%
2016	-8.98%	-1.13%	9.96%	-2.87%	8.10%	-2.53%	9.30%	1.18%	3.00%	0.02%	2.20%	4.19%	22.86%
2015	-1.73%	9.64%	-3.72%	7.15%	2.74%	-3.11%	3.72%	-4.41%	0.08%	10.97%	3.55%	-1.11%	24.77%
2014	-0.83%	8.34%	-2.68%	-0.51%	3.91%	4.25%	-1.24%	8.09%	-2.33%	3.00%	5.03%	-4.07%	21.95%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

QQQ

Invesco QQQ

SOXX

iShares PHLX Semiconductor ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Trending Portfolio is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.17	0.51	1.07	0.19	0.57
MSFT Microsoft Corporation	0.47	0.62	1.08	0.33	0.73
NVDA NVIDIA Corporation	0.38	0.84	1.11	0.51	1.24
AMZN Amazon.com, Inc.	0.42	0.75	1.09	0.41	1.04
QQQ Invesco QQQ	0.62	0.92	1.13	0.60	1.94
TSLA Tesla, Inc.	1.31	2.10	1.25	1.64	3.87
CRM salesforce.com, inc.	0.67	0.23	1.03	-0.03	-0.07
SOXX iShares PHLX Semiconductor ETF	-0.29	-0.22	0.97	-0.36	-0.79

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Trending Portfolio Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.63
5-Year: 0.96
10-Year: 1.09
All Time: 1.20

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Trending Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Trending Portfolio provided a 0.44% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.44%	0.41%	0.41%	0.58%	0.34%	0.44%	0.64%	0.89%	0.78%	1.01%	1.07%	1.24%
Portfolio components:
AAPL Apple Inc	0.50%	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	0.70%	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	0.02%	0.02%	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	0.58%	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.	0.61%	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	0.72%	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.

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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 41.42%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current Trending Portfolio drawdown is 9.76%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.42%	Nov 22, 2021	277	Dec 28, 2022	134	Jul 13, 2023	411
-32.57%	Feb 20, 2020	18	Mar 16, 2020	55	Jun 3, 2020	73
-28.88%	Dec 18, 2024	75	Apr 8, 2025	—	—	—
-26.87%	Oct 2, 2018	58	Dec 24, 2018	144	Jul 23, 2019	202
-21.03%	Dec 7, 2015	43	Feb 8, 2016	77	May 27, 2016	120

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

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.

	^GSPC	TSLA	AAPL	CRM	AMZN	NVDA	MSFT	SOXX	QQQ	Portfolio
^GSPC	1.00	0.45	0.62	0.61	0.63	0.61	0.72	0.78	0.90	0.83
TSLA	0.45	1.00	0.37	0.39	0.39	0.39	0.36	0.45	0.52	0.64
AAPL	0.62	0.37	1.00	0.44	0.49	0.46	0.55	0.56	0.73	0.73
CRM	0.61	0.39	0.44	1.00	0.56	0.51	0.56	0.57	0.67	0.72
AMZN	0.63	0.39	0.49	0.56	1.00	0.50	0.58	0.55	0.74	0.74
NVDA	0.61	0.39	0.46	0.51	0.50	1.00	0.55	0.77	0.70	0.76
MSFT	0.72	0.36	0.55	0.56	0.58	0.55	1.00	0.62	0.78	0.76
SOXX	0.78	0.45	0.56	0.57	0.55	0.77	0.62	1.00	0.83	0.82
QQQ	0.90	0.52	0.73	0.67	0.74	0.70	0.78	0.83	1.00	0.95
Portfolio	0.83	0.64	0.73	0.72	0.74	0.76	0.76	0.82	0.95	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Trending Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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