Trending Portfolio
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% |
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.
The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Jan 8, 2025, the Trending Portfolio returned 1.88% Year-To-Date and 40.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Trending Portfolio | 1.88% | -1.13% | 13.21% | 97.75% | 52.61% | 40.53% |
| Portfolio components: | ||||||
AAPL Apple Inc | -3.28% | -0.26% | 6.16% | 31.17% | 26.50% | 25.59% |
MSFT Microsoft Corporation | 0.21% | -4.78% | -7.74% | 13.57% | 22.27% | 26.49% |
NVDA NVIDIA Corporation | 4.36% | -1.61% | 6.68% | 168.25% | 87.85% | 76.70% |
AMZN Amazon.com, Inc. | 1.24% | -2.17% | 11.42% | 48.97% | 18.56% | 31.15% |
QQQ Invesco QQQ | 0.77% | -1.99% | 3.81% | 27.98% | 19.49% | 18.49% |
TSLA Tesla, Inc. | -2.35% | 1.32% | 50.33% | 64.01% | 65.42% | 39.97% |
CRM salesforce.com, inc. | -2.81% | -10.14% | 29.07% | 25.25% | 12.76% | 18.89% |
SOXX iShares PHLX Semiconductor ETF | 4.78% | 2.87% | -12.63% | 21.83% | 22.80% | 23.41% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.56% | 17.38% | 5.25% | -3.09% | 16.40% | 11.39% | -1.28% | -0.08% | 5.07% | 4.36% | 10.00% | 2.25% | 95.55% |
| 2023 | 26.80% | 11.14% | 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% |
| 2021 | 5.39% | -6.79% | -0.68% | 7.96% | -4.40% | 11.17% | 0.53% | 7.99% | -1.89% | 25.52% | 8.95% | -5.85% | 53.53% |
| 2020 | 11.48% | -1.11% | -7.59% | 21.44% | 8.32% | 13.55% | 15.48% | 32.57% | -7.96% | -6.61% | 19.70% | 10.47% | 164.78% |
| 2019 | 6.50% | 3.49% | 4.92% | 3.51% | -13.42% | 11.14% | 2.81% | -2.13% | 1.83% | 9.53% | 5.10% | 7.99% | 46.74% |
| 2018 | 15.67% | 0.34% | -6.47% | 1.85% | 7.13% | 1.57% | 1.40% | 10.68% | -1.16% | -11.73% | -5.15% | -10.30% | 0.23% |
| 2017 | 7.64% | 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% | -5.11% | -0.22% | 6.44% | 4.71% | -0.46% | 22.71% |
| 2014 | 1.55% | 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 compared to other funds. 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
With an overall rank of 82, Trending Portfolio is among the top 18% of 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 5.42 |
MSFT Microsoft Corporation | 0.79 | 1.11 | 1.15 | 1.01 | 2.26 |
NVDA NVIDIA Corporation | 3.50 | 3.64 | 1.46 | 6.86 | 21.00 |
AMZN Amazon.com, Inc. | 1.88 | 2.52 | 1.32 | 2.64 | 8.81 |
QQQ Invesco QQQ | 1.69 | 2.25 | 1.30 | 2.26 | 8.06 |
TSLA Tesla, Inc. | 1.03 | 1.82 | 1.21 | 1.01 | 3.41 |
CRM salesforce.com, inc. | 0.84 | 1.25 | 1.21 | 0.97 | 2.25 |
SOXX iShares PHLX Semiconductor ETF | 0.75 | 1.18 | 1.15 | 1.03 | 2.19 |
Dividends
Dividend yield
Trending Portfolio provided a 0.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 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 | 0.41% | 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 | 0.73% | 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 | 0.55% | 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. | 0.49% | 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 | 0.64% | 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.
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 4.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.96% | Nov 22, 2021 | 282 | Jan 5, 2023 | 132 | Jul 18, 2023 | 414 |
| -34.82% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -32.98% | Oct 2, 2018 | 58 | Dec 24, 2018 | 244 | Dec 12, 2019 | 302 |
| -24.28% | Dec 2, 2015 | 46 | Feb 8, 2016 | 76 | May 26, 2016 | 122 |
| -24.08% | Jul 11, 2024 | 20 | Aug 7, 2024 | 52 | Oct 21, 2024 | 72 |
Volatility
Volatility Chart
The current Trending Portfolio volatility is 10.51%, 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
| TSLA | AAPL | CRM | AMZN | NVDA | MSFT | SOXX | QQQ | |
|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.37 | 0.38 | 0.38 | 0.38 | 0.35 | 0.44 | 0.51 |
| AAPL | 0.37 | 1.00 | 0.44 | 0.49 | 0.47 | 0.55 | 0.56 | 0.74 |
| CRM | 0.38 | 0.44 | 1.00 | 0.55 | 0.51 | 0.55 | 0.56 | 0.67 |
| AMZN | 0.38 | 0.49 | 0.55 | 1.00 | 0.49 | 0.58 | 0.54 | 0.73 |
| NVDA | 0.38 | 0.47 | 0.51 | 0.49 | 1.00 | 0.54 | 0.77 | 0.69 |
| MSFT | 0.35 | 0.55 | 0.55 | 0.58 | 0.54 | 1.00 | 0.62 | 0.78 |
| SOXX | 0.44 | 0.56 | 0.56 | 0.54 | 0.77 | 0.62 | 1.00 | 0.83 |
| QQQ | 0.51 | 0.74 | 0.67 | 0.73 | 0.69 | 0.78 | 0.83 | 1.00 |