Best performing companies over - 10 years
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
ADBE Adobe Inc | Technology | 6.67% |
AMD Advanced Micro Devices, Inc. | Technology | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
BLDR Builders FirstSource, Inc. | Industrials | 6.67% |
CDNS Cadence Design Systems, Inc. | Technology | 6.67% |
COST Costco Wholesale Corporation | Consumer Defensive | 6.67% |
FICO Fair Isaac Corporation | Technology | 6.67% |
META Meta Platforms, Inc. | Communication Services | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
PANW Palo Alto Networks, Inc. | Technology | 6.67% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 6.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Best performing companies over - 10 years, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Jul 25, 2024, the Best performing companies over - 10 years returned 22.03% Year-To-Date and 38.76% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Best performing companies over - 10 years | 21.02% | -3.40% | 14.10% | 41.60% | 41.35% | 38.67% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.77% | 74.93% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.44% | 43.40% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.83% | 30.89% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.16% | 40.16% |
CDNS Cadence Design Systems, Inc. | -5.14% | -16.47% | -11.13% | 10.00% | 27.81% | 31.49% |
BLDR Builders FirstSource, Inc. | -4.92% | 16.08% | -6.37% | 12.18% | 55.82% | 38.68% |
FICO Fair Isaac Corporation | 35.47% | 7.27% | 31.81% | 92.23% | 34.99% | 39.13% |
PANW Palo Alto Networks, Inc. | 8.56% | -1.58% | -6.52% | 30.52% | 33.50% | 27.94% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.49% | 28.86% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.18% | 25.95% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.47% | 27.39% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.13% | 27.43% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.89% | 19.99% |
COST Costco Wholesale Corporation | 23.99% | -4.77% | 19.16% | 49.55% | 25.92% | 23.87% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.34% | 22.15% |
Monthly Returns
The table below presents the monthly returns of Best performing companies over - 10 years, 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 | 5.09% | 9.02% | 0.03% | -5.46% | 5.93% | 9.68% | 21.02% | ||||||
| 2023 | 17.11% | 5.25% | 11.01% | -0.89% | 16.00% | 9.52% | 3.92% | -0.42% | -5.69% | -1.90% | 15.44% | 7.61% | 104.94% |
| 2022 | -9.79% | -2.37% | 3.77% | -14.38% | -0.04% | -10.89% | 16.54% | -6.19% | -12.05% | 0.64% | 11.22% | -9.06% | -31.78% |
| 2021 | -1.98% | 0.35% | 1.02% | 5.90% | -1.50% | 7.75% | 4.26% | 6.62% | -5.17% | 11.85% | 8.54% | 2.16% | 46.01% |
| 2020 | 6.26% | -5.18% | -10.19% | 20.58% | 8.98% | 7.40% | 13.36% | 17.07% | -4.74% | -4.78% | 15.44% | 7.89% | 91.48% |
| 2019 | 11.98% | 5.14% | 5.37% | 5.21% | -9.57% | 11.28% | 4.04% | -1.26% | -0.65% | 8.32% | 7.54% | 6.54% | 66.39% |
| 2018 | 11.01% | -1.68% | -4.50% | 2.65% | 8.73% | 1.84% | 1.09% | 9.64% | 1.35% | -11.04% | -0.05% | -7.23% | 9.78% |
| 2017 | 6.40% | 7.59% | 2.50% | 2.38% | 5.06% | 0.63% | 4.01% | 2.97% | 0.79% | 5.94% | 2.81% | -1.30% | 47.38% |
| 2016 | -9.55% | -0.30% | 13.42% | -0.43% | 7.20% | -0.22% | 10.43% | 2.97% | 1.36% | -1.53% | 2.38% | 5.57% | 33.63% |
| 2015 | -2.19% | 10.51% | -1.60% | 8.28% | 4.07% | -0.35% | 2.84% | -3.81% | 0.32% | 7.55% | 6.13% | 1.02% | 36.66% |
| 2014 | -0.08% | 10.81% | -1.40% | -1.46% | 3.90% | 5.42% | -3.63% | 8.04% | -2.55% | 1.84% | 7.21% | -0.94% | 29.30% |
| 2013 | 5.24% | -0.77% | 1.48% | 5.39% | 12.63% | -0.74% | 7.85% | 1.75% | 8.12% | 2.23% | 2.58% | 5.91% | 64.55% |
Expense Ratio
Best performing companies over - 10 years has an expense ratio of 0.02%, 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
The current risk-adjusted rank of Best performing companies over - 10 years is 76, placing it in the top 24% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.16 | 3.61 | 1.45 | 7.43 | 20.09 |
AMD Advanced Micro Devices, Inc. | 0.54 | 1.07 | 1.13 | 0.61 | 1.67 |
TSLA Tesla, Inc. | -0.31 | -0.12 | 0.99 | -0.26 | -0.66 |
AVGO Broadcom Inc. | 1.78 | 2.51 | 1.31 | 3.87 | 10.69 |
CDNS Cadence Design Systems, Inc. | 0.38 | 0.70 | 1.09 | 0.50 | 1.68 |
BLDR Builders FirstSource, Inc. | 0.25 | 0.64 | 1.09 | 0.32 | 0.71 |
FICO Fair Isaac Corporation | 2.95 | 3.25 | 1.47 | 5.30 | 17.23 |
PANW Palo Alto Networks, Inc. | 0.66 | 1.06 | 1.19 | 1.01 | 2.14 |
SMH VanEck Vectors Semiconductor ETF | 1.85 | 2.42 | 1.31 | 3.39 | 8.95 |
AAPL Apple Inc | 0.55 | 0.94 | 1.11 | 0.75 | 1.48 |
MSFT Microsoft Corporation | 1.25 | 1.73 | 1.22 | 1.91 | 7.50 |
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.02 |
META Meta Platforms, Inc. | 1.41 | 2.20 | 1.28 | 2.02 | 7.91 |
COST Costco Wholesale Corporation | 2.59 | 3.14 | 1.47 | 4.17 | 13.12 |
ADBE Adobe Inc | 0.10 | 0.38 | 1.05 | 0.09 | 0.24 |
Dividends
Dividend yield
Best performing companies over - 10 years granted a 0.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Best performing companies over - 10 years | 0.38% | 0.43% | 0.53% | 0.33% | 0.63% | 0.86% | 0.88% | 0.92% | 0.66% | 1.06% | 0.78% | 0.98% |
| Portfolio components: | ||||||||||||
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% |
AMD Advanced Micro Devices, 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% |
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% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
CDNS Cadence Design Systems, 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% |
BLDR Builders FirstSource, 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% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
PANW Palo Alto Networks, 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% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.50% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Best performing companies over - 10 years. 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 Best performing companies over - 10 years was 38.41%, occurring on Nov 3, 2022. Recovery took 139 trading sessions.
The current Best performing companies over - 10 years drawdown is 9.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.41% | Dec 28, 2021 | 216 | Nov 3, 2022 | 139 | May 25, 2023 | 355 |
| -36.45% | Feb 20, 2020 | 20 | Mar 18, 2020 | 52 | Jun 2, 2020 | 72 |
| -25.65% | Sep 17, 2018 | 69 | Dec 24, 2018 | 59 | Mar 21, 2019 | 128 |
| -20.62% | Dec 30, 2015 | 28 | Feb 9, 2016 | 34 | Mar 30, 2016 | 62 |
| -14.14% | Feb 16, 2021 | 15 | Mar 8, 2021 | 24 | Apr 12, 2021 | 39 |
Volatility
Volatility Chart
The current Best performing companies over - 10 years volatility is 8.51%, 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
| BLDR | TSLA | COST | PANW | AMD | META | FICO | AAPL | AMZN | AVGO | NVDA | CDNS | MSFT | ADBE | SMH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BLDR | 1.00 | 0.28 | 0.28 | 0.31 | 0.30 | 0.30 | 0.39 | 0.33 | 0.33 | 0.36 | 0.34 | 0.37 | 0.32 | 0.33 | 0.44 |
| TSLA | 0.28 | 1.00 | 0.25 | 0.35 | 0.33 | 0.33 | 0.28 | 0.37 | 0.39 | 0.37 | 0.38 | 0.36 | 0.35 | 0.38 | 0.42 |
| COST | 0.28 | 0.25 | 1.00 | 0.27 | 0.27 | 0.31 | 0.37 | 0.38 | 0.40 | 0.34 | 0.35 | 0.40 | 0.45 | 0.42 | 0.41 |
| PANW | 0.31 | 0.35 | 0.27 | 1.00 | 0.34 | 0.35 | 0.42 | 0.38 | 0.42 | 0.40 | 0.42 | 0.47 | 0.41 | 0.47 | 0.46 |
| AMD | 0.30 | 0.33 | 0.27 | 0.34 | 1.00 | 0.38 | 0.38 | 0.40 | 0.43 | 0.46 | 0.61 | 0.47 | 0.45 | 0.45 | 0.64 |
| META | 0.30 | 0.33 | 0.31 | 0.35 | 0.38 | 1.00 | 0.39 | 0.46 | 0.56 | 0.44 | 0.47 | 0.45 | 0.50 | 0.52 | 0.49 |
| FICO | 0.39 | 0.28 | 0.37 | 0.42 | 0.38 | 0.39 | 1.00 | 0.41 | 0.45 | 0.43 | 0.44 | 0.54 | 0.51 | 0.54 | 0.52 |
| AAPL | 0.33 | 0.37 | 0.38 | 0.38 | 0.40 | 0.46 | 0.41 | 1.00 | 0.50 | 0.52 | 0.48 | 0.49 | 0.56 | 0.49 | 0.57 |
| AMZN | 0.33 | 0.39 | 0.40 | 0.42 | 0.43 | 0.56 | 0.45 | 0.50 | 1.00 | 0.46 | 0.51 | 0.51 | 0.60 | 0.59 | 0.54 |
| AVGO | 0.36 | 0.37 | 0.34 | 0.40 | 0.46 | 0.44 | 0.43 | 0.52 | 0.46 | 1.00 | 0.58 | 0.55 | 0.51 | 0.50 | 0.77 |
| NVDA | 0.34 | 0.38 | 0.35 | 0.42 | 0.61 | 0.47 | 0.44 | 0.48 | 0.51 | 0.58 | 1.00 | 0.58 | 0.56 | 0.56 | 0.78 |
| CDNS | 0.37 | 0.36 | 0.40 | 0.47 | 0.47 | 0.45 | 0.54 | 0.49 | 0.51 | 0.55 | 0.58 | 1.00 | 0.61 | 0.63 | 0.67 |
| MSFT | 0.32 | 0.35 | 0.45 | 0.41 | 0.45 | 0.50 | 0.51 | 0.56 | 0.60 | 0.51 | 0.56 | 0.61 | 1.00 | 0.66 | 0.62 |
| ADBE | 0.33 | 0.38 | 0.42 | 0.47 | 0.45 | 0.52 | 0.54 | 0.49 | 0.59 | 0.50 | 0.56 | 0.63 | 0.66 | 1.00 | 0.61 |
| SMH | 0.44 | 0.42 | 0.41 | 0.46 | 0.64 | 0.49 | 0.52 | 0.57 | 0.54 | 0.77 | 0.78 | 0.67 | 0.62 | 0.61 | 1.00 |