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Best performing companies over - 10 years

Last updated Feb 28, 2024

Asset Allocation


NVDA 6.67%AMD 6.67%TSLA 6.67%AVGO 6.67%CDNS 6.67%BLDR 6.67%FICO 6.67%PANW 6.67%SMH 6.67%AAPL 6.67%MSFT 6.67%AMZN 6.67%META 6.67%COST 6.67%ADBE 6.67%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

6.67%

AMD
Advanced Micro Devices, Inc.
Technology

6.67%

TSLA
Tesla, Inc.
Consumer Cyclical

6.67%

AVGO
Broadcom Inc.
Technology

6.67%

CDNS
Cadence Design Systems, Inc.
Technology

6.67%

BLDR
Builders FirstSource, Inc.
Industrials

6.67%

FICO
Fair Isaac Corporation
Technology

6.67%

PANW
Palo Alto Networks, Inc.
Technology

6.67%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

6.67%

AAPL
Apple Inc.
Technology

6.67%

MSFT
Microsoft Corporation
Technology

6.67%

AMZN
Amazon.com, Inc.
Consumer Cyclical

6.67%

META
Meta Platforms, Inc.
Communication Services

6.67%

COST
Costco Wholesale Corporation
Consumer Defensive

6.67%

ADBE
Adobe Inc
Technology

6.67%

S&P 500

Performance

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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
31.06%
12.29%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns

As of Feb 28, 2024, the Best performing companies over - 10 years returned 13.03% Year-To-Date and 38.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.29%2.88%12.29%27.70%12.61%10.57%
Best performing companies over - 10 years12.76%4.62%31.06%87.48%44.22%38.16%
NVDA
NVIDIA Corporation
56.83%24.33%57.67%234.67%82.30%68.07%
AMD
Advanced Micro Devices, Inc.
19.76%-0.73%65.63%124.66%49.59%47.24%
TSLA
Tesla, Inc.
-18.69%5.82%-21.35%-1.78%59.55%28.66%
AVGO
Broadcom Inc.
15.51%5.88%45.96%121.91%41.15%39.21%
CDNS
Cadence Design Systems, Inc.
10.36%2.11%25.30%55.79%39.01%34.72%
BLDR
Builders FirstSource, Inc.
15.77%9.50%38.18%127.97%69.19%36.56%
FICO
Fair Isaac Corporation
9.50%4.27%41.83%88.17%38.45%37.36%
PANW
Palo Alto Networks, Inc.
7.21%-8.43%32.89%67.83%31.12%29.62%
SMH
VanEck Vectors Semiconductor ETF
18.61%8.89%34.11%74.32%34.95%28.66%
AAPL
Apple Inc.
-5.65%-5.26%-3.07%23.73%34.02%27.10%
MSFT
Microsoft Corporation
8.63%-0.30%24.49%64.81%30.73%28.86%
AMZN
Amazon.com, Inc.
13.97%7.38%28.20%83.76%15.72%25.38%
META
Meta Platforms, Inc.
36.89%20.83%64.19%176.97%24.52%21.65%
COST
Costco Wholesale Corporation
13.48%7.93%41.54%59.15%30.12%23.06%
ADBE
Adobe Inc
-7.51%-12.44%1.18%70.34%15.93%23.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.10%
20233.92%-0.42%-5.69%-1.90%15.44%7.61%

Sharpe Ratio

The current Best performing companies over - 10 years Sharpe ratio is 4.09. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.09

The Sharpe ratio of Best performing companies over - 10 years is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2024February
3.99
2.22
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Dividend yield

Best performing companies over - 10 years granted a 0.39% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Best performing companies over - 10 years0.39%0.43%0.53%0.33%0.63%0.86%0.79%0.88%0.60%1.01%0.71%0.85%
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%
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.
1.48%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
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
0.50%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.
0.53%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.
0.10%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
2.55%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%

Expense Ratio

The Best performing companies over - 10 years has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.22
Best performing companies over - 10 years
3.99
NVDA
NVIDIA Corporation
4.96
AMD
Advanced Micro Devices, Inc.
2.67
TSLA
Tesla, Inc.
-0.06
AVGO
Broadcom Inc.
3.80
CDNS
Cadence Design Systems, Inc.
2.03
BLDR
Builders FirstSource, Inc.
3.28
FICO
Fair Isaac Corporation
3.40
PANW
Palo Alto Networks, Inc.
1.44
SMH
VanEck Vectors Semiconductor ETF
2.77
AAPL
Apple Inc.
1.22
MSFT
Microsoft Corporation
2.84
AMZN
Amazon.com, Inc.
2.78
META
Meta Platforms, Inc.
4.98
COST
Costco Wholesale Corporation
3.47
ADBE
Adobe Inc
2.28

Asset Correlations Table

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

BLDRCOSTTSLAPANWAMDMETAFICOAAPLAVGOAMZNCDNSMSFTNVDAADBESMH
BLDR1.000.280.280.310.300.300.390.340.360.330.370.320.340.340.44
COST0.281.000.250.270.270.300.370.380.340.400.390.450.350.420.40
TSLA0.280.251.000.360.340.340.280.370.370.400.370.360.400.380.43
PANW0.310.270.361.000.340.360.420.390.400.420.480.410.430.470.47
AMD0.300.270.340.341.000.380.380.410.470.430.470.450.610.460.64
META0.300.300.340.360.381.000.390.470.440.560.450.500.480.530.49
FICO0.390.370.280.420.380.391.000.420.430.460.540.510.450.550.52
AAPL0.340.380.370.390.410.470.421.000.530.510.500.570.500.510.59
AVGO0.360.340.370.400.470.440.430.531.000.460.550.510.580.510.77
AMZN0.330.400.400.420.430.560.460.510.461.000.520.590.520.590.55
CDNS0.370.390.370.480.470.450.540.500.550.521.000.610.580.640.67
MSFT0.320.450.360.410.450.500.510.570.510.590.611.000.560.670.62
NVDA0.340.350.400.430.610.480.450.500.580.520.580.561.000.570.77
ADBE0.340.420.380.470.460.530.550.510.510.590.640.670.571.000.63
SMH0.440.400.430.470.640.490.520.590.770.550.670.620.770.631.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.95%
-0.37%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

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 0.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.41%Dec 28, 2021216Nov 3, 2022139May 25, 2023355
-36.45%Feb 20, 202020Mar 18, 202052Jun 2, 202072
-25.65%Sep 17, 201869Dec 24, 201859Mar 21, 2019128
-20.62%Dec 30, 201528Feb 9, 201634Mar 30, 201662
-14.14%Feb 16, 202115Mar 8, 202124Apr 12, 202139

Volatility Chart

The current Best performing companies over - 10 years volatility is 7.99%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
7.99%
3.89%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components
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