Test - 6.23.24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 7.69% |
CLS Celestica Inc. | Technology | 7.69% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 7.69% |
COST Costco Wholesale Corporation | Consumer Defensive | 7.69% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 7.69% |
FICO Fair Isaac Corporation | Technology | 7.69% |
IIPR Innovative Industrial Properties, Inc. | Real Estate | 7.69% |
KLAC KLA Corporation | Technology | 7.69% |
LLY Eli Lilly and Company | Healthcare | 7.69% |
MAIN Main Street Capital Corporation | Financial Services | 7.69% |
MSFT Microsoft Corporation | Technology | 7.69% |
NVDA NVIDIA Corporation | Technology | 7.69% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 7.69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test - 6.23.24, 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 Dec 1, 2016, corresponding to the inception date of IIPR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Test - 6.23.24 | 55.01% | -0.30% | 13.69% | 70.57% | 41.92% | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
KLAC KLA Corporation | 11.56% | -22.31% | -15.00% | 18.89% | 31.06% | 28.48% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 27.42% | 23.65% |
DPZ Domino's Pizza, Inc. | 7.69% | 2.68% | -14.53% | 16.44% | 10.57% | 18.28% |
IIPR Innovative Industrial Properties, Inc. | 7.38% | -22.03% | -5.92% | 38.30% | 9.84% | N/A |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
CMG Chipotle Mexican Grill, Inc. | 29.58% | -0.02% | -6.46% | 36.82% | 31.58% | 16.07% |
MAIN Main Street Capital Corporation | 30.12% | 2.65% | 10.43% | 39.67% | 12.47% | 13.48% |
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
Monthly Returns
The table below presents the monthly returns of Test - 6.23.24, 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 | 5.95% | 12.46% | 7.36% | -1.35% | 7.94% | 6.84% | -2.54% | 1.47% | 3.52% | -0.34% | 55.01% | ||
| 2023 | 8.95% | -1.45% | 5.96% | 1.25% | 7.80% | 8.13% | 8.51% | 3.24% | -2.72% | -1.53% | 14.43% | 8.37% | 78.64% |
| 2022 | -8.21% | -2.88% | 4.41% | -12.84% | 0.76% | -6.32% | 11.83% | -5.22% | -11.40% | 10.16% | 11.89% | -6.63% | -17.25% |
| 2021 | 3.99% | 2.45% | 4.45% | 3.85% | 0.88% | 5.71% | 6.57% | 5.07% | -5.44% | 9.21% | 3.93% | 4.82% | 55.25% |
| 2020 | 3.01% | -5.76% | -13.09% | 22.32% | 11.64% | 3.91% | 6.02% | 6.74% | -1.04% | -5.61% | 15.68% | 5.12% | 53.88% |
| 2019 | 13.03% | 6.73% | 5.52% | 1.38% | -5.95% | 11.54% | 2.09% | 0.11% | 1.12% | 1.74% | 5.58% | 3.97% | 56.24% |
| 2018 | 4.48% | -1.22% | -0.13% | 5.32% | 6.81% | 0.81% | 1.75% | 10.32% | -1.42% | -8.30% | 2.94% | -8.14% | 12.17% |
| 2017 | 5.81% | 1.92% | 3.47% | 2.11% | 4.04% | -2.81% | -0.62% | -0.64% | 4.46% | 0.73% | 2.68% | 4.23% | 28.12% |
| 2016 | 2.87% | 2.87% |
Expense Ratio
Test - 6.23.24 has an expense ratio of 0.00%, indicating no management fees are charged. 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 Test - 6.23.24 is 90, placing it in the top 10% 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 | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
KLAC KLA Corporation | 0.54 | 0.96 | 1.13 | 0.84 | 2.19 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
COST Costco Wholesale Corporation | 3.37 | 3.99 | 1.60 | 6.44 | 16.64 |
DPZ Domino's Pizza, Inc. | 0.68 | 1.05 | 1.16 | 0.57 | 1.55 |
IIPR Innovative Industrial Properties, Inc. | 1.55 | 2.07 | 1.29 | 0.70 | 8.04 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
CMG Chipotle Mexican Grill, Inc. | 1.32 | 1.80 | 1.26 | 1.38 | 3.31 |
MAIN Main Street Capital Corporation | 2.92 | 3.72 | 1.56 | 4.24 | 16.27 |
CLS Celestica Inc. | 4.06 | 3.92 | 1.52 | 6.27 | 19.45 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
Dividends
Dividend yield
Test - 6.23.24 provided a 1.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.79% | 1.98% | 2.01% | 1.21% | 1.75% | 1.81% | 2.06% | 2.01% | 1.71% | 2.06% | 3.61% | 1.93% |
| Portfolio components: | ||||||||||||
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% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
KLAC KLA Corporation | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
DPZ Domino's Pizza, Inc. | 1.31% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
IIPR Innovative Industrial Properties, Inc. | 7.22% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
CMG Chipotle Mexican Grill, 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% |
MAIN Main Street Capital Corporation | 7.87% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
CLS Celestica 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% |
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 Test - 6.23.24. 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 Test - 6.23.24 was 37.65%, occurring on Mar 18, 2020. Recovery took 47 trading sessions.
The current Test - 6.23.24 drawdown is 1.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.65% | Feb 21, 2020 | 19 | Mar 18, 2020 | 47 | May 26, 2020 | 66 |
| -29.92% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
| -20.49% | Sep 4, 2018 | 78 | Dec 24, 2018 | 37 | Feb 19, 2019 | 115 |
| -13.35% | Jul 17, 2024 | 14 | Aug 5, 2024 | 46 | Oct 9, 2024 | 60 |
| -10.74% | Oct 14, 2020 | 13 | Oct 30, 2020 | 11 | Nov 16, 2020 | 24 |
Volatility
Volatility Chart
The current Test - 6.23.24 volatility is 4.45%, 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
| LLY | DPZ | IIPR | MAIN | WSM | CLS | CMG | COST | FICO | AVGO | NVDA | MSFT | KLAC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.16 | 0.12 | 0.19 | 0.14 | 0.16 | 0.18 | 0.28 | 0.22 | 0.23 | 0.20 | 0.31 | 0.23 |
| DPZ | 0.16 | 1.00 | 0.18 | 0.17 | 0.22 | 0.19 | 0.30 | 0.29 | 0.27 | 0.26 | 0.31 | 0.29 | 0.26 |
| IIPR | 0.12 | 0.18 | 1.00 | 0.32 | 0.31 | 0.25 | 0.26 | 0.27 | 0.29 | 0.30 | 0.29 | 0.31 | 0.30 |
| MAIN | 0.19 | 0.17 | 0.32 | 1.00 | 0.32 | 0.34 | 0.27 | 0.27 | 0.30 | 0.32 | 0.31 | 0.33 | 0.34 |
| WSM | 0.14 | 0.22 | 0.31 | 0.32 | 1.00 | 0.30 | 0.31 | 0.33 | 0.32 | 0.32 | 0.33 | 0.29 | 0.38 |
| CLS | 0.16 | 0.19 | 0.25 | 0.34 | 0.30 | 1.00 | 0.26 | 0.25 | 0.34 | 0.46 | 0.40 | 0.36 | 0.48 |
| CMG | 0.18 | 0.30 | 0.26 | 0.27 | 0.31 | 0.26 | 1.00 | 0.36 | 0.39 | 0.34 | 0.38 | 0.42 | 0.36 |
| COST | 0.28 | 0.29 | 0.27 | 0.27 | 0.33 | 0.25 | 0.36 | 1.00 | 0.39 | 0.39 | 0.39 | 0.49 | 0.40 |
| FICO | 0.22 | 0.27 | 0.29 | 0.30 | 0.32 | 0.34 | 0.39 | 0.39 | 1.00 | 0.44 | 0.46 | 0.54 | 0.47 |
| AVGO | 0.23 | 0.26 | 0.30 | 0.32 | 0.32 | 0.46 | 0.34 | 0.39 | 0.44 | 1.00 | 0.63 | 0.57 | 0.69 |
| NVDA | 0.20 | 0.31 | 0.29 | 0.31 | 0.33 | 0.40 | 0.38 | 0.39 | 0.46 | 0.63 | 1.00 | 0.61 | 0.66 |
| MSFT | 0.31 | 0.29 | 0.31 | 0.33 | 0.29 | 0.36 | 0.42 | 0.49 | 0.54 | 0.57 | 0.61 | 1.00 | 0.59 |
| KLAC | 0.23 | 0.26 | 0.30 | 0.34 | 0.38 | 0.48 | 0.36 | 0.40 | 0.47 | 0.69 | 0.66 | 0.59 | 1.00 |