NVSek-MI-Stks
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AXP American Express Company | Financial Services | 9.80% |
BK The Bank of New York Mellon Corporation | Financial Services | 9.58% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 9.75% |
COF Capital One Financial Corporation | Financial Services | 9.87% |
META Meta Platforms, Inc. | Communication Services | 9.97% |
NFLX Netflix, Inc. | Communication Services | 9.90% |
NVDA NVIDIA Corporation | Technology | 11.09% |
ORCL Oracle Corporation | Technology | 9.99% |
TSLA Tesla, Inc. | Consumer Cyclical | 10.24% |
WMT Walmart Inc. | Consumer Defensive | 9.81% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-MI-Stks, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Jan 4, 2025, the NVSek-MI-Stks returned 4.88% Year-To-Date and 43.21% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| NVSek-MI-Stks | 4.88% | 2.31% | 25.34% | 134.24% | 59.18% | 43.21% |
| Portfolio components: | ||||||
AXP American Express Company | 2.36% | 0.39% | 29.26% | 63.75% | 21.12% | 14.81% |
BK The Bank of New York Mellon Corporation | 0.13% | -4.07% | 30.24% | 52.22% | 12.32% | 9.98% |
BKNG Booking Holdings Inc. | -1.30% | -6.32% | 25.27% | 44.66% | 19.12% | 16.47% |
COF Capital One Financial Corporation | 1.18% | -2.73% | 33.69% | 41.33% | 14.15% | 10.72% |
META Meta Platforms, Inc. | 3.27% | -1.41% | 12.18% | 74.85% | 23.85% | 23.12% |
NFLX Netflix, Inc. | -1.15% | -3.29% | 27.57% | 85.61% | 22.05% | 34.28% |
NVDA NVIDIA Corporation | 7.58% | -0.45% | 14.83% | 201.08% | 89.92% | 77.89% |
ORCL Oracle Corporation | -0.19% | -11.62% | 15.42% | 64.10% | 27.34% | 16.24% |
TSLA Tesla, Inc. | 1.63% | 14.67% | 63.18% | 72.50% | 69.41% | 40.20% |
WMT Walmart Inc. | 0.48% | -3.67% | 30.27% | 74.70% | 20.05% | 14.48% |
Monthly Returns
The table below presents the monthly returns of NVSek-MI-Stks, 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 | 5.64% | 19.39% | 6.14% | -3.50% | 18.76% | 11.29% | -1.63% | 1.28% | 5.56% | 5.93% | 11.62% | 1.74% | 116.02% |
| 2023 | 32.02% | 12.91% | 8.43% | -8.70% | 26.67% | 17.22% | 5.70% | 0.98% | -8.32% | -9.33% | 15.91% | 4.75% | 136.04% |
| 2022 | -14.83% | -5.61% | 14.94% | -25.13% | -7.22% | -13.66% | 26.36% | -8.79% | -7.37% | -3.71% | -0.64% | -22.33% | -56.03% |
| 2021 | 5.41% | -6.18% | -1.02% | 6.21% | -4.11% | 10.70% | -0.24% | 9.41% | 1.07% | 28.67% | 6.76% | -7.37% | 54.90% |
| 2020 | 11.02% | 4.67% | -7.68% | 19.40% | 7.86% | 11.85% | 15.32% | 34.58% | -7.40% | -7.07% | 21.53% | 13.10% | 183.68% |
| 2019 | 13.41% | 4.36% | 1.26% | 1.76% | -12.94% | 11.39% | -3.75% | -5.51% | -1.55% | 11.10% | 6.66% | 7.55% | 34.97% |
| 2018 | 23.14% | 0.95% | -5.40% | 3.38% | 8.14% | 4.92% | -6.93% | 8.05% | -1.06% | -13.23% | -7.00% | -9.43% | 0.30% |
| 2017 | 8.67% | 0.43% | 5.24% | 3.08% | 11.58% | 0.04% | 7.76% | 1.34% | 1.74% | 7.28% | -3.32% | -0.14% | 52.08% |
| 2016 | -14.39% | 1.95% | 10.92% | -1.08% | 5.36% | -5.60% | 7.10% | 1.62% | 1.29% | 7.82% | 3.33% | 6.92% | 25.08% |
| 2015 | -1.41% | 5.64% | -5.42% | 13.33% | 6.15% | 2.65% | 6.61% | -2.47% | -3.49% | 0.67% | 7.52% | -1.94% | 29.55% |
| 2014 | 6.06% | 15.69% | -10.01% | -2.22% | 7.61% | 6.15% | -3.13% | 10.57% | -5.47% | -2.34% | 0.15% | -3.15% | 18.29% |
Expense Ratio
NVSek-MI-Stks 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
With an overall rank of 93, NVSek-MI-Stks is among the top 7% 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 | |
|---|---|---|---|---|---|
AXP American Express Company | 2.69 | 3.53 | 1.49 | 6.06 | 21.58 |
BK The Bank of New York Mellon Corporation | 2.99 | 4.02 | 1.52 | 4.02 | 24.57 |
BKNG Booking Holdings Inc. | 1.73 | 2.10 | 1.33 | 2.28 | 7.02 |
COF Capital One Financial Corporation | 1.34 | 2.23 | 1.27 | 1.53 | 7.90 |
META Meta Platforms, Inc. | 2.09 | 2.97 | 1.41 | 4.14 | 12.57 |
NFLX Netflix, Inc. | 2.96 | 3.88 | 1.51 | 2.78 | 21.05 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.49 | 7.53 | 23.10 |
ORCL Oracle Corporation | 2.00 | 3.18 | 1.40 | 3.43 | 12.03 |
TSLA Tesla, Inc. | 1.12 | 1.92 | 1.23 | 1.10 | 3.73 |
WMT Walmart Inc. | 4.13 | 6.07 | 1.77 | 9.93 | 41.54 |
Dividends
Dividend yield
NVSek-MI-Stks provided a 0.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.73% | 0.74% | 0.88% | 1.01% | 0.79% | 0.83% | 0.88% | 1.01% | 0.83% | 0.97% | 1.18% | 0.92% |
| Portfolio components: | ||||||||||||
AXP American Express Company | 0.92% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BK The Bank of New York Mellon Corporation | 2.31% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
BKNG Booking Holdings Inc. | 0.71% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COF Capital One Financial Corporation | 1.33% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% |
META Meta Platforms, Inc. | 0.33% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX Netflix, 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
ORCL Oracle Corporation | 0.96% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
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% |
WMT Walmart Inc. | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
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 NVSek-MI-Stks. 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 NVSek-MI-Stks was 62.62%, occurring on Dec 27, 2022. Recovery took 269 trading sessions.
The current NVSek-MI-Stks drawdown is 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.62% | Nov 5, 2021 | 287 | Dec 27, 2022 | 269 | Jan 24, 2024 | 556 |
| -38.2% | Jun 21, 2018 | 129 | Dec 24, 2018 | 271 | Jan 23, 2020 | 400 |
| -36.58% | Feb 20, 2020 | 20 | Mar 18, 2020 | 41 | May 15, 2020 | 61 |
| -28.22% | Dec 7, 2015 | 43 | Feb 8, 2016 | 165 | Oct 3, 2016 | 208 |
| -24.33% | Jul 11, 2024 | 20 | Aug 7, 2024 | 51 | Oct 18, 2024 | 71 |
Volatility
Volatility Chart
The current NVSek-MI-Stks volatility is 9.65%, 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
| WMT | TSLA | NFLX | META | ORCL | NVDA | BK | BKNG | COF | AXP | |
|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.16 | 0.18 | 0.17 | 0.29 | 0.20 | 0.23 | 0.20 | 0.22 | 0.27 |
| TSLA | 0.16 | 1.00 | 0.37 | 0.33 | 0.27 | 0.38 | 0.24 | 0.35 | 0.25 | 0.29 |
| NFLX | 0.18 | 0.37 | 1.00 | 0.46 | 0.34 | 0.43 | 0.24 | 0.38 | 0.23 | 0.27 |
| META | 0.17 | 0.33 | 0.46 | 1.00 | 0.37 | 0.47 | 0.28 | 0.42 | 0.29 | 0.33 |
| ORCL | 0.29 | 0.27 | 0.34 | 0.37 | 1.00 | 0.43 | 0.41 | 0.40 | 0.38 | 0.43 |
| NVDA | 0.20 | 0.38 | 0.43 | 0.47 | 0.43 | 1.00 | 0.33 | 0.41 | 0.33 | 0.36 |
| BK | 0.23 | 0.24 | 0.24 | 0.28 | 0.41 | 0.33 | 1.00 | 0.42 | 0.67 | 0.62 |
| BKNG | 0.20 | 0.35 | 0.38 | 0.42 | 0.40 | 0.41 | 0.42 | 1.00 | 0.44 | 0.48 |
| COF | 0.22 | 0.25 | 0.23 | 0.29 | 0.38 | 0.33 | 0.67 | 0.44 | 1.00 | 0.72 |
| AXP | 0.27 | 0.29 | 0.27 | 0.33 | 0.43 | 0.36 | 0.62 | 0.48 | 0.72 | 1.00 |