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Outperformers

Last updated Dec 7, 2023

Stocks that returned higher than QQQ annualized 5 years

Asset Allocation


NVDA 12.5%AAPL 12.5%AVGO 12.5%AMD 12.5%TSLA 12.5%ORCL 12.5%SHOP 12.5%MSFT 12.5%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology12.5%
AAPL
Apple Inc.
Technology12.5%
AVGO
Broadcom Inc.
Technology12.5%
AMD
Advanced Micro Devices, Inc.
Technology12.5%
TSLA
Tesla, Inc.
Consumer Cyclical12.5%
ORCL
Oracle Corporation
Technology12.5%
SHOP
Shopify Inc.
Technology12.5%
MSFT
Microsoft Corporation
Technology12.5%

Performance

The chart shows the growth of an initial investment of $10,000 in Outperformers, 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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.07%
5.94%
Outperformers
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Outperformers86.29%4.68%10.07%76.37%48.42%N/A
NVDA
NVIDIA Corporation
211.50%-0.53%21.44%184.75%65.73%62.15%
AAPL
Apple Inc.
48.85%7.44%8.44%35.33%36.71%27.11%
AVGO
Broadcom Inc.
64.54%2.59%15.24%76.42%36.34%38.09%
AMD
Advanced Micro Devices, Inc.
80.36%4.54%-0.86%66.24%43.23%41.46%
TSLA
Tesla, Inc.
94.33%9.17%6.59%33.12%58.76%38.66%
ORCL
Oracle Corporation
39.15%2.68%7.21%44.14%21.52%13.96%
SHOP
Shopify Inc.
104.96%17.72%19.44%82.55%37.20%N/A
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202319.93%10.11%2.51%-0.94%-8.88%-4.75%19.13%

Sharpe Ratio

The current Outperformers Sharpe ratio is 2.43. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.43

The Sharpe ratio of Outperformers 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.43
1.00
Outperformers
Benchmark (^GSPC)
Portfolio components

Dividend yield

Outperformers granted a 0.58% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Outperformers0.58%0.81%0.61%0.78%0.97%1.09%0.88%0.98%1.03%1.03%1.14%0.99%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
AVGO
Broadcom Inc.
2.04%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
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%
ORCL
Oracle Corporation
1.36%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%1.26%
SHOP
Shopify 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%
MSFT
Microsoft Corporation
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%

Expense Ratio

The Outperformers 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.


The portfolio doesn't hold funds that charge fees

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
NVDA
NVIDIA Corporation
3.45
AAPL
Apple Inc.
1.46
AVGO
Broadcom Inc.
2.42
AMD
Advanced Micro Devices, Inc.
1.26
TSLA
Tesla, Inc.
0.54
ORCL
Oracle Corporation
1.60
SHOP
Shopify Inc.
1.25
MSFT
Microsoft Corporation
1.89

Asset Correlations Table

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

TSLAORCLSHOPAMDAVGOAAPLMSFTNVDA
TSLA1.000.280.390.380.400.420.400.44
ORCL0.281.000.340.380.440.480.570.43
SHOP0.390.341.000.460.410.440.480.50
AMD0.380.380.461.000.510.460.500.67
AVGO0.400.440.410.511.000.590.560.61
AAPL0.420.480.440.460.591.000.660.57
MSFT0.400.570.480.500.560.661.000.61
NVDA0.440.430.500.670.610.570.611.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.24%
-5.15%
Outperformers
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Outperformers. 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 Outperformers was 48.81%, occurring on Oct 14, 2022. Recovery took 163 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.81%Nov 22, 2021226Oct 14, 2022163Jun 9, 2023389
-37.43%Feb 20, 202020Mar 18, 202044May 20, 202064
-26.53%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-21.97%Dec 30, 201530Feb 11, 201624Mar 17, 201654
-20.21%Jun 18, 201548Aug 25, 201571Dec 4, 2015119

Volatility Chart

The current Outperformers volatility is 5.46%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
2.92%
Outperformers
Benchmark (^GSPC)
Portfolio components
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