Outperformers
Stocks that returned higher than QQQ annualized 5 years
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 12.5% |
AAPL Apple Inc. | Technology | 12.5% |
AVGO Broadcom Inc. | Technology | 12.5% |
AMD Advanced Micro Devices, Inc. | Technology | 12.5% |
TSLA Tesla, Inc. | Consumer Cyclical | 12.5% |
ORCL Oracle Corporation | Technology | 12.5% |
SHOP Shopify Inc. | Technology | 12.5% |
MSFT Microsoft Corporation | Technology | 12.5% |
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
Returns
As of Oct 2, 2023, the Outperformers returned 67.81% Year-To-Date and 44.95% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.68% | 19.59% | 7.98% | 8.74% |
| Outperformers | -8.04% | 20.25% | 67.81% | 80.08% | 40.73% | 44.95% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -10.32% | 55.58% | 197.76% | 258.56% | 43.88% | 70.49% |
AAPL Apple Inc. | -9.63% | 3.31% | 32.33% | 24.62% | 25.35% | 23.35% |
AVGO Broadcom Inc. | -4.29% | 30.68% | 51.23% | 92.03% | 31.79% | 28.54% |
AMD Advanced Micro Devices, Inc. | -6.06% | 6.48% | 58.75% | 62.28% | 29.45% | 57.80% |
TSLA Tesla, Inc. | 2.13% | 28.47% | 103.13% | -5.67% | 66.67% | 38.62% |
ORCL Oracle Corporation | -12.41% | 13.66% | 31.08% | 76.34% | 18.33% | 12.80% |
SHOP Shopify Inc. | -18.20% | 14.45% | 57.22% | 102.56% | 27.90% | 44.20% |
MSFT Microsoft Corporation | -3.93% | 10.40% | 32.56% | 36.88% | 23.78% | 27.45% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.75% | -2.48% | 19.93% | 10.11% | 2.51% | -0.85% |
Dividend yield
Outperformers granted a 0.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Outperformers | 0.63% | 0.82% | 0.63% | 0.82% | 1.05% | 1.20% | 0.98% | 1.09% | 1.16% | 1.18% | 1.34% | 1.21% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
AAPL Apple Inc. | 0.55% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
AVGO Broadcom Inc. | 2.22% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
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% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
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 | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 4.40 | ||||
AAPL Apple Inc. | 0.53 | ||||
AVGO Broadcom Inc. | 2.48 | ||||
AMD Advanced Micro Devices, Inc. | 0.97 | ||||
TSLA Tesla, Inc. | -0.21 | ||||
ORCL Oracle Corporation | 2.45 | ||||
SHOP Shopify Inc. | 1.33 | ||||
MSFT Microsoft Corporation | 1.05 |
Asset Correlations Table
| TSLA | ORCL | SHOP | AMD | AVGO | AAPL | MSFT | NVDA | |
|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.28 | 0.38 | 0.38 | 0.40 | 0.42 | 0.41 | 0.44 |
| ORCL | 0.28 | 1.00 | 0.33 | 0.38 | 0.43 | 0.47 | 0.57 | 0.42 |
| SHOP | 0.38 | 0.33 | 1.00 | 0.46 | 0.41 | 0.44 | 0.48 | 0.50 |
| AMD | 0.38 | 0.38 | 0.46 | 1.00 | 0.51 | 0.46 | 0.50 | 0.67 |
| AVGO | 0.40 | 0.43 | 0.41 | 0.51 | 1.00 | 0.59 | 0.56 | 0.61 |
| AAPL | 0.42 | 0.47 | 0.44 | 0.46 | 0.59 | 1.00 | 0.66 | 0.57 |
| MSFT | 0.41 | 0.57 | 0.48 | 0.50 | 0.56 | 0.66 | 1.00 | 0.61 |
| NVDA | 0.44 | 0.42 | 0.50 | 0.67 | 0.61 | 0.57 | 0.61 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Outperformers. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Outperformers is 48.81%, recorded on Oct 14, 2022. It took 163 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.81% | Nov 22, 2021 | 226 | Oct 14, 2022 | 163 | Jun 9, 2023 | 389 |
| -37.43% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -26.53% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -21.97% | Dec 30, 2015 | 30 | Feb 11, 2016 | 24 | Mar 17, 2016 | 54 |
| -20.21% | Jun 18, 2015 | 48 | Aug 25, 2015 | 71 | Dec 4, 2015 | 119 |
Volatility Chart
The current Outperformers volatility is 6.69%, 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.