Test3
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^NDX NASDAQ 100 | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test3, 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 Sep 25, 1985, corresponding to the inception date of ^NDX
Returns By Period
As of Apr 19, 2025, the Test3 returned -13.11% Year-To-Date and 15.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Test3 | -13.11% | -7.49% | -10.17% | 4.97% | 15.67% | 15.24% |
| Portfolio components: | ||||||
^NDX NASDAQ 100 | -13.11% | -7.49% | -10.17% | 4.97% | 15.67% | 15.24% |
Monthly Returns
The table below presents the monthly returns of Test3, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.22% | -2.76% | -7.69% | -5.29% | -13.11% | ||||||||
| 2024 | 1.85% | 5.29% | 1.17% | -4.46% | 6.28% | 6.18% | -1.63% | 1.10% | 2.48% | -0.85% | 5.23% | 0.39% | 24.88% |
| 2023 | 10.62% | -0.49% | 9.46% | 0.49% | 7.61% | 6.49% | 3.81% | -1.62% | -5.07% | -2.08% | 10.67% | 5.51% | 53.81% |
| 2022 | -8.52% | -4.64% | 4.22% | -13.37% | -1.65% | -9.00% | 12.55% | -5.22% | -10.60% | 3.96% | 5.48% | -9.06% | -32.97% |
| 2021 | 0.29% | -0.12% | 1.41% | 5.88% | -1.26% | 6.34% | 2.78% | 4.16% | -5.73% | 7.90% | 1.80% | 1.14% | 26.63% |
| 2020 | 2.96% | -5.89% | -7.66% | 15.19% | 6.17% | 6.29% | 7.37% | 11.05% | -5.72% | -3.20% | 11.00% | 5.05% | 47.58% |
| 2019 | 9.11% | 2.76% | 3.96% | 5.46% | -8.40% | 7.62% | 2.32% | -2.01% | 0.76% | 4.31% | 3.96% | 3.92% | 37.96% |
| 2018 | 8.65% | -1.38% | -3.99% | 0.37% | 5.48% | 1.05% | 2.72% | 5.84% | -0.35% | -8.66% | -0.26% | -8.91% | -1.04% |
| 2017 | 5.20% | 4.17% | 1.99% | 2.71% | 3.68% | -2.45% | 4.13% | 1.84% | -0.16% | 4.50% | 1.87% | 0.48% | 31.52% |
| 2016 | -6.84% | -1.82% | 6.73% | -3.18% | 4.21% | -2.35% | 7.07% | 0.86% | 2.19% | -1.53% | 0.20% | 1.10% | 5.89% |
| 2015 | -2.07% | 7.04% | -2.41% | 1.86% | 2.13% | -2.47% | 4.37% | -6.85% | -2.19% | 11.19% | 0.34% | -1.53% | 8.43% |
| 2014 | -1.95% | 4.95% | -2.72% | -0.38% | 4.32% | 3.01% | 1.12% | 4.88% | -0.81% | 2.69% | 4.32% | -2.34% | 17.94% |
Expense Ratio
Test3 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Test3 is 19, meaning it’s performing worse than 81% of other 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 | |
|---|---|---|---|---|---|
^NDX NASDAQ 100 | 0.12 | 0.35 | 1.05 | 0.13 | 0.49 |
Dividends
Dividend yield
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 Test3. 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 Test3 was 82.90%, occurring on Oct 7, 2002. Recovery took 3292 trading sessions.
The current Test3 drawdown is 17.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.9% | Mar 28, 2000 | 634 | Oct 7, 2002 | 3292 | Nov 3, 2015 | 3926 |
| -39.93% | Oct 6, 1987 | 15 | Oct 26, 1987 | 401 | May 26, 1989 | 416 |
| -35.56% | Nov 22, 2021 | 277 | Dec 28, 2022 | 243 | Dec 15, 2023 | 520 |
| -32.9% | Jul 17, 1990 | 62 | Oct 11, 1990 | 81 | Feb 6, 1991 | 143 |
| -28.03% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
Volatility
Volatility Chart
The current Test3 volatility is 16.16%, 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.