Best performing companies over - 10 years

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Best performing companies over - 10 years

Last updated May 18, 2024

Asset Allocation

Position	Category/Sector	Weight
AMD Advanced Micro Devices, Inc.	Technology	10%
AVGO Broadcom Inc.	Technology	10%
BLDR Builders FirstSource, Inc.	Industrials	10%
CDNS Cadence Design Systems, Inc.	Technology	10%
CELH Celsius Holdings, Inc.	Consumer Defensive	10%
FICO Fair Isaac Corporation	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
PANW Palo Alto Networks, Inc.	Technology	10%
TPL Texas Pacific Land Corporation	Energy	10%
TSLA Tesla, Inc.	Consumer Cyclical	10%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best performing companies over - 10 years, 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

Best performing companies over - 10 years

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of May 18, 2024, the Best performing companies over - 10 years returned 22.24% Year-To-Date and 55.10% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.18%	5.60%	17.48%	26.33%	13.16%	10.99%
Best performing companies over - 10 years	22.24%	14.75%	35.50%	77.34%	67.33%	54.98%
Portfolio components:
CELH Celsius Holdings, Inc.	70.62%	35.12%	86.15%	111.94%	130.31%	82.26%
NVDA NVIDIA Corporation	86.75%	21.36%	87.62%	195.90%	89.13%	71.08%
AMD Advanced Micro Devices, Inc.	11.57%	12.16%	36.35%	55.42%	43.28%	45.10%
TSLA Tesla, Inc.	-28.58%	20.68%	-24.26%	-1.49%	67.18%	29.31%
AVGO Broadcom Inc.	25.53%	15.82%	43.97%	108.56%	42.99%	38.85%
CDNS Cadence Design Systems, Inc.	6.04%	3.05%	7.66%	33.27%	34.70%	33.02%
BLDR Builders FirstSource, Inc.	0.07%	-5.64%	25.05%	38.93%	60.16%	37.03%
FICO Fair Isaac Corporation	21.25%	24.89%	35.41%	86.74%	37.01%	38.09%
PANW Palo Alto Networks, Inc.	7.79%	14.45%	28.38%	68.48%	33.25%	30.57%
TPL Texas Pacific Land Corporation	17.22%	4.74%	12.24%	39.43%	22.23%	32.02%

Monthly Returns

The table below presents the monthly returns of Best performing companies over - 10 years, 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	3.20%	14.55%	1.57%	-5.89%									22.24%
2023	13.81%	6.81%	8.06%	-4.16%	20.18%	10.96%	3.54%	6.74%	-6.74%	-4.88%	14.30%	8.86%	104.79%
2022	-14.32%	5.45%	2.99%	-13.27%	6.29%	-9.33%	21.25%	-3.59%	-9.85%	4.60%	14.30%	-9.48%	-11.31%
2021	0.60%	6.52%	2.93%	5.55%	-0.23%	8.80%	2.08%	7.24%	-2.81%	13.95%	5.74%	4.28%	68.97%
2020	7.44%	-3.48%	-18.35%	26.67%	18.10%	9.32%	15.18%	20.50%	-2.36%	-6.35%	26.90%	17.68%	162.45%
2019	15.06%	5.20%	6.41%	1.94%	-9.82%	12.14%	5.45%	-4.73%	-2.62%	7.78%	12.92%	7.32%	69.66%
2018	12.56%	-3.82%	-6.72%	5.27%	8.51%	2.01%	0.39%	10.53%	1.70%	-11.77%	-1.60%	-6.06%	8.31%
2017	9.83%	7.28%	1.45%	2.28%	3.40%	4.51%	3.54%	6.56%	3.80%	1.26%	1.07%	-0.08%	54.72%
2016	-11.16%	1.58%	17.13%	2.88%	8.09%	-0.22%	8.92%	3.93%	3.13%	-1.10%	8.05%	6.88%	56.39%
2015	1.27%	19.27%	1.50%	19.92%	3.15%	3.90%	-1.92%	-5.61%	1.92%	2.24%	5.95%	2.53%	65.13%
2014	3.89%	14.78%	9.86%	-2.42%	4.45%	4.52%	-5.51%	10.40%	-6.61%	0.18%	4.82%	-0.06%	42.68%
2013	5.58%	2.05%	3.09%	5.48%	19.86%	2.19%	6.70%	7.98%	2.41%	-2.90%	3.63%	4.15%	77.44%

Expense Ratio

Best performing companies over - 10 years 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

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Best performing companies over - 10 years is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Best performing companies over - 10 years

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Best performing companies over - 10 years

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CELH Celsius Holdings, Inc.	1.95	2.73	1.34	3.86	7.11
NVDA NVIDIA Corporation	4.17	4.84	1.60	10.44	29.95
AMD Advanced Micro Devices, Inc.	1.23	1.87	1.23	1.39	3.92
TSLA Tesla, Inc.	0.04	0.44	1.05	0.03	0.08
AVGO Broadcom Inc.	3.14	4.06	1.48	8.31	21.05
CDNS Cadence Design Systems, Inc.	1.45	2.27	1.26	2.77	7.77
BLDR Builders FirstSource, Inc.	0.87	1.27	1.19	1.29	3.43
FICO Fair Isaac Corporation	3.06	3.37	1.49	5.26	18.44
PANW Palo Alto Networks, Inc.	1.39	1.73	1.32	2.16	5.07
TPL Texas Pacific Land Corporation	1.16	1.68	1.22	0.76	2.88

Sharpe Ratio

The current Best performing companies over - 10 years Sharpe ratio is 3.27. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Best performing companies over - 10 years with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Best performing companies over - 10 years

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Best performing companies over - 10 years granted a 0.36% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Best performing companies over - 10 years	0.36%	0.42%	0.72%	0.49%	1.39%	0.61%	0.58%	0.32%	0.24%	0.32%	0.38%	0.47%
Portfolio components:
CELH Celsius Holdings, 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%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%	1.94%
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%
AVGO Broadcom Inc.	1.41%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.94%	1.52%	1.23%	1.34%	1.87%
CDNS Cadence Design Systems, 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%
BLDR Builders FirstSource, 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%
PANW Palo Alto Networks, 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%
TPL Texas Pacific Land Corporation	2.17%	2.48%	4.10%	2.64%	10.73%	2.30%	2.24%	0.91%	0.31%	0.66%	0.69%	0.81%

Drawdowns

Drawdowns Chart

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

Best performing companies over - 10 years

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Best performing companies over - 10 years. 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 Best performing companies over - 10 years was 46.65%, occurring on Mar 18, 2020. Recovery took 50 trading sessions.

The current Best performing companies over - 10 years drawdown is 1.45%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.65%	Feb 20, 2020	20	Mar 18, 2020	50	May 29, 2020	70
-28.81%	Sep 17, 2018	69	Dec 24, 2018	57	Mar 19, 2019	126
-26.93%	Dec 28, 2021	92	May 9, 2022	184	Feb 1, 2023	276
-20.98%	Dec 30, 2015	30	Feb 11, 2016	24	Mar 17, 2016	54
-19.82%	Sep 9, 2014	25	Oct 13, 2014	78	Feb 4, 2015	103

Volatility

Volatility Chart

The current Best performing companies over - 10 years volatility is 8.12%, 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.

Best performing companies over - 10 years

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	TPL	CELH	TSLA	BLDR	PANW	FICO	AMD	AVGO	CDNS	NVDA
TPL	1.00	0.10	0.14	0.20	0.13	0.17	0.16	0.19	0.18	0.18
CELH	0.10	1.00	0.17	0.18	0.18	0.16	0.18	0.17	0.21	0.20
TSLA	0.14	0.17	1.00	0.28	0.36	0.28	0.34	0.37	0.36	0.39
BLDR	0.20	0.18	0.28	1.00	0.31	0.39	0.30	0.37	0.37	0.34
PANW	0.13	0.18	0.36	0.31	1.00	0.42	0.34	0.40	0.47	0.43
FICO	0.17	0.16	0.28	0.39	0.42	1.00	0.38	0.43	0.54	0.45
AMD	0.16	0.18	0.34	0.30	0.34	0.38	1.00	0.47	0.47	0.61
AVGO	0.19	0.17	0.37	0.37	0.40	0.43	0.47	1.00	0.55	0.58
CDNS	0.18	0.21	0.36	0.37	0.47	0.54	0.47	0.55	1.00	0.58
NVDA	0.18	0.20	0.39	0.34	0.43	0.45	0.61	0.58	0.58	1.00