Best performing companies over - 10 years
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% |
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
The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Oct 30, 2024, the Best performing companies over - 10 years returned 43.71% Year-To-Date and 56.51% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Best performing companies over - 10 years | 43.71% | 4.76% | 27.25% | 79.34% | 69.37% | 56.51% |
| Portfolio components: | ||||||
CELH Celsius Holdings, Inc. | -43.09% | -4.61% | -56.46% | -42.19% | 92.92% | 69.56% |
NVDA NVIDIA Corporation | 185.29% | 16.35% | 63.51% | 243.27% | 95.48% | 77.28% |
AMD Advanced Micro Devices, Inc. | 12.78% | 1.16% | 4.97% | 72.85% | 37.55% | 50.59% |
TSLA Tesla, Inc. | 4.44% | -0.36% | 41.60% | 31.50% | 65.62% | 32.13% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 48.19% | 39.10% |
CDNS Cadence Design Systems, Inc. | 4.44% | 3.76% | 3.20% | 21.71% | 34.33% | 31.91% |
BLDR Builders FirstSource, Inc. | 2.79% | -11.66% | -6.14% | 60.00% | 50.18% | 40.12% |
FICO Fair Isaac Corporation | 73.70% | 5.32% | 78.40% | 137.51% | 46.25% | 41.77% |
PANW Palo Alto Networks, Inc. | 23.91% | 8.83% | 25.61% | 53.17% | 37.11% | 26.42% |
TPL Texas Pacific Land Corporation | 116.68% | 25.01% | 95.73% | 85.90% | 45.37% | 36.96% |
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% | -5.95% | 5.71% | 6.70% | 1.12% | 0.98% | 5.27% | 43.71% | |||
| 2023 | 13.81% | 6.81% | 8.04% | -4.16% | 20.18% | 10.93% | 3.54% | 6.69% | -6.75% | -4.88% | 14.26% | 8.86% | 104.54% |
| 2022 | -14.32% | 5.45% | 2.93% | -13.27% | 6.29% | -9.67% | 21.25% | -3.59% | -9.88% | 4.60% | 14.30% | -9.51% | -11.74% |
| 2021 | 0.60% | 6.52% | 2.83% | 5.55% | -0.23% | 8.76% | 2.08% | 7.24% | -2.84% | 13.95% | 5.74% | 4.25% | 68.64% |
| 2020 | 7.44% | -3.49% | -18.60% | 26.67% | 18.10% | 9.32% | 15.18% | 20.50% | -2.36% | -6.35% | 26.90% | 17.26% | 160.71% |
| 2019 | 15.06% | 5.20% | 6.21% | 1.94% | -9.82% | 12.14% | 5.45% | -4.73% | -2.62% | 7.78% | 12.92% | 7.32% | 69.34% |
| 2018 | 12.56% | -3.82% | -6.89% | 5.27% | 8.51% | 2.01% | 0.39% | 10.53% | 1.70% | -11.77% | -1.60% | -6.06% | 8.11% |
| 2017 | 9.83% | 7.27% | 1.38% | 2.28% | 3.40% | 4.51% | 3.54% | 6.56% | 3.80% | 1.26% | 1.07% | -0.08% | 54.59% |
| 2016 | -11.16% | 1.57% | 17.08% | 2.88% | 8.09% | -0.22% | 8.92% | 3.93% | 3.13% | -1.10% | 8.05% | 6.88% | 56.29% |
| 2015 | 1.26% | 19.25% | 1.46% | 19.92% | 3.15% | 3.90% | -1.92% | -5.61% | 1.92% | 2.23% | 5.96% | 2.53% | 65.04% |
| 2014 | 3.88% | 14.76% | 9.81% | -2.42% | 4.44% | 4.52% | -5.51% | 10.40% | -6.61% | 0.18% | 4.82% | -0.06% | 42.59% |
| 2013 | 5.58% | 2.02% | 3.09% | 5.48% | 19.86% | 2.19% | 6.71% | 7.97% | 2.41% | -2.90% | 3.63% | 4.15% | 77.38% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Best performing companies over - 10 years is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -0.68 | -0.83 | 0.90 | -0.60 | -1.12 |
NVDA NVIDIA Corporation | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
AMD Advanced Micro Devices, Inc. | 1.51 | 2.09 | 1.27 | 1.78 | 3.54 |
TSLA Tesla, Inc. | 0.43 | 1.06 | 1.13 | 0.39 | 1.10 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
CDNS Cadence Design Systems, Inc. | 0.69 | 1.24 | 1.15 | 0.95 | 2.08 |
BLDR Builders FirstSource, Inc. | 1.37 | 1.86 | 1.27 | 1.65 | 3.78 |
FICO Fair Isaac Corporation | 4.71 | 4.65 | 1.68 | 8.24 | 27.76 |
PANW Palo Alto Networks, Inc. | 1.20 | 1.52 | 1.27 | 1.74 | 3.65 |
TPL Texas Pacific Land Corporation | 2.15 | 3.16 | 1.43 | 1.86 | 8.78 |
Dividends
Dividend yield
Best performing companies over - 10 years provided a 0.27% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Best performing companies over - 10 years | 0.27% | 0.26% | 0.45% | 0.32% | 0.67% | 0.46% | 0.43% | 0.25% | 0.20% | 0.26% | 0.32% | 0.45% |
| 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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 | 1.53% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.21% | 0.22% | 0.81% |
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 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 46.82%, occurring on Mar 18, 2020. Recovery took 50 trading sessions.
The current Best performing companies over - 10 years drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.82% | 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 |
| -27.24% | Dec 28, 2021 | 119 | Jun 16, 2022 | 157 | Feb 1, 2023 | 276 |
| -20.99% | 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 5.99%, 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
| TPL | CELH | TSLA | BLDR | PANW | FICO | AMD | AVGO | CDNS | NVDA | |
|---|---|---|---|---|---|---|---|---|---|---|
| TPL | 1.00 | 0.10 | 0.14 | 0.21 | 0.14 | 0.17 | 0.16 | 0.20 | 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 | 0.35 | 0.27 | 0.34 | 0.37 | 0.36 | 0.39 |
| BLDR | 0.21 | 0.18 | 0.28 | 1.00 | 0.31 | 0.39 | 0.30 | 0.36 | 0.37 | 0.33 |
| PANW | 0.14 | 0.18 | 0.35 | 0.31 | 1.00 | 0.42 | 0.34 | 0.40 | 0.47 | 0.42 |
| FICO | 0.17 | 0.16 | 0.27 | 0.39 | 0.42 | 1.00 | 0.38 | 0.43 | 0.53 | 0.44 |
| AMD | 0.16 | 0.18 | 0.34 | 0.30 | 0.34 | 0.38 | 1.00 | 0.47 | 0.47 | 0.61 |
| AVGO | 0.20 | 0.17 | 0.37 | 0.36 | 0.40 | 0.43 | 0.47 | 1.00 | 0.55 | 0.59 |
| CDNS | 0.18 | 0.21 | 0.36 | 0.37 | 0.47 | 0.53 | 0.47 | 0.55 | 1.00 | 0.58 |
| NVDA | 0.18 | 0.20 | 0.39 | 0.33 | 0.42 | 0.44 | 0.61 | 0.59 | 0.58 | 1.00 |