Sept 20 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 30.7% |
^NDX NASDAQ 100 | 35.5% | |
CSU.TO Constellation Software Inc. | Technology | 2.8% |
TTD The Trade Desk, Inc. | Technology | 2.8% |
ZS Zscaler, Inc. | Technology | 2.8% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 2.7% |
CHD Church & Dwight Co., Inc. | Consumer Defensive | 2.7% |
AZO AutoZone, Inc. | Consumer Cyclical | 2.7% |
PWR Quanta Services, Inc. | Industrials | 2.7% |
HSY The Hershey Company | Consumer Defensive | 2.7% |
LLY Eli Lilly and Company | Healthcare | 2.7% |
PANW Palo Alto Networks, Inc. | Technology | 2.7% |
FTNT Fortinet, Inc. | Technology | 2.7% |
UFPT UFP Technologies, Inc. | Healthcare | 2.6% |
NVO Novo Nordisk A/S | Healthcare | 1.2% |
Performance
The chart shows the growth of an initial investment of $10,000 in Sept 20 2023, 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 3, 2023, the Sept 20 2023 returned 23.61% Year-To-Date and 19.33% 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% | 11.69% | 19.60% | 7.82% | 8.18% |
| Sept 20 2023 | -4.87% | 7.06% | 23.61% | 29.30% | 19.46% | 19.33% |
| Portfolio components: | ||||||
NVO Novo Nordisk A/S | -3.02% | 15.82% | 38.15% | 87.68% | 34.39% | 29.59% |
ODFL Old Dominion Freight Line, Inc. | -7.41% | 20.91% | 42.56% | 62.79% | 31.03% | 29.07% |
CHD Church & Dwight Co., Inc. | -4.79% | 3.71% | 14.72% | 29.90% | 10.33% | 12.71% |
AZO AutoZone, Inc. | -0.77% | 0.45% | 2.30% | 17.79% | 26.52% | 27.24% |
PWR Quanta Services, Inc. | -16.79% | 6.69% | 24.12% | 38.92% | 39.03% | 33.40% |
HSY The Hershey Company | -6.94% | -21.89% | -12.88% | -8.06% | 16.36% | 15.13% |
UFPT UFP Technologies, Inc. | -8.79% | 25.32% | 35.70% | 86.37% | 31.71% | 34.48% |
LLY Eli Lilly and Company | -3.38% | 54.20% | 48.32% | 68.25% | 39.31% | 42.48% |
PANW Palo Alto Networks, Inc. | -2.45% | 20.60% | 69.68% | 44.56% | 25.81% | 26.65% |
FTNT Fortinet, Inc. | -3.68% | -11.58% | 19.92% | 19.34% | 25.76% | 34.99% |
CSU.TO Constellation Software Inc. | -2.64% | 8.87% | 33.54% | 49.97% | 25.90% | 24.49% |
TTD The Trade Desk, Inc. | -2.03% | 29.52% | 74.68% | 31.06% | 40.57% | 58.70% |
ZS Zscaler, Inc. | 1.58% | 42.51% | 43.78% | -2.12% | 32.71% | 32.44% |
^NDX NASDAQ 100 | -4.22% | 12.85% | 35.63% | 35.24% | 13.97% | 14.19% |
GLD SPDR Gold Trust | -5.81% | -8.07% | 0.01% | 9.69% | 8.25% | 5.63% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.50% | 0.88% | 4.47% | 5.21% | 2.92% | -1.59% | -4.51% |
Dividend yield
Sept 20 2023 granted a 0.15% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sept 20 2023 | 0.15% | 0.16% | 0.15% | 0.20% | 0.29% | 0.26% | 0.26% | 0.32% | 0.26% | 0.29% | 0.50% | 0.58% |
| Portfolio components: | ||||||||||||
NVO Novo Nordisk A/S | 1.60% | 1.71% | 1.95% | 2.84% | 3.33% | 4.49% | 3.60% | 7.11% | 2.36% | 3.77% | 16.56% | 17.56% |
ODFL Old Dominion Freight Line, Inc. | 0.37% | 0.42% | 0.22% | 0.35% | 0.55% | 0.65% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHD Church & Dwight Co., Inc. | 1.18% | 1.31% | 1.01% | 1.14% | 1.35% | 1.40% | 1.63% | 1.76% | 1.75% | 1.77% | 1.94% | 2.10% |
AZO AutoZone, 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% |
PWR Quanta Services, Inc. | 0.18% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSY The Hershey Company | 2.16% | 1.70% | 1.84% | 2.18% | 2.19% | 2.83% | 2.54% | 2.69% | 2.97% | 2.39% | 2.31% | 2.74% |
UFPT UFP Technologies, 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% |
LLY Eli Lilly and Company | 0.81% | 1.08% | 1.26% | 1.82% | 2.08% | 2.10% | 2.73% | 3.16% | 2.77% | 3.41% | 4.76% | 5.11% |
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% |
FTNT Fortinet, 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% |
CSU.TO Constellation Software Inc. | 0.19% | 0.25% | 0.29% | 0.30% | 2.56% | 0.62% | 0.71% | 0.91% | 1.16% | 1.39% | 2.01% | 3.73% |
TTD The Trade Desk, 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% |
ZS Zscaler, 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% |
^NDX NASDAQ 100 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Sept 20 2023 features an expense ratio of 0.12%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 2.91 | ||||
ODFL Old Dominion Freight Line, Inc. | 1.66 | ||||
CHD Church & Dwight Co., Inc. | 1.49 | ||||
AZO AutoZone, Inc. | 0.77 | ||||
PWR Quanta Services, Inc. | 1.39 | ||||
HSY The Hershey Company | -0.53 | ||||
UFPT UFP Technologies, Inc. | 2.30 | ||||
LLY Eli Lilly and Company | 2.41 | ||||
PANW Palo Alto Networks, Inc. | 1.06 | ||||
FTNT Fortinet, Inc. | 0.41 | ||||
CSU.TO Constellation Software Inc. | 2.11 | ||||
TTD The Trade Desk, Inc. | 0.47 | ||||
ZS Zscaler, Inc. | -0.05 | ||||
^NDX NASDAQ 100 | 1.43 | ||||
GLD SPDR Gold Trust | 0.68 |
Asset Correlations Table
| GLD | CHD | HSY | UFPT | LLY | AZO | NVO | PWR | ZS | CSU.TO | ODFL | TTD | PANW | FTNT | ^NDX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.09 | 0.10 | 0.02 | 0.02 | -0.01 | 0.10 | 0.03 | 0.05 | 0.11 | 0.04 | 0.04 | 0.05 | 0.07 | 0.06 |
| CHD | 0.09 | 1.00 | 0.49 | 0.07 | 0.27 | 0.26 | 0.21 | 0.11 | 0.09 | 0.13 | 0.19 | 0.06 | 0.09 | 0.15 | 0.20 |
| HSY | 0.10 | 0.49 | 1.00 | 0.16 | 0.30 | 0.32 | 0.18 | 0.19 | 0.05 | 0.16 | 0.17 | 0.05 | 0.11 | 0.16 | 0.23 |
| UFPT | 0.02 | 0.07 | 0.16 | 1.00 | 0.16 | 0.17 | 0.15 | 0.30 | 0.19 | 0.22 | 0.25 | 0.23 | 0.22 | 0.26 | 0.32 |
| LLY | 0.02 | 0.27 | 0.30 | 0.16 | 1.00 | 0.22 | 0.42 | 0.20 | 0.16 | 0.18 | 0.19 | 0.15 | 0.18 | 0.27 | 0.32 |
| AZO | -0.01 | 0.26 | 0.32 | 0.17 | 0.22 | 1.00 | 0.23 | 0.34 | 0.13 | 0.23 | 0.32 | 0.20 | 0.21 | 0.28 | 0.33 |
| NVO | 0.10 | 0.21 | 0.18 | 0.15 | 0.42 | 0.23 | 1.00 | 0.21 | 0.25 | 0.25 | 0.24 | 0.23 | 0.24 | 0.32 | 0.35 |
| PWR | 0.03 | 0.11 | 0.19 | 0.30 | 0.20 | 0.34 | 0.21 | 1.00 | 0.23 | 0.35 | 0.50 | 0.32 | 0.31 | 0.36 | 0.48 |
| ZS | 0.05 | 0.09 | 0.05 | 0.19 | 0.16 | 0.13 | 0.25 | 0.23 | 1.00 | 0.39 | 0.34 | 0.60 | 0.56 | 0.60 | 0.58 |
| CSU.TO | 0.11 | 0.13 | 0.16 | 0.22 | 0.18 | 0.23 | 0.25 | 0.35 | 0.39 | 1.00 | 0.37 | 0.44 | 0.39 | 0.46 | 0.55 |
| ODFL | 0.04 | 0.19 | 0.17 | 0.25 | 0.19 | 0.32 | 0.24 | 0.50 | 0.34 | 0.37 | 1.00 | 0.39 | 0.39 | 0.46 | 0.55 |
| TTD | 0.04 | 0.06 | 0.05 | 0.23 | 0.15 | 0.20 | 0.23 | 0.32 | 0.60 | 0.44 | 0.39 | 1.00 | 0.53 | 0.57 | 0.66 |
| PANW | 0.05 | 0.09 | 0.11 | 0.22 | 0.18 | 0.21 | 0.24 | 0.31 | 0.56 | 0.39 | 0.39 | 0.53 | 1.00 | 0.67 | 0.61 |
| FTNT | 0.07 | 0.15 | 0.16 | 0.26 | 0.27 | 0.28 | 0.32 | 0.36 | 0.60 | 0.46 | 0.46 | 0.57 | 0.67 | 1.00 | 0.69 |
| ^NDX | 0.06 | 0.20 | 0.23 | 0.32 | 0.32 | 0.33 | 0.35 | 0.48 | 0.58 | 0.55 | 0.55 | 0.66 | 0.61 | 0.69 | 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 Sept 20 2023. 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 Sept 20 2023 is 21.92%, recorded on Mar 16, 2020. It took 39 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.92% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -20.99% | Nov 22, 2021 | 232 | Oct 14, 2022 | 142 | May 8, 2023 | 374 |
| -10.65% | Aug 30, 2018 | 82 | Dec 24, 2018 | 26 | Jan 31, 2019 | 108 |
| -8.83% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 6, 2020 | 46 |
| -7.45% | Feb 16, 2021 | 15 | Mar 8, 2021 | 23 | Apr 9, 2021 | 38 |
Volatility Chart
The current Sept 20 2023 volatility is 2.75%, 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.