PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Stocks Only - T35H
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Stocks Only - T35H

Currency in USD · Last updated May 25, 2025

Asset Allocation

CELH 64%SMCI 34%NVDA 2%EquityEquity
PositionCategory/SectorTarget Weight
CELH
Celsius Holdings, Inc.		Consumer Defensive
64%
NVDA
NVIDIA Corporation		Technology
2%
SMCI
Super Micro Computer, Inc.		Technology
34%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Mar 29, 2007, corresponding to the inception date of SMCI

Returns By Period

As of May 25, 2025, the Stocks Only - T35H returned 34.92% Year-To-Date and 47.98% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
Stocks Only - T35H34.92%2.41%22.27%-57.99%79.34%47.98%
Portfolio components:
NVDA
NVIDIA Corporation		-2.23%23.36%-7.49%23.35%70.95%74.49%
CELH
Celsius Holdings, Inc.		37.05%-2.96%23.17%-62.06%64.50%46.68%
SMCI
Super Micro Computer, Inc.		31.53%11.95%20.94%-54.64%74.61%28.17%
*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks Only - T35H, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.69%16.98%14.42%-3.48%10.73%34.92%
202424.24%62.84%9.60%-14.17%5.55%-17.63%-16.54%-24.55%-13.40%-12.81%-0.30%-7.06%-27.10%
2023-5.66%5.54%5.40%1.44%58.59%14.87%9.75%12.71%-8.63%-11.72%3.68%7.71%116.11%
2022-26.22%17.73%-9.53%-0.76%24.80%-8.98%35.17%17.13%-13.48%9.55%25.24%-7.68%53.71%
20213.37%9.48%-7.50%10.91%8.37%12.23%-3.67%10.39%6.53%3.94%-13.14%7.43%55.16%
202013.14%2.98%-24.32%15.14%60.89%22.55%18.35%19.49%10.50%-12.16%47.99%42.06%477.65%
201914.81%0.14%15.80%0.32%-8.14%8.09%6.57%-11.59%-9.13%3.61%25.10%3.53%52.36%
20188.38%-10.52%-14.34%15.37%2.11%-1.12%-6.75%2.24%-7.64%-13.94%1.87%-10.44%-33.10%
201726.43%1.08%4.44%-1.32%3.86%3.19%-1.53%13.64%8.68%-10.31%-1.29%3.05%56.60%
20169.95%-3.55%14.48%0.25%0.82%-6.57%-9.43%-0.88%3.68%-1.91%17.34%3.69%27.34%
201531.00%42.03%4.06%58.70%-2.23%14.21%-8.79%-15.87%5.75%-3.98%-14.60%12.74%157.39%
201421.81%1.23%60.20%-0.84%-6.01%7.20%1.10%-1.00%-8.97%0.65%-1.99%8.21%91.93%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Stocks Only - T35H 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stocks Only - T35H is 0, meaning it’s performing worse than 100% 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.

The Risk-Adjusted Performance Rank of Stocks Only - T35H is 00
Overall Rank
The Sharpe Ratio Rank of Stocks Only - T35H is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of Stocks Only - T35H is 00
Sortino Ratio Rank
The Omega Ratio Rank of Stocks Only - T35H is 00
Omega Ratio Rank
The Calmar Ratio Rank of Stocks Only - T35H is 00
Calmar Ratio Rank
The Martin Ratio Rank of Stocks Only - T35H is 11
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.451.221.151.022.50
CELH
Celsius Holdings, Inc.		-0.91-1.700.81-0.80-1.00
SMCI
Super Micro Computer, Inc.		-0.46-0.210.97-0.65-1.06

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Stocks Only - T35H Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: -0.89
  • 5-Year: 1.33
  • 10-Year: 0.88
  • All Time: 0.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Stocks Only - T35H compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Stocks Only - T35H provided a 0.00% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.01%0.01%0.01%0.02%0.03%
Portfolio components:
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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%
SMCI
Super Micro Computer, 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%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks Only - T35H. 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 Stocks Only - T35H was 90.44%, occurring on Dec 9, 2008. Recovery took 152 trading sessions.

The current Stocks Only - T35H drawdown is 61.90%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.44%Jun 12, 2007379Dec 9, 2008152Jul 20, 2009531
-89.92%Jul 21, 2009561Oct 7, 2011889Apr 23, 20151450
-75.65%Mar 14, 2024172Nov 15, 2024———
-49.41%Sep 12, 2017323Dec 21, 2018272Jan 23, 2020595
-47.91%Nov 8, 202156Jan 27, 2022127Aug 1, 2022183
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 1.90, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCCELHSMCINVDAPortfolio
^GSPC1.000.190.470.600.30
CELH0.191.000.120.140.92
SMCI0.470.121.000.390.41
NVDA0.600.140.391.000.26
Portfolio0.300.920.410.261.00
The correlation results are calculated based on daily price changes starting from Mar 30, 2007
Go to the full Correlations tool for more customization options