next5 sec reps

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

next5 sec reps

Last updated Oct 18, 2024

1. big tech / aapl, amzn, msft 2. green tech, renewables, en storage / tsla, nee, enph 3. healthcare, new medicine / pfe, mrna, regn 4. defense, cybersec / lmt, rtx, panw 5. fin tech / jpm, sq, ma

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	7.14%
AMZN Amazon.com, Inc.	Consumer Cyclical	7.14%
ENPH Enphase Energy, Inc.	Technology	7.14%
JPM JPMorgan Chase & Co.	Financial Services	7.14%
LMT Lockheed Martin Corporation	Industrials	7.14%
MRNA Moderna, Inc.	Healthcare	7.14%
MSFT Microsoft Corporation	Technology	7.14%
NEE NextEra Energy, Inc.	Utilities	7.14%
PANW Palo Alto Networks, Inc.	Technology	7.14%
PFE Pfizer Inc.	Healthcare	7.14%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	7.14%
RTX Raytheon Technologies Corporation	Industrials	7.14%
SQ Square, Inc.	Technology	7.14%
TSLA Tesla, Inc.	Consumer Cyclical	7.14%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in next5 sec reps, 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

next5 sec reps

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Dec 7, 2018, corresponding to the inception date of MRNA

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	22.95%	4.39%	18.07%	37.09%	14.48%	11.71%
next5 sec reps	13.40%	-1.06%	15.19%	35.96%	31.00%	N/A
Portfolio components:
AAPL Apple Inc	22.52%	2.98%	42.06%	36.63%	32.06%	26.36%
MSFT Microsoft Corporation	11.81%	-3.93%	4.67%	28.97%	26.23%	27.04%
AMZN Amazon.com, Inc.	24.38%	-1.36%	6.64%	50.99%	16.56%	28.26%
TSLA Tesla, Inc.	-11.18%	-7.37%	55.37%	4.11%	67.37%	30.33%
NEE NextEra Energy, Inc.	42.01%	1.96%	30.88%	67.36%	9.99%	16.43%
ENPH Enphase Energy, Inc.	-30.65%	-20.24%	-17.08%	-7.33%	31.54%	20.89%
PFE Pfizer Inc.	6.05%	-0.68%	14.54%	0.96%	0.66%	4.87%
MRNA Moderna, Inc.	-45.60%	-17.64%	-48.21%	-32.71%	26.32%	N/A
REGN Regeneron Pharmaceuticals, Inc.	12.80%	-13.48%	10.06%	22.54%	26.69%	10.05%
LMT Lockheed Martin Corporation	37.66%	6.97%	34.26%	41.47%	13.45%	16.63%
RTX Raytheon Technologies Corporation	52.36%	6.58%	25.40%	78.00%	11.61%	10.43%
PANW Palo Alto Networks, Inc.	27.11%	10.21%	33.07%	54.19%	39.12%	26.86%
JPM JPMorgan Chase & Co.	35.66%	7.42%	20.38%	61.42%	15.86%	17.80%
SQ Square, Inc.	-3.48%	10.67%	4.27%	69.76%	5.07%	N/A

Monthly Returns

The table below presents the monthly returns of next5 sec reps, 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	-2.51%	3.07%	2.73%	-2.36%	7.98%	-0.44%	5.75%	0.52%	0.02%				13.40%
2023	6.01%	0.11%	3.27%	-4.75%	2.82%	6.49%	0.62%	-4.98%	-7.61%	-4.66%	12.24%	7.24%	15.87%
2022	-9.98%	2.29%	7.04%	-13.28%	0.77%	-6.10%	12.40%	-3.80%	-7.28%	8.33%	4.33%	-6.70%	-14.50%
2021	5.17%	-2.76%	-0.04%	6.98%	-0.76%	7.84%	6.42%	5.67%	-3.75%	10.49%	2.15%	-3.99%	37.30%
2020	9.07%	2.86%	-12.36%	22.15%	11.34%	3.69%	12.84%	13.27%	-4.33%	-2.50%	26.45%	3.63%	116.67%
2019	11.50%	9.62%	-1.20%	4.56%	-5.14%	6.19%	5.52%	-1.92%	-0.61%	5.62%	7.13%	4.76%	55.06%
2018												-6.32%	-6.32%

Expense Ratio

next5 sec reps 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 rank of next5 sec reps is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Combined Rank

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.

next5 sec reps

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	1.52	2.22	1.28	2.07	4.90
MSFT Microsoft Corporation	1.42	1.92	1.25	1.78	4.78
AMZN Amazon.com, Inc.	1.72	2.36	1.31	1.32	8.19
TSLA Tesla, Inc.	-0.16	0.15	1.02	-0.14	-0.40
NEE NextEra Energy, Inc.	2.37	2.97	1.40	1.49	11.77
ENPH Enphase Energy, Inc.	-0.40	-0.22	0.98	-0.34	-1.41
PFE Pfizer Inc.	-0.06	0.09	1.01	-0.03	-0.18
MRNA Moderna, Inc.	-0.62	-0.67	0.92	-0.42	-1.25
REGN Regeneron Pharmaceuticals, Inc.	1.05	1.56	1.19	1.13	3.74
LMT Lockheed Martin Corporation	2.80	4.21	1.54	2.75	13.21
RTX Raytheon Technologies Corporation	3.99	6.72	1.83	2.48	31.10
PANW Palo Alto Networks, Inc.	0.98	1.33	1.23	1.42	2.98
JPM JPMorgan Chase & Co.	2.92	3.36	1.54	3.61	17.22
SQ Square, Inc.	1.43	2.04	1.26	0.78	3.80

Sharpe Ratio

The current next5 sec reps Sharpe ratio is 1.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.02, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of next5 sec reps 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.

next5 sec reps

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

next5 sec reps granted a 1.09% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
next5 sec reps	1.09%	1.27%	1.03%	0.94%	1.11%	1.05%	1.26%	1.13%	1.31%	1.35%	1.27%	1.32%
Portfolio components:
AAPL Apple Inc	0.42%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
MSFT Microsoft Corporation	0.72%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
AMZN Amazon.com, 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%
NEE NextEra Energy, Inc.	2.39%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%	3.08%
ENPH Enphase Energy, 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%
PFE Pfizer Inc.	5.72%	5.70%	3.12%	2.64%	3.91%	3.68%	3.12%	3.53%	3.69%	3.47%	3.34%	3.13%
MRNA Moderna, 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%
REGN Regeneron Pharmaceuticals, 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%
LMT Lockheed Martin Corporation	2.06%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%	3.22%
RTX Raytheon Technologies Corporation	1.94%	2.76%	2.14%	2.33%	2.64%	2.09%	2.84%	2.27%	2.55%	2.84%	2.19%	2.06%
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%
JPM JPMorgan Chase & Co.	2.04%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%	2.33%
SQ Square, 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.

next5 sec reps

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the next5 sec reps. 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 next5 sec reps was 32.20%, occurring on Mar 23, 2020. Recovery took 33 trading sessions.

The current next5 sec reps drawdown is 2.28%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.2%	Feb 20, 2020	23	Mar 23, 2020	33	May 8, 2020	56
-28.29%	Nov 30, 2021	138	Jun 16, 2022	479	May 14, 2024	617
-14.92%	Dec 14, 2018	7	Dec 24, 2018	16	Jan 17, 2019	23
-14.11%	Feb 16, 2021	15	Mar 8, 2021	71	Jun 17, 2021	86
-12.01%	Sep 1, 2020	5	Sep 8, 2020	21	Oct 7, 2020	26

Volatility

Volatility Chart

The current next5 sec reps volatility is 3.24%, 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.

next5 sec reps

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.

	LMT	MRNA	PFE	REGN	NEE	JPM	ENPH	RTX	TSLA	PANW	AMZN	SQ	AAPL	MSFT
LMT	1.00	0.05	0.27	0.17	0.29	0.34	0.10	0.59	0.06	0.12	0.09	0.09	0.20	0.18
MRNA	0.05	1.00	0.27	0.29	0.19	0.12	0.26	0.14	0.21	0.19	0.20	0.29	0.23	0.25
PFE	0.27	0.27	1.00	0.35	0.29	0.27	0.11	0.26	0.11	0.13	0.17	0.17	0.23	0.25
REGN	0.17	0.29	0.35	1.00	0.22	0.17	0.19	0.16	0.19	0.27	0.29	0.27	0.32	0.35
NEE	0.29	0.19	0.29	0.22	1.00	0.21	0.27	0.28	0.19	0.23	0.24	0.27	0.29	0.32
JPM	0.34	0.12	0.27	0.17	0.21	1.00	0.20	0.56	0.25	0.21	0.27	0.32	0.34	0.31
ENPH	0.10	0.26	0.11	0.19	0.27	0.20	1.00	0.22	0.41	0.36	0.34	0.45	0.36	0.34
RTX	0.59	0.14	0.26	0.16	0.28	0.56	0.22	1.00	0.20	0.22	0.21	0.25	0.30	0.28
TSLA	0.06	0.21	0.11	0.19	0.19	0.25	0.41	0.20	1.00	0.42	0.43	0.47	0.47	0.42
PANW	0.12	0.19	0.13	0.27	0.23	0.21	0.36	0.22	0.42	1.00	0.49	0.48	0.46	0.51
AMZN	0.09	0.20	0.17	0.29	0.24	0.27	0.34	0.21	0.43	0.49	1.00	0.54	0.62	0.70
SQ	0.09	0.29	0.17	0.27	0.27	0.32	0.45	0.25	0.47	0.48	0.54	1.00	0.48	0.51
AAPL	0.20	0.23	0.23	0.32	0.29	0.34	0.36	0.30	0.47	0.46	0.62	0.48	1.00	0.69
MSFT	0.18	0.25	0.25	0.35	0.32	0.31	0.34	0.28	0.42	0.51	0.70	0.51	0.69	1.00

The correlation results are calculated based on daily price changes starting from Dec 10, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

next5 sec reps

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community