next5 sec reps
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
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
The earliest data available for this chart is Dec 7, 2018, corresponding to the inception date of MRNA
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 23.11% | -0.36% | 7.02% | 23.15% | 12.80% | 11.01% |
next5 sec reps | 13.96% | 2.40% | 4.96% | 14.35% | 27.76% | N/A |
Portfolio components: | ||||||
Apple Inc | 29.47% | 8.78% | 16.02% | 26.57% | 29.75% | 25.91% |
Microsoft Corporation | 17.18% | 5.41% | -1.63% | 18.06% | 23.86% | 26.79% |
Amazon.com, Inc. | 45.14% | 9.33% | 20.63% | 43.39% | 19.88% | 30.91% |
Tesla, Inc. | 77.13% | 29.93% | 138.09% | 71.11% | 75.02% | 40.66% |
NextEra Energy, Inc. | 19.48% | -7.07% | 1.44% | 17.87% | 5.52% | 13.18% |
Enphase Energy, Inc. | -47.93% | 10.26% | -42.19% | -49.16% | 21.62% | 17.23% |
Pfizer Inc. | -4.58% | 4.14% | -2.72% | -2.44% | -2.91% | 2.42% |
Moderna, Inc. | -61.43% | -2.91% | -71.22% | -56.94% | 14.15% | N/A |
Regeneron Pharmaceuticals, Inc. | -18.64% | -6.22% | -31.23% | -15.77% | 13.77% | 5.28% |
Lockheed Martin Corporation | 9.34% | -8.47% | 6.24% | 10.67% | 7.42% | 12.62% |
Raytheon Technologies Corporation | 39.22% | -4.14% | 10.41% | 41.78% | 8.04% | 8.00% |
Palo Alto Networks, Inc. | 28.02% | -2.41% | 19.08% | 22.33% | 37.69% | 24.78% |
JPMorgan Chase & Co. | 38.67% | -5.98% | 18.31% | 40.02% | 14.22% | 17.27% |
Square, Inc. | 12.86% | -3.84% | 41.03% | 12.92% | 6.55% | 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% | -5.31% | 4.49% | 13.96% | |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of next5 sec reps is 22, meaning it’s performing worse than 78% 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.
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 | |
---|---|---|---|---|---|
Apple Inc | 1.21 | 1.82 | 1.23 | 1.64 | 4.00 |
Microsoft Corporation | 0.92 | 1.27 | 1.17 | 1.18 | 2.71 |
Amazon.com, Inc. | 1.54 | 2.15 | 1.28 | 1.92 | 7.22 |
Tesla, Inc. | 1.19 | 1.97 | 1.24 | 1.14 | 3.26 |
NextEra Energy, Inc. | 0.75 | 1.10 | 1.14 | 0.50 | 2.85 |
Enphase Energy, Inc. | -0.70 | -0.86 | 0.90 | -0.54 | -1.77 |
Pfizer Inc. | 0.06 | 0.28 | 1.03 | 0.03 | 0.18 |
Moderna, Inc. | -0.90 | -1.37 | 0.83 | -0.60 | -1.32 |
Regeneron Pharmaceuticals, Inc. | -0.73 | -0.86 | 0.89 | -0.40 | -1.10 |
Lockheed Martin Corporation | 0.64 | 0.99 | 1.14 | 0.52 | 1.76 |
Raytheon Technologies Corporation | 2.52 | 3.87 | 1.50 | 2.22 | 14.30 |
Palo Alto Networks, Inc. | 0.52 | 0.88 | 1.16 | 0.75 | 1.57 |
JPMorgan Chase & Co. | 1.79 | 2.50 | 1.37 | 4.14 | 12.19 |
Square, Inc. | 0.38 | 0.89 | 1.11 | 0.23 | 1.01 |
Dividends
Dividend yield
next5 sec reps provided a 1.24% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.24% | 1.27% | 1.03% | 0.94% | 1.11% | 1.05% | 1.26% | 1.13% | 1.31% | 1.35% | 1.27% | 1.32% |
Portfolio components: | ||||||||||||
Apple Inc | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
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% |
NextEra Energy, Inc. | 2.92% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
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% |
Pfizer Inc. | 6.49% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
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% |
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% |
Lockheed Martin Corporation | 2.64% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
Raytheon Technologies Corporation | 2.17% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.28% | 2.55% | 2.84% | 2.19% | 2.06% |
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% |
JPMorgan Chase & Co. | 2.00% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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.
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 4.61%.
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 5.95%, 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
LMT | MRNA | PFE | NEE | REGN | JPM | ENPH | RTX | TSLA | PANW | AMZN | SQ | AAPL | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT | 1.00 | 0.05 | 0.26 | 0.29 | 0.18 | 0.33 | 0.09 | 0.59 | 0.07 | 0.13 | 0.08 | 0.09 | 0.19 | 0.17 |
MRNA | 0.05 | 1.00 | 0.28 | 0.19 | 0.29 | 0.13 | 0.26 | 0.13 | 0.20 | 0.18 | 0.20 | 0.29 | 0.23 | 0.25 |
PFE | 0.26 | 0.28 | 1.00 | 0.29 | 0.35 | 0.27 | 0.11 | 0.26 | 0.11 | 0.11 | 0.16 | 0.16 | 0.23 | 0.25 |
NEE | 0.29 | 0.19 | 0.29 | 1.00 | 0.21 | 0.21 | 0.26 | 0.28 | 0.18 | 0.21 | 0.23 | 0.26 | 0.28 | 0.30 |
REGN | 0.18 | 0.29 | 0.35 | 0.21 | 1.00 | 0.17 | 0.20 | 0.15 | 0.19 | 0.26 | 0.28 | 0.27 | 0.32 | 0.35 |
JPM | 0.33 | 0.13 | 0.27 | 0.21 | 0.17 | 1.00 | 0.19 | 0.55 | 0.25 | 0.21 | 0.27 | 0.32 | 0.33 | 0.30 |
ENPH | 0.09 | 0.26 | 0.11 | 0.26 | 0.20 | 0.19 | 1.00 | 0.21 | 0.39 | 0.35 | 0.33 | 0.44 | 0.36 | 0.33 |
RTX | 0.59 | 0.13 | 0.26 | 0.28 | 0.15 | 0.55 | 0.21 | 1.00 | 0.20 | 0.22 | 0.20 | 0.25 | 0.29 | 0.27 |
TSLA | 0.07 | 0.20 | 0.11 | 0.18 | 0.19 | 0.25 | 0.39 | 0.20 | 1.00 | 0.42 | 0.43 | 0.46 | 0.46 | 0.41 |
PANW | 0.13 | 0.18 | 0.11 | 0.21 | 0.26 | 0.21 | 0.35 | 0.22 | 0.42 | 1.00 | 0.50 | 0.48 | 0.45 | 0.51 |
AMZN | 0.08 | 0.20 | 0.16 | 0.23 | 0.28 | 0.27 | 0.33 | 0.20 | 0.43 | 0.50 | 1.00 | 0.53 | 0.61 | 0.70 |
SQ | 0.09 | 0.29 | 0.16 | 0.26 | 0.27 | 0.32 | 0.44 | 0.25 | 0.46 | 0.48 | 0.53 | 1.00 | 0.47 | 0.50 |
AAPL | 0.19 | 0.23 | 0.23 | 0.28 | 0.32 | 0.33 | 0.36 | 0.29 | 0.46 | 0.45 | 0.61 | 0.47 | 1.00 | 0.68 |
MSFT | 0.17 | 0.25 | 0.25 | 0.30 | 0.35 | 0.30 | 0.33 | 0.27 | 0.41 | 0.51 | 0.70 | 0.50 | 0.68 | 1.00 |