Momentum Top 3 5 Industrias
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
META Meta Platforms, Inc. | Communication Services | 6.67% |
GOOGL Alphabet Inc. | Communication Services | 6.67% |
GOOG Alphabet Inc. | Communication Services | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
PANW Palo Alto Networks, Inc. | Technology | 6.67% |
AMD Advanced Micro Devices, Inc. | Technology | 6.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.67% |
RCL Royal Caribbean Cruises Ltd. | Consumer Cyclical | 6.67% |
CCL Carnival Corporation & Plc | Consumer Cyclical | 6.67% |
GE General Electric Company | Industrials | 6.67% |
FDX FedEx Corporation | Industrials | 6.67% |
CPRT Copart, Inc. | Industrials | 6.67% |
MLM Martin Marietta Materials, Inc. | Basic Materials | 6.67% |
PKG Packaging Corporation of America | Consumer Cyclical | 6.67% |
NUE Nucor Corporation | Basic Materials | 6.67% |
Performance
The chart shows the growth of an initial investment of $10,000 in Momentum Top 3 5 Industrias , 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
As of Dec 7, 2023, the Momentum Top 3 5 Industrias returned 86.20% Year-To-Date and 26.60% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Momentum Top 3 5 Industrias | 86.20% | 8.22% | 16.72% | 72.77% | 31.68% | 26.55% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 163.79% | 0.52% | 20.43% | 178.17% | 18.28% | 20.84% |
GOOGL Alphabet Inc. | 47.36% | -0.18% | 6.14% | 34.07% | 20.02% | 17.15% |
GOOG Alphabet Inc. | 48.12% | -0.02% | 6.91% | 35.06% | 20.51% | 17.33% |
NVDA NVIDIA Corporation | 211.50% | -0.53% | 21.44% | 184.75% | 65.73% | 62.15% |
PANW Palo Alto Networks, Inc. | 105.82% | 21.18% | 32.81% | 72.30% | 37.64% | 32.53% |
AMD Advanced Micro Devices, Inc. | 80.36% | 4.54% | -0.86% | 66.24% | 43.23% | 41.46% |
TSLA Tesla, Inc. | 94.33% | 9.17% | 6.59% | 33.12% | 58.76% | 38.66% |
RCL Royal Caribbean Cruises Ltd. | 139.07% | 30.66% | 29.84% | 105.05% | 3.26% | 12.11% |
CCL Carnival Corporation & Plc | 116.87% | 42.58% | 34.15% | 87.96% | -20.19% | -5.07% |
GE General Electric Company | 83.68% | 7.18% | 13.11% | 80.64% | 23.85% | -1.12% |
FDX FedEx Corporation | 56.78% | 8.92% | 20.23% | 57.97% | 7.51% | 8.01% |
CPRT Copart, Inc. | 56.65% | 3.90% | 10.65% | 48.51% | 32.27% | 26.76% |
MLM Martin Marietta Materials, Inc. | 37.17% | 4.41% | 9.13% | 32.46% | 21.47% | 17.89% |
PKG Packaging Corporation of America | 30.86% | 4.41% | 24.79% | 25.32% | 15.62% | 13.68% |
NUE Nucor Corporation | 24.31% | 5.95% | 10.38% | 7.51% | 26.10% | 15.03% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.61% | 14.60% | 5.01% | -2.61% | -4.47% | -5.13% | 15.33% |
Dividend yield
Momentum Top 3 5 Industrias granted a 0.47% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Momentum Top 3 5 Industrias | 0.47% | 0.59% | 0.43% | 0.74% | 0.99% | 1.41% | 1.02% | 0.99% | 1.10% | 1.05% | 1.06% | 1.19% |
| Portfolio components: | ||||||||||||
META Meta Platforms, 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% |
GOOGL Alphabet 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% |
GOOG Alphabet 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 | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
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% |
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% |
RCL Royal Caribbean Cruises Ltd. | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% | 1.56% | 1.29% |
CCL Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% | 4.04% |
GE General Electric Company | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% | 3.60% |
FDX FedEx Corporation | 1.80% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% | 0.41% | 0.60% |
CPRT Copart, 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% |
MLM Martin Marietta Materials, Inc. | 0.61% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% | 1.70% |
PKG Packaging Corporation of America | 3.04% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% | 2.60% |
NUE Nucor Corporation | 1.26% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.52% | 3.70% | 3.02% | 2.76% | 3.39% |
Expense Ratio
The Momentum Top 3 5 Industrias 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
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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 3.86 | ||||
GOOGL Alphabet Inc. | 1.00 | ||||
GOOG Alphabet Inc. | 1.02 | ||||
NVDA NVIDIA Corporation | 3.45 | ||||
PANW Palo Alto Networks, Inc. | 1.80 | ||||
AMD Advanced Micro Devices, Inc. | 1.26 | ||||
TSLA Tesla, Inc. | 0.54 | ||||
RCL Royal Caribbean Cruises Ltd. | 2.66 | ||||
CCL Carnival Corporation & Plc | 1.59 | ||||
GE General Electric Company | 3.28 | ||||
FDX FedEx Corporation | 2.14 | ||||
CPRT Copart, Inc. | 2.05 | ||||
MLM Martin Marietta Materials, Inc. | 1.19 | ||||
PKG Packaging Corporation of America | 1.00 | ||||
NUE Nucor Corporation | 0.26 |
Asset Correlations Table
| TSLA | PANW | GE | AMD | PKG | MLM | NUE | META | CCL | RCL | CPRT | FDX | NVDA | GOOGL | GOOG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.36 | 0.21 | 0.34 | 0.21 | 0.25 | 0.24 | 0.35 | 0.27 | 0.29 | 0.32 | 0.27 | 0.40 | 0.37 | 0.37 |
| PANW | 0.36 | 1.00 | 0.22 | 0.34 | 0.25 | 0.29 | 0.24 | 0.36 | 0.26 | 0.28 | 0.40 | 0.28 | 0.43 | 0.39 | 0.39 |
| GE | 0.21 | 0.22 | 1.00 | 0.23 | 0.42 | 0.40 | 0.47 | 0.25 | 0.43 | 0.42 | 0.33 | 0.43 | 0.28 | 0.32 | 0.32 |
| AMD | 0.34 | 0.34 | 0.23 | 1.00 | 0.26 | 0.29 | 0.28 | 0.37 | 0.27 | 0.30 | 0.38 | 0.32 | 0.61 | 0.41 | 0.41 |
| PKG | 0.21 | 0.25 | 0.42 | 0.26 | 1.00 | 0.48 | 0.52 | 0.26 | 0.37 | 0.37 | 0.38 | 0.46 | 0.29 | 0.34 | 0.34 |
| MLM | 0.25 | 0.29 | 0.40 | 0.29 | 0.48 | 1.00 | 0.47 | 0.30 | 0.37 | 0.39 | 0.42 | 0.43 | 0.32 | 0.35 | 0.36 |
| NUE | 0.24 | 0.24 | 0.47 | 0.28 | 0.52 | 0.47 | 1.00 | 0.27 | 0.38 | 0.38 | 0.37 | 0.49 | 0.34 | 0.35 | 0.35 |
| META | 0.35 | 0.36 | 0.25 | 0.37 | 0.26 | 0.30 | 0.27 | 1.00 | 0.28 | 0.31 | 0.39 | 0.34 | 0.48 | 0.61 | 0.61 |
| CCL | 0.27 | 0.26 | 0.43 | 0.27 | 0.37 | 0.37 | 0.38 | 0.28 | 1.00 | 0.82 | 0.35 | 0.42 | 0.33 | 0.35 | 0.35 |
| RCL | 0.29 | 0.28 | 0.42 | 0.30 | 0.37 | 0.39 | 0.38 | 0.31 | 0.82 | 1.00 | 0.38 | 0.42 | 0.34 | 0.37 | 0.37 |
| CPRT | 0.32 | 0.40 | 0.33 | 0.38 | 0.38 | 0.42 | 0.37 | 0.39 | 0.35 | 0.38 | 1.00 | 0.42 | 0.43 | 0.46 | 0.46 |
| FDX | 0.27 | 0.28 | 0.43 | 0.32 | 0.46 | 0.43 | 0.49 | 0.34 | 0.42 | 0.42 | 0.42 | 1.00 | 0.40 | 0.42 | 0.42 |
| NVDA | 0.40 | 0.43 | 0.28 | 0.61 | 0.29 | 0.32 | 0.34 | 0.48 | 0.33 | 0.34 | 0.43 | 0.40 | 1.00 | 0.53 | 0.52 |
| GOOGL | 0.37 | 0.39 | 0.32 | 0.41 | 0.34 | 0.35 | 0.35 | 0.61 | 0.35 | 0.37 | 0.46 | 0.42 | 0.53 | 1.00 | 0.99 |
| GOOG | 0.37 | 0.39 | 0.32 | 0.41 | 0.34 | 0.36 | 0.35 | 0.61 | 0.35 | 0.37 | 0.46 | 0.42 | 0.52 | 0.99 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Momentum Top 3 5 Industrias . 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 Momentum Top 3 5 Industrias was 42.47%, occurring on Mar 18, 2020. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.47% | Feb 20, 2020 | 20 | Mar 18, 2020 | 99 | Aug 7, 2020 | 119 |
| -39.07% | Nov 9, 2021 | 232 | Oct 11, 2022 | 160 | Jun 1, 2023 | 392 |
| -28.55% | Sep 17, 2018 | 69 | Dec 24, 2018 | 212 | Oct 28, 2019 | 281 |
| -20% | Dec 30, 2015 | 27 | Feb 8, 2016 | 35 | Mar 30, 2016 | 62 |
| -13.3% | Aug 1, 2023 | 62 | Oct 26, 2023 | 17 | Nov 20, 2023 | 79 |
Volatility Chart
The current Momentum Top 3 5 Industrias volatility is 4.22%, 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.