Momentum Top 3 5 Industrias

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Momentum Top 3 5 Industrias

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMD Advanced Micro Devices, Inc.	Technology	6.67%
CCL Carnival Corporation & Plc	Consumer Cyclical	6.67%
CPRT Copart, Inc.	Industrials	6.67%
FDX FedEx Corporation	Industrials	6.67%
GE General Electric Company	Industrials	6.67%
GOOG Alphabet Inc	Communication Services	6.67%
GOOGL Alphabet Inc Class A	Communication Services	6.67%
META Meta Platforms, Inc.	Communication Services	6.67%
MLM Martin Marietta Materials, Inc.	Basic Materials	6.67%
NUE Nucor Corporation	Basic Materials	6.67%
NVDA NVIDIA Corporation	Technology	6.67%
PANW Palo Alto Networks, Inc.	Technology	6.67%
PKG Packaging Corporation of America	Consumer Cyclical	6.67%
RCL Royal Caribbean Cruises Ltd.	Consumer Cyclical	6.67%
TSLA Tesla, Inc.	Consumer Cyclical	6.67%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 11, 2025, the Momentum Top 3 5 Industrias returned -7.02% Year-To-Date and 27.34% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Momentum Top 3 5 Industrias	-7.02%	9.41%	-9.42%	13.81%	34.88%	27.34%
Portfolio components:
META Meta Platforms, Inc.	1.28%	8.46%	0.71%	24.87%	22.88%	22.54%
GOOGL Alphabet Inc Class A	-19.22%	-0.05%	-14.16%	-8.99%	17.00%	19.05%
GOOG Alphabet Inc	-18.84%	-0.64%	-13.97%	-8.91%	17.25%	19.39%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
PANW Palo Alto Networks, Inc.	2.73%	11.09%	-4.48%	25.68%	38.88%	22.23%
AMD Advanced Micro Devices, Inc.	-14.86%	15.94%	-30.49%	-32.31%	13.08%	45.95%
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.86%	33.91%
RCL Royal Caribbean Cruises Ltd.	1.47%	21.17%	4.15%	66.74%	44.10%	13.91%
CCL Carnival Corporation & Plc	-18.98%	14.72%	-16.12%	39.92%	7.86%	-6.46%
GE General Electric Company	29.12%	18.43%	16.72%	32.45%	48.30%	6.68%
FDX FedEx Corporation	-22.15%	5.54%	-23.12%	-16.31%	15.19%	3.87%
CPRT Copart, Inc.	7.20%	4.88%	9.62%	12.39%	24.43%	30.34%
MLM Martin Marietta Materials, Inc.	5.08%	14.01%	-12.29%	-10.72%	26.99%	14.36%
PKG Packaging Corporation of America	-18.89%	-2.17%	-23.68%	3.66%	16.82%	13.48%
NUE Nucor Corporation	-0.83%	5.28%	-26.79%	-32.87%	25.58%	11.69%

*Annualized

Monthly Returns

The table below presents the monthly returns of Momentum Top 3 5 Industrias , 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
2025	4.95%	-6.61%	-8.52%	0.69%	2.98%								-7.02%
2024	2.39%	8.23%	5.02%	-2.85%	3.93%	6.36%	-0.40%	0.05%	4.37%	2.58%	9.16%	-3.37%	40.64%
2023	20.60%	5.58%	7.71%	-1.54%	12.61%	14.60%	5.01%	-2.61%	-4.40%	-5.13%	15.32%	6.87%	99.18%
2022	-7.17%	-0.07%	4.36%	-12.75%	-4.38%	-14.50%	12.75%	-3.33%	-14.96%	6.61%	11.89%	-11.69%	-32.57%
2021	-3.51%	10.23%	2.97%	7.67%	3.76%	1.56%	1.96%	6.80%	-5.42%	9.43%	1.00%	1.59%	43.71%
2020	1.96%	-8.79%	-16.91%	16.83%	7.14%	3.03%	8.59%	19.47%	-3.08%	1.04%	18.95%	4.58%	57.48%
2019	14.21%	3.17%	1.20%	3.67%	-9.42%	6.41%	4.31%	-5.08%	2.26%	7.41%	6.21%	6.26%	46.25%
2018	9.65%	-4.35%	-5.28%	1.31%	6.41%	0.77%	2.34%	5.87%	-0.85%	-11.59%	0.42%	-10.03%	-7.40%
2017	5.23%	3.58%	0.50%	2.59%	4.05%	2.64%	1.32%	1.54%	0.78%	1.68%	-0.05%	1.19%	27.97%
2016	-10.48%	0.26%	13.92%	1.30%	5.77%	-1.61%	10.10%	0.13%	2.95%	0.57%	6.72%	4.38%	37.06%
2015	-3.22%	8.73%	-1.61%	-1.44%	3.06%	0.07%	5.53%	-3.09%	-2.02%	9.51%	3.99%	1.80%	22.26%
2014				-2.10%	3.24%	3.34%	-2.61%	5.53%	-0.33%	-0.04%	4.48%	-1.36%	10.21%

Expense Ratio

Momentum Top 3 5 Industrias 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 Momentum Top 3 5 Industrias is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
META Meta Platforms, Inc.	0.70	1.26	1.16	0.79	2.47
GOOGL Alphabet Inc Class A	-0.32	-0.27	0.97	-0.35	-0.77
GOOG Alphabet Inc	-0.32	-0.28	0.97	-0.35	-0.77
NVDA NVIDIA Corporation	0.53	1.05	1.13	0.78	1.94
PANW Palo Alto Networks, Inc.	0.74	1.10	1.13	0.83	2.52
AMD Advanced Micro Devices, Inc.	-0.62	-0.74	0.91	-0.53	-1.13
TSLA Tesla, Inc.	1.03	1.74	1.21	1.15	2.83
RCL Royal Caribbean Cruises Ltd.	1.50	2.09	1.30	1.89	5.59
CCL Carnival Corporation & Plc	0.78	1.46	1.19	0.55	2.62
GE General Electric Company	0.86	1.25	1.18	1.32	4.07
FDX FedEx Corporation	-0.42	-0.32	0.95	-0.40	-0.95
CPRT Copart, Inc.	0.47	0.81	1.10	0.55	1.27
MLM Martin Marietta Materials, Inc.	-0.37	-0.34	0.96	-0.34	-0.65
PKG Packaging Corporation of America	0.13	0.39	1.05	0.13	0.34
NUE Nucor Corporation	-0.84	-1.12	0.86	-0.67	-1.49

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.

Momentum Top 3 5 Industrias Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.49
5-Year: 1.28
10-Year: 1.06
All Time: 1.03

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Momentum Top 3 5 Industrias compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Momentum Top 3 5 Industrias provided a 0.70% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.70%	0.58%	0.47%	0.59%	0.43%	0.74%	0.99%	1.41%	1.02%	0.99%	1.10%	1.05%
Portfolio components:
META Meta Platforms, Inc.	0.34%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc Class A	0.52%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOG Alphabet Inc	0.52%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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.	0.73%	0.41%	0.00%	0.00%	0.00%	1.04%	2.22%	2.66%	1.81%	2.08%	1.33%	1.33%
CCL Carnival Corporation & Plc	0.00%	0.00%	0.00%	0.00%	0.00%	2.31%	3.93%	3.96%	2.41%	2.59%	2.02%	2.21%
GE General Electric Company	0.56%	0.67%	0.25%	0.38%	0.34%	0.37%	0.36%	4.89%	4.81%	2.94%	2.95%	3.52%
FDX FedEx Corporation	2.53%	1.92%	1.95%	2.42%	1.12%	1.00%	1.72%	1.52%	0.76%	0.78%	0.64%	0.43%
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.	0.57%	0.59%	0.56%	0.75%	0.54%	0.79%	0.74%	1.07%	0.78%	0.74%	1.17%	1.45%
PKG Packaging Corporation of America	2.76%	2.22%	3.07%	3.71%	2.94%	2.44%	2.82%	3.59%	2.09%	2.78%	3.49%	2.05%
NUE Nucor Corporation	1.89%	1.86%	1.19%	1.52%	1.50%	3.03%	2.85%	2.97%	2.38%	2.53%	3.70%	3.02%

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.

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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.

The current Momentum Top 3 5 Industrias drawdown is 12.28%.

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
-25.48%	Dec 12, 2024	79	Apr 8, 2025	—	—	—
-20%	Dec 30, 2015	27	Feb 8, 2016	35	Mar 30, 2016	62

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TSLA	GE	PANW	PKG	NUE	AMD	MLM	CCL	FDX	RCL	META	CPRT	NVDA	GOOGL	GOOG	Portfolio
^GSPC	1.00	0.47	0.52	0.51	0.54	0.55	0.52	0.57	0.50	0.60	0.53	0.61	0.64	0.63	0.70	0.70	0.85
TSLA	0.47	1.00	0.23	0.39	0.21	0.25	0.37	0.25	0.29	0.27	0.31	0.37	0.33	0.41	0.39	0.39	0.59
GE	0.52	0.23	1.00	0.24	0.40	0.44	0.24	0.40	0.43	0.40	0.42	0.29	0.33	0.30	0.30	0.30	0.54
PANW	0.51	0.39	0.24	1.00	0.25	0.24	0.37	0.29	0.27	0.28	0.29	0.41	0.42	0.46	0.42	0.42	0.57
PKG	0.54	0.21	0.40	0.25	1.00	0.52	0.25	0.48	0.36	0.47	0.36	0.26	0.38	0.27	0.31	0.31	0.54
NUE	0.55	0.25	0.44	0.24	0.52	1.00	0.28	0.47	0.35	0.47	0.36	0.27	0.36	0.32	0.33	0.33	0.57
AMD	0.52	0.37	0.24	0.37	0.25	0.28	1.00	0.30	0.28	0.32	0.30	0.42	0.39	0.64	0.43	0.43	0.65
MLM	0.57	0.25	0.40	0.29	0.48	0.47	0.30	1.00	0.37	0.43	0.38	0.32	0.44	0.32	0.34	0.34	0.58
CCL	0.50	0.29	0.43	0.27	0.36	0.35	0.28	0.37	1.00	0.41	0.83	0.32	0.35	0.33	0.35	0.35	0.62
FDX	0.60	0.27	0.40	0.28	0.47	0.47	0.32	0.43	0.41	1.00	0.40	0.33	0.42	0.36	0.39	0.39	0.59
RCL	0.53	0.31	0.42	0.29	0.36	0.36	0.30	0.38	0.83	0.40	1.00	0.33	0.38	0.35	0.37	0.37	0.64
META	0.61	0.37	0.29	0.41	0.26	0.27	0.42	0.32	0.32	0.33	0.33	1.00	0.41	0.51	0.66	0.65	0.64
CPRT	0.64	0.33	0.33	0.42	0.38	0.36	0.39	0.44	0.35	0.42	0.38	0.41	1.00	0.44	0.46	0.46	0.62
NVDA	0.63	0.41	0.30	0.46	0.27	0.32	0.64	0.32	0.33	0.36	0.35	0.51	0.44	1.00	0.52	0.52	0.69
GOOGL	0.70	0.39	0.30	0.42	0.31	0.33	0.43	0.34	0.35	0.39	0.37	0.66	0.46	0.52	1.00	0.99	0.69
GOOG	0.70	0.39	0.30	0.42	0.31	0.33	0.43	0.34	0.35	0.39	0.37	0.65	0.46	0.52	0.99	1.00	0.69
Portfolio	0.85	0.59	0.54	0.57	0.54	0.57	0.65	0.58	0.62	0.59	0.64	0.64	0.62	0.69	0.69	0.69	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Performance Analysis

Risk Analysis

Optimization

Factor Model

Momentum Top 3 5 Industrias

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community