NVSek-Sat-Stks
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AIT Applied Industrial Technologies, Inc. | Industrials | 5.50% |
BRO Brown & Brown, Inc. | Financial Services | 10.50% |
CTAS Cintas Corporation | Industrials | 10.50% |
EVR Evercore Inc. | Financial Services | 10.50% |
MSI Motorola Solutions, Inc. | Technology | 10.50% |
NVR NVR, Inc. | Consumer Cyclical | 10.50% |
PH Parker-Hannifin Corporation | Industrials | 10.50% |
TT Trane Technologies plc | Industrials | 10.50% |
TXRH Texas Roadhouse, Inc. | Consumer Cyclical | 10.50% |
WSO Watsco, Inc. | Industrials | 10.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-Sat-Stks, 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 every 3 months.
The earliest data available for this chart is Aug 11, 2006, corresponding to the inception date of EVR
Returns By Period
As of Jan 4, 2025, the NVSek-Sat-Stks returned 0.92% Year-To-Date and 22.12% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| NVSek-Sat-Stks | 0.92% | -9.61% | 12.82% | 40.61% | 26.03% | 21.97% |
| Portfolio components: | ||||||
AIT Applied Industrial Technologies, Inc. | 2.32% | -10.90% | 29.76% | 49.67% | 31.42% | 21.19% |
BRO Brown & Brown, Inc. | -0.42% | -8.10% | 12.53% | 46.83% | 21.63% | 21.43% |
CTAS Cintas Corporation | 1.72% | -16.74% | 4.85% | 29.82% | 23.62% | 26.90% |
EVR Evercore Inc. | 0.18% | -6.40% | 31.28% | 69.05% | 33.50% | 21.38% |
MSI Motorola Solutions, Inc. | -0.08% | -6.48% | 19.92% | 50.89% | 24.29% | 23.88% |
NVR NVR, Inc. | -1.32% | -9.88% | 8.75% | 16.33% | 16.40% | 20.30% |
PH Parker-Hannifin Corporation | 0.26% | -8.21% | 26.80% | 42.15% | 27.22% | 20.02% |
TT Trane Technologies plc | 3.18% | -7.99% | 15.42% | 60.03% | 32.11% | 25.38% |
TXRH Texas Roadhouse, Inc. | 1.39% | -6.51% | 7.92% | 56.91% | 28.74% | 20.12% |
WSO Watsco, Inc. | 0.39% | -9.16% | -0.08% | 19.96% | 25.45% | 19.90% |
Monthly Returns
The table below presents the monthly returns of NVSek-Sat-Stks, 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 | 0.41% | 8.94% | 6.15% | -1.43% | 4.86% | 0.09% | 8.33% | 2.86% | 4.49% | -0.19% | 10.84% | -12.57% | 35.27% |
| 2023 | 8.94% | 1.78% | 2.31% | 2.17% | -3.77% | 12.44% | 1.64% | 0.34% | -3.33% | -2.39% | 12.24% | 8.89% | 47.49% |
| 2022 | -8.88% | -2.13% | 0.26% | -6.52% | -0.50% | -7.63% | 13.42% | -1.88% | -5.19% | 11.34% | 5.69% | -4.48% | -8.90% |
| 2021 | -1.59% | 7.18% | 6.65% | 6.50% | 0.62% | 0.05% | 1.55% | 0.60% | -5.66% | 7.33% | -0.36% | 6.93% | 32.91% |
| 2020 | 2.44% | -6.48% | -23.76% | 13.68% | 8.54% | 2.73% | 13.69% | 7.88% | -1.42% | 2.58% | 10.35% | 2.49% | 29.89% |
| 2019 | 8.89% | 4.53% | -0.01% | 5.56% | -4.54% | 7.68% | 2.01% | -0.67% | 2.43% | 1.35% | 2.43% | 1.31% | 34.80% |
| 2018 | 4.45% | -6.00% | 0.36% | 3.07% | 2.87% | 0.38% | 2.60% | 2.41% | -1.65% | -12.25% | 6.41% | -9.70% | -8.63% |
| 2017 | 3.54% | 0.16% | 2.68% | 0.64% | 1.13% | 3.46% | 1.97% | -0.57% | 6.61% | 4.19% | 3.66% | 2.27% | 33.86% |
| 2016 | -3.16% | 5.62% | 7.66% | -0.51% | 2.85% | -0.46% | 3.99% | 2.11% | -3.25% | -1.07% | 12.79% | 1.69% | 30.73% |
| 2015 | -2.79% | 7.01% | 0.58% | -3.94% | 3.95% | 0.13% | 2.71% | -4.00% | -2.43% | 5.08% | 1.79% | -3.25% | 4.14% |
| 2014 | -3.98% | 3.94% | -1.65% | -0.34% | 1.36% | 2.96% | -5.67% | 2.15% | -2.08% | 8.66% | 2.48% | 2.57% | 10.04% |
Expense Ratio
NVSek-Sat-Stks 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
With an overall rank of 78, NVSek-Sat-Stks is among the top 22% of 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 | |
|---|---|---|---|---|---|
AIT Applied Industrial Technologies, Inc. | 1.72 | 2.60 | 1.32 | 3.22 | 8.86 |
BRO Brown & Brown, Inc. | 2.61 | 3.64 | 1.46 | 4.15 | 13.84 |
CTAS Cintas Corporation | 1.33 | 1.76 | 1.30 | 1.49 | 6.83 |
EVR Evercore Inc. | 2.26 | 3.16 | 1.40 | 5.09 | 16.04 |
MSI Motorola Solutions, Inc. | 2.86 | 4.18 | 1.55 | 5.64 | 19.70 |
NVR NVR, Inc. | 0.69 | 1.11 | 1.13 | 0.83 | 2.61 |
PH Parker-Hannifin Corporation | 1.66 | 2.60 | 1.34 | 3.80 | 9.65 |
TT Trane Technologies plc | 2.72 | 3.50 | 1.45 | 5.40 | 18.39 |
TXRH Texas Roadhouse, Inc. | 2.36 | 3.46 | 1.41 | 4.73 | 16.42 |
WSO Watsco, Inc. | 0.69 | 1.10 | 1.13 | 1.08 | 2.96 |
Dividends
Dividend yield
NVSek-Sat-Stks provided a 0.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.95% | 0.96% | 1.20% | 1.56% | 1.18% | 1.30% | 1.69% | 1.87% | 1.50% | 1.55% | 1.80% | 1.61% |
| Portfolio components: | ||||||||||||
AIT Applied Industrial Technologies, Inc. | 0.60% | 0.62% | 0.81% | 1.08% | 1.29% | 1.64% | 1.86% | 2.22% | 1.70% | 1.89% | 2.67% | 2.19% |
BRO Brown & Brown, Inc. | 0.53% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
CTAS Cintas Corporation | 0.78% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
EVR Evercore Inc. | 1.14% | 1.14% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% | 1.97% |
MSI Motorola Solutions, Inc. | 0.87% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
NVR NVR, 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% |
PH Parker-Hannifin Corporation | 1.00% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% |
TT Trane Technologies plc | 0.88% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
TXRH Texas Roadhouse, Inc. | 1.33% | 1.35% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% |
WSO Watsco, Inc. | 2.22% | 2.23% | 2.29% | 3.43% | 2.44% | 3.06% | 3.55% | 4.02% | 2.71% | 2.43% | 2.39% | 1.87% |
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 NVSek-Sat-Stks. 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 NVSek-Sat-Stks was 59.24%, occurring on Nov 20, 2008. Recovery took 512 trading sessions.
The current NVSek-Sat-Stks drawdown is 12.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.24% | Jun 5, 2007 | 372 | Nov 20, 2008 | 512 | Dec 3, 2010 | 884 |
| -41.9% | Feb 24, 2020 | 21 | Mar 23, 2020 | 96 | Aug 7, 2020 | 117 |
| -29.94% | Jun 1, 2011 | 87 | Oct 3, 2011 | 111 | Mar 13, 2012 | 198 |
| -27.62% | Dec 30, 2021 | 117 | Jun 16, 2022 | 157 | Feb 1, 2023 | 274 |
| -23.6% | Sep 17, 2018 | 69 | Dec 24, 2018 | 128 | Jun 28, 2019 | 197 |
Volatility
Volatility Chart
The current NVSek-Sat-Stks volatility is 5.04%, 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
| NVR | TXRH | MSI | EVR | BRO | WSO | CTAS | AIT | TT | PH | |
|---|---|---|---|---|---|---|---|---|---|---|
| NVR | 1.00 | 0.33 | 0.34 | 0.34 | 0.38 | 0.41 | 0.41 | 0.39 | 0.39 | 0.40 |
| TXRH | 0.33 | 1.00 | 0.34 | 0.38 | 0.36 | 0.38 | 0.41 | 0.43 | 0.38 | 0.39 |
| MSI | 0.34 | 0.34 | 1.00 | 0.38 | 0.44 | 0.40 | 0.52 | 0.42 | 0.46 | 0.46 |
| EVR | 0.34 | 0.38 | 0.38 | 1.00 | 0.42 | 0.43 | 0.43 | 0.48 | 0.45 | 0.50 |
| BRO | 0.38 | 0.36 | 0.44 | 0.42 | 1.00 | 0.46 | 0.53 | 0.46 | 0.48 | 0.47 |
| WSO | 0.41 | 0.38 | 0.40 | 0.43 | 0.46 | 1.00 | 0.51 | 0.56 | 0.55 | 0.53 |
| CTAS | 0.41 | 0.41 | 0.52 | 0.43 | 0.53 | 0.51 | 1.00 | 0.52 | 0.54 | 0.55 |
| AIT | 0.39 | 0.43 | 0.42 | 0.48 | 0.46 | 0.56 | 0.52 | 1.00 | 0.57 | 0.62 |
| TT | 0.39 | 0.38 | 0.46 | 0.45 | 0.48 | 0.55 | 0.54 | 0.57 | 1.00 | 0.67 |
| PH | 0.40 | 0.39 | 0.46 | 0.50 | 0.47 | 0.53 | 0.55 | 0.62 | 0.67 | 1.00 |