2024 03
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 17% |
AAPL Apple Inc | Technology | 14% |
AVGO Broadcom Inc. | Technology | 3% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 4% |
LLY Eli Lilly and Company | Healthcare | 15% |
MSFT Microsoft Corporation | Technology | 7% |
NVDA NVIDIA Corporation | Technology | 17% |
NVO Novo Nordisk A/S | Healthcare | 12% |
PGR The Progressive Corporation | Financial Services | 4% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024 03, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Jul 25, 2024, the 2024 03 returned 43.46% Year-To-Date and 33.90% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 2024 03 | 40.09% | -6.96% | 31.20% | 54.28% | 40.66% | 33.51% |
| Portfolio components: | ||||||
0700.HK Tencent Holdings Ltd | 20.65% | -8.06% | 22.00% | 3.80% | -0.31% | 10.71% |
NVDA NVIDIA Corporation | 126.76% | -10.95% | 82.25% | 147.10% | 88.51% | 72.46% |
LLY Eli Lilly and Company | 41.36% | -9.22% | 31.29% | 82.39% | 50.59% | 30.96% |
AAPL Apple Inc | 13.26% | 4.03% | 12.31% | 12.41% | 33.14% | 25.12% |
NVO Novo Nordisk A/S | 24.23% | -12.97% | 21.61% | 62.94% | 39.74% | 19.89% |
RMS.PA Hermès International Société en commandite par actions | 3.40% | -8.03% | 9.48% | 6.66% | 24.88% | 20.48% |
MSFT Microsoft Corporation | 11.67% | -7.22% | 3.72% | 24.84% | 24.72% | 26.57% |
AVGO Broadcom Inc. | 34.71% | -5.58% | 22.25% | 70.07% | 40.85% | 38.82% |
DXJ WisdomTree Japan Hedged Equity Fund | 23.08% | -2.86% | 13.58% | 33.16% | 19.66% | 11.80% |
PGR The Progressive Corporation | 34.38% | 2.20% | 19.64% | 69.69% | 23.24% | 26.71% |
Monthly Returns
The table below presents the monthly returns of 2024 03, 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 | 6.53% | 11.34% | 6.31% | 0.70% | 9.02% | 7.46% | 40.09% | ||||||
| 2023 | 11.47% | 1.61% | 13.00% | 2.36% | 7.18% | 7.70% | 2.78% | 3.58% | -5.87% | 0.31% | 10.19% | 0.01% | 67.49% |
| 2022 | -7.08% | -3.08% | 4.99% | -8.26% | -0.24% | -4.70% | 7.07% | -5.80% | -9.76% | 3.84% | 14.94% | -1.69% | -11.92% |
| 2021 | 6.69% | 0.19% | -3.17% | 5.90% | 3.96% | 8.65% | 0.20% | 5.61% | -6.14% | 11.60% | 6.40% | 1.68% | 48.47% |
| 2020 | 3.26% | -2.61% | -0.38% | 10.25% | 6.64% | 9.08% | 4.43% | 10.04% | -1.89% | -2.21% | 5.04% | 6.04% | 57.79% |
| 2019 | 6.24% | 4.33% | 7.70% | 1.84% | -11.11% | 8.71% | 1.32% | -1.40% | 2.23% | 5.31% | 5.13% | 7.58% | 42.92% |
| 2018 | 7.47% | -2.24% | -2.46% | -0.53% | 6.86% | -2.95% | 3.22% | 6.79% | -0.02% | -10.77% | -0.85% | -5.24% | -2.31% |
| 2017 | 4.52% | 2.51% | 4.20% | 2.50% | 10.69% | 0.82% | 5.55% | 5.00% | 1.24% | 6.09% | 3.81% | 0.24% | 58.20% |
| 2016 | -5.76% | -2.06% | 8.97% | -2.15% | 9.13% | -0.10% | 9.40% | 0.79% | 3.18% | -2.34% | 3.23% | 6.96% | 31.63% |
| 2015 | 3.05% | 6.58% | 2.63% | 4.89% | 2.62% | -2.70% | 0.32% | -2.71% | 1.36% | 7.79% | 3.35% | 0.24% | 30.43% |
| 2014 | 0.18% | 11.71% | -2.61% | 0.27% | 4.13% | 3.67% | 0.03% | 4.59% | -2.20% | 3.58% | 4.77% | -3.59% | 26.30% |
| 2013 | 4.17% | 0.70% | -0.29% | 4.30% | 3.77% | -4.56% | 7.26% | 1.99% | 4.22% | 1.33% | 4.97% | 3.65% | 35.82% |
Expense Ratio
2024 03 has an expense ratio of 0.02%, which is considered low compared to other funds. 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 risk-adjusted rank of 2024 03 is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
0700.HK Tencent Holdings Ltd | 0.11 | 0.39 | 1.05 | 0.05 | 0.31 |
NVDA NVIDIA Corporation | 3.29 | 3.73 | 1.47 | 7.70 | 21.31 |
LLY Eli Lilly and Company | 2.75 | 3.76 | 1.52 | 6.19 | 19.75 |
AAPL Apple Inc | 0.64 | 1.06 | 1.13 | 0.87 | 1.95 |
NVO Novo Nordisk A/S | 1.96 | 3.24 | 1.38 | 4.91 | 13.94 |
RMS.PA Hermès International Société en commandite par actions | 0.17 | 0.41 | 1.05 | 0.18 | 0.47 |
MSFT Microsoft Corporation | 1.50 | 2.02 | 1.26 | 2.24 | 9.55 |
AVGO Broadcom Inc. | 1.83 | 2.56 | 1.32 | 3.95 | 11.33 |
DXJ WisdomTree Japan Hedged Equity Fund | 2.20 | 2.98 | 1.37 | 3.82 | 12.97 |
PGR The Progressive Corporation | 2.99 | 4.45 | 1.57 | 4.14 | 28.72 |
Dividends
Dividend yield
2024 03 granted a 0.66% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 03 | 0.66% | 0.85% | 0.87% | 0.92% | 0.96% | 1.20% | 1.44% | 1.24% | 1.62% | 1.59% | 2.15% | 1.88% |
| Portfolio components: | ||||||||||||
0700.HK Tencent Holdings Ltd | 0.97% | 1.63% | 0.93% | 0.32% | 0.20% | 0.25% | 0.27% | 0.14% | 0.23% | 0.22% | 0.20% | 0.19% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
LLY Eli Lilly and Company | 0.59% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
NVO Novo Nordisk A/S | 0.76% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
RMS.PA Hermès International Société en commandite par actions | 0.67% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
MSFT 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% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.27% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
PGR The Progressive Corporation | 0.54% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
Drawdowns
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 2024 03. 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 2024 03 was 27.07%, occurring on Oct 14, 2022. Recovery took 81 trading sessions.
The current 2024 03 drawdown is 7.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.07% | Dec 28, 2021 | 208 | Oct 14, 2022 | 81 | Feb 7, 2023 | 289 |
| -23.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 34 | May 11, 2020 | 57 |
| -20.96% | Aug 30, 2018 | 83 | Dec 24, 2018 | 61 | Mar 21, 2019 | 144 |
| -17.65% | Feb 21, 2011 | 160 | Oct 3, 2011 | 87 | Feb 2, 2012 | 247 |
| -16.06% | Dec 7, 2015 | 47 | Feb 11, 2016 | 43 | Apr 13, 2016 | 90 |
Volatility
Volatility Chart
The current 2024 03 volatility is 6.32%, 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
| 0700.HK | RMS.PA | LLY | PGR | NVO | NVDA | AAPL | DXJ | AVGO | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| 0700.HK | 1.00 | 0.18 | 0.03 | 0.02 | 0.09 | 0.13 | 0.12 | 0.15 | 0.12 | 0.12 |
| RMS.PA | 0.18 | 1.00 | 0.17 | 0.17 | 0.28 | 0.22 | 0.22 | 0.27 | 0.25 | 0.26 |
| LLY | 0.03 | 0.17 | 1.00 | 0.32 | 0.38 | 0.23 | 0.25 | 0.30 | 0.25 | 0.34 |
| PGR | 0.02 | 0.17 | 0.32 | 1.00 | 0.25 | 0.27 | 0.29 | 0.38 | 0.28 | 0.36 |
| NVO | 0.09 | 0.28 | 0.38 | 0.25 | 1.00 | 0.26 | 0.26 | 0.31 | 0.27 | 0.33 |
| NVDA | 0.13 | 0.22 | 0.23 | 0.27 | 0.26 | 1.00 | 0.47 | 0.39 | 0.55 | 0.54 |
| AAPL | 0.12 | 0.22 | 0.25 | 0.29 | 0.26 | 0.47 | 1.00 | 0.40 | 0.49 | 0.55 |
| DXJ | 0.15 | 0.27 | 0.30 | 0.38 | 0.31 | 0.39 | 0.40 | 1.00 | 0.44 | 0.43 |
| AVGO | 0.12 | 0.25 | 0.25 | 0.28 | 0.27 | 0.55 | 0.49 | 0.44 | 1.00 | 0.49 |
| MSFT | 0.12 | 0.26 | 0.34 | 0.36 | 0.33 | 0.54 | 0.55 | 0.43 | 0.49 | 1.00 |