2024 03
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 17.14% |
0883.HK CNOOC Ltd | Energy | 3.91% |
ARM Arm Holdings plc American Depositary Shares | Technology | 3.80% |
AVGO Broadcom Inc. | Technology | 1.08% |
GE General Electric Company | Industrials | 0.44% |
HWM Howmet Aerospace Inc. | Industrials | 0.44% |
LDOS Leidos Holdings, Inc. | Technology | 0.44% |
LLY Eli Lilly and Company | Healthcare | 17.43% |
META Meta Platforms, Inc. | Communication Services | 0.44% |
MSFT Microsoft Corporation | Technology | 4.86% |
NVDA NVIDIA Corporation | Technology | 34.69% |
NVO Novo Nordisk A/S | Healthcare | 12.23% |
PGR The Progressive Corporation | Financial Services | 1.31% |
TMDX TransMedics Group, Inc. | Healthcare | 0.44% |
VIST Vista Oil & Gas, S.A.B. de C.V. | Energy | 1.35% |
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 Sep 14, 2023, corresponding to the inception date of ARM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
2024 03 | 64.70% | 6.96% | 17.49% | N/A | N/A | N/A |
Portfolio components: | ||||||
0700.HK Tencent Holdings Ltd | 28.48% | 2.83% | 39.93% | 17.11% | 2.47% | 12.30% |
0883.HK CNOOC Ltd | 57.63% | 3.20% | 14.27% | 51.78% | 22.07% | 10.16% |
ARM Arm Holdings plc American Depositary Shares | 56.08% | 9.52% | -10.79% | N/A | N/A | N/A |
AVGO Broadcom Inc. | 23.64% | 0.53% | 5.46% | 62.66% | 40.59% | 35.73% |
GE General Electric Company | 58.84% | -0.56% | 20.70% | 81.59% | 30.61% | 4.38% |
HWM Howmet Aerospace Inc. | 69.35% | 4.09% | 35.19% | 90.35% | 36.01% | N/A |
LDOS Leidos Holdings, Inc. | 42.01% | 6.75% | 19.38% | 61.72% | 13.42% | 22.64% |
LLY Eli Lilly and Company | 55.61% | 17.07% | 18.81% | 58.54% | 53.44% | 32.86% |
META Meta Platforms, Inc. | 41.63% | 2.32% | -1.02% | 67.84% | 21.78% | 20.70% |
MSFT Microsoft Corporation | 7.41% | 1.00% | -0.76% | 22.67% | 24.81% | 26.01% |
NVDA NVIDIA Corporation | 107.67% | 3.96% | 17.49% | 122.43% | 87.62% | 71.69% |
NVO Novo Nordisk A/S | 27.90% | 10.40% | -0.57% | 35.44% | 38.24% | 19.21% |
PGR The Progressive Corporation | 57.07% | 15.20% | 25.46% | 82.20% | 29.27% | 29.11% |
TMDX TransMedics Group, Inc. | 77.22% | -4.09% | 67.02% | 121.40% | 42.54% | N/A |
VIST Vista Oil & Gas, S.A.B. de C.V. | 62.72% | 11.60% | 31.24% | 88.61% | 55.92% | N/A |
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 | 11.25% | 19.27% | 8.80% | 0.61% | 12.98% | 9.68% | -6.12% | 6.19% | 64.70% | ||||
2023 | -5.54% | -2.18% | 11.59% | 1.32% | 4.46% |
Expense Ratio
2024 03 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 risk-adjusted rank of 2024 03 is 95, placing it in the top 5% 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 | 0.62 | 1.06 | 1.13 | 0.93 | 2.23 |
0883.HK CNOOC Ltd | 1.61 | 2.22 | 1.28 | 2.52 | 7.38 |
ARM Arm Holdings plc American Depositary Shares | 1.06 | 2.04 | 1.26 | 2.19 | 5.34 |
AVGO Broadcom Inc. | 1.44 | 2.08 | 1.27 | 2.52 | 8.16 |
GE General Electric Company | 2.68 | 3.51 | 1.46 | 8.48 | 22.26 |
HWM Howmet Aerospace Inc. | 3.05 | 4.49 | 1.63 | 10.32 | 24.63 |
LDOS Leidos Holdings, Inc. | 3.36 | 5.10 | 1.70 | 8.08 | 24.58 |
LLY Eli Lilly and Company | 1.92 | 2.68 | 1.36 | 3.08 | 11.43 |
META Meta Platforms, Inc. | 1.84 | 2.71 | 1.36 | 3.63 | 11.01 |
MSFT Microsoft Corporation | 1.15 | 1.60 | 1.21 | 1.46 | 4.62 |
NVDA NVIDIA Corporation | 2.64 | 3.06 | 1.39 | 4.97 | 16.55 |
NVO Novo Nordisk A/S | 1.29 | 1.96 | 1.25 | 2.07 | 7.29 |
PGR The Progressive Corporation | 3.84 | 5.18 | 1.70 | 11.34 | 33.76 |
TMDX TransMedics Group, Inc. | 1.74 | 3.28 | 1.38 | 3.52 | 12.68 |
VIST Vista Oil & Gas, S.A.B. de C.V. | 1.81 | 2.59 | 1.31 | 3.49 | 10.31 |
Dividends
Dividend yield
2024 03 granted a 0.57% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 03 | 0.57% | 0.90% | 1.22% | 0.70% | 0.86% | 0.86% | 0.93% | 0.87% | 1.15% | 1.33% | 1.57% | 1.76% |
Portfolio components: | ||||||||||||
0700.HK Tencent Holdings Ltd | 0.91% | 1.63% | 0.93% | 0.32% | 0.20% | 0.25% | 0.27% | 0.14% | 0.23% | 0.22% | 0.20% | 0.19% |
0883.HK CNOOC Ltd | 3.33% | 10.31% | 18.84% | 6.85% | 9.05% | 5.63% | 4.96% | 3.83% | 3.81% | 7.06% | 5.46% | 3.95% |
ARM Arm Holdings plc American Depositary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.49% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
GE General Electric Company | 0.43% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
HWM Howmet Aerospace Inc. | 0.25% | 0.31% | 0.25% | 0.13% | 0.06% | 0.40% | 1.48% | 0.91% | 0.49% | 0.00% | 0.00% | 0.00% |
LDOS Leidos Holdings, Inc. | 0.98% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
META Meta Platforms, Inc. | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NVO Novo Nordisk A/S | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
PGR The Progressive Corporation | 0.46% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
TMDX TransMedics Group, 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% |
VIST Vista Oil & Gas, S.A.B. de C.V. | 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 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 18.47%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current 2024 03 drawdown is 12.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.47% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-10.27% | Mar 26, 2024 | 18 | Apr 19, 2024 | 11 | May 6, 2024 | 29 |
-8.87% | Oct 13, 2023 | 11 | Oct 27, 2023 | 8 | Nov 8, 2023 | 19 |
-7.31% | Sep 15, 2023 | 5 | Sep 21, 2023 | 14 | Oct 11, 2023 | 19 |
-6.11% | Jun 20, 2024 | 3 | Jun 24, 2024 | 12 | Jul 10, 2024 | 15 |
Volatility
Volatility Chart
The current 2024 03 volatility is 7.93%, 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
0883.HK | PGR | 0700.HK | VIST | LDOS | TMDX | NVO | HWM | LLY | ARM | GE | MSFT | AVGO | META | NVDA | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0883.HK | 1.00 | 0.00 | 0.28 | 0.07 | 0.11 | 0.07 | 0.01 | 0.02 | 0.09 | 0.07 | 0.00 | 0.03 | 0.09 | 0.12 | 0.12 |
PGR | 0.00 | 1.00 | -0.04 | 0.12 | 0.08 | -0.09 | 0.14 | 0.11 | 0.19 | -0.07 | 0.12 | 0.10 | 0.01 | 0.10 | -0.04 |
0700.HK | 0.28 | -0.04 | 1.00 | 0.03 | -0.02 | 0.06 | 0.07 | 0.02 | 0.12 | 0.05 | -0.01 | 0.20 | 0.14 | 0.18 | 0.18 |
VIST | 0.07 | 0.12 | 0.03 | 1.00 | 0.16 | 0.07 | 0.13 | 0.20 | 0.18 | 0.20 | 0.25 | 0.14 | 0.15 | 0.21 | 0.17 |
LDOS | 0.11 | 0.08 | -0.02 | 0.16 | 1.00 | 0.23 | 0.22 | 0.42 | 0.21 | 0.13 | 0.32 | 0.21 | 0.13 | 0.13 | 0.12 |
TMDX | 0.07 | -0.09 | 0.06 | 0.07 | 0.23 | 1.00 | 0.24 | 0.23 | 0.24 | 0.34 | 0.30 | 0.22 | 0.28 | 0.30 | 0.28 |
NVO | 0.01 | 0.14 | 0.07 | 0.13 | 0.22 | 0.24 | 1.00 | 0.16 | 0.62 | 0.26 | 0.22 | 0.32 | 0.23 | 0.27 | 0.29 |
HWM | 0.02 | 0.11 | 0.02 | 0.20 | 0.42 | 0.23 | 0.16 | 1.00 | 0.22 | 0.31 | 0.60 | 0.33 | 0.39 | 0.41 | 0.37 |
LLY | 0.09 | 0.19 | 0.12 | 0.18 | 0.21 | 0.24 | 0.62 | 0.22 | 1.00 | 0.27 | 0.31 | 0.34 | 0.33 | 0.36 | 0.38 |
ARM | 0.07 | -0.07 | 0.05 | 0.20 | 0.13 | 0.34 | 0.26 | 0.31 | 0.27 | 1.00 | 0.34 | 0.41 | 0.55 | 0.41 | 0.52 |
GE | 0.00 | 0.12 | -0.01 | 0.25 | 0.32 | 0.30 | 0.22 | 0.60 | 0.31 | 0.34 | 1.00 | 0.34 | 0.45 | 0.42 | 0.45 |
MSFT | 0.03 | 0.10 | 0.20 | 0.14 | 0.21 | 0.22 | 0.32 | 0.33 | 0.34 | 0.41 | 0.34 | 1.00 | 0.57 | 0.64 | 0.52 |
AVGO | 0.09 | 0.01 | 0.14 | 0.15 | 0.13 | 0.28 | 0.23 | 0.39 | 0.33 | 0.55 | 0.45 | 0.57 | 1.00 | 0.52 | 0.70 |
META | 0.12 | 0.10 | 0.18 | 0.21 | 0.13 | 0.30 | 0.27 | 0.41 | 0.36 | 0.41 | 0.42 | 0.64 | 0.52 | 1.00 | 0.51 |
NVDA | 0.12 | -0.04 | 0.18 | 0.17 | 0.12 | 0.28 | 0.29 | 0.37 | 0.38 | 0.52 | 0.45 | 0.52 | 0.70 | 0.51 | 1.00 |