Momentum Top 3 5 Industrias
Asset Allocation
| Position | Category/Sector | 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. | 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% |
Performance
Performance Chart
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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Momentum Top 3 5 Industrias returned 22.28% Year-To-Date and 27.63% 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% |
| Momentum Top 3 5 Industrias | 20.49% | -3.38% | 16.53% | 33.33% | 33.75% | 27.58% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 20.00% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.93% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
PANW Palo Alto Networks, Inc. | 8.56% | -1.58% | -6.52% | 30.52% | 33.53% | 27.96% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.91% |
RCL Royal Caribbean Cruises Ltd. | 17.40% | -5.81% | 23.13% | 38.60% | 6.44% | 10.76% |
CCL Carnival Corporation & Plc | -7.77% | -6.91% | 8.02% | -6.15% | -17.88% | -5.67% |
GE General Electric Company | 62.23% | 2.68% | 57.82% | 79.63% | 26.34% | 4.79% |
FDX FedEx Corporation | 19.28% | 0.81% | 19.95% | 14.81% | 13.25% | 8.76% |
CPRT Copart, Inc. | 2.92% | -7.69% | 4.93% | 14.10% | 20.54% | 28.11% |
MLM Martin Marietta Materials, Inc. | 9.93% | 2.12% | 9.34% | 23.67% | 20.51% | 16.55% |
PKG Packaging Corporation of America | 20.86% | 4.09% | 14.50% | 31.24% | 17.48% | 14.71% |
NUE Nucor Corporation | -9.21% | 1.95% | -9.76% | -5.59% | 25.55% | 14.79% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.39% | 8.23% | 5.02% | -2.85% | 3.93% | 6.36% | 20.49% | ||||||
| 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% | 57.47% |
| 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% | 13.91% | 1.30% | 5.78% | -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% | 9.50% | 3.99% | 1.80% | 22.26% |
| 2014 | -2.10% | 3.24% | 3.34% | -2.61% | 5.52% | -0.33% | -0.04% | 4.48% | -1.36% | 10.21% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Momentum Top 3 5 Industrias is 81, placing it in the top 19% 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
PANW Palo Alto Networks, Inc. | 0.69 | 1.08 | 1.19 | 1.04 | 2.22 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
RCL Royal Caribbean Cruises Ltd. | 1.49 | 2.08 | 1.27 | 1.24 | 5.44 |
CCL Carnival Corporation & Plc | -0.05 | 0.25 | 1.03 | -0.02 | -0.10 |
GE General Electric Company | 2.83 | 3.87 | 1.47 | 1.88 | 23.64 |
FDX FedEx Corporation | 0.61 | 1.12 | 1.16 | 0.71 | 1.94 |
CPRT Copart, Inc. | 0.57 | 0.93 | 1.11 | 0.90 | 2.38 |
MLM Martin Marietta Materials, Inc. | 0.86 | 1.28 | 1.17 | 1.37 | 3.18 |
PKG Packaging Corporation of America | 1.67 | 2.40 | 1.30 | 2.99 | 8.50 |
NUE Nucor Corporation | -0.30 | -0.25 | 0.97 | -0.32 | -0.72 |
Dividends
Dividend yield
Momentum Top 3 5 Industrias granted a 0.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Momentum Top 3 5 Industrias | 0.47% | 0.47% | 0.59% | 0.43% | 0.74% | 0.99% | 1.41% | 1.02% | 0.99% | 1.10% | 1.05% | 1.06% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.22% | 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. | 0.12% | 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. | 0.12% | 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% | 1.56% |
CCL Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% |
GE General Electric Company | 0.42% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
FDX FedEx Corporation | 1.73% | 1.95% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% | 0.41% |
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. | 0.54% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% |
PKG Packaging Corporation of America | 2.57% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
NUE Nucor Corporation | 1.36% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.52% | 3.70% | 3.02% | 2.76% |
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 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 6.80%.
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 |
| -13.24% | Aug 1, 2023 | 62 | Oct 26, 2023 | 17 | Nov 20, 2023 | 79 |
Volatility
Volatility Chart
The current Momentum Top 3 5 Industrias volatility is 7.30%, 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
| TSLA | GE | PANW | PKG | AMD | NUE | MLM | CCL | RCL | FDX | META | CPRT | NVDA | GOOGL | GOOG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.22 | 0.39 | 0.20 | 0.36 | 0.25 | 0.24 | 0.28 | 0.29 | 0.27 | 0.36 | 0.33 | 0.41 | 0.37 | 0.37 |
| GE | 0.22 | 1.00 | 0.22 | 0.40 | 0.23 | 0.45 | 0.40 | 0.42 | 0.41 | 0.41 | 0.27 | 0.33 | 0.29 | 0.30 | 0.30 |
| PANW | 0.39 | 0.22 | 1.00 | 0.24 | 0.36 | 0.23 | 0.29 | 0.25 | 0.28 | 0.28 | 0.40 | 0.42 | 0.45 | 0.43 | 0.42 |
| PKG | 0.20 | 0.40 | 0.24 | 1.00 | 0.25 | 0.52 | 0.47 | 0.36 | 0.35 | 0.46 | 0.26 | 0.37 | 0.27 | 0.31 | 0.31 |
| AMD | 0.36 | 0.23 | 0.36 | 0.25 | 1.00 | 0.28 | 0.29 | 0.28 | 0.30 | 0.32 | 0.41 | 0.39 | 0.64 | 0.43 | 0.43 |
| NUE | 0.25 | 0.45 | 0.23 | 0.52 | 0.28 | 1.00 | 0.47 | 0.36 | 0.35 | 0.48 | 0.27 | 0.37 | 0.32 | 0.33 | 0.33 |
| MLM | 0.24 | 0.40 | 0.29 | 0.47 | 0.29 | 0.47 | 1.00 | 0.36 | 0.38 | 0.43 | 0.32 | 0.44 | 0.32 | 0.34 | 0.34 |
| CCL | 0.28 | 0.42 | 0.25 | 0.36 | 0.28 | 0.36 | 0.36 | 1.00 | 0.84 | 0.41 | 0.31 | 0.35 | 0.33 | 0.34 | 0.35 |
| RCL | 0.29 | 0.41 | 0.28 | 0.35 | 0.30 | 0.35 | 0.38 | 0.84 | 1.00 | 0.41 | 0.32 | 0.38 | 0.34 | 0.36 | 0.37 |
| FDX | 0.27 | 0.41 | 0.28 | 0.46 | 0.32 | 0.48 | 0.43 | 0.41 | 0.41 | 1.00 | 0.35 | 0.42 | 0.38 | 0.41 | 0.41 |
| META | 0.36 | 0.27 | 0.40 | 0.26 | 0.41 | 0.27 | 0.32 | 0.31 | 0.32 | 0.35 | 1.00 | 0.42 | 0.51 | 0.66 | 0.66 |
| CPRT | 0.33 | 0.33 | 0.42 | 0.37 | 0.39 | 0.37 | 0.44 | 0.35 | 0.38 | 0.42 | 0.42 | 1.00 | 0.45 | 0.47 | 0.47 |
| NVDA | 0.41 | 0.29 | 0.45 | 0.27 | 0.64 | 0.32 | 0.32 | 0.33 | 0.34 | 0.38 | 0.51 | 0.45 | 1.00 | 0.52 | 0.52 |
| GOOGL | 0.37 | 0.30 | 0.43 | 0.31 | 0.43 | 0.33 | 0.34 | 0.34 | 0.36 | 0.41 | 0.66 | 0.47 | 0.52 | 1.00 | 0.99 |
| GOOG | 0.37 | 0.30 | 0.42 | 0.31 | 0.43 | 0.33 | 0.34 | 0.35 | 0.37 | 0.41 | 0.66 | 0.47 | 0.52 | 0.99 | 1.00 |