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Momentum Top 3 5 Industrias

Last updated Mar 2, 2024

Asset Allocation


META 6.67%GOOGL 6.67%GOOG 6.67%NVDA 6.67%PANW 6.67%AMD 6.67%TSLA 6.67%RCL 6.67%CCL 6.67%GE 6.67%FDX 6.67%CPRT 6.67%MLM 6.67%PKG 6.67%NUE 6.67%EquityEquity
PositionCategory/SectorWeight
META
Meta Platforms, Inc.
Communication Services

6.67%

GOOGL
Alphabet Inc.
Communication Services

6.67%

GOOG
Alphabet Inc.
Communication Services

6.67%

NVDA
NVIDIA Corporation
Technology

6.67%

PANW
Palo Alto Networks, Inc.
Technology

6.67%

AMD
Advanced Micro Devices, Inc.
Technology

6.67%

TSLA
Tesla, Inc.
Consumer Cyclical

6.67%

RCL
Royal Caribbean Cruises Ltd.
Consumer Cyclical

6.67%

CCL
Carnival Corporation & Plc
Consumer Cyclical

6.67%

GE
General Electric Company
Industrials

6.67%

FDX
FedEx Corporation
Industrials

6.67%

CPRT
Copart, Inc.
Industrials

6.67%

MLM
Martin Marietta Materials, Inc.
Basic Materials

6.67%

PKG
Packaging Corporation of America
Consumer Cyclical

6.67%

NUE
Nucor Corporation
Basic Materials

6.67%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
985.30%
171.98%
Momentum Top 3 5 Industrias
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Momentum Top 3 5 Industrias11.57%5.75%24.96%69.50%33.88%N/A
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%23.94%22.05%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.74%16.29%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%68.95%
PANW
Palo Alto Networks, Inc.
2.55%-12.36%24.59%57.84%31.19%29.14%
AMD
Advanced Micro Devices, Inc.
37.47%14.06%85.14%148.58%55.55%49.32%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.80%28.18%
RCL
Royal Caribbean Cruises Ltd.
-4.04%0.66%27.19%67.87%1.78%10.59%
CCL
Carnival Corporation & Plc
-13.70%-2.68%1.72%44.01%-21.58%-7.04%
GE
General Electric Company
24.30%16.19%39.06%84.22%23.34%2.04%
FDX
FedEx Corporation
-2.52%1.75%-4.59%20.43%8.53%7.36%
CPRT
Copart, Inc.
9.35%7.10%19.12%50.04%30.09%27.93%
MLM
Martin Marietta Materials, Inc.
18.25%13.47%29.19%62.15%25.71%18.10%
PKG
Packaging Corporation of America
10.61%11.66%22.41%31.10%16.48%12.63%
NUE
Nucor Corporation
9.57%3.99%11.20%8.30%29.21%17.23%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.39%8.15%
2023-2.61%-4.40%-5.13%15.32%6.87%

Sharpe Ratio

The current Momentum Top 3 5 Industrias Sharpe ratio is 3.69. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.69

The Sharpe ratio of Momentum Top 3 5 Industrias is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
3.69
2.44
Momentum Top 3 5 Industrias
Benchmark (^GSPC)
Portfolio components

Dividend yield

Momentum Top 3 5 Industrias granted a 0.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Momentum Top 3 5 Industrias0.44%0.47%0.59%0.43%0.74%0.99%1.41%1.02%0.99%1.10%1.05%1.06%
META
Meta Platforms, Inc.
0.10%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.
0.00%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.
0.00%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%0.29%0.45%1.20%1.70%1.94%
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
0.20%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
FDX
FedEx Corporation
2.00%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.
0.49%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
2.77%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
1.09%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.52%3.70%3.02%2.76%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Momentum Top 3 5 Industrias
3.69
META
Meta Platforms, Inc.
5.10
GOOGL
Alphabet Inc.
1.87
GOOG
Alphabet Inc.
1.88
NVDA
NVIDIA Corporation
5.65
PANW
Palo Alto Networks, Inc.
1.31
AMD
Advanced Micro Devices, Inc.
3.34
TSLA
Tesla, Inc.
-0.00
RCL
Royal Caribbean Cruises Ltd.
2.10
CCL
Carnival Corporation & Plc
1.05
GE
General Electric Company
3.97
FDX
FedEx Corporation
0.91
CPRT
Copart, Inc.
2.49
MLM
Martin Marietta Materials, Inc.
2.79
PKG
Packaging Corporation of America
1.50
NUE
Nucor Corporation
0.44

Asset Correlations Table

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

TSLAGEPANWPKGAMDNUEMLMCCLRCLFDXMETACPRTNVDAGOOGLGOOG
TSLA1.000.220.390.200.360.250.240.280.300.280.370.340.420.380.38
GE0.221.000.220.410.230.460.400.430.410.420.270.330.280.300.31
PANW0.390.221.000.250.370.240.290.260.280.290.400.430.460.420.42
PKG0.200.410.251.000.260.520.480.360.350.470.280.380.280.320.32
AMD0.360.230.370.261.000.280.300.280.300.330.410.390.650.430.43
NUE0.250.460.240.520.281.000.470.370.370.480.280.370.330.340.35
MLM0.240.400.290.480.300.471.000.370.390.430.330.440.320.350.35
CCL0.280.430.260.360.280.370.371.000.840.420.320.350.330.350.35
RCL0.300.410.280.350.300.370.390.841.000.420.330.380.340.370.37
FDX0.280.420.290.470.330.480.430.420.421.000.360.430.400.420.42
META0.370.270.400.280.410.280.330.320.330.361.000.430.510.670.66
CPRT0.340.330.430.380.390.370.440.350.380.430.431.000.450.470.47
NVDA0.420.280.460.280.650.330.320.330.340.400.510.451.000.540.54
GOOGL0.380.300.420.320.430.340.350.350.370.420.670.470.541.000.99
GOOG0.380.310.420.320.430.350.350.350.370.420.660.470.540.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Momentum Top 3 5 Industrias
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.47%Feb 20, 202020Mar 18, 202099Aug 7, 2020119
-39.07%Nov 9, 2021232Oct 11, 2022160Jun 1, 2023392
-28.55%Sep 17, 201869Dec 24, 2018212Oct 28, 2019281
-20%Dec 30, 201527Feb 8, 201635Mar 30, 201662
-13.24%Aug 1, 202362Oct 26, 202317Nov 20, 202379

Volatility Chart

The current Momentum Top 3 5 Industrias volatility is 6.25%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
6.25%
3.47%
Momentum Top 3 5 Industrias
Benchmark (^GSPC)
Portfolio components
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