Momentum Top 3 5 Industrias
Asset Allocation
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 Oct 17, 2024, the Momentum Top 3 5 Industrias returned 34.05% Year-To-Date and 29.46% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
Momentum Top 3 5 Industrias | 34.05% | 7.42% | 20.75% | 58.32% | 37.00% | 29.28% |
Portfolio components: | ||||||
Meta Platforms, Inc. | 63.44% | 7.55% | 15.17% | 82.52% | 25.59% | 22.41% |
Alphabet Inc. | 18.53% | 3.67% | 6.13% | 20.01% | 21.70% | 20.11% |
Alphabet Inc. | 18.60% | 4.03% | 6.15% | 20.01% | 21.91% | 20.52% |
NVIDIA Corporation | 174.12% | 17.42% | 60.32% | 221.74% | 96.03% | 78.46% |
Palo Alto Networks, Inc. | 26.57% | 10.45% | 32.76% | 42.81% | 39.56% | 27.29% |
Advanced Micro Devices, Inc. | 5.92% | 3.52% | 0.68% | 52.81% | 38.34% | 50.36% |
Tesla, Inc. | -10.93% | -2.87% | 47.62% | -8.80% | 67.10% | 30.66% |
Royal Caribbean Cruises Ltd. | 56.16% | 20.08% | 58.42% | 144.13% | 13.11% | 14.07% |
Carnival Corporation & Plc | 15.43% | 18.69% | 50.92% | 83.06% | -12.57% | -3.48% |
General Electric Company | 89.61% | 6.73% | 26.06% | 125.11% | 34.59% | 6.53% |
FedEx Corporation | 9.11% | -8.59% | 4.27% | 13.84% | 14.66% | 7.16% |
Copart, Inc. | 11.31% | 7.53% | 2.52% | 20.58% | 21.60% | 30.07% |
Martin Marietta Materials, Inc. | 14.90% | 6.90% | -2.49% | 38.58% | 17.43% | 17.94% |
Packaging Corporation of America | 38.79% | 4.00% | 25.99% | 48.84% | 19.20% | 16.93% |
Nucor Corporation | -10.48% | 8.89% | -18.56% | 7.69% | 27.13% | 14.67% |
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% | -0.40% | 0.05% | 4.37% | 34.05% | |||
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% | 0.77% | 1.68% | -0.05% | 1.19% | 27.97% |
2016 | -10.48% | 0.26% | 13.92% | 1.30% | 5.77% | -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% | 9.51% | 3.99% | 1.80% | 22.26% |
2014 | -2.10% | 3.24% | 3.34% | -2.62% | 5.53% | -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 rank of Momentum Top 3 5 Industrias is 59, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 Platforms, Inc. | 2.21 | 3.11 | 1.42 | 3.26 | 13.35 |
Alphabet Inc. | 0.68 | 1.05 | 1.15 | 0.86 | 2.23 |
Alphabet Inc. | 0.69 | 1.04 | 1.15 | 0.85 | 2.24 |
NVIDIA Corporation | 3.72 | 3.78 | 1.48 | 7.19 | 22.58 |
Palo Alto Networks, Inc. | 0.96 | 1.32 | 1.23 | 1.40 | 2.92 |
Advanced Micro Devices, Inc. | 0.96 | 1.55 | 1.20 | 1.11 | 2.35 |
Tesla, Inc. | -0.23 | 0.04 | 1.00 | -0.20 | -0.55 |
Royal Caribbean Cruises Ltd. | 3.90 | 4.19 | 1.58 | 3.32 | 26.10 |
Carnival Corporation & Plc | 1.64 | 2.29 | 1.28 | 0.88 | 4.97 |
General Electric Company | 4.26 | 4.96 | 1.68 | 2.97 | 43.48 |
FedEx Corporation | 0.37 | 0.71 | 1.13 | 0.49 | 1.24 |
Copart, Inc. | 0.81 | 1.22 | 1.15 | 1.11 | 2.38 |
Martin Marietta Materials, Inc. | 1.39 | 1.91 | 1.25 | 1.74 | 3.95 |
Packaging Corporation of America | 2.61 | 3.56 | 1.45 | 4.75 | 15.16 |
Nucor Corporation | 0.18 | 0.44 | 1.06 | 0.16 | 0.31 |
Dividends
Dividend yield
Momentum Top 3 5 Industrias granted a 0.50% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Momentum Top 3 5 Industrias | 0.50% | 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 Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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% |
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% |
Royal Caribbean Cruises Ltd. | 0.20% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% | 1.56% |
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% |
General Electric Company | 0.47% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
FedEx Corporation | 1.94% | 1.95% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% | 0.41% |
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% |
Martin Marietta Materials, Inc. | 0.53% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% |
Packaging Corporation of America | 2.25% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
Nucor Corporation | 1.40% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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, 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 4.40%, 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 | 0.38 | 0.21 | 0.36 | 0.25 | 0.24 | 0.28 | 0.29 | 0.28 | 0.36 | 0.33 | 0.41 | 0.37 | 0.37 |
GE | 0.22 | 1.00 | 0.23 | 0.40 | 0.23 | 0.45 | 0.40 | 0.42 | 0.41 | 0.41 | 0.28 | 0.33 | 0.29 | 0.30 | 0.30 |
PANW | 0.38 | 0.23 | 1.00 | 0.24 | 0.36 | 0.23 | 0.29 | 0.26 | 0.28 | 0.28 | 0.40 | 0.42 | 0.45 | 0.42 | 0.42 |
PKG | 0.21 | 0.40 | 0.24 | 1.00 | 0.25 | 0.52 | 0.47 | 0.36 | 0.35 | 0.46 | 0.27 | 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 | 0.42 | 0.42 |
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 | 0.37 | 0.38 | 0.43 | 0.32 | 0.44 | 0.32 | 0.34 | 0.34 |
CCL | 0.28 | 0.42 | 0.26 | 0.36 | 0.28 | 0.36 | 0.37 | 1.00 | 0.83 | 0.41 | 0.31 | 0.35 | 0.33 | 0.35 | 0.35 |
RCL | 0.29 | 0.41 | 0.28 | 0.35 | 0.30 | 0.35 | 0.38 | 0.83 | 1.00 | 0.41 | 0.32 | 0.38 | 0.34 | 0.36 | 0.37 |
FDX | 0.28 | 0.41 | 0.28 | 0.46 | 0.32 | 0.48 | 0.43 | 0.41 | 0.41 | 1.00 | 0.34 | 0.42 | 0.38 | 0.40 | 0.41 |
META | 0.36 | 0.28 | 0.40 | 0.27 | 0.41 | 0.27 | 0.32 | 0.31 | 0.32 | 0.34 | 1.00 | 0.42 | 0.50 | 0.66 | 0.65 |
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 | 0.44 | 0.46 | 0.46 |
NVDA | 0.41 | 0.29 | 0.45 | 0.27 | 0.64 | 0.32 | 0.32 | 0.33 | 0.34 | 0.38 | 0.50 | 0.44 | 1.00 | 0.52 | 0.52 |
GOOGL | 0.37 | 0.30 | 0.42 | 0.31 | 0.42 | 0.33 | 0.34 | 0.35 | 0.36 | 0.40 | 0.66 | 0.46 | 0.52 | 1.00 | 0.99 |
GOOG | 0.37 | 0.30 | 0.42 | 0.31 | 0.42 | 0.33 | 0.34 | 0.35 | 0.37 | 0.41 | 0.65 | 0.46 | 0.52 | 0.99 | 1.00 |