TOPפורטפוליו8
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TOPפורטפוליו8, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Dec 4, 2024, the TOPפורטפוליו8 returned 47.58% Year-To-Date and 29.28% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| TOPפורטפוליו8 | 47.58% | 4.41% | 11.02% | 53.12% | 36.02% | 29.28% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 15.53% | 5.29% | 4.03% | 17.69% | 24.72% | 26.42% |
AAPL Apple Inc | 26.65% | 8.98% | 25.13% | 28.72% | 30.51% | 25.28% |
GOOGL Alphabet Inc. | 22.96% | 0.03% | -1.17% | 32.87% | 21.03% | 20.65% |
AMZN Amazon.com, Inc. | 40.48% | 7.84% | 19.01% | 47.36% | 19.72% | 29.96% |
NVDA NVIDIA Corporation | 183.27% | 3.59% | 20.47% | 208.27% | 93.70% | 75.74% |
META Meta Platforms, Inc. | 73.89% | 8.20% | 28.90% | 92.33% | 25.38% | 23.27% |
XLE Energy Select Sector SPDR Fund | 15.50% | 7.36% | 6.86% | 15.52% | 15.53% | 5.71% |
XLF Financial Select Sector SPDR Fund | 35.70% | 8.17% | 23.41% | 41.92% | 13.25% | 11.76% |
XLV Health Care Select Sector SPDR Fund | 8.87% | -0.62% | 1.94% | 12.92% | 9.94% | 9.34% |
XLB Materials Select Sector SPDR ETF | 11.80% | 1.39% | 5.91% | 16.90% | 11.98% | 8.82% |
BRK-B Berkshire Hathaway Inc. | 31.83% | 3.99% | 14.81% | 31.83% | 16.50% | 12.08% |
LLY Eli Lilly and Company | 40.44% | -0.52% | -2.01% | 39.78% | 48.78% | 29.99% |
UNH UnitedHealth Group Incorporated | 16.31% | 6.64% | 20.67% | 11.69% | 18.29% | 21.53% |
IXC iShares Global Energy ETF | 9.65% | 4.35% | 2.45% | 10.32% | 11.78% | 5.05% |
Monthly Returns
The table below presents the monthly returns of TOPפורטפוליו8, 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 | 7.37% | 12.41% | 5.45% | -2.93% | 6.69% | 6.06% | -3.07% | 4.04% | -0.06% | -0.46% | 3.88% | 47.58% | |
| 2023 | 10.18% | 0.28% | 11.68% | 6.46% | 8.45% | 6.62% | 4.89% | 3.91% | -3.40% | -0.68% | 7.61% | 2.21% | 74.68% |
| 2022 | -3.39% | -1.51% | 8.41% | -11.51% | 2.82% | -10.09% | 9.95% | -5.78% | -8.85% | 3.70% | 8.17% | -5.99% | -15.97% |
| 2021 | 3.92% | 5.35% | 1.50% | 7.11% | 3.13% | 7.76% | 1.01% | 5.46% | -5.47% | 9.36% | 1.85% | 1.82% | 51.06% |
| 2020 | 1.61% | -5.58% | -7.19% | 16.65% | 4.34% | 3.70% | 4.32% | 9.72% | -6.34% | -3.63% | 11.35% | 3.44% | 33.73% |
| 2019 | 8.85% | 1.61% | 4.96% | 3.85% | -9.05% | 6.44% | 0.75% | -1.94% | 0.90% | 3.81% | 4.05% | 5.17% | 32.14% |
| 2018 | 10.02% | -3.64% | -3.44% | 3.19% | 5.77% | 0.04% | 4.95% | 5.51% | 0.29% | -9.85% | 0.72% | -8.19% | 3.47% |
| 2017 | 3.94% | 1.95% | 1.84% | 1.15% | 5.21% | -0.33% | 4.66% | 0.68% | 2.87% | 5.48% | 1.73% | 0.95% | 34.39% |
| 2016 | -3.88% | -2.95% | 7.18% | 2.14% | 5.27% | 0.19% | 7.05% | 1.51% | 3.27% | -1.09% | 2.99% | 4.81% | 29.06% |
| 2015 | -1.11% | 5.14% | -1.26% | 4.23% | 0.71% | -1.12% | 6.35% | -2.36% | 0.05% | 11.31% | 3.23% | -0.11% | 27.06% |
| 2014 | 0.12% | 6.78% | -1.60% | -0.08% | 2.76% | 2.51% | -0.79% | 5.66% | -0.84% | -0.71% | 2.57% | -1.76% | 15.18% |
| 2013 | 7.30% | 1.07% | 1.08% | 3.10% | 2.31% | -1.49% | 8.33% | 0.38% | 6.14% | 4.88% | 2.42% | 3.34% | 45.95% |
Expense Ratio
TOPפורטפוליו8 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 TOPפורטפוליו8 is 82, placing it in the top 18% 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.82 | 1.15 | 1.15 | 1.03 | 2.40 |
AAPL Apple Inc | 1.22 | 1.84 | 1.23 | 1.66 | 3.88 |
GOOGL Alphabet Inc. | 1.12 | 1.61 | 1.22 | 1.37 | 3.34 |
AMZN Amazon.com, Inc. | 1.64 | 2.28 | 1.29 | 2.00 | 7.57 |
NVDA NVIDIA Corporation | 3.84 | 3.86 | 1.50 | 7.39 | 23.49 |
META Meta Platforms, Inc. | 2.46 | 3.36 | 1.47 | 4.86 | 15.03 |
XLE Energy Select Sector SPDR Fund | 0.84 | 1.23 | 1.15 | 1.13 | 2.62 |
XLF Financial Select Sector SPDR Fund | 3.01 | 4.29 | 1.55 | 3.94 | 21.60 |
XLV Health Care Select Sector SPDR Fund | 1.22 | 1.72 | 1.22 | 1.33 | 4.38 |
XLB Materials Select Sector SPDR ETF | 1.16 | 1.65 | 1.20 | 2.09 | 5.26 |
BRK-B Berkshire Hathaway Inc. | 2.19 | 3.05 | 1.39 | 4.18 | 10.97 |
LLY Eli Lilly and Company | 1.33 | 1.94 | 1.26 | 1.66 | 5.48 |
UNH UnitedHealth Group Incorporated | 0.48 | 0.83 | 1.12 | 0.60 | 1.58 |
IXC iShares Global Energy ETF | 0.58 | 0.88 | 1.11 | 0.85 | 1.97 |
Dividends
Dividend yield
TOPפורטפוליו8 provided a 0.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.73% | 0.84% | 0.90% | 1.22% | 1.32% | 1.06% | 1.06% | 1.07% | 1.25% | 1.24% | 1.33% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOGL Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, 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 | 0.01% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
META Meta Platforms, 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% |
XLE Energy Select Sector SPDR Fund | 3.15% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
XLF Financial Select Sector SPDR Fund | 1.32% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
XLV Health Care Select Sector SPDR Fund | 1.55% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
XLB Materials Select Sector SPDR ETF | 1.86% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
BRK-B Berkshire Hathaway 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% |
LLY Eli Lilly and Company | 0.64% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
UNH UnitedHealth Group Incorporated | 1.00% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
IXC iShares Global Energy ETF | 3.65% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% | 2.48% |
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 TOPפורטפוליו8. 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 TOPפורטפוליו8 was 29.27%, occurring on Mar 23, 2020. Recovery took 49 trading sessions.
The current TOPפורטפוליו8 drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 49 | Jun 2, 2020 | 72 |
| -24.88% | Mar 30, 2022 | 124 | Sep 26, 2022 | 133 | Apr 6, 2023 | 257 |
| -23.03% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -14.64% | Dec 2, 2015 | 49 | Feb 11, 2016 | 45 | Apr 18, 2016 | 94 |
| -12.95% | Jul 11, 2024 | 18 | Aug 5, 2024 | 48 | Oct 11, 2024 | 66 |
Volatility
Volatility Chart
The current TOPפורטפוליו8 volatility is 4.58%, 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
| LLY | UNH | META | NVDA | XLE | AAPL | IXC | AMZN | MSFT | GOOGL | BRK-B | XLV | XLB | XLF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.34 | 0.26 | 0.23 | 0.22 | 0.24 | 0.22 | 0.26 | 0.32 | 0.29 | 0.32 | 0.61 | 0.29 | 0.30 |
| UNH | 0.34 | 1.00 | 0.22 | 0.22 | 0.29 | 0.28 | 0.30 | 0.25 | 0.33 | 0.32 | 0.43 | 0.63 | 0.39 | 0.43 |
| META | 0.26 | 0.22 | 1.00 | 0.47 | 0.21 | 0.45 | 0.23 | 0.56 | 0.50 | 0.60 | 0.31 | 0.39 | 0.37 | 0.35 |
| NVDA | 0.23 | 0.22 | 0.47 | 1.00 | 0.25 | 0.48 | 0.27 | 0.51 | 0.56 | 0.50 | 0.32 | 0.37 | 0.42 | 0.38 |
| XLE | 0.22 | 0.29 | 0.21 | 0.25 | 1.00 | 0.27 | 0.97 | 0.25 | 0.28 | 0.29 | 0.52 | 0.38 | 0.62 | 0.60 |
| AAPL | 0.24 | 0.28 | 0.45 | 0.48 | 0.27 | 1.00 | 0.29 | 0.50 | 0.56 | 0.53 | 0.38 | 0.42 | 0.42 | 0.40 |
| IXC | 0.22 | 0.30 | 0.23 | 0.27 | 0.97 | 0.29 | 1.00 | 0.27 | 0.31 | 0.32 | 0.52 | 0.40 | 0.64 | 0.60 |
| AMZN | 0.26 | 0.25 | 0.56 | 0.51 | 0.25 | 0.50 | 0.27 | 1.00 | 0.60 | 0.65 | 0.35 | 0.42 | 0.41 | 0.39 |
| MSFT | 0.32 | 0.33 | 0.50 | 0.56 | 0.28 | 0.56 | 0.31 | 0.60 | 1.00 | 0.64 | 0.42 | 0.50 | 0.48 | 0.46 |
| GOOGL | 0.29 | 0.32 | 0.60 | 0.50 | 0.29 | 0.53 | 0.32 | 0.65 | 0.64 | 1.00 | 0.42 | 0.49 | 0.46 | 0.45 |
| BRK-B | 0.32 | 0.43 | 0.31 | 0.32 | 0.52 | 0.38 | 0.52 | 0.35 | 0.42 | 0.42 | 1.00 | 0.57 | 0.65 | 0.83 |
| XLV | 0.61 | 0.63 | 0.39 | 0.37 | 0.38 | 0.42 | 0.40 | 0.42 | 0.50 | 0.49 | 0.57 | 1.00 | 0.59 | 0.59 |
| XLB | 0.29 | 0.39 | 0.37 | 0.42 | 0.62 | 0.42 | 0.64 | 0.41 | 0.48 | 0.46 | 0.65 | 0.59 | 1.00 | 0.73 |
| XLF | 0.30 | 0.43 | 0.35 | 0.38 | 0.60 | 0.40 | 0.60 | 0.39 | 0.46 | 0.45 | 0.83 | 0.59 | 0.73 | 1.00 |