NVSek-LowVStks-Top20
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-LowVStks-Top20, 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 every 3 months.
The earliest data available for this chart is Aug 9, 2013, corresponding to the inception date of FI
Returns By Period
As of May 5, 2025, the NVSek-LowVStks-Top20 returned 13.03% Year-To-Date and 18.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| NVSek-LowVStks-Top20 | 13.03% | 8.57% | 15.05% | 34.40% | 25.19% | 18.22% |
| Portfolio components: | ||||||
AVGO Broadcom Inc. | -11.90% | 39.20% | 21.24% | 61.28% | 54.52% | 36.05% |
META Meta Platforms, Inc. | 2.06% | 18.29% | 5.44% | 32.58% | 23.81% | 22.64% |
FI Fiserv Inc. | -10.25% | -7.17% | -8.75% | 23.56% | 12.22% | 18.32% |
JPM JPMorgan Chase & Co. | 6.54% | 20.08% | 14.55% | 35.62% | 25.94% | 17.87% |
PM Philip Morris International Inc. | 43.22% | 13.44% | 33.40% | 83.30% | 25.30% | 12.99% |
CMPGY Compass Group PLC ADR | 1.97% | 4.03% | 2.25% | 22.64% | 17.49% | 8.52% |
GILD Gilead Sciences, Inc. | 13.03% | -3.33% | 17.62% | 66.06% | 9.94% | 3.70% |
ADP Automatic Data Processing, Inc. | 4.26% | 6.10% | 6.45% | 28.20% | 18.33% | 15.94% |
AEE Ameren Corporation | 12.40% | 3.85% | 17.53% | 38.62% | 9.80% | 12.85% |
MA Mastercard Inc | 6.56% | 14.40% | 10.44% | 26.85% | 16.07% | 20.58% |
V | 10.17% | 11.01% | 19.99% | 30.43% | 15.15% | 18.86% |
MCK McKesson Corporation | 24.44% | 3.70% | 34.89% | 34.57% | 40.77% | 13.14% |
AZO AutoZone, Inc. | 17.31% | 2.82% | 26.00% | 27.24% | 29.84% | 18.75% |
AEP American Electric Power Company, Inc. | 17.85% | 3.07% | 12.86% | 26.23% | 9.24% | 10.72% |
MMC Marsh & McLennan Companies, Inc. | 7.76% | -1.26% | 4.47% | 15.73% | 19.61% | 16.85% |
ABBV AbbVie Inc. | 13.78% | 7.14% | -0.67% | 25.58% | 23.43% | 16.68% |
BAESY BAE Systems PLC | 67.98% | 23.05% | 46.93% | 42.84% | 36.25% | 16.71% |
KO The Coca-Cola Company | 15.93% | 2.46% | 11.87% | 18.70% | 13.03% | 9.26% |
LLY Eli Lilly and Company | 6.87% | 11.57% | 0.91% | 12.79% | 41.05% | 30.12% |
SHEL Shell plc | 7.51% | 3.91% | 0.86% | -4.15% | 19.73% | 5.73% |
Monthly Returns
The table below presents the monthly returns of NVSek-LowVStks-Top20, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.56% | 7.30% | -0.97% | -0.04% | 0.81% | 13.03% | |||||||
| 2024 | 3.33% | 5.68% | 3.46% | -2.93% | 2.39% | 2.32% | 5.43% | 4.49% | -0.12% | 1.10% | 4.01% | -1.82% | 30.51% |
| 2023 | 2.35% | -0.76% | 4.11% | 4.58% | -2.36% | 6.06% | 2.25% | 0.30% | -2.54% | 0.37% | 5.43% | 3.48% | 25.35% |
| 2022 | -0.93% | -1.31% | 4.47% | -2.70% | 3.74% | -5.35% | 4.17% | -2.13% | -7.39% | 9.10% | 7.81% | -1.32% | 6.94% |
| 2021 | -2.39% | 4.31% | 5.31% | 3.39% | 1.68% | 0.97% | 4.20% | 1.03% | -3.39% | 2.92% | -2.37% | 10.23% | 28.21% |
| 2020 | 0.67% | -6.33% | -11.47% | 8.53% | 3.42% | -0.74% | 2.11% | 4.23% | -3.29% | -3.62% | 13.49% | 3.51% | 8.39% |
| 2019 | 8.00% | 2.57% | 3.03% | 2.65% | -3.75% | 5.46% | 2.01% | -0.94% | 1.11% | 3.02% | 3.28% | 2.16% | 32.09% |
| 2018 | 5.10% | -3.68% | -2.50% | 1.67% | 1.83% | 0.77% | 2.18% | 1.55% | 2.11% | -5.08% | 3.76% | -6.27% | 0.70% |
| 2017 | 1.78% | 4.69% | 1.34% | 0.85% | 3.19% | 0.28% | 2.98% | 0.70% | 3.10% | 1.24% | 2.35% | 0.31% | 25.20% |
| 2016 | -3.13% | 0.13% | 6.12% | 0.68% | 1.93% | 1.81% | 1.26% | -1.09% | -0.24% | -2.80% | 1.43% | 3.07% | 9.18% |
| 2015 | -1.08% | 5.15% | -1.80% | 1.33% | 3.38% | -1.62% | 3.44% | -4.69% | -1.12% | 6.48% | 1.33% | -0.28% | 10.41% |
| 2014 | -0.77% | 4.99% | -1.08% | 1.49% | 3.11% | 2.23% | -1.17% | 4.88% | 0.21% | 4.81% | 2.86% | 0.45% | 24.01% |
Expense Ratio
NVSek-LowVStks-Top20 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 97, NVSek-LowVStks-Top20 is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.93 | 1.67 | 1.22 | 1.42 | 4.00 |
META Meta Platforms, Inc. | 1.08 | 1.66 | 1.22 | 1.15 | 3.71 |
FI Fiserv Inc. | 0.68 | 0.96 | 1.18 | 0.81 | 3.23 |
JPM JPMorgan Chase & Co. | 1.21 | 1.76 | 1.26 | 1.42 | 4.86 |
PM Philip Morris International Inc. | 3.60 | 4.81 | 1.74 | 8.02 | 24.70 |
CMPGY Compass Group PLC ADR | 1.08 | 1.42 | 1.22 | 1.44 | 5.22 |
GILD Gilead Sciences, Inc. | 2.56 | 3.55 | 1.45 | 2.19 | 13.84 |
ADP Automatic Data Processing, Inc. | 1.46 | 2.01 | 1.28 | 2.22 | 7.69 |
AEE Ameren Corporation | 2.08 | 2.77 | 1.37 | 1.60 | 11.77 |
MA Mastercard Inc | 1.17 | 1.65 | 1.24 | 1.48 | 6.18 |
V | 1.39 | 1.90 | 1.28 | 2.02 | 6.82 |
MCK McKesson Corporation | 1.19 | 1.61 | 1.27 | 1.36 | 3.35 |
AZO AutoZone, Inc. | 1.27 | 1.80 | 1.22 | 1.75 | 7.78 |
AEP American Electric Power Company, Inc. | 1.57 | 2.14 | 1.28 | 2.29 | 5.74 |
MMC Marsh & McLennan Companies, Inc. | 0.90 | 1.23 | 1.18 | 1.19 | 3.58 |
ABBV AbbVie Inc. | 0.98 | 1.35 | 1.21 | 1.28 | 3.19 |
BAESY BAE Systems PLC | 1.38 | 2.16 | 1.29 | 2.25 | 5.10 |
KO The Coca-Cola Company | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
LLY Eli Lilly and Company | 0.16 | 0.49 | 1.07 | 0.25 | 0.50 |
SHEL Shell plc | -0.14 | -0.04 | 1.00 | -0.17 | -0.41 |
Dividends
Dividend yield
NVSek-LowVStks-Top20 provided a 1.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.95% | 2.09% | 2.04% | 2.01% | 2.58% | 2.39% | 2.54% | 2.35% | 2.54% | 2.69% | 2.73% |
| Portfolio components: | ||||||||||||
AVGO Broadcom Inc. | 1.10% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FI Fiserv Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% |
JPM JPMorgan Chase & Co. | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
PM Philip Morris International Inc. | 3.13% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
CMPGY Compass Group PLC ADR | 1.77% | 1.68% | 1.64% | 1.31% | 0.00% | 1.88% | 1.94% | 2.24% | 5.69% | 2.35% | 2.42% | 8.49% |
GILD Gilead Sciences, Inc. | 2.99% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
ADP Automatic Data Processing, Inc. | 1.94% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
AEE Ameren Corporation | 2.73% | 3.01% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% |
MA Mastercard Inc | 0.51% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
V | 0.64% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
MCK McKesson Corporation | 0.39% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
AZO AutoZone, 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% |
AEP American Electric Power Company, Inc. | 3.36% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
MMC Marsh & McLennan Companies, Inc. | 1.43% | 1.44% | 1.37% | 1.36% | 1.15% | 1.57% | 1.56% | 1.98% | 1.76% | 1.92% | 2.13% | 1.85% |
ABBV AbbVie Inc. | 3.21% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
BAESY BAE Systems PLC | 1.79% | 2.77% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LLY Eli Lilly and Company | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
SHEL Shell plc | 4.17% | 4.39% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% |
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 NVSek-LowVStks-Top20. 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 NVSek-LowVStks-Top20 was 33.49%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current NVSek-LowVStks-Top20 drawdown is 1.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.49% | Feb 14, 2020 | 26 | Mar 23, 2020 | 172 | Nov 24, 2020 | 198 |
| -13.19% | Aug 17, 2022 | 32 | Sep 30, 2022 | 39 | Nov 25, 2022 | 71 |
| -12.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 27 | Feb 4, 2019 | 85 |
| -11.42% | Apr 21, 2022 | 41 | Jun 17, 2022 | 38 | Aug 12, 2022 | 79 |
| -10.98% | Mar 4, 2025 | 26 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current NVSek-LowVStks-Top20 volatility is 9.87%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 20 assets, with an effective number of assets of 20.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | BAESY | AEP | SHEL | AEE | CMPGY | AZO | LLY | META | GILD | MCK | AVGO | PM | ABBV | KO | JPM | FI | MMC | V | MA | ADP | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.22 | 0.28 | 0.45 | 0.30 | 0.39 | 0.40 | 0.41 | 0.60 | 0.41 | 0.43 | 0.65 | 0.41 | 0.44 | 0.45 | 0.65 | 0.64 | 0.62 | 0.68 | 0.70 | 0.67 | 0.86 |
| BAESY | 0.22 | 1.00 | 0.08 | 0.26 | 0.09 | 0.31 | 0.12 | 0.10 | 0.09 | 0.11 | 0.16 | 0.14 | 0.16 | 0.13 | 0.15 | 0.21 | 0.19 | 0.20 | 0.19 | 0.20 | 0.18 | 0.33 |
| AEP | 0.28 | 0.08 | 1.00 | 0.14 | 0.79 | 0.20 | 0.21 | 0.22 | 0.08 | 0.20 | 0.20 | 0.08 | 0.37 | 0.22 | 0.48 | 0.13 | 0.29 | 0.32 | 0.22 | 0.22 | 0.34 | 0.42 |
| SHEL | 0.45 | 0.26 | 0.14 | 1.00 | 0.14 | 0.30 | 0.18 | 0.16 | 0.18 | 0.18 | 0.23 | 0.25 | 0.28 | 0.23 | 0.25 | 0.43 | 0.27 | 0.30 | 0.30 | 0.32 | 0.29 | 0.47 |
| AEE | 0.30 | 0.09 | 0.79 | 0.14 | 1.00 | 0.18 | 0.23 | 0.23 | 0.09 | 0.19 | 0.20 | 0.09 | 0.35 | 0.23 | 0.45 | 0.17 | 0.32 | 0.34 | 0.24 | 0.24 | 0.36 | 0.44 |
| CMPGY | 0.39 | 0.31 | 0.20 | 0.30 | 0.18 | 1.00 | 0.20 | 0.17 | 0.21 | 0.19 | 0.19 | 0.26 | 0.29 | 0.21 | 0.33 | 0.28 | 0.32 | 0.29 | 0.32 | 0.31 | 0.31 | 0.48 |
| AZO | 0.40 | 0.12 | 0.21 | 0.18 | 0.23 | 0.20 | 1.00 | 0.21 | 0.21 | 0.25 | 0.28 | 0.25 | 0.25 | 0.25 | 0.28 | 0.31 | 0.34 | 0.39 | 0.32 | 0.32 | 0.39 | 0.48 |
| LLY | 0.41 | 0.10 | 0.22 | 0.16 | 0.23 | 0.17 | 0.21 | 1.00 | 0.26 | 0.32 | 0.34 | 0.25 | 0.25 | 0.42 | 0.27 | 0.24 | 0.30 | 0.35 | 0.30 | 0.30 | 0.34 | 0.51 |
| META | 0.60 | 0.09 | 0.08 | 0.18 | 0.09 | 0.21 | 0.21 | 0.26 | 1.00 | 0.25 | 0.20 | 0.48 | 0.18 | 0.22 | 0.17 | 0.32 | 0.40 | 0.32 | 0.46 | 0.46 | 0.34 | 0.52 |
| GILD | 0.41 | 0.11 | 0.20 | 0.18 | 0.19 | 0.19 | 0.25 | 0.32 | 0.25 | 1.00 | 0.35 | 0.25 | 0.26 | 0.42 | 0.28 | 0.30 | 0.30 | 0.35 | 0.32 | 0.31 | 0.35 | 0.52 |
| MCK | 0.43 | 0.16 | 0.20 | 0.23 | 0.20 | 0.19 | 0.28 | 0.34 | 0.20 | 0.35 | 1.00 | 0.22 | 0.27 | 0.38 | 0.30 | 0.34 | 0.30 | 0.39 | 0.32 | 0.32 | 0.36 | 0.53 |
| AVGO | 0.65 | 0.14 | 0.08 | 0.25 | 0.09 | 0.26 | 0.25 | 0.25 | 0.48 | 0.25 | 0.22 | 1.00 | 0.18 | 0.24 | 0.20 | 0.38 | 0.40 | 0.35 | 0.43 | 0.45 | 0.40 | 0.56 |
| PM | 0.41 | 0.16 | 0.37 | 0.28 | 0.35 | 0.29 | 0.25 | 0.25 | 0.18 | 0.26 | 0.27 | 0.18 | 1.00 | 0.31 | 0.53 | 0.31 | 0.34 | 0.36 | 0.31 | 0.30 | 0.35 | 0.52 |
| ABBV | 0.44 | 0.13 | 0.22 | 0.23 | 0.23 | 0.21 | 0.25 | 0.42 | 0.22 | 0.42 | 0.38 | 0.24 | 0.31 | 1.00 | 0.32 | 0.32 | 0.34 | 0.38 | 0.34 | 0.35 | 0.36 | 0.56 |
| KO | 0.45 | 0.15 | 0.48 | 0.25 | 0.45 | 0.33 | 0.28 | 0.27 | 0.17 | 0.28 | 0.30 | 0.20 | 0.53 | 0.32 | 1.00 | 0.31 | 0.41 | 0.45 | 0.39 | 0.39 | 0.47 | 0.57 |
| JPM | 0.65 | 0.21 | 0.13 | 0.43 | 0.17 | 0.28 | 0.31 | 0.24 | 0.32 | 0.30 | 0.34 | 0.38 | 0.31 | 0.32 | 0.31 | 1.00 | 0.44 | 0.49 | 0.47 | 0.48 | 0.45 | 0.61 |
| FI | 0.64 | 0.19 | 0.29 | 0.27 | 0.32 | 0.32 | 0.34 | 0.30 | 0.40 | 0.30 | 0.30 | 0.40 | 0.34 | 0.34 | 0.41 | 0.44 | 1.00 | 0.52 | 0.61 | 0.63 | 0.61 | 0.69 |
| MMC | 0.62 | 0.20 | 0.32 | 0.30 | 0.34 | 0.29 | 0.39 | 0.35 | 0.32 | 0.35 | 0.39 | 0.35 | 0.36 | 0.38 | 0.45 | 0.49 | 0.52 | 1.00 | 0.53 | 0.53 | 0.58 | 0.69 |
| V | 0.68 | 0.19 | 0.22 | 0.30 | 0.24 | 0.32 | 0.32 | 0.30 | 0.46 | 0.32 | 0.32 | 0.43 | 0.31 | 0.34 | 0.39 | 0.47 | 0.61 | 0.53 | 1.00 | 0.84 | 0.56 | 0.71 |
| MA | 0.70 | 0.20 | 0.22 | 0.32 | 0.24 | 0.31 | 0.32 | 0.30 | 0.46 | 0.31 | 0.32 | 0.45 | 0.30 | 0.35 | 0.39 | 0.48 | 0.63 | 0.53 | 0.84 | 1.00 | 0.59 | 0.72 |
| ADP | 0.67 | 0.18 | 0.34 | 0.29 | 0.36 | 0.31 | 0.39 | 0.34 | 0.34 | 0.35 | 0.36 | 0.40 | 0.35 | 0.36 | 0.47 | 0.45 | 0.61 | 0.58 | 0.56 | 0.59 | 1.00 | 0.71 |
| Portfolio | 0.86 | 0.33 | 0.42 | 0.47 | 0.44 | 0.48 | 0.48 | 0.51 | 0.52 | 0.52 | 0.53 | 0.56 | 0.52 | 0.56 | 0.57 | 0.61 | 0.69 | 0.69 | 0.71 | 0.72 | 0.71 | 1.00 |