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Stocks Only - PV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Stocks Only - PV

Currency in USD · Last updated May 15, 2025

Asset Allocation

NVDA 44%CELH 32%SMCI 24%EquityEquity
PositionCategory/SectorTarget Weight
CELH
Celsius Holdings, Inc.		Consumer Defensive
32%
NVDA
NVIDIA Corporation		Technology
44%
SMCI
Super Micro Computer, Inc.		Technology
24%

Performance

Performance Chart

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The earliest data available for this chart is Mar 29, 2007, corresponding to the inception date of SMCI

Returns By Period

As of May 15, 2025, the Stocks Only - PV returned 27.96% Year-To-Date and 66.45% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.19%9.00%-1.55%12.31%15.59%10.78%
Stocks Only - PV27.96%19.13%29.41%-10.55%98.85%66.45%
Portfolio components:
NVDA
NVIDIA Corporation		0.79%22.25%-7.46%48.19%74.49%74.86%
SMCI
Super Micro Computer, Inc.		47.64%35.87%121.35%-45.28%81.23%29.90%
CELH
Celsius Holdings, Inc.		47.84%4.28%44.01%-57.46%78.73%45.15%
*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks Only - PV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-7.81%13.70%0.70%-2.05%23.76%27.96%
202428.53%48.51%12.15%-9.99%14.42%-1.49%-11.46%-12.92%-5.02%-4.38%2.55%-4.63%48.73%
202310.79%14.09%13.43%0.60%52.88%13.38%11.69%7.17%-9.43%-9.43%9.32%6.53%185.91%
2022-20.89%7.88%-0.21%-13.59%16.02%-13.15%28.57%3.92%-15.67%11.44%25.67%-10.33%4.93%
20211.42%7.64%-3.82%10.45%7.44%16.48%-2.36%11.18%-0.02%11.88%8.25%-2.39%86.21%
20207.88%6.63%-14.14%12.80%41.30%16.50%14.68%20.38%5.53%-10.24%28.46%22.34%276.96%
201911.37%4.98%15.62%0.94%-16.00%12.71%4.17%-6.20%-2.70%8.97%15.80%6.22%64.61%
201816.38%-6.99%-8.88%6.77%8.31%-3.17%-2.37%7.29%-3.78%-20.46%-7.73%-13.05%-28.97%
201713.79%-2.17%4.88%-2.73%18.10%1.60%5.19%8.32%5.53%0.98%-1.33%-0.70%62.10%
20161.93%1.52%13.23%-1.49%14.05%-2.95%3.65%3.50%8.09%0.81%22.72%9.35%100.39%
201514.14%30.40%-0.27%31.25%-0.56%4.41%-5.46%-1.68%7.16%4.82%-1.68%7.67%123.56%
201411.52%7.13%29.34%2.12%-1.01%3.74%-1.58%3.75%-5.40%3.52%2.83%2.07%70.09%

Expense Ratio

Stocks Only - PV 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stocks Only - PV is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Stocks Only - PV is 33
Overall Rank
The Sharpe Ratio Rank of Stocks Only - PV is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of Stocks Only - PV is 44
Sortino Ratio Rank
The Omega Ratio Rank of Stocks Only - PV is 44
Omega Ratio Rank
The Calmar Ratio Rank of Stocks Only - PV is 22
Calmar Ratio Rank
The Martin Ratio Rank of Stocks Only - PV is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.811.441.181.373.39
SMCI
Super Micro Computer, Inc.		-0.400.111.01-0.51-0.82
CELH
Celsius Holdings, Inc.		-0.86-1.210.87-0.68-0.86

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Stocks Only - PV Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: -0.20
  • 5-Year: 1.98
  • 10-Year: 1.50
  • All Time: 0.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.04, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Stocks Only - PV compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Stocks Only - PV provided a 0.01% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.01%0.01%0.01%0.05%0.02%0.05%0.12%0.20%0.13%0.20%0.53%0.75%
Portfolio components:
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
SMCI
Super Micro Computer, 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%
CELH
Celsius Holdings, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks Only - PV. 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 Stocks Only - PV was 80.67%, occurring on Nov 20, 2008. Recovery took 164 trading sessions.

The current Stocks Only - PV drawdown is 20.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.67%Jun 22, 2007359Nov 20, 2008164Jul 20, 2009523
-65.67%Jul 21, 2009527Aug 19, 2011645Mar 17, 20141172
-45.47%Jun 20, 2024156Feb 3, 2025———
-44.98%Jun 13, 2018135Dec 24, 2018264Jan 13, 2020399
-41.06%Feb 21, 202017Mar 16, 202043May 15, 202060

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.83, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCELHSMCINVDAPortfolio
^GSPC1.000.190.470.600.48
CELH0.191.000.120.140.74
SMCI0.470.121.000.390.50
NVDA0.600.140.391.000.62
Portfolio0.480.740.500.621.00
The correlation results are calculated based on daily price changes starting from Mar 30, 2007