10 yr HIGH FLYERS 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 7.14% |
NVDA NVIDIA Corporation | Technology | 7.14% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.14% |
CDNS Cadence Design Systems, Inc. | Technology | 7.14% |
AVGO Broadcom Inc. | Technology | 7.14% |
PANW Palo Alto Networks, Inc. | Technology | 7.14% |
FICO Fair Isaac Corporation | Technology | 7.14% |
BLDR Builders FirstSource, Inc. | Industrials | 7.14% |
FTNT Fortinet, Inc. | Technology | 7.14% |
LSCC Lattice Semiconductor Corporation | Technology | 7.14% |
MPWR Monolithic Power Systems, Inc. | Technology | 7.14% |
SNPS Synopsys, Inc. | Technology | 7.14% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 7.14% |
LLY Eli Lilly and Company | Healthcare | 7.14% |
Performance
The chart shows the growth of an initial investment of $10,000 in 10 yr HIGH FLYERS 1, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns
As of Dec 9, 2023, the 10 yr HIGH FLYERS 1 returned 78.96% Year-To-Date and 42.19% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| 10 yr HIGH FLYERS 1 | 78.96% | 9.78% | 14.67% | 68.71% | 52.29% | 42.34% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | 99.04% | 13.50% | 3.20% | 82.94% | 46.00% | 42.63% |
NVDA NVIDIA Corporation | 225.22% | 2.01% | 22.55% | 176.82% | 67.03% | 62.76% |
TSLA Tesla, Inc. | 97.95% | 9.78% | -0.23% | 40.59% | 59.23% | 38.44% |
CDNS Cadence Design Systems, Inc. | 61.70% | 1.31% | 13.28% | 58.33% | 43.55% | 34.31% |
AVGO Broadcom Inc. | 71.94% | 3.64% | 18.63% | 82.53% | 37.48% | 38.81% |
PANW Palo Alto Networks, Inc. | 113.86% | 23.78% | 35.58% | 85.61% | 38.63% | 32.98% |
FICO Fair Isaac Corporation | 89.51% | 20.62% | 46.43% | 81.51% | 44.17% | 34.81% |
BLDR Builders FirstSource, Inc. | 127.65% | 18.48% | 20.99% | 122.41% | 65.17% | 36.84% |
FTNT Fortinet, Inc. | 6.69% | 3.82% | -23.31% | -1.42% | 29.53% | 30.63% |
LSCC Lattice Semiconductor Corporation | -4.89% | 11.17% | -23.39% | -13.98% | 56.01% | 27.21% |
MPWR Monolithic Power Systems, Inc. | 63.83% | 16.80% | 15.20% | 50.67% | 37.60% | 34.40% |
SNPS Synopsys, Inc. | 67.85% | 5.88% | 22.14% | 62.10% | 43.62% | 30.31% |
ODFL Old Dominion Freight Line, Inc. | 30.76% | -5.21% | 20.89% | 29.17% | 34.45% | 27.64% |
LLY Eli Lilly and Company | 65.09% | -3.23% | 34.62% | 62.44% | 41.71% | 30.90% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 16.03% | 10.27% | 2.77% | 0.59% | -6.04% | -5.99% | 14.50% |
Dividend yield
10 yr HIGH FLYERS 1 granted a 0.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 yr HIGH FLYERS 1 | 0.27% | 0.39% | 0.30% | 0.41% | 0.50% | 0.50% | 0.41% | 0.41% | 0.44% | 0.49% | 0.56% | 0.80% |
| Portfolio components: | ||||||||||||
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% |
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
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% |
CDNS Cadence Design Systems, 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% |
AVGO Broadcom Inc. | 1.95% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% | 1.93% |
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% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% | 0.19% |
BLDR Builders FirstSource, 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% |
FTNT Fortinet, 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% |
LSCC Lattice Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MPWR Monolithic Power Systems, Inc. | 0.65% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% | 0.00% | 4.49% |
SNPS Synopsys, 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% |
ODFL Old Dominion Freight Line, Inc. | 0.43% | 0.42% | 0.22% | 0.31% | 0.36% | 0.42% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.76% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% | 3.97% |
Expense Ratio
The 10 yr HIGH FLYERS 1 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 1.77 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
TSLA Tesla, Inc. | 0.70 | ||||
CDNS Cadence Design Systems, Inc. | 2.24 | ||||
AVGO Broadcom Inc. | 2.80 | ||||
PANW Palo Alto Networks, Inc. | 2.12 | ||||
FICO Fair Isaac Corporation | 3.30 | ||||
BLDR Builders FirstSource, Inc. | 3.09 | ||||
FTNT Fortinet, Inc. | 0.03 | ||||
LSCC Lattice Semiconductor Corporation | -0.23 | ||||
MPWR Monolithic Power Systems, Inc. | 1.19 | ||||
SNPS Synopsys, Inc. | 2.44 | ||||
ODFL Old Dominion Freight Line, Inc. | 0.89 | ||||
LLY Eli Lilly and Company | 2.18 |
Asset Correlations Table
| LLY | TSLA | BLDR | ODFL | PANW | AMD | LSCC | FICO | FTNT | AVGO | NVDA | CDNS | MPWR | SNPS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.14 | 0.17 | 0.21 | 0.20 | 0.17 | 0.16 | 0.25 | 0.26 | 0.25 | 0.21 | 0.27 | 0.22 | 0.30 |
| TSLA | 0.14 | 1.00 | 0.28 | 0.28 | 0.36 | 0.34 | 0.30 | 0.28 | 0.37 | 0.38 | 0.40 | 0.37 | 0.40 | 0.38 |
| BLDR | 0.17 | 0.28 | 1.00 | 0.43 | 0.31 | 0.30 | 0.34 | 0.39 | 0.35 | 0.36 | 0.34 | 0.37 | 0.41 | 0.39 |
| ODFL | 0.21 | 0.28 | 0.43 | 1.00 | 0.35 | 0.32 | 0.35 | 0.41 | 0.41 | 0.42 | 0.40 | 0.44 | 0.44 | 0.45 |
| PANW | 0.20 | 0.36 | 0.31 | 0.35 | 1.00 | 0.34 | 0.35 | 0.42 | 0.60 | 0.40 | 0.43 | 0.47 | 0.45 | 0.48 |
| AMD | 0.17 | 0.34 | 0.30 | 0.32 | 0.34 | 1.00 | 0.46 | 0.38 | 0.40 | 0.46 | 0.61 | 0.47 | 0.54 | 0.49 |
| LSCC | 0.16 | 0.30 | 0.34 | 0.35 | 0.35 | 0.46 | 1.00 | 0.41 | 0.43 | 0.53 | 0.53 | 0.48 | 0.62 | 0.50 |
| FICO | 0.25 | 0.28 | 0.39 | 0.41 | 0.42 | 0.38 | 0.41 | 1.00 | 0.48 | 0.43 | 0.45 | 0.54 | 0.48 | 0.57 |
| FTNT | 0.26 | 0.37 | 0.35 | 0.41 | 0.60 | 0.40 | 0.43 | 0.48 | 1.00 | 0.48 | 0.50 | 0.58 | 0.53 | 0.58 |
| AVGO | 0.25 | 0.38 | 0.36 | 0.42 | 0.40 | 0.46 | 0.53 | 0.43 | 0.48 | 1.00 | 0.58 | 0.54 | 0.64 | 0.55 |
| NVDA | 0.21 | 0.40 | 0.34 | 0.40 | 0.43 | 0.61 | 0.53 | 0.45 | 0.50 | 0.58 | 1.00 | 0.58 | 0.65 | 0.59 |
| CDNS | 0.27 | 0.37 | 0.37 | 0.44 | 0.47 | 0.47 | 0.48 | 0.54 | 0.58 | 0.54 | 0.58 | 1.00 | 0.61 | 0.80 |
| MPWR | 0.22 | 0.40 | 0.41 | 0.44 | 0.45 | 0.54 | 0.62 | 0.48 | 0.53 | 0.64 | 0.65 | 0.61 | 1.00 | 0.62 |
| SNPS | 0.30 | 0.38 | 0.39 | 0.45 | 0.48 | 0.49 | 0.50 | 0.57 | 0.58 | 0.55 | 0.59 | 0.80 | 0.62 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 10 yr HIGH FLYERS 1. 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 10 yr HIGH FLYERS 1 was 37.96%, occurring on Mar 18, 2020. Recovery took 44 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.96% | Feb 20, 2020 | 20 | Mar 18, 2020 | 44 | May 20, 2020 | 64 |
| -32.47% | Dec 28, 2021 | 202 | Oct 14, 2022 | 84 | Feb 15, 2023 | 286 |
| -23.32% | Sep 17, 2018 | 69 | Dec 24, 2018 | 36 | Feb 15, 2019 | 105 |
| -21.72% | Dec 30, 2015 | 30 | Feb 11, 2016 | 33 | Mar 31, 2016 | 63 |
| -15.92% | Sep 12, 2014 | 22 | Oct 13, 2014 | 30 | Nov 24, 2014 | 52 |
Volatility Chart
The current 10 yr HIGH FLYERS 1 volatility is 5.92%, 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.