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10 yr HIGH FLYERS 1

Last updated Dec 9, 2023

Asset Allocation


AMD 7.14%NVDA 7.14%TSLA 7.14%CDNS 7.14%AVGO 7.14%PANW 7.14%FICO 7.14%BLDR 7.14%FTNT 7.14%LSCC 7.14%MPWR 7.14%SNPS 7.14%ODFL 7.14%LLY 7.14%EquityEquity
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.
Technology7.14%
NVDA
NVIDIA Corporation
Technology7.14%
TSLA
Tesla, Inc.
Consumer Cyclical7.14%
CDNS
Cadence Design Systems, Inc.
Technology7.14%
AVGO
Broadcom Inc.
Technology7.14%
PANW
Palo Alto Networks, Inc.
Technology7.14%
FICO
Fair Isaac Corporation
Technology7.14%
BLDR
Builders FirstSource, Inc.
Industrials7.14%
FTNT
Fortinet, Inc.
Technology7.14%
LSCC
Lattice Semiconductor Corporation
Technology7.14%
MPWR
Monolithic Power Systems, Inc.
Technology7.14%
SNPS
Synopsys, Inc.
Technology7.14%
ODFL
Old Dominion Freight Line, Inc.
Industrials7.14%
LLY
Eli Lilly and Company
Healthcare7.14%

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,060.06%
237.90%
10 yr HIGH FLYERS 1
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
10 yr HIGH FLYERS 178.96%9.78%14.67%68.71%52.29%42.34%
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


JanFebMarAprMayJunJulAugSepOctNovDec
202316.03%10.27%2.77%0.59%-6.04%-5.99%14.50%

Sharpe Ratio

The current 10 yr HIGH FLYERS 1 Sharpe ratio is 2.80. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.80

The Sharpe ratio of 10 yr HIGH FLYERS 1 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.80
1.25
10 yr HIGH FLYERS 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

10 yr HIGH FLYERS 1 granted a 0.27% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
10 yr HIGH FLYERS 10.27%0.39%0.30%0.41%0.50%0.50%0.41%0.41%0.44%0.49%0.56%0.80%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

LLYTSLABLDRODFLPANWAMDLSCCFICOFTNTAVGONVDACDNSMPWRSNPS
LLY1.000.140.170.210.200.170.160.250.260.250.210.270.220.30
TSLA0.141.000.280.280.360.340.300.280.370.380.400.370.400.38
BLDR0.170.281.000.430.310.300.340.390.350.360.340.370.410.39
ODFL0.210.280.431.000.350.320.350.410.410.420.400.440.440.45
PANW0.200.360.310.351.000.340.350.420.600.400.430.470.450.48
AMD0.170.340.300.320.341.000.460.380.400.460.610.470.540.49
LSCC0.160.300.340.350.350.461.000.410.430.530.530.480.620.50
FICO0.250.280.390.410.420.380.411.000.480.430.450.540.480.57
FTNT0.260.370.350.410.600.400.430.481.000.480.500.580.530.58
AVGO0.250.380.360.420.400.460.530.430.481.000.580.540.640.55
NVDA0.210.400.340.400.430.610.530.450.500.581.000.580.650.59
CDNS0.270.370.370.440.470.470.480.540.580.540.581.000.610.80
MPWR0.220.400.410.440.450.540.620.480.530.640.650.611.000.62
SNPS0.300.380.390.450.480.490.500.570.580.550.590.800.621.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.01%
10 yr HIGH FLYERS 1
Benchmark (^GSPC)
Portfolio components

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, 202020Mar 18, 202044May 20, 202064
-32.47%Dec 28, 2021202Oct 14, 202284Feb 15, 2023286
-23.32%Sep 17, 201869Dec 24, 201836Feb 15, 2019105
-21.72%Dec 30, 201530Feb 11, 201633Mar 31, 201663
-15.92%Sep 12, 201422Oct 13, 201430Nov 24, 201452

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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.92%
2.77%
10 yr HIGH FLYERS 1
Benchmark (^GSPC)
Portfolio components
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