10 yr HIGH FLYERS 1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 7.14% |
AVGO Broadcom Inc. | Technology | 7.14% |
BLDR Builders FirstSource, Inc. | Industrials | 7.14% |
CDNS Cadence Design Systems, Inc. | Technology | 7.14% |
FICO Fair Isaac Corporation | Technology | 7.14% |
FTNT Fortinet, Inc. | Technology | 7.14% |
LLY Eli Lilly and Company | Healthcare | 7.14% |
LSCC Lattice Semiconductor Corporation | Technology | 7.14% |
MPWR Monolithic Power Systems, Inc. | Technology | 7.14% |
NVDA NVIDIA Corporation | Technology | 7.14% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 7.14% |
PANW Palo Alto Networks, Inc. | Technology | 7.14% |
SNPS Synopsys, Inc. | Technology | 7.14% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.14% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of May 11, 2025, the 10 yr HIGH FLYERS 1 returned -5.99% Year-To-Date and 39.45% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 10 yr HIGH FLYERS 1 | -5.99% | 12.07% | -10.25% | 15.30% | 40.67% | 39.45% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -14.86% | 15.94% | -30.49% | -32.31% | 13.08% | 45.93% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.56% |
TSLA Tesla, Inc. | -26.14% | 18.17% | -7.15% | 77.04% | 40.86% | 33.90% |
CDNS Cadence Design Systems, Inc. | 1.77% | 20.38% | 1.50% | 6.37% | 29.91% | 32.12% |
AVGO Broadcom Inc. | -9.92% | 20.84% | 14.02% | 58.12% | 53.95% | 36.24% |
PANW Palo Alto Networks, Inc. | 2.73% | 11.09% | -4.48% | 25.68% | 38.88% | 22.22% |
FICO Fair Isaac Corporation | 4.89% | 12.87% | -10.46% | 57.17% | 41.47% | 37.56% |
BLDR Builders FirstSource, Inc. | -22.54% | -7.69% | -37.92% | -33.68% | 44.59% | 24.41% |
FTNT Fortinet, Inc. | 3.11% | 1.14% | 5.85% | 67.50% | 28.34% | 28.99% |
LSCC Lattice Semiconductor Corporation | -12.39% | 17.66% | -8.99% | -28.64% | 15.77% | 23.44% |
MPWR Monolithic Power Systems, Inc. | 8.08% | 31.58% | -15.83% | -8.52% | 25.82% | 29.65% |
SNPS Synopsys, Inc. | -0.51% | 18.68% | -14.01% | -13.26% | 24.57% | 25.98% |
ODFL Old Dominion Freight Line, Inc. | -10.13% | 0.98% | -29.80% | -13.98% | 15.77% | 21.39% |
LLY Eli Lilly and Company | -4.68% | 1.89% | -11.36% | -2.72% | 37.70% | 28.43% |
Monthly Returns
The table below presents the monthly returns of 10 yr HIGH FLYERS 1, 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 | 1.91% | -4.92% | -8.32% | 4.39% | 1.38% | -5.99% | |||||||
| 2024 | 3.75% | 11.91% | 0.21% | -6.44% | 4.21% | 6.26% | 0.49% | 3.73% | 4.64% | -2.51% | 7.93% | -2.71% | 34.59% |
| 2023 | 15.99% | 8.49% | 8.64% | -3.96% | 16.03% | 10.27% | 2.77% | 0.59% | -6.04% | -5.99% | 14.52% | 8.57% | 90.73% |
| 2022 | -14.26% | 4.64% | 3.29% | -14.38% | 3.67% | -8.47% | 17.63% | -8.07% | -9.12% | 3.00% | 13.41% | -8.56% | -20.97% |
| 2021 | -0.87% | 4.29% | -0.56% | 4.91% | 0.66% | 7.31% | 6.41% | 9.08% | -4.01% | 14.18% | 7.56% | 3.58% | 65.14% |
| 2020 | 5.91% | -5.47% | -7.86% | 21.01% | 12.28% | 6.65% | 11.57% | 13.26% | -3.62% | -2.12% | 16.09% | 11.37% | 106.05% |
| 2019 | 11.38% | 11.12% | 3.54% | 3.71% | -10.98% | 11.30% | 7.18% | 0.11% | -1.31% | 7.67% | 8.69% | 6.03% | 72.99% |
| 2018 | 9.86% | -3.75% | -3.18% | 1.62% | 9.03% | 2.39% | 2.91% | 11.57% | 1.44% | -12.41% | 2.07% | -4.62% | 15.35% |
| 2017 | 5.47% | 8.31% | 0.92% | 1.18% | 3.43% | 2.44% | 3.22% | 0.90% | 1.72% | 5.18% | 2.59% | -1.61% | 39.02% |
| 2016 | -11.88% | 3.74% | 11.52% | 0.96% | 6.70% | -0.32% | 10.81% | 3.46% | 0.71% | -2.79% | 5.47% | 5.45% | 36.69% |
| 2015 | -2.95% | 9.40% | -0.60% | 6.37% | 5.44% | 0.43% | 0.88% | -5.33% | -0.75% | 3.83% | 9.61% | -0.49% | 27.61% |
| 2014 | 2.19% | 12.51% | 0.12% | -0.51% | 2.99% | 5.49% | -6.30% | 9.49% | -3.14% | 1.62% | 6.75% | 1.56% | 36.20% |
Expense Ratio
10 yr HIGH FLYERS 1 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
The current rank of 10 yr HIGH FLYERS 1 is 33, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | -0.62 | -0.74 | 0.91 | -0.53 | -1.13 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
TSLA Tesla, Inc. | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
CDNS Cadence Design Systems, Inc. | 0.17 | 0.56 | 1.07 | 0.26 | 0.52 |
AVGO Broadcom Inc. | 0.99 | 1.73 | 1.23 | 1.50 | 4.15 |
PANW Palo Alto Networks, Inc. | 0.74 | 1.10 | 1.13 | 0.83 | 2.52 |
FICO Fair Isaac Corporation | 1.89 | 2.61 | 1.35 | 2.30 | 5.09 |
BLDR Builders FirstSource, Inc. | -0.82 | -0.97 | 0.89 | -0.64 | -1.44 |
FTNT Fortinet, Inc. | 1.63 | 2.60 | 1.36 | 2.06 | 8.82 |
LSCC Lattice Semiconductor Corporation | -0.47 | -0.40 | 0.95 | -0.51 | -1.03 |
MPWR Monolithic Power Systems, Inc. | -0.14 | 0.27 | 1.04 | -0.16 | -0.33 |
SNPS Synopsys, Inc. | -0.30 | -0.16 | 0.98 | -0.31 | -0.65 |
ODFL Old Dominion Freight Line, Inc. | -0.35 | -0.30 | 0.96 | -0.38 | -0.83 |
LLY Eli Lilly and Company | -0.11 | 0.08 | 1.01 | -0.20 | -0.40 |
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Dividends
Dividend yield
10 yr HIGH FLYERS 1 provided a 0.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.24% | 0.22% | 0.25% | 0.39% | 0.30% | 0.41% | 0.50% | 0.52% | 0.40% | 0.41% | 0.43% | 0.48% |
| 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% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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. | 1.07% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
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% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
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. | 0.83% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% |
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. | 0.67% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.74% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
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 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.
The current 10 yr HIGH FLYERS 1 drawdown is 12.63%.
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 |
| -28.31% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
| -23.31% | Sep 17, 2018 | 70 | Dec 24, 2018 | 36 | Feb 15, 2019 | 106 |
| -21.73% | Dec 30, 2015 | 30 | Feb 11, 2016 | 33 | Mar 31, 2016 | 63 |
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 14 assets, with an effective number of assets of 14.00, 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 | LLY | TSLA | BLDR | ODFL | PANW | AMD | FICO | LSCC | FTNT | AVGO | NVDA | CDNS | MPWR | SNPS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.42 | 0.45 | 0.53 | 0.57 | 0.49 | 0.51 | 0.60 | 0.54 | 0.57 | 0.64 | 0.61 | 0.66 | 0.65 | 0.69 | 0.79 |
| LLY | 0.42 | 1.00 | 0.14 | 0.17 | 0.20 | 0.22 | 0.18 | 0.26 | 0.15 | 0.26 | 0.25 | 0.23 | 0.28 | 0.22 | 0.30 | 0.34 |
| TSLA | 0.45 | 0.14 | 1.00 | 0.28 | 0.28 | 0.36 | 0.35 | 0.28 | 0.32 | 0.36 | 0.38 | 0.39 | 0.37 | 0.41 | 0.38 | 0.58 |
| BLDR | 0.53 | 0.17 | 0.28 | 1.00 | 0.44 | 0.30 | 0.31 | 0.39 | 0.34 | 0.33 | 0.36 | 0.33 | 0.37 | 0.41 | 0.39 | 0.56 |
| ODFL | 0.57 | 0.20 | 0.28 | 0.44 | 1.00 | 0.34 | 0.32 | 0.40 | 0.36 | 0.40 | 0.40 | 0.37 | 0.44 | 0.42 | 0.44 | 0.56 |
| PANW | 0.49 | 0.22 | 0.36 | 0.30 | 0.34 | 1.00 | 0.34 | 0.42 | 0.34 | 0.59 | 0.41 | 0.43 | 0.48 | 0.44 | 0.48 | 0.63 |
| AMD | 0.51 | 0.18 | 0.35 | 0.31 | 0.32 | 0.34 | 1.00 | 0.38 | 0.48 | 0.39 | 0.47 | 0.61 | 0.48 | 0.55 | 0.49 | 0.68 |
| FICO | 0.60 | 0.26 | 0.28 | 0.39 | 0.40 | 0.42 | 0.38 | 1.00 | 0.40 | 0.47 | 0.43 | 0.44 | 0.53 | 0.48 | 0.56 | 0.63 |
| LSCC | 0.54 | 0.15 | 0.32 | 0.34 | 0.36 | 0.34 | 0.48 | 0.40 | 1.00 | 0.42 | 0.54 | 0.53 | 0.49 | 0.63 | 0.51 | 0.68 |
| FTNT | 0.57 | 0.26 | 0.36 | 0.33 | 0.40 | 0.59 | 0.39 | 0.47 | 0.42 | 1.00 | 0.47 | 0.49 | 0.56 | 0.50 | 0.56 | 0.68 |
| AVGO | 0.64 | 0.25 | 0.38 | 0.36 | 0.40 | 0.41 | 0.47 | 0.43 | 0.54 | 0.47 | 1.00 | 0.59 | 0.56 | 0.65 | 0.57 | 0.72 |
| NVDA | 0.61 | 0.23 | 0.39 | 0.33 | 0.37 | 0.43 | 0.61 | 0.44 | 0.53 | 0.49 | 0.59 | 1.00 | 0.58 | 0.64 | 0.59 | 0.75 |
| CDNS | 0.66 | 0.28 | 0.37 | 0.37 | 0.44 | 0.48 | 0.48 | 0.53 | 0.49 | 0.56 | 0.56 | 0.58 | 1.00 | 0.62 | 0.81 | 0.75 |
| MPWR | 0.65 | 0.22 | 0.41 | 0.41 | 0.42 | 0.44 | 0.55 | 0.48 | 0.63 | 0.50 | 0.65 | 0.64 | 0.62 | 1.00 | 0.62 | 0.78 |
| SNPS | 0.69 | 0.30 | 0.38 | 0.39 | 0.44 | 0.48 | 0.49 | 0.56 | 0.51 | 0.56 | 0.57 | 0.59 | 0.81 | 0.62 | 1.00 | 0.77 |
| Portfolio | 0.79 | 0.34 | 0.58 | 0.56 | 0.56 | 0.63 | 0.68 | 0.63 | 0.68 | 0.68 | 0.72 | 0.75 | 0.75 | 0.78 | 0.77 | 1.00 |