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NVSek-QL-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

NVSek-QL-Stks

Last updated Jan 3, 2025

Asset Allocation

PLTR 51.97%AXON 13.62%FICO 12.81%EME 7.33%FIX 7.16%KKR 7.11%EquityEquity
PositionCategory/SectorTarget Weight
AXON
Axon Enterprise, Inc.		Industrials
13.62%
EME
EMCOR Group, Inc.		Industrials
7.33%
FICO
Fair Isaac Corporation		Technology
12.81%
FIX
Comfort Systems USA, Inc.		Industrials
7.16%
KKR
KKR & Co. Inc.		Financial Services
7.11%
PLTR
Palantir Technologies Inc.		Technology
51.97%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NVSek-QL-Stks, 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.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
112.44%
6.74%
NVSek-QL-Stks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.03%-2.37%6.74%26.74%12.96%11.51%
NVSek-QL-Stks4.27%2.29%112.44%223.02%N/AN/A
Portfolio components:
AXON
Axon Enterprise, Inc.		1.13%-12.56%101.44%145.40%52.16%37.21%
EME
EMCOR Group, Inc.		4.35%-7.98%30.81%124.96%41.11%28.06%
FICO
Fair Isaac Corporation		-1.24%-17.24%26.73%75.96%38.85%39.70%
FIX
Comfort Systems USA, Inc.		5.78%-10.47%48.63%128.14%56.65%40.41%
KKR
KKR & Co. Inc.		2.79%-3.53%43.72%91.32%40.88%23.90%
PLTR
Palantir Technologies Inc.		5.63%14.37%193.39%391.63%N/AN/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.99%35.81%-1.51%-3.51%2.14%7.22%6.55%12.35%13.46%7.16%43.60%1.15%195.85%
202313.93%5.15%4.55%-2.41%24.50%5.36%15.34%-7.74%-0.67%-3.20%23.59%-2.31%98.07%
2022-15.70%-9.29%6.95%-18.88%-7.08%-2.14%16.59%-12.07%-1.28%16.18%4.50%-9.63%-33.01%
202136.00%-22.65%-0.93%2.34%-0.99%11.99%-10.41%11.56%-7.86%8.90%-14.53%-5.89%-4.60%
20202.88%99.90%-8.45%88.28%

Expense Ratio

NVSek-QL-Stks 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

Risk-Adjusted Performance Rank

With an overall rank of 99, NVSek-QL-Stks is among the top 1% 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.

The Risk-Adjusted Performance Rank of NVSek-QL-Stks is 9999
Overall Rank
The Sharpe Ratio Rank of NVSek-QL-Stks is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of NVSek-QL-Stks is 9999
Sortino Ratio Rank
The Omega Ratio Rank of NVSek-QL-Stks is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NVSek-QL-Stks is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NVSek-QL-Stks is 9999
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.

Sharpe ratio
The chart of Sharpe ratio for NVSek-QL-Stks, currently valued at 6.04, compared to the broader market-1.000.001.002.003.004.005.006.042.08
The chart of Sortino ratio for NVSek-QL-Stks, currently valued at 6.55, compared to the broader market0.002.004.006.552.78
The chart of Omega ratio for NVSek-QL-Stks, currently valued at 1.86, compared to the broader market0.801.001.201.401.601.861.38
The chart of Calmar ratio for NVSek-QL-Stks, currently valued at 11.69, compared to the broader market0.002.004.006.008.0010.0011.693.10
The chart of Martin ratio for NVSek-QL-Stks, currently valued at 52.91, compared to the broader market0.0010.0020.0030.0040.0052.9113.27
NVSek-QL-Stks
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AXON
Axon Enterprise, Inc.		3.195.841.739.1123.18
EME
EMCOR Group, Inc.		3.964.181.628.6023.13
FICO
Fair Isaac Corporation		2.422.871.404.3012.52
FIX
Comfort Systems USA, Inc.		2.903.161.448.1719.45
KKR
KKR & Co. Inc.		2.883.711.486.5623.32
PLTR
Palantir Technologies Inc.		6.175.971.786.7245.00

The current NVSek-QL-Stks Sharpe ratio is 5.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.30 to 2.08, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of NVSek-QL-Stks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
6.04
2.08
NVSek-QL-Stks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NVSek-QL-Stks provided a 0.07% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.07%0.07%0.11%0.15%0.12%0.18%0.21%0.32%0.30%0.40%0.84%0.78%
Portfolio components:
AXON
Axon Enterprise, 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%
EME
EMCOR Group, Inc.		0.20%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
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%
FIX
Comfort Systems USA, Inc.		0.27%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%
KKR
KKR & Co. Inc.		0.45%0.47%0.78%1.31%0.77%1.31%1.71%3.23%3.18%4.16%10.13%8.75%
PLTR
Palantir Technologies 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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.61%
-2.43%
NVSek-QL-Stks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NVSek-QL-Stks. 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-QL-Stks was 66.77%, occurring on May 11, 2022. Recovery took 437 trading sessions.

The current NVSek-QL-Stks drawdown is 6.68%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.77%Feb 10, 2021316May 11, 2022437Feb 7, 2024753
-16.89%Nov 27, 20204Dec 2, 202015Dec 23, 202019
-15.39%Jan 28, 20214Feb 2, 20215Feb 9, 20219
-14.77%Dec 24, 20206Jan 4, 202113Jan 22, 202119
-13.88%Mar 8, 202430Apr 19, 202411May 6, 202441

Volatility

Volatility Chart

The current NVSek-QL-Stks volatility is 12.45%, 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.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.45%
4.36%
NVSek-QL-Stks
Benchmark (^GSPC)
Portfolio components

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.
PLTRFICOAXONEMEFIXKKR
PLTR1.000.400.510.260.330.43
FICO0.401.000.420.350.360.45
AXON0.510.421.000.330.340.43
EME0.260.350.331.000.730.48
FIX0.330.360.340.731.000.52
KKR0.430.450.430.480.521.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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