Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High quality >10% 5yr annualized, 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.
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The earliest data available for this chart is Feb 13, 2020, corresponding to the inception date of RVMD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio High quality >10% 5yr annualized | 2.46% | -2.33% | 13.98% | 29.30% | 89.03% | 45.28% | 28.12% | — |
| Portfolio components: | ||||||||
AEM Agnico Eagle Mines Limited | 3.50% | -16.70% | 24.14% | 23.94% | 96.09% | 63.68% | 31.78% | 21.40% |
AMAT Applied Materials, Inc. | 3.51% | -4.94% | 37.84% | 63.01% | 145.07% | 43.51% | 21.14% | 33.86% |
APH Amphenol Corporation | 1.07% | -5.33% | -5.32% | 2.84% | 94.65% | 47.44% | 31.94% | 25.43% |
ASML ASML Holding N.V. | 2.95% | -4.48% | 27.27% | 35.95% | 106.05% | 27.24% | 17.57% | 31.09% |
ASX ASE Technology Holding Co., Ltd. | 3.69% | -7.11% | 39.63% | 101.98% | 159.12% | 47.74% | 29.36% | 19.98% |
AU AngloGold Ashanti Limited | 6.33% | -17.93% | 23.43% | 48.39% | 188.77% | 66.95% | 38.45% | 24.47% |
B Barrick Mining Corporation | 3.46% | -16.52% | -2.28% | 26.78% | 119.79% | 34.60% | 18.59% | 13.98% |
BAP Credicorp Ltd. | 0.61% | -3.31% | 18.91% | 30.15% | 87.06% | 45.42% | 25.26% | 14.68% |
BCH Banco de Chile | 0.54% | -1.94% | 3.96% | 29.83% | 47.85% | 33.23% | 18.28% | 12.58% |
BK The Bank of New York Mellon Corporation | 1.97% | 1.26% | 4.67% | 14.30% | 47.45% | 42.49% | 24.02% | 15.52% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 14, 2020, High quality >10% 5yr annualized's average daily return is +0.11%, while the average monthly return is +2.31%. At this rate, your investment would double in approximately 2.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +18.1%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, High quality >10% 5yr annualized closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +12.0%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.15% | 6.50% | -8.50% | 2.46% | 13.98% | ||||||||
| 2025 | 8.50% | 0.43% | 2.14% | 1.55% | 8.62% | 8.70% | 3.10% | 7.35% | 10.99% | 3.71% | 7.00% | 2.62% | 86.69% |
| 2024 | -1.40% | 4.24% | 6.51% | -0.10% | 6.88% | -1.05% | 4.88% | 0.93% | 2.00% | -0.12% | 3.64% | -5.79% | 21.77% |
| 2023 | 9.74% | -4.60% | 3.07% | 0.02% | -2.51% | 7.63% | 5.66% | -2.49% | -3.62% | -1.49% | 9.28% | 5.49% | 27.69% |
| 2022 | -2.47% | 4.15% | 4.61% | -8.30% | 2.16% | -9.36% | 6.91% | -4.62% | -7.75% | 7.93% | 11.68% | -2.63% | -0.38% |
| 2021 | 0.33% | 7.83% | 5.09% | 2.80% | 5.50% | -3.00% | -0.52% | 0.17% | -3.82% | 3.98% | -2.04% | 3.83% | 21.25% |
Benchmark Metrics
High quality >10% 5yr annualized has an annualized alpha of 17.31%, beta of 0.94, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since February 14, 2020.
- This portfolio captured 143.28% of S&P 500 Index gains but only 79.83% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 17.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.94 and R² of 0.75, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 17.31%
- Beta
- 0.94
- R²
- 0.75
- Upside Capture
- 143.28%
- Downside Capture
- 79.83%
Expense Ratio
High quality >10% 5yr annualized 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.
Return for Risk
Risk / Return Rank
High quality >10% 5yr annualized ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.07 | 0.92 | +3.15 |
Sortino ratioReturn per unit of downside risk | 4.55 | 1.41 | +3.13 |
Omega ratioGain probability vs. loss probability | 1.75 | 1.21 | +0.54 |
Calmar ratioReturn relative to maximum drawdown | 6.94 | 1.41 | +5.52 |
Martin ratioReturn relative to average drawdown | 28.43 | 6.61 | +21.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AEM Agnico Eagle Mines Limited | 88 | 2.19 | 2.45 | 1.35 | 3.31 | 11.38 |
AMAT Applied Materials, Inc. | 95 | 2.97 | 3.15 | 1.44 | 6.83 | 18.96 |
APH Amphenol Corporation | 90 | 2.32 | 2.66 | 1.40 | 3.41 | 11.77 |
ASML ASML Holding N.V. | 93 | 2.55 | 3.12 | 1.40 | 6.02 | 16.79 |
ASX ASE Technology Holding Co., Ltd. | 97 | 3.74 | 4.05 | 1.54 | 9.31 | 25.78 |
AU AngloGold Ashanti Limited | 94 | 3.21 | 3.10 | 1.42 | 5.24 | 19.66 |
B Barrick Mining Corporation | 92 | 2.73 | 2.88 | 1.41 | 4.17 | 14.78 |
BAP Credicorp Ltd. | 96 | 3.28 | 3.78 | 1.53 | 6.28 | 16.83 |
BCH Banco de Chile | 81 | 1.65 | 2.15 | 1.28 | 2.51 | 6.71 |
BK The Bank of New York Mellon Corporation | 88 | 2.01 | 2.50 | 1.37 | 3.65 | 11.25 |
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Dividends
Dividend yield
High quality >10% 5yr annualized provided a 1.54% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.54% | 1.79% | 2.27% | 2.44% | 2.65% | 1.72% | 2.07% | 1.82% | 1.95% | 1.42% | 2.29% | 2.12% |
| Portfolio components: | ||||||||||||
AEM Agnico Eagle Mines Limited | 0.79% | 0.94% | 2.05% | 2.92% | 3.08% | 2.63% | 2.36% | 0.89% | 1.09% | 0.89% | 0.86% | 1.22% |
AMAT Applied Materials, Inc. | 0.52% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
APH Amphenol Corporation | 0.65% | 0.55% | 0.79% | 1.07% | 1.06% | 0.89% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% |
ASML ASML Holding N.V. | 0.69% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ASX ASE Technology Holding Co., Ltd. | 1.60% | 2.23% | 3.19% | 6.07% | 7.64% | 3.86% | 2.34% | 2.88% | 14.19% | 2.51% | 3.63% | 4.00% |
AU AngloGold Ashanti Limited | 3.44% | 2.96% | 1.78% | 1.14% | 2.26% | 2.58% | 0.49% | 0.30% | 0.48% | 0.93% | 0.00% | 0.00% |
B Barrick Mining Corporation | 2.00% | 1.21% | 2.58% | 2.21% | 3.20% | 2.47% | 1.82% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% |
BAP Credicorp Ltd. | 3.18% | 3.78% | 6.65% | 4.52% | 2.84% | 0.99% | 5.37% | 3.95% | 0.20% | 4.16% | 1.47% | 2.25% |
BCH Banco de Chile | 5.86% | 5.54% | 7.46% | 9.01% | 6.39% | 3.76% | 3.95% | 5.04% | 3.55% | 2.20% | 3.32% | 4.35% |
BK The Bank of New York Mellon Corporation | 1.70% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
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 High quality >10% 5yr annualized. 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 High quality >10% 5yr annualized was 37.52%, occurring on Mar 23, 2020. Recovery took 87 trading sessions.
The current High quality >10% 5yr annualized drawdown is 6.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 87 | Jul 27, 2020 | 110 |
| -22.5% | Mar 28, 2022 | 126 | Sep 26, 2022 | 76 | Jan 13, 2023 | 202 |
| -14.47% | Mar 26, 2025 | 10 | Apr 8, 2025 | 17 | May 2, 2025 | 27 |
| -12.97% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -9.54% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
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 61 assets, with an effective number of assets of 61.00, 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.