Stocks Only - PH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 3.50% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 20% |
MSTR MicroStrategy Incorporated | Technology | 6.50% |
NVDA NVIDIA Corporation | Technology | 40% |
SMCI Super Micro Computer, Inc. | Technology | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks Only - PH, 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 Mar 29, 2007, corresponding to the inception date of SMCI
Returns By Period
As of Sep 14, 2024, the Stocks Only - PH returned 81.28% Year-To-Date and 71.57% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.13% | 9.95% | 24.88% | 13.37% | 10.92% |
| Stocks Only - PH | 81.28% | -11.11% | -24.41% | 103.89% | 110.11% | 71.13% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 140.55% | -4.39% | 35.62% | 171.38% | 92.91% | 74.40% |
SMCI Super Micro Computer, Inc. | 60.82% | -27.30% | -57.23% | 83.41% | 88.25% | 31.84% |
CELH Celsius Holdings, Inc. | -38.21% | -16.13% | -63.74% | -48.83% | 94.92% | 69.63% |
AMD Advanced Micro Devices, Inc. | 3.32% | 2.52% | -20.28% | 50.07% | 37.64% | 44.49% |
MSTR MicroStrategy Incorporated | 123.98% | 6.34% | -20.63% | 315.14% | 57.08% | 26.14% |
Monthly Returns
The table below presents the monthly returns of Stocks Only - PH, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 32.97% | 50.33% | 16.01% | -11.71% | 13.67% | 0.59% | -9.32% | -14.07% | 81.28% | ||||
| 2023 | 14.92% | 15.86% | 13.88% | 0.72% | 54.53% | 12.15% | 15.37% | 0.54% | -8.16% | -6.87% | 11.92% | 8.78% | 219.72% |
| 2022 | -19.15% | 5.63% | 1.00% | -13.49% | 12.87% | -16.42% | 30.86% | 1.78% | -15.85% | 14.05% | 22.70% | -11.40% | -2.17% |
| 2021 | 3.99% | 8.13% | -1.13% | 7.25% | 3.33% | 16.57% | -0.48% | 8.88% | -2.26% | 12.04% | 12.42% | -4.21% | 83.53% |
| 2020 | 7.95% | 3.51% | -12.25% | 11.46% | 30.65% | 12.91% | 13.68% | 16.54% | 2.96% | -8.99% | 30.92% | 16.65% | 205.67% |
| 2019 | 10.59% | 8.47% | 13.72% | 2.14% | -16.13% | 11.58% | 1.90% | -3.25% | -1.04% | 9.54% | 11.80% | 7.20% | 67.02% |
| 2018 | 16.44% | -8.39% | -7.65% | 4.72% | 13.08% | -2.70% | -1.15% | 7.96% | -1.23% | -23.45% | -5.52% | -11.81% | -23.69% |
| 2017 | 7.81% | -1.58% | 3.49% | -3.02% | 15.40% | 1.75% | 4.47% | 5.31% | 1.59% | 0.85% | 0.40% | -2.11% | 38.51% |
| 2016 | 2.06% | 2.89% | 12.02% | -3.34% | 14.26% | -2.02% | 4.10% | 3.40% | 7.46% | 2.43% | 20.86% | 9.56% | 99.68% |
| 2015 | 8.86% | 24.26% | -3.67% | 18.27% | 1.23% | 0.47% | -4.39% | 0.61% | 5.44% | 5.47% | -0.75% | 6.67% | 77.49% |
| 2014 | 9.60% | 6.60% | 15.94% | 4.72% | 1.72% | 5.13% | -1.24% | 2.73% | -2.22% | 5.09% | 3.88% | 0.90% | 65.79% |
| 2013 | 7.52% | 3.25% | -1.19% | -1.26% | 5.60% | 5.79% | 9.16% | 15.86% | -0.62% | -4.57% | 9.64% | -1.72% | 56.38% |
Expense Ratio
Stocks Only - PH 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
Risk-Adjusted Performance Rank
The current rank of Stocks Only - PH is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.13 | 3.40 | 1.33 | 5.99 | 19.09 |
SMCI Super Micro Computer, Inc. | 0.70 | 1.63 | 1.31 | 1.02 | 2.50 |
CELH Celsius Holdings, Inc. | -0.83 | -1.17 | 0.86 | -0.74 | -1.62 |
AMD Advanced Micro Devices, Inc. | 0.86 | 1.43 | 1.15 | 0.98 | 2.22 |
MSTR MicroStrategy Incorporated | 3.25 | 3.31 | 1.55 | 4.15 | 15.38 |
Dividends
Dividend yield
Stocks Only - PH granted a 0.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks Only - PH | 0.01% | 0.01% | 0.04% | 0.02% | 0.05% | 0.11% | 0.18% | 0.12% | 0.18% | 0.48% | 0.67% | 0.78% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
SMCI Super Micro Computer, 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% |
CELH Celsius Holdings, 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% |
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% |
MSTR MicroStrategy Incorporated | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Stocks Only - PH. 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 Stocks Only - PH was 77.01%, occurring on Nov 20, 2008. Recovery took 272 trading sessions.
The current Stocks Only - PH drawdown is 29.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.01% | Oct 18, 2007 | 277 | Nov 20, 2008 | 272 | Dec 21, 2009 | 549 |
| -55.35% | Apr 15, 2010 | 658 | Nov 21, 2012 | 325 | Mar 11, 2014 | 983 |
| -42.06% | Jun 13, 2018 | 135 | Dec 24, 2018 | 250 | Dec 20, 2019 | 385 |
| -39.07% | Jun 20, 2024 | 55 | Sep 6, 2024 | — | — | — |
| -38.99% | Feb 21, 2020 | 17 | Mar 16, 2020 | 44 | May 18, 2020 | 61 |
Volatility
Volatility Chart
The current Stocks Only - PH volatility is 16.73%, 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.
Diversification
Asset Correlations Table
| CELH | SMCI | MSTR | AMD | NVDA | |
|---|---|---|---|---|---|
| CELH | 1.00 | 0.11 | 0.16 | 0.13 | 0.15 |
| SMCI | 0.11 | 1.00 | 0.35 | 0.36 | 0.39 |
| MSTR | 0.16 | 0.35 | 1.00 | 0.36 | 0.39 |
| AMD | 0.13 | 0.36 | 0.36 | 1.00 | 0.58 |
| NVDA | 0.15 | 0.39 | 0.39 | 0.58 | 1.00 |