TOP S&P
TOP COMPANIES S&P 500
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOGL Alphabet Inc. | Communication Services | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TOP S&P, 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.
The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Apr 22, 2025, the TOP S&P returned -22.15% Year-To-Date and 32.77% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| TOP S&P | -24.24% | -13.59% | -25.79% | 20.12% | 39.99% | 33.75% |
| Portfolio components: | ||||||
AMZN Amazon.com, Inc. | -21.06% | -11.74% | -8.71% | -2.29% | 7.65% | 22.84% |
AAPL Apple Inc | -20.15% | -8.49% | -15.13% | 21.01% | 24.62% | 21.31% |
MSFT Microsoft Corporation | -12.80% | -6.25% | -13.85% | -7.82% | 17.53% | 24.48% |
NVDA NVIDIA Corporation | -26.35% | -15.98% | -31.12% | 24.39% | 69.82% | 68.91% |
GOOGL Alphabet Inc. | -19.89% | -7.63% | -8.07% | -2.61% | 19.16% | 18.22% |
Monthly Returns
The table below presents the monthly returns of TOP S&P, 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 | -7.77% | 1.92% | -11.61% | -8.81% | -24.24% | ||||||||
| 2024 | 10.68% | 16.16% | 7.84% | -2.99% | 20.77% | 11.49% | -2.82% | 1.73% | 1.88% | 5.47% | 4.53% | -0.09% | 100.90% |
| 2023 | 18.81% | 6.37% | 14.97% | 1.75% | 18.37% | 9.68% | 6.01% | 1.36% | -9.97% | -3.00% | 12.62% | 3.89% | 110.72% |
| 2022 | -8.64% | -2.51% | 7.71% | -19.85% | -2.90% | -11.57% | 18.77% | -7.88% | -13.91% | 7.68% | 4.90% | -12.60% | -38.61% |
| 2021 | -0.28% | -2.36% | -0.21% | 10.08% | -1.10% | 13.01% | 2.42% | 7.93% | -6.91% | 12.05% | 14.82% | -1.52% | 55.86% |
| 2020 | 5.07% | -4.61% | -4.57% | 16.30% | 9.45% | 11.04% | 13.72% | 19.49% | -6.84% | -5.05% | 7.82% | 5.23% | 84.32% |
| 2019 | 8.01% | 2.64% | 10.17% | 4.84% | -13.45% | 11.33% | 4.96% | -2.05% | 4.04% | 9.28% | 6.23% | 7.56% | 64.75% |
| 2018 | 12.25% | 2.18% | -5.04% | -0.15% | 10.62% | -1.17% | 3.97% | 14.92% | -0.54% | -13.12% | -12.70% | -12.29% | -6.01% |
| 2017 | 4.79% | 5.35% | 4.78% | 0.94% | 13.03% | -3.75% | 5.24% | 6.02% | -1.44% | 11.77% | 1.05% | -1.56% | 55.32% |
| 2016 | -7.81% | -1.61% | 10.78% | -7.44% | 10.10% | -3.25% | 10.68% | 2.57% | 6.91% | -0.01% | 2.56% | 5.96% | 30.64% |
| 2015 | 5.04% | 9.38% | -3.05% | 2.56% | 3.08% | -3.23% | 3.38% | -4.41% | -0.87% | 12.23% | 2.24% | -5.30% | 21.32% |
| 2014 | -6.99% | 5.17% | -1.49% | 3.88% | 6.57% | 2.41% | 0.93% | 6.85% | -1.78% | 3.90% | 8.19% | -6.51% | 21.62% |
Expense Ratio
TOP S&P 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 TOP S&P is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc. | -0.10 | 0.09 | 1.01 | -0.11 | -0.33 |
AAPL Apple Inc | 0.62 | 1.08 | 1.15 | 0.60 | 2.35 |
MSFT Microsoft Corporation | -0.35 | -0.33 | 0.96 | -0.36 | -0.83 |
NVDA NVIDIA Corporation | 0.28 | 0.80 | 1.10 | 0.46 | 1.23 |
GOOGL Alphabet Inc. | -0.08 | 0.11 | 1.01 | -0.08 | -0.20 |
Dividends
Dividend yield
TOP S&P provided a 0.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.38% | 0.29% | 0.25% | 0.37% | 0.25% | 0.33% | 0.50% | 0.79% | 0.72% | 0.95% | 1.09% | 1.17% |
| Portfolio components: | ||||||||||||
AMZN Amazon.com, 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% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 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 TOP S&P. 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 TOP S&P was 67.06%, occurring on Nov 20, 2008. Recovery took 478 trading sessions.
The current TOP S&P drawdown is 25.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.06% | Nov 7, 2007 | 263 | Nov 20, 2008 | 478 | Oct 15, 2010 | 741 |
| -42.42% | Dec 9, 2021 | 265 | Dec 28, 2022 | 102 | May 25, 2023 | 367 |
| -39.03% | Oct 4, 2018 | 56 | Dec 24, 2018 | 232 | Nov 25, 2019 | 288 |
| -33.24% | Jan 7, 2025 | 63 | Apr 8, 2025 | — | — | — |
| -30.84% | Sep 20, 2012 | 143 | Apr 18, 2013 | 173 | Dec 23, 2013 | 316 |
Volatility
Volatility Chart
The current TOP S&P volatility is 23.01%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| NVDA | AAPL | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|
| NVDA | 1.00 | 0.45 | 0.47 | 0.47 | 0.51 |
| AAPL | 0.45 | 1.00 | 0.47 | 0.51 | 0.51 |
| AMZN | 0.47 | 0.47 | 1.00 | 0.58 | 0.55 |
| GOOGL | 0.47 | 0.51 | 0.58 | 1.00 | 0.55 |
| MSFT | 0.51 | 0.51 | 0.55 | 0.55 | 1.00 |