TOP S&P
TOP COMPANIES S&P 500
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 20% |
Amazon.com, Inc. | Consumer Cyclical | 20% |
Alphabet Inc. | Communication Services | 20% |
Microsoft Corporation | Technology | 20% |
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 Quarterly
The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Sep 18, 2024, the TOP S&P returned 38.72% Year-To-Date and 36.45% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
TOP S&P | 38.72% | -1.00% | 14.52% | 51.28% | 38.85% | 36.45% |
Portfolio components: | ||||||
Amazon.com, Inc. | 23.00% | 5.55% | 6.24% | 33.50% | 15.51% | 27.49% |
Apple Inc | 13.03% | -4.10% | 23.43% | 22.44% | 32.43% | 25.54% |
Microsoft Corporation | 16.35% | 3.99% | 3.63% | 33.23% | 26.52% | 26.83% |
NVIDIA Corporation | 133.46% | -7.21% | 29.32% | 162.99% | 92.64% | 74.16% |
Alphabet Inc. | 14.33% | -2.10% | 8.63% | 15.56% | 20.93% | 18.14% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.66% | 9.71% | 5.31% | -1.53% | 10.59% | 9.06% | -3.07% | -0.74% | 38.72% | ||||
2023 | 16.59% | 1.41% | 14.81% | 2.99% | 15.19% | 6.11% | 4.77% | 1.14% | -7.32% | 0.04% | 11.01% | 3.06% | 92.05% |
2022 | -8.54% | -1.51% | 5.89% | -18.69% | -2.17% | -9.29% | 16.35% | -7.96% | -12.84% | 2.25% | 7.17% | -11.55% | -37.74% |
2021 | 1.21% | 1.16% | 0.40% | 10.64% | -0.82% | 10.74% | 3.25% | 7.32% | -6.80% | 12.10% | 8.06% | -1.40% | 54.05% |
2020 | 5.89% | -3.07% | -4.15% | 16.57% | 7.27% | 8.88% | 9.72% | 15.49% | -6.80% | -2.12% | 7.11% | 3.02% | 70.86% |
2019 | 7.64% | 2.86% | 8.95% | 5.44% | -11.44% | 8.95% | 4.65% | -1.57% | 2.58% | 7.05% | 5.43% | 5.76% | 54.81% |
2018 | 14.63% | 0.29% | -4.58% | 0.87% | 8.67% | -0.09% | 5.41% | 10.76% | -0.24% | -13.01% | -5.73% | -10.51% | 2.69% |
2017 | 4.89% | 2.44% | 4.01% | 2.62% | 11.98% | -2.91% | 4.97% | 3.79% | -0.20% | 11.62% | 1.52% | -0.51% | 52.87% |
2016 | -6.93% | -2.40% | 9.81% | -4.03% | 12.56% | -2.46% | 11.96% | 2.73% | 5.93% | 0.67% | 4.25% | 6.24% | 42.78% |
2015 | 0.92% | 9.19% | -3.69% | 7.74% | 0.46% | -3.69% | 9.40% | -1.30% | 1.48% | 16.05% | 5.16% | 0.07% | 48.05% |
2014 | -3.28% | 5.85% | -1.88% | -0.40% | 4.65% | 1.61% | -0.76% | 6.78% | -1.75% | 1.13% | 5.78% | -5.27% | 12.25% |
2013 | 0.12% | 1.93% | 0.84% | 4.46% | 5.20% | -2.20% | 3.71% | 1.09% | 3.37% | 9.54% | 5.96% | 1.74% | 41.55% |
Expense Ratio
TOP S&P 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 TOP S&P is 63, 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 | |
---|---|---|---|---|---|
Amazon.com, Inc. | 1.16 | 1.69 | 1.22 | 0.92 | 5.35 |
Apple Inc | 1.11 | 1.69 | 1.21 | 1.48 | 3.48 |
Microsoft Corporation | 1.65 | 2.19 | 1.28 | 2.12 | 6.45 |
NVIDIA Corporation | 3.16 | 3.43 | 1.44 | 6.04 | 19.24 |
Alphabet Inc. | 0.57 | 0.92 | 1.13 | 0.73 | 2.13 |
Dividends
Dividend yield
TOP S&P granted a 0.28% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
TOP S&P | 0.28% | 0.25% | 0.37% | 0.25% | 0.33% | 0.50% | 0.79% | 0.72% | 0.95% | 1.09% | 1.16% | 1.33% |
Portfolio components: | ||||||||||||
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% |
Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
Alphabet Inc. | 0.25% | 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 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 64.86%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.
The current TOP S&P drawdown is 10.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-64.86% | Dec 27, 2007 | 229 | Nov 20, 2008 | 492 | Nov 4, 2010 | 721 |
-41.92% | Nov 22, 2021 | 282 | Jan 5, 2023 | 109 | Jun 13, 2023 | 391 |
-32.54% | Oct 2, 2018 | 58 | Dec 24, 2018 | 211 | Oct 25, 2019 | 269 |
-28.74% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
-21.72% | Apr 7, 2006 | 68 | Jul 14, 2006 | 51 | Sep 26, 2006 | 119 |
Volatility
Volatility Chart
The current TOP S&P volatility is 7.46%, 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
NVDA | AAPL | AMZN | MSFT | GOOGL | |
---|---|---|---|---|---|
NVDA | 1.00 | 0.45 | 0.47 | 0.50 | 0.46 |
AAPL | 0.45 | 1.00 | 0.47 | 0.51 | 0.51 |
AMZN | 0.47 | 0.47 | 1.00 | 0.54 | 0.58 |
MSFT | 0.50 | 0.51 | 0.54 | 1.00 | 0.55 |
GOOGL | 0.46 | 0.51 | 0.58 | 0.55 | 1.00 |