Test
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 50% |
NVIDIA Corporation | Technology | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test, 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 Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Sep 21, 2024, the Test returned 78.20% Year-To-Date and 52.42% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Test | 78.20% | -2.21% | 27.16% | 104.57% | 66.10% | 52.47% |
Portfolio components: | ||||||
Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
Monthly Returns
The table below presents the monthly returns of Test, 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 | 10.05% | 15.37% | 6.86% | -2.53% | 19.86% | 11.16% | 0.05% | 2.65% | 78.20% | ||||
2023 | 22.36% | 11.33% | 16.42% | 1.40% | 20.23% | 10.68% | 5.90% | 0.94% | -10.53% | -3.26% | 12.99% | 3.59% | 131.73% |
2022 | -9.15% | -3.12% | 8.65% | -20.89% | -2.81% | -12.94% | 19.34% | -10.01% | -15.41% | 11.07% | 11.24% | -13.03% | -37.51% |
2021 | -0.52% | -1.19% | -1.11% | 10.05% | 1.79% | 17.23% | 2.00% | 9.29% | -7.12% | 14.72% | 19.90% | -2.64% | 77.00% |
2020 | 2.93% | 1.14% | -4.41% | 13.21% | 14.84% | 10.79% | 14.11% | 23.81% | -4.50% | -6.69% | 8.24% | 4.56% | 104.25% |
2019 | 6.59% | 5.96% | 13.10% | 3.21% | -18.62% | 16.81% | 5.17% | -1.14% | 5.61% | 13.26% | 7.83% | 9.21% | 83.54% |
2018 | 12.92% | 2.17% | -5.12% | -2.21% | 12.85% | -3.53% | 3.08% | 17.38% | -0.26% | -14.27% | -20.04% | -14.63% | -17.69% |
2017 | 3.55% | 3.52% | 5.93% | -2.13% | 22.30% | -2.36% | 7.81% | 7.42% | -0.27% | 12.70% | -0.51% | -2.57% | 67.48% |
2016 | -9.34% | 3.60% | 13.18% | -7.13% | 20.43% | -1.34% | 15.22% | 5.13% | 9.28% | 2.15% | 14.14% | 11.61% | 102.04% |
2015 | 0.95% | 12.57% | -4.13% | 3.31% | 2.30% | -6.43% | -2.05% | 3.35% | 4.14% | 11.76% | 6.11% | -2.83% | 30.88% |
2014 | -6.41% | 11.93% | -0.51% | 6.54% | 5.68% | 0.31% | -1.37% | 9.61% | -3.41% | 6.56% | 9.20% | -5.82% | 34.70% |
2013 | -7.31% | 0.88% | 0.73% | 3.74% | 4.02% | -7.08% | 8.49% | 5.69% | 1.39% | 3.59% | 5.23% | 1.70% | 21.73% |
Expense Ratio
Test 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 risk-adjusted rank of Test is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
Dividends
Dividend yield
Test granted a 0.23% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Test | 0.23% | 0.26% | 0.40% | 0.27% | 0.37% | 0.65% | 1.12% | 0.87% | 1.19% | 1.56% | 1.67% | 2.03% |
Portfolio components: | ||||||||||||
Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
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 Test. 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 Test was 76.28%, occurring on Oct 9, 2002. Recovery took 543 trading sessions.
The current Test drawdown is 7.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-76.28% | Jun 22, 2000 | 576 | Oct 9, 2002 | 543 | Dec 6, 2004 | 1119 |
-73.64% | Oct 24, 2007 | 273 | Nov 20, 2008 | 535 | Jan 6, 2011 | 808 |
-46.86% | Oct 4, 2018 | 62 | Jan 3, 2019 | 240 | Dec 16, 2019 | 302 |
-46.08% | Dec 8, 2021 | 215 | Oct 14, 2022 | 140 | May 8, 2023 | 355 |
-41.42% | Mar 14, 2000 | 24 | Apr 14, 2000 | 46 | Jun 21, 2000 | 70 |
Volatility
Volatility Chart
The current Test volatility is 10.70%, 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
AAPL | NVDA | |
---|---|---|
AAPL | 1.00 | 0.44 |
NVDA | 0.44 | 1.00 |