11 Holdings
3/21/2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 9.09% |
CDNS Cadence Design Systems, Inc. | Technology | 9.09% |
CRM salesforce.com, inc. | Technology | 9.09% |
FISV Fiserv, Inc. | Technology | 9.09% |
GPN Global Payments Inc. | Industrials | 9.09% |
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 9.09% |
MA Mastercard Inc | Financial Services | 9.09% |
NKE NIKE, Inc. | Consumer Cyclical | 9.09% |
NVDA NVIDIA Corporation | Technology | 9.09% |
ON ON Semiconductor Corporation | Technology | 9.09% |
ORCL Oracle Corporation | Technology | 9.09% |
Performance
The chart shows the growth of an initial investment of $10,000 in 11 Holdings, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 11.82% | N/A |
| 11 Holdings | -6.51% | 12.15% | 38.96% | 57.15% | 24.76% | N/A |
| Portfolio components: | ||||||
AVGO Broadcom Inc. | -9.51% | 30.87% | 51.23% | 92.03% | 43.57% | N/A |
CDNS Cadence Design Systems, Inc. | -2.55% | 11.52% | 45.85% | 43.36% | 34.79% | N/A |
CRM salesforce.com, inc. | -8.43% | 1.50% | 52.94% | 40.98% | 4.45% | N/A |
FISV Fiserv, Inc. | 0.00% | 2.43% | 14.55% | 23.74% | 3.38% | N/A |
GPN Global Payments Inc. | -8.74% | 10.14% | 17.00% | 7.82% | -11.26% | N/A |
JEPI JPMorgan Equity Premium Income ETF | -3.06% | 2.15% | 3.98% | 15.33% | 11.64% | N/A |
MA Mastercard Inc | -4.05% | 9.27% | 14.38% | 40.11% | 9.84% | N/A |
NKE NIKE, Inc. | -5.67% | -21.51% | -17.50% | 16.49% | 1.46% | N/A |
NVDA NVIDIA Corporation | -11.86% | 56.63% | 197.76% | 258.56% | 61.34% | N/A |
ON ON Semiconductor Corporation | -5.60% | 12.91% | 49.03% | 49.13% | 70.20% | N/A |
ORCL Oracle Corporation | -12.02% | 14.88% | 31.08% | 76.34% | 25.42% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.29% | 1.08% | 6.04% | 5.72% | 4.32% | 1.49% |
Dividend yield
11 Holdings granted a 1.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11 Holdings | 1.49% | 1.80% | 1.23% | 1.26% | 0.69% | 0.70% | 0.57% | 0.57% | 0.57% | 0.59% | 0.62% | 0.61% |
| Portfolio components: | ||||||||||||
AVGO Broadcom Inc. | 2.22% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
CDNS Cadence Design Systems, 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% |
CRM salesforce.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% |
FISV Fiserv, 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% |
GPN Global Payments Inc. | 0.87% | 1.01% | 0.67% | 0.37% | 0.13% | 0.04% | 0.04% | 0.06% | 0.06% | 0.10% | 0.13% | 0.18% |
JEPI JPMorgan Equity Premium Income ETF | 9.99% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MA Mastercard Inc | 0.56% | 0.57% | 0.49% | 0.46% | 0.45% | 0.54% | 0.60% | 0.77% | 0.69% | 0.54% | 0.27% | 0.23% |
NKE NIKE, Inc. | 1.42% | 1.08% | 0.69% | 0.73% | 0.93% | 1.16% | 1.25% | 1.40% | 1.01% | 1.14% | 1.23% | 1.64% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
ON ON Semiconductor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORCL Oracle Corporation | 1.36% | 1.58% | 1.42% | 1.55% | 1.83% | 1.82% | 1.67% | 1.74% | 1.77% | 1.23% | 0.73% | 1.48% |
Expense Ratio
The 11 Holdings has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
AVGO Broadcom Inc. | 2.48 | ||||
CDNS Cadence Design Systems, Inc. | 1.27 | ||||
CRM salesforce.com, inc. | 0.98 | ||||
FISV Fiserv, Inc. | N/A | ||||
GPN Global Payments Inc. | 0.15 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.18 | ||||
MA Mastercard Inc | 1.73 | ||||
NKE NIKE, Inc. | -0.06 | ||||
NVDA NVIDIA Corporation | 4.40 | ||||
ON ON Semiconductor Corporation | 0.89 | ||||
ORCL Oracle Corporation | 2.45 |
Asset Correlations Table
| ORCL | FISV | NKE | GPN | CRM | ON | NVDA | JEPI | CDNS | MA | AVGO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ORCL | 1.00 | 0.36 | 0.41 | 0.37 | 0.43 | 0.35 | 0.40 | 0.54 | 0.46 | 0.47 | 0.42 |
| FISV | 0.36 | 1.00 | 0.43 | 0.71 | 0.43 | 0.38 | 0.34 | 0.59 | 0.40 | 0.65 | 0.40 |
| NKE | 0.41 | 0.43 | 1.00 | 0.46 | 0.44 | 0.51 | 0.47 | 0.55 | 0.46 | 0.51 | 0.50 |
| GPN | 0.37 | 0.71 | 0.46 | 1.00 | 0.43 | 0.44 | 0.39 | 0.56 | 0.42 | 0.68 | 0.44 |
| CRM | 0.43 | 0.43 | 0.44 | 0.43 | 1.00 | 0.47 | 0.61 | 0.48 | 0.63 | 0.51 | 0.56 |
| ON | 0.35 | 0.38 | 0.51 | 0.44 | 0.47 | 1.00 | 0.65 | 0.46 | 0.60 | 0.46 | 0.74 |
| NVDA | 0.40 | 0.34 | 0.47 | 0.39 | 0.61 | 0.65 | 1.00 | 0.43 | 0.70 | 0.45 | 0.69 |
| JEPI | 0.54 | 0.59 | 0.55 | 0.56 | 0.48 | 0.46 | 0.43 | 1.00 | 0.55 | 0.64 | 0.55 |
| CDNS | 0.46 | 0.40 | 0.46 | 0.42 | 0.63 | 0.60 | 0.70 | 0.55 | 1.00 | 0.48 | 0.67 |
| MA | 0.47 | 0.65 | 0.51 | 0.68 | 0.51 | 0.46 | 0.45 | 0.64 | 0.48 | 1.00 | 0.52 |
| AVGO | 0.42 | 0.40 | 0.50 | 0.44 | 0.56 | 0.74 | 0.69 | 0.55 | 0.67 | 0.52 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 11 Holdings. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 11 Holdings is 29.87%, recorded on Oct 12, 2022. It took 127 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.87% | Dec 28, 2021 | 200 | Oct 12, 2022 | 127 | Apr 17, 2023 | 327 |
| -9.72% | Oct 13, 2020 | 12 | Oct 28, 2020 | 19 | Nov 24, 2020 | 31 |
| -9.25% | Apr 16, 2021 | 19 | May 12, 2021 | 32 | Jun 28, 2021 | 51 |
| -9.06% | Sep 3, 2020 | 3 | Sep 8, 2020 | 22 | Oct 8, 2020 | 25 |
| -7.83% | Sep 1, 2023 | 17 | Sep 26, 2023 | — | — | — |
Volatility Chart
The current 11 Holdings volatility is 4.14%, 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.