NVSek-Stks-Tst
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PWR Quanta Services, Inc. | Industrials | 25% |
TPL Texas Pacific Land Corporation | Energy | 25% |
URI United Rentals, Inc. | Industrials | 25% |
XPO XPO Logistics, Inc. | Industrials | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-Stks-Tst, 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 Oct 7, 2003, corresponding to the inception date of XPO
Returns By Period
As of Jan 5, 2025, the NVSek-Stks-Tst returned 7.83% Year-To-Date and 36.13% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| NVSek-Stks-Tst | 7.83% | -10.03% | 50.61% | 110.63% | 38.61% | 36.13% |
| Portfolio components: | ||||||
XPO XPO Logistics, Inc. | 5.57% | -7.93% | 29.94% | 68.30% | 39.21% | 26.58% |
URI United Rentals, Inc. | -1.30% | -18.68% | 10.14% | 29.60% | 33.98% | 23.23% |
PWR Quanta Services, Inc. | 3.35% | -2.49% | 29.38% | 64.23% | 52.06% | 28.53% |
TPL Texas Pacific Land Corporation | 9.50% | -10.07% | 62.40% | 139.49% | 38.17% | 43.13% |
Monthly Returns
The table below presents the monthly returns of NVSek-Stks-Tst, 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 | -4.75% | 15.49% | 7.41% | -3.46% | 4.66% | 11.44% | 14.59% | 2.00% | 1.93% | 25.23% | 30.99% | -27.07% | 89.60% |
| 2023 | -9.64% | -8.87% | -4.90% | -8.27% | -8.31% | 7.69% | 12.70% | 18.90% | -3.65% | -0.32% | -2.77% | -0.94% | -12.07% |
| 2022 | -12.84% | 9.18% | 12.37% | -3.85% | 10.85% | -4.72% | 23.13% | -1.13% | -4.66% | 27.15% | 12.85% | -8.97% | 64.64% |
| 2021 | 8.62% | 26.82% | 34.27% | -0.99% | -3.42% | 6.52% | -5.03% | -4.80% | -8.49% | 5.99% | -7.12% | 3.25% | 58.45% |
| 2020 | -2.59% | -8.69% | -40.04% | 43.72% | 5.46% | 1.57% | -7.40% | 4.77% | -10.01% | 2.53% | 29.07% | 16.07% | 10.10% |
| 2019 | 24.54% | 3.94% | 3.64% | 7.23% | -11.05% | 8.13% | 2.32% | -14.50% | 0.62% | -7.34% | 15.64% | 11.50% | 45.52% |
| 2018 | 13.62% | 0.24% | -3.03% | 2.27% | 22.46% | -2.85% | 4.64% | 10.82% | 3.89% | -14.42% | -20.11% | -10.22% | -0.64% |
| 2017 | 7.67% | -1.21% | -5.04% | 4.44% | -4.81% | 7.72% | 6.95% | 14.27% | 3.88% | 1.21% | 4.20% | 10.29% | 59.70% |
| 2016 | -13.12% | 10.19% | 12.35% | 3.39% | 7.15% | -3.13% | 2.22% | 10.45% | 21.04% | 5.06% | 18.01% | 0.10% | 95.76% |
| 2015 | -7.91% | 17.68% | 2.45% | 4.81% | -0.88% | -2.59% | -11.48% | -10.63% | -1.25% | 8.51% | 3.52% | -11.26% | -12.49% |
| 2014 | -0.07% | 25.01% | -1.80% | -1.54% | 12.41% | 1.27% | 4.50% | 12.72% | 0.05% | -7.97% | -6.04% | -11.12% | 24.54% |
Expense Ratio
NVSek-Stks-Tst 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
With an overall rank of 84, NVSek-Stks-Tst is among the top 16% of 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 | |
|---|---|---|---|---|---|
XPO XPO Logistics, Inc. | 1.55 | 2.41 | 1.29 | 3.17 | 6.07 |
URI United Rentals, Inc. | 0.79 | 1.39 | 1.16 | 1.31 | 3.98 |
PWR Quanta Services, Inc. | 1.94 | 2.72 | 1.35 | 4.02 | 12.49 |
TPL Texas Pacific Land Corporation | 2.84 | 3.63 | 1.52 | 2.84 | 13.87 |
Dividends
Dividend yield
NVSek-Stks-Tst provided a 0.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.62% | 0.65% | 0.50% | 0.40% | 0.26% | 0.97% | 0.30% | 0.22% | 0.08% | 0.03% | 0.06% | 0.06% |
| Portfolio components: | ||||||||||||
XPO XPO Logistics, 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% |
URI United Rentals, Inc. | 0.94% | 0.93% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PWR Quanta Services, Inc. | 0.11% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
TPL Texas Pacific Land Corporation | 1.44% | 1.58% | 0.83% | 1.37% | 0.88% | 3.58% | 0.77% | 0.75% | 0.30% | 0.10% | 0.22% | 0.23% |
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 NVSek-Stks-Tst. 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 NVSek-Stks-Tst was 66.61%, occurring on Nov 20, 2008. Recovery took 824 trading sessions.
The current NVSek-Stks-Tst drawdown is 25.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.61% | Jul 16, 2007 | 344 | Nov 20, 2008 | 824 | Mar 1, 2012 | 1168 |
| -61.64% | Oct 4, 2018 | 368 | Mar 23, 2020 | 199 | Jan 5, 2021 | 567 |
| -50.68% | Sep 5, 2014 | 345 | Jan 19, 2016 | 182 | Oct 6, 2016 | 527 |
| -42.09% | Nov 16, 2022 | 134 | May 31, 2023 | 258 | Jun 10, 2024 | 392 |
| -36.52% | May 11, 2021 | 178 | Jan 21, 2022 | 123 | Jul 20, 2022 | 301 |
Volatility
Volatility Chart
The current NVSek-Stks-Tst volatility is 14.49%, 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
| TPL | XPO | PWR | URI | |
|---|---|---|---|---|
| TPL | 1.00 | 0.16 | 0.23 | 0.25 |
| XPO | 0.16 | 1.00 | 0.28 | 0.33 |
| PWR | 0.23 | 0.28 | 1.00 | 0.52 |
| URI | 0.25 | 0.33 | 0.52 | 1.00 |