Seven 15s Naz NYSE
Naz and NYSE, up 15% 1M - 10Y timeframes, annualized
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AIT Applied Industrial Technologies, Inc. | Industrials | 5.26% |
APO Apollo Global Management, Inc. | Financial Services | 5.26% |
AXR AMREP Corporation | Real Estate | 5.26% |
CLS Celestica Inc. | Technology | 5.26% |
COHR Coherent, Inc. | Technology | 5.26% |
CRS Carpenter Technology Corporation | Industrials | 5.26% |
ENVA Enova International, Inc. | Financial Services | 5.26% |
FICO Fair Isaac Corporation | Technology | 5.26% |
FIX Comfort Systems USA, Inc. | Industrials | 5.26% |
GFF Griffon Corporation | Industrials | 5.26% |
GLP Global Partners LP | Energy | 5.26% |
JEF Jefferies Financial Group Inc. | Financial Services | 5.26% |
LRN Stride, Inc. | Consumer Defensive | 5.26% |
MOD Modine Manufacturing Company | Consumer Cyclical | 5.26% |
NOW ServiceNow, Inc. | Technology | 5.26% |
PAM Pampa Energía S.A. | Utilities | 5.26% |
TGLS Tecnoglass Inc. | Basic Materials | 5.26% |
TGS Transportadora de Gas del Sur S.A. | Energy | 5.26% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 5.26% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 13, 2014, corresponding to the inception date of ENVA
Returns By Period
As of May 16, 2025, the Seven 15s Naz NYSE returned 2.63% Year-To-Date and 29.47% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| Seven 15s Naz NYSE | 2.63% | 18.06% | 4.52% | 47.91% | 58.51% | 29.47% |
| Portfolio components: | ||||||
AIT Applied Industrial Technologies, Inc. | -2.70% | 2.85% | -13.89% | 17.00% | 37.53% | 20.40% |
APO Apollo Global Management, Inc. | -12.57% | 12.63% | -11.87% | 26.61% | 32.07% | 26.56% |
AXR AMREP Corporation | -24.75% | 7.75% | -29.04% | 11.88% | 41.25% | 16.45% |
CLS Celestica Inc. | 20.79% | 35.02% | 38.53% | 114.16% | 83.21% | 24.38% |
COHR Coherent, Inc. | -16.80% | 39.41% | -21.19% | 38.09% | 14.56% | 15.53% |
CRS Carpenter Technology Corporation | 36.08% | 31.95% | 34.28% | 111.38% | 67.57% | 20.28% |
ENVA Enova International, Inc. | 1.52% | 5.63% | -3.57% | 58.38% | 55.51% | 17.44% |
FICO Fair Isaac Corporation | 9.52% | 13.33% | -6.14% | 59.37% | 44.11% | 37.84% |
FIX Comfort Systems USA, Inc. | 9.40% | 30.08% | 5.58% | 36.87% | 73.30% | 36.49% |
GFF Griffon Corporation | 2.39% | 4.03% | -5.50% | 5.28% | 42.45% | 19.74% |
GLP Global Partners LP | 11.02% | 3.53% | 4.13% | 22.90% | 52.80% | 13.38% |
JEF Jefferies Financial Group Inc. | -31.49% | 20.95% | -26.57% | 15.60% | 41.56% | 13.08% |
LRN Stride, Inc. | 47.96% | 11.75% | 54.37% | 114.48% | 45.45% | 27.00% |
MOD Modine Manufacturing Company | -11.63% | 33.14% | -14.75% | -6.37% | 96.34% | 23.51% |
NOW ServiceNow, Inc. | -2.35% | 26.78% | -0.44% | 36.11% | 22.88% | 29.70% |
PAM Pampa Energía S.A. | -6.41% | 9.41% | 8.52% | 68.68% | 49.89% | 17.56% |
TGLS Tecnoglass Inc. | 6.63% | 23.18% | 14.60% | 50.66% | 91.17% | 25.35% |
TGS Transportadora de Gas del Sur S.A. | 7.07% | 13.76% | 14.34% | 59.17% | 43.46% | 23.17% |
WSM Williams-Sonoma, Inc. | -6.58% | 20.71% | 32.24% | 8.89% | 41.74% | 18.82% |
Monthly Returns
The table below presents the monthly returns of Seven 15s Naz NYSE, 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 | 5.73% | -7.43% | -9.92% | 3.41% | 12.55% | 2.63% | |||||||
| 2024 | 2.65% | 10.60% | 5.62% | -1.51% | 7.95% | 0.95% | 10.10% | 2.15% | 8.42% | 3.96% | 22.10% | -6.08% | 87.10% |
| 2023 | 16.20% | 0.00% | -4.00% | 0.04% | 3.56% | 15.17% | 5.58% | 1.91% | -1.61% | -3.53% | 16.00% | 12.67% | 77.65% |
| 2022 | -3.43% | 2.33% | 3.19% | -7.96% | 8.07% | -11.96% | 16.21% | 0.62% | -9.58% | 15.20% | 10.25% | -1.75% | 17.82% |
| 2021 | 2.01% | 8.42% | 12.10% | 1.52% | 9.15% | -1.70% | -0.73% | 2.99% | -2.12% | 7.58% | -3.34% | 5.03% | 47.59% |
| 2020 | -3.24% | -8.00% | -25.90% | 18.46% | 10.54% | 4.33% | 8.93% | 0.41% | -4.70% | 1.06% | 21.61% | 7.71% | 24.36% |
| 2019 | 18.89% | 2.72% | -3.43% | 1.33% | -6.57% | 11.42% | 1.24% | -10.32% | 5.00% | -0.25% | 0.40% | 4.08% | 23.61% |
| 2018 | 6.03% | -2.01% | -2.08% | 1.85% | 5.36% | -2.87% | 4.71% | 2.33% | -2.27% | -8.73% | 1.54% | -11.19% | -8.59% |
| 2017 | 8.13% | 0.40% | 3.87% | 0.56% | 0.12% | 2.06% | -1.43% | -1.70% | 8.19% | 3.44% | 1.15% | 0.38% | 27.57% |
| 2016 | -8.06% | 3.13% | 6.95% | 3.98% | -0.41% | -0.13% | 6.85% | 1.76% | 7.25% | -1.50% | 10.48% | 4.87% | 39.59% |
| 2015 | 0.81% | 11.29% | 2.62% | 0.74% | -0.30% | -2.68% | 1.50% | -3.64% | -5.94% | 11.37% | -3.38% | -6.53% | 4.13% |
| 2014 | -1.34% | 0.60% | -0.74% |
Expense Ratio
Seven 15s Naz NYSE 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
With an overall rank of 87, Seven 15s Naz NYSE is among the top 13% 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 | |
|---|---|---|---|---|---|
AIT Applied Industrial Technologies, Inc. | 0.52 | 1.06 | 1.13 | 0.74 | 1.83 |
APO Apollo Global Management, Inc. | 0.66 | 1.23 | 1.18 | 0.81 | 2.38 |
AXR AMREP Corporation | 0.23 | 0.78 | 1.10 | 0.28 | 0.61 |
CLS Celestica Inc. | 1.50 | 2.15 | 1.31 | 2.45 | 6.11 |
COHR Coherent, Inc. | 0.48 | 1.22 | 1.16 | 0.71 | 1.76 |
CRS Carpenter Technology Corporation | 2.28 | 2.93 | 1.39 | 4.13 | 14.35 |
ENVA Enova International, Inc. | 1.48 | 1.97 | 1.26 | 2.12 | 5.50 |
FICO Fair Isaac Corporation | 1.68 | 2.41 | 1.32 | 2.05 | 4.52 |
FIX Comfort Systems USA, Inc. | 0.77 | 1.16 | 1.17 | 0.85 | 2.07 |
GFF Griffon Corporation | 0.18 | 0.52 | 1.07 | 0.23 | 0.48 |
GLP Global Partners LP | 0.59 | 1.17 | 1.15 | 1.10 | 2.39 |
JEF Jefferies Financial Group Inc. | 0.37 | 0.84 | 1.13 | 0.37 | 1.01 |
LRN Stride, Inc. | 2.36 | 4.26 | 1.57 | 4.58 | 17.85 |
MOD Modine Manufacturing Company | -0.02 | 0.46 | 1.06 | -0.06 | -0.13 |
NOW ServiceNow, Inc. | 0.84 | 1.60 | 1.22 | 1.13 | 3.12 |
PAM Pampa Energía S.A. | 1.51 | 2.20 | 1.27 | 1.77 | 6.32 |
TGLS Tecnoglass Inc. | 1.18 | 1.96 | 1.24 | 1.76 | 4.60 |
TGS Transportadora de Gas del Sur S.A. | 1.15 | 1.94 | 1.21 | 1.89 | 4.88 |
WSM Williams-Sonoma, Inc. | 0.21 | 0.68 | 1.09 | 0.27 | 0.65 |
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Dividends
Dividend yield
Seven 15s Naz NYSE provided a 0.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.76% | 0.68% | 1.40% | 1.56% | 1.19% | 1.44% | 2.44% | 2.66% | 1.68% | 1.43% | 1.99% | 1.80% |
| Portfolio components: | ||||||||||||
AIT Applied Industrial Technologies, Inc. | 0.72% | 0.62% | 0.81% | 1.08% | 1.29% | 1.64% | 1.86% | 2.22% | 1.70% | 1.89% | 2.67% | 2.19% |
APO Apollo Global Management, Inc. | 1.64% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
AXR AMREP 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% |
CLS Celestica 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% |
COHR Coherent, 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% |
CRS Carpenter Technology Corporation | 0.35% | 0.47% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% |
ENVA Enova International, 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% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
FIX Comfort Systems USA, Inc. | 0.32% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% | 1.31% |
GFF Griffon Corporation | 0.91% | 0.88% | 4.10% | 6.62% | 1.16% | 1.50% | 1.45% | 12.28% | 1.23% | 0.80% | 0.96% | 0.98% |
GLP Global Partners LP | 5.84% | 6.14% | 8.42% | 9.63% | 9.68% | 11.30% | 10.14% | 11.50% | 11.08% | 9.51% | 15.57% | 7.66% |
JEF Jefferies Financial Group Inc. | 2.62% | 1.66% | 7.42% | 3.67% | 2.43% | 1.09% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRN Stride, 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% |
MOD Modine Manufacturing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOW ServiceNow, 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% |
PAM Pampa Energía S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TGLS Tecnoglass Inc. | 0.62% | 0.61% | 0.79% | 0.91% | 0.57% | 1.62% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% |
TGS Transportadora de Gas del Sur S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 15.36% | 5.20% | 0.00% | 0.54% | 0.00% | 5.65% |
WSM Williams-Sonoma, Inc. | 1.38% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Seven 15s Naz NYSE. 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 Seven 15s Naz NYSE was 47.01%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Seven 15s Naz NYSE drawdown is 7.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.01% | Jul 25, 2019 | 167 | Mar 23, 2020 | 96 | Aug 7, 2020 | 263 |
| -30.24% | Jan 23, 2025 | 53 | Apr 8, 2025 | — | — | — |
| -26.47% | Sep 21, 2018 | 65 | Dec 24, 2018 | 145 | Jul 24, 2019 | 210 |
| -23.78% | Mar 24, 2015 | 208 | Jan 19, 2016 | 145 | Aug 15, 2016 | 353 |
| -18.9% | Nov 12, 2021 | 149 | Jun 16, 2022 | 32 | Aug 3, 2022 | 181 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 19 assets, with an effective number of assets of 19.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | AXR | GLP | TGS | LRN | PAM | TGLS | NOW | WSM | FICO | COHR | ENVA | CLS | GFF | MOD | APO | FIX | CRS | JEF | AIT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.10 | 0.28 | 0.27 | 0.32 | 0.31 | 0.32 | 0.60 | 0.48 | 0.61 | 0.56 | 0.48 | 0.52 | 0.53 | 0.49 | 0.60 | 0.55 | 0.55 | 0.62 | 0.59 | 0.77 |
| AXR | 0.10 | 1.00 | 0.07 | 0.03 | 0.02 | 0.05 | 0.07 | 0.09 | 0.05 | 0.06 | 0.09 | 0.08 | 0.10 | 0.07 | 0.09 | 0.10 | 0.05 | 0.10 | 0.10 | 0.07 | 0.20 |
| GLP | 0.28 | 0.07 | 1.00 | 0.18 | 0.14 | 0.18 | 0.11 | 0.14 | 0.18 | 0.17 | 0.15 | 0.22 | 0.21 | 0.20 | 0.22 | 0.27 | 0.20 | 0.25 | 0.27 | 0.23 | 0.38 |
| TGS | 0.27 | 0.03 | 0.18 | 1.00 | 0.12 | 0.66 | 0.12 | 0.14 | 0.15 | 0.17 | 0.18 | 0.14 | 0.23 | 0.18 | 0.19 | 0.22 | 0.20 | 0.24 | 0.23 | 0.22 | 0.44 |
| LRN | 0.32 | 0.02 | 0.14 | 0.12 | 1.00 | 0.13 | 0.15 | 0.21 | 0.23 | 0.25 | 0.22 | 0.28 | 0.23 | 0.26 | 0.28 | 0.23 | 0.27 | 0.27 | 0.25 | 0.29 | 0.42 |
| PAM | 0.31 | 0.05 | 0.18 | 0.66 | 0.13 | 1.00 | 0.11 | 0.18 | 0.16 | 0.21 | 0.20 | 0.17 | 0.23 | 0.20 | 0.20 | 0.22 | 0.22 | 0.24 | 0.26 | 0.24 | 0.45 |
| TGLS | 0.32 | 0.07 | 0.11 | 0.12 | 0.15 | 0.11 | 1.00 | 0.20 | 0.22 | 0.23 | 0.25 | 0.31 | 0.27 | 0.30 | 0.29 | 0.27 | 0.29 | 0.26 | 0.31 | 0.30 | 0.46 |
| NOW | 0.60 | 0.09 | 0.14 | 0.14 | 0.21 | 0.18 | 0.20 | 1.00 | 0.29 | 0.55 | 0.43 | 0.25 | 0.35 | 0.31 | 0.28 | 0.42 | 0.30 | 0.27 | 0.30 | 0.31 | 0.50 |
| WSM | 0.48 | 0.05 | 0.18 | 0.15 | 0.23 | 0.16 | 0.22 | 0.29 | 1.00 | 0.32 | 0.33 | 0.34 | 0.30 | 0.38 | 0.35 | 0.35 | 0.39 | 0.36 | 0.38 | 0.40 | 0.54 |
| FICO | 0.61 | 0.06 | 0.17 | 0.17 | 0.25 | 0.21 | 0.23 | 0.55 | 0.32 | 1.00 | 0.41 | 0.31 | 0.35 | 0.37 | 0.33 | 0.41 | 0.38 | 0.35 | 0.35 | 0.36 | 0.56 |
| COHR | 0.56 | 0.09 | 0.15 | 0.18 | 0.22 | 0.20 | 0.25 | 0.43 | 0.33 | 0.41 | 1.00 | 0.35 | 0.48 | 0.38 | 0.41 | 0.41 | 0.41 | 0.40 | 0.40 | 0.41 | 0.61 |
| ENVA | 0.48 | 0.08 | 0.22 | 0.14 | 0.28 | 0.17 | 0.31 | 0.25 | 0.34 | 0.31 | 0.35 | 1.00 | 0.36 | 0.47 | 0.44 | 0.41 | 0.42 | 0.46 | 0.50 | 0.48 | 0.63 |
| CLS | 0.52 | 0.10 | 0.21 | 0.23 | 0.23 | 0.23 | 0.27 | 0.35 | 0.30 | 0.35 | 0.48 | 0.36 | 1.00 | 0.37 | 0.44 | 0.39 | 0.44 | 0.41 | 0.42 | 0.43 | 0.62 |
| GFF | 0.53 | 0.07 | 0.20 | 0.18 | 0.26 | 0.20 | 0.30 | 0.31 | 0.38 | 0.37 | 0.38 | 0.47 | 0.37 | 1.00 | 0.44 | 0.38 | 0.51 | 0.45 | 0.47 | 0.54 | 0.64 |
| MOD | 0.49 | 0.09 | 0.22 | 0.19 | 0.28 | 0.20 | 0.29 | 0.28 | 0.35 | 0.33 | 0.41 | 0.44 | 0.44 | 0.44 | 1.00 | 0.40 | 0.48 | 0.49 | 0.47 | 0.51 | 0.66 |
| APO | 0.60 | 0.10 | 0.27 | 0.22 | 0.23 | 0.22 | 0.27 | 0.42 | 0.35 | 0.41 | 0.41 | 0.41 | 0.39 | 0.38 | 0.40 | 1.00 | 0.42 | 0.42 | 0.52 | 0.43 | 0.62 |
| FIX | 0.55 | 0.05 | 0.20 | 0.20 | 0.27 | 0.22 | 0.29 | 0.30 | 0.39 | 0.38 | 0.41 | 0.42 | 0.44 | 0.51 | 0.48 | 0.42 | 1.00 | 0.48 | 0.48 | 0.58 | 0.65 |
| CRS | 0.55 | 0.10 | 0.25 | 0.24 | 0.27 | 0.24 | 0.26 | 0.27 | 0.36 | 0.35 | 0.40 | 0.46 | 0.41 | 0.45 | 0.49 | 0.42 | 0.48 | 1.00 | 0.53 | 0.56 | 0.67 |
| JEF | 0.62 | 0.10 | 0.27 | 0.23 | 0.25 | 0.26 | 0.31 | 0.30 | 0.38 | 0.35 | 0.40 | 0.50 | 0.42 | 0.47 | 0.47 | 0.52 | 0.48 | 0.53 | 1.00 | 0.55 | 0.67 |
| AIT | 0.59 | 0.07 | 0.23 | 0.22 | 0.29 | 0.24 | 0.30 | 0.31 | 0.40 | 0.36 | 0.41 | 0.48 | 0.43 | 0.54 | 0.51 | 0.43 | 0.58 | 0.56 | 0.55 | 1.00 | 0.68 |
| Portfolio | 0.77 | 0.20 | 0.38 | 0.44 | 0.42 | 0.45 | 0.46 | 0.50 | 0.54 | 0.56 | 0.61 | 0.63 | 0.62 | 0.64 | 0.66 | 0.62 | 0.65 | 0.67 | 0.67 | 0.68 | 1.00 |