CORE
CORE
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CORE, 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 Sep 14, 2023, corresponding to the inception date of ARM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
CORE | 53.46% | 9.66% | 28.45% | 81.40% | N/A | N/A |
Portfolio components: | ||||||
NVIDIA Corporation | 174.12% | 17.42% | 60.32% | 221.74% | 96.03% | 78.57% |
Meta Platforms, Inc. | 63.44% | 7.55% | 15.17% | 82.52% | 25.59% | 22.56% |
33.02% | 12.53% | 14.87% | 90.47% | N/A | N/A | |
Freeport-McMoRan Inc. | 14.11% | 11.56% | -3.80% | 36.41% | 39.67% | 5.86% |
Eli Lilly and Company | 57.98% | 1.13% | 23.23% | 51.93% | 55.52% | 33.45% |
Microsoft Corporation | 11.26% | -4.37% | 3.30% | 27.00% | 26.05% | 27.34% |
Cameco Corporation | 29.42% | 38.41% | 15.80% | 47.58% | 44.20% | 14.29% |
Fluor Corporation | 39.42% | 18.18% | 39.28% | 52.50% | 23.91% | -0.19% |
Energy Transfer LP | 26.43% | 2.37% | 9.87% | 28.20% | 15.43% | 2.43% |
Apple Inc | 20.84% | 6.91% | 39.11% | 32.49% | 32.42% | 26.80% |
44.82% | 14.02% | 27.17% | 81.74% | N/A | N/A | |
Carnival Corporation & Plc | 15.43% | 18.69% | 50.92% | 83.06% | -12.57% | -3.20% |
Amazon.com, Inc. | 23.00% | 0.01% | 4.28% | 45.86% | 16.35% | 28.60% |
Netflix, Inc. | 44.18% | -0.69% | 14.98% | 102.78% | 20.66% | 30.04% |
Palantir Technologies Inc. | 144.21% | 15.03% | 98.44% | 143.78% | N/A | N/A |
Hut 8 Corp. Common Stock | -3.30% | 12.96% | 63.71% | 44.13% | 13.05% | N/A |
Broadcom Inc. | 60.11% | 9.19% | 41.36% | 102.41% | 48.42% | 40.45% |
American Express Company | 52.16% | 6.41% | 30.23% | 88.12% | 20.98% | 14.76% |
0.00% | 0.00% | 0.00% | 0.00% | N/A | N/A | |
GitLab Inc. | -13.68% | 5.27% | 3.41% | 16.78% | N/A | N/A |
Gilead Sciences, Inc. | 10.53% | 4.46% | 33.97% | 13.42% | 10.45% | 1.81% |
-0.74% | -0.65% | 27.30% | 15.83% | N/A | N/A | |
82.24% | 12.03% | 42.71% | 112.51% | N/A | N/A | |
Medtronic plc | 12.00% | 2.34% | 15.55% | 27.97% | -0.91% | 6.36% |
Arm Holdings plc American Depositary Shares | 102.94% | 11.44% | 45.35% | 193.83% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of CORE, 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 | 4.23% | 14.66% | 4.08% | -4.94% | 9.21% | 8.22% | -2.44% | 1.84% | 5.03% | 53.46% | |||
2023 | -4.81% | -2.70% | 12.08% | 7.27% | 11.36% |
Expense Ratio
CORE 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 CORE is 92, placing it in the top 8% 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 | |
---|---|---|---|---|---|
NVIDIA Corporation | 4.49 | 4.26 | 1.57 | 8.50 | 26.75 |
Meta Platforms, Inc. | 2.57 | 3.54 | 1.50 | 4.95 | 15.42 |
2.45 | 3.54 | 1.43 | 3.26 | 8.33 | |
Freeport-McMoRan Inc. | 1.19 | 1.81 | 1.22 | 1.54 | 3.81 |
Eli Lilly and Company | 2.17 | 2.93 | 1.40 | 3.36 | 12.57 |
Microsoft Corporation | 1.31 | 1.80 | 1.23 | 1.57 | 4.23 |
Cameco Corporation | 1.09 | 1.66 | 1.21 | 1.42 | 3.39 |
Fluor Corporation | 1.95 | 2.50 | 1.36 | 3.76 | 10.59 |
Energy Transfer LP | 2.05 | 2.99 | 1.38 | 5.32 | 16.02 |
Apple Inc | 1.65 | 2.40 | 1.31 | 2.22 | 5.20 |
2.71 | 3.54 | 1.48 | 4.22 | 16.84 | |
Carnival Corporation & Plc | 2.01 | 2.68 | 1.33 | 3.17 | 5.90 |
Amazon.com, Inc. | 1.59 | 2.22 | 1.29 | 2.09 | 7.04 |
Netflix, Inc. | 2.63 | 3.40 | 1.47 | 5.29 | 17.04 |
Palantir Technologies Inc. | 3.02 | 3.91 | 1.52 | 7.38 | 15.04 |
Hut 8 Corp. Common Stock | 0.19 | 1.09 | 1.12 | 0.32 | 0.48 |
Broadcom Inc. | 2.51 | 3.06 | 1.41 | 4.49 | 13.89 |
American Express Company | 4.46 | 5.31 | 1.79 | 9.23 | 35.98 |
— | — | — | — | — | |
GitLab Inc. | 0.53 | 1.12 | 1.15 | 0.63 | 1.09 |
Gilead Sciences, Inc. | 0.68 | 1.06 | 1.15 | 0.61 | 1.09 |
1.00 | 1.50 | 1.21 | 0.93 | 2.40 | |
3.23 | 3.78 | 1.50 | 5.37 | 17.49 | |
Medtronic plc | 1.87 | 2.60 | 1.34 | 2.25 | 6.76 |
Arm Holdings plc American Depositary Shares | 2.48 | 3.10 | 1.42 | 5.13 | 11.66 |
Dividends
Dividend yield
CORE granted a 0.72% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CORE | 0.72% | 0.81% | 0.85% | 0.70% | 1.30% | 1.34% | 1.33% | 1.07% | 1.09% | 1.56% | 1.20% | 1.37% |
Portfolio components: | ||||||||||||
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% |
Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Freeport-McMoRan Inc. | 1.25% | 1.40% | 1.56% | 0.53% | 0.19% | 1.49% | 1.43% | 0.00% | 0.00% | 8.27% | 5.21% | 6.75% |
Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Cameco Corporation | 0.16% | 0.20% | 0.39% | 0.29% | 0.46% | 0.68% | 0.53% | 3.37% | 2.88% | 2.49% | 2.19% | 1.85% |
Fluor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 3.87% | 2.61% | 1.63% | 1.60% | 1.78% | 1.39% | 0.80% |
Energy Transfer LP | 7.71% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
0.12% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
Carnival Corporation & Plc | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% | 2.21% | 2.49% |
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% |
Netflix, 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% |
Palantir Technologies 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% |
Hut 8 Corp. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Broadcom Inc. | 1.19% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
American Express Company | 0.96% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |
GitLab 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% |
Gilead Sciences, Inc. | 3.53% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
0.86% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% | |
1.17% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% | |
Medtronic plc | 3.09% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
Arm Holdings plc American Depositary Shares | 0.00% | 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 CORE. 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 CORE was 14.96%, occurring on Aug 5, 2024. Recovery took 38 trading sessions.
The current CORE drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.96% | Jul 11, 2024 | 18 | Aug 5, 2024 | 38 | Sep 26, 2024 | 56 |
-8.82% | Sep 15, 2023 | 31 | Oct 27, 2023 | 10 | Nov 10, 2023 | 41 |
-8.77% | Mar 26, 2024 | 19 | Apr 19, 2024 | 21 | May 20, 2024 | 40 |
-4.54% | Dec 28, 2023 | 5 | Jan 3, 2024 | 6 | Jan 11, 2024 | 11 |
-3.99% | Feb 16, 2024 | 4 | Feb 21, 2024 | 1 | Feb 22, 2024 | 5 |
Volatility
Volatility Chart
The current CORE volatility is 4.44%, 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
USD=X | GILD | MDT | ZTS | ET | LLY | CCJ | HUT | AAPL | CCL | GTLB | FCX | FLR | AXP | UBER | NFLX | META | MSFT | ARM | PLTR | PWR | NVDA | AMZN | TSM | AVGO | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
GILD | 0.00 | 1.00 | 0.32 | 0.17 | 0.11 | -0.05 | -0.05 | -0.00 | 0.03 | 0.16 | 0.05 | 0.15 | 0.18 | 0.22 | 0.03 | -0.06 | -0.07 | 0.02 | 0.02 | 0.07 | 0.08 | -0.16 | 0.06 | -0.05 | -0.03 |
MDT | 0.00 | 0.32 | 1.00 | 0.30 | 0.14 | 0.00 | 0.12 | 0.03 | 0.10 | 0.25 | 0.15 | 0.21 | 0.14 | 0.23 | 0.19 | 0.07 | 0.09 | 0.06 | 0.03 | 0.08 | 0.16 | -0.01 | 0.10 | 0.03 | -0.05 |
ZTS | 0.00 | 0.17 | 0.30 | 1.00 | 0.05 | 0.10 | 0.05 | 0.07 | 0.23 | 0.24 | 0.22 | 0.18 | 0.18 | 0.15 | 0.25 | 0.14 | 0.15 | 0.12 | 0.12 | 0.16 | 0.26 | 0.04 | 0.16 | 0.09 | 0.11 |
ET | 0.00 | 0.11 | 0.14 | 0.05 | 1.00 | 0.15 | 0.32 | 0.24 | 0.03 | 0.10 | 0.02 | 0.36 | 0.25 | 0.32 | 0.11 | 0.17 | 0.18 | 0.03 | 0.13 | 0.25 | 0.20 | 0.11 | 0.16 | 0.15 | 0.15 |
LLY | 0.00 | -0.05 | 0.00 | 0.10 | 0.15 | 1.00 | 0.20 | 0.15 | 0.21 | 0.11 | 0.12 | 0.09 | 0.13 | 0.19 | 0.24 | 0.28 | 0.36 | 0.33 | 0.26 | 0.24 | 0.27 | 0.39 | 0.36 | 0.30 | 0.33 |
CCJ | 0.00 | -0.05 | 0.12 | 0.05 | 0.32 | 0.20 | 1.00 | 0.23 | 0.11 | 0.13 | 0.16 | 0.36 | 0.28 | 0.21 | 0.23 | 0.32 | 0.32 | 0.25 | 0.23 | 0.23 | 0.34 | 0.30 | 0.31 | 0.25 | 0.31 |
HUT | 0.00 | -0.00 | 0.03 | 0.07 | 0.24 | 0.15 | 0.23 | 1.00 | 0.14 | 0.30 | 0.26 | 0.29 | 0.25 | 0.31 | 0.23 | 0.30 | 0.25 | 0.26 | 0.38 | 0.38 | 0.27 | 0.28 | 0.31 | 0.28 | 0.24 |
AAPL | 0.00 | 0.03 | 0.10 | 0.23 | 0.03 | 0.21 | 0.11 | 0.14 | 1.00 | 0.29 | 0.27 | 0.15 | 0.21 | 0.22 | 0.26 | 0.35 | 0.32 | 0.46 | 0.35 | 0.37 | 0.23 | 0.31 | 0.43 | 0.30 | 0.39 |
CCL | 0.00 | 0.16 | 0.25 | 0.24 | 0.10 | 0.11 | 0.13 | 0.30 | 0.29 | 1.00 | 0.32 | 0.27 | 0.33 | 0.37 | 0.38 | 0.18 | 0.25 | 0.26 | 0.37 | 0.34 | 0.39 | 0.26 | 0.27 | 0.29 | 0.24 |
GTLB | 0.00 | 0.05 | 0.15 | 0.22 | 0.02 | 0.12 | 0.16 | 0.26 | 0.27 | 0.32 | 1.00 | 0.20 | 0.22 | 0.26 | 0.40 | 0.25 | 0.27 | 0.36 | 0.33 | 0.37 | 0.35 | 0.28 | 0.43 | 0.40 | 0.39 |
FCX | 0.00 | 0.15 | 0.21 | 0.18 | 0.36 | 0.09 | 0.36 | 0.29 | 0.15 | 0.27 | 0.20 | 1.00 | 0.38 | 0.32 | 0.27 | 0.26 | 0.25 | 0.17 | 0.36 | 0.29 | 0.38 | 0.23 | 0.31 | 0.37 | 0.29 |
FLR | 0.00 | 0.18 | 0.14 | 0.18 | 0.25 | 0.13 | 0.28 | 0.25 | 0.21 | 0.33 | 0.22 | 0.38 | 1.00 | 0.42 | 0.33 | 0.26 | 0.27 | 0.25 | 0.35 | 0.38 | 0.52 | 0.28 | 0.24 | 0.39 | 0.29 |
AXP | 0.00 | 0.22 | 0.23 | 0.15 | 0.32 | 0.19 | 0.21 | 0.31 | 0.22 | 0.37 | 0.26 | 0.32 | 0.42 | 1.00 | 0.26 | 0.32 | 0.30 | 0.30 | 0.32 | 0.37 | 0.38 | 0.21 | 0.34 | 0.34 | 0.31 |
UBER | 0.00 | 0.03 | 0.19 | 0.25 | 0.11 | 0.24 | 0.23 | 0.23 | 0.26 | 0.38 | 0.40 | 0.27 | 0.33 | 0.26 | 1.00 | 0.39 | 0.42 | 0.41 | 0.37 | 0.38 | 0.43 | 0.39 | 0.46 | 0.44 | 0.39 |
NFLX | 0.00 | -0.06 | 0.07 | 0.14 | 0.17 | 0.28 | 0.32 | 0.30 | 0.35 | 0.18 | 0.25 | 0.26 | 0.26 | 0.32 | 0.39 | 1.00 | 0.48 | 0.54 | 0.39 | 0.39 | 0.33 | 0.46 | 0.51 | 0.41 | 0.47 |
META | 0.00 | -0.07 | 0.09 | 0.15 | 0.18 | 0.36 | 0.32 | 0.25 | 0.32 | 0.25 | 0.27 | 0.25 | 0.27 | 0.30 | 0.42 | 0.48 | 1.00 | 0.63 | 0.39 | 0.46 | 0.35 | 0.48 | 0.60 | 0.48 | 0.50 |
MSFT | 0.00 | 0.02 | 0.06 | 0.12 | 0.03 | 0.33 | 0.25 | 0.26 | 0.46 | 0.26 | 0.36 | 0.17 | 0.25 | 0.30 | 0.41 | 0.54 | 0.63 | 1.00 | 0.41 | 0.43 | 0.37 | 0.51 | 0.67 | 0.47 | 0.56 |
ARM | 0.00 | 0.02 | 0.03 | 0.12 | 0.13 | 0.26 | 0.23 | 0.38 | 0.35 | 0.37 | 0.33 | 0.36 | 0.35 | 0.32 | 0.37 | 0.39 | 0.39 | 0.41 | 1.00 | 0.53 | 0.43 | 0.53 | 0.45 | 0.60 | 0.56 |
PLTR | 0.00 | 0.07 | 0.08 | 0.16 | 0.25 | 0.24 | 0.23 | 0.38 | 0.37 | 0.34 | 0.37 | 0.29 | 0.38 | 0.37 | 0.38 | 0.39 | 0.46 | 0.43 | 0.53 | 1.00 | 0.43 | 0.40 | 0.42 | 0.44 | 0.51 |
PWR | 0.00 | 0.08 | 0.16 | 0.26 | 0.20 | 0.27 | 0.34 | 0.27 | 0.23 | 0.39 | 0.35 | 0.38 | 0.52 | 0.38 | 0.43 | 0.33 | 0.35 | 0.37 | 0.43 | 0.43 | 1.00 | 0.46 | 0.33 | 0.50 | 0.48 |
NVDA | 0.00 | -0.16 | -0.01 | 0.04 | 0.11 | 0.39 | 0.30 | 0.28 | 0.31 | 0.26 | 0.28 | 0.23 | 0.28 | 0.21 | 0.39 | 0.46 | 0.48 | 0.51 | 0.53 | 0.40 | 0.46 | 1.00 | 0.47 | 0.68 | 0.70 |
AMZN | 0.00 | 0.06 | 0.10 | 0.16 | 0.16 | 0.36 | 0.31 | 0.31 | 0.43 | 0.27 | 0.43 | 0.31 | 0.24 | 0.34 | 0.46 | 0.51 | 0.60 | 0.67 | 0.45 | 0.42 | 0.33 | 0.47 | 1.00 | 0.46 | 0.51 |
TSM | 0.00 | -0.05 | 0.03 | 0.09 | 0.15 | 0.30 | 0.25 | 0.28 | 0.30 | 0.29 | 0.40 | 0.37 | 0.39 | 0.34 | 0.44 | 0.41 | 0.48 | 0.47 | 0.60 | 0.44 | 0.50 | 0.68 | 0.46 | 1.00 | 0.70 |
AVGO | 0.00 | -0.03 | -0.05 | 0.11 | 0.15 | 0.33 | 0.31 | 0.24 | 0.39 | 0.24 | 0.39 | 0.29 | 0.29 | 0.31 | 0.39 | 0.47 | 0.50 | 0.56 | 0.56 | 0.51 | 0.48 | 0.70 | 0.51 | 0.70 | 1.00 |