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NT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VONE 25.13%MSFT 8.43%SOXX 7.73%AAPL 7.6%META 6.66%GOOG 6.34%IXJ 6.07%SNY 5.92%TSM 5.65%AMZN 5.12%DRIV 5%CMCSA 4.74%BABA 4.23%PYPL 1.38%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
7.60%
AMZN
Amazon.com, Inc.
Consumer Cyclical
5.12%
BABA
Alibaba Group Holding Limited
Consumer Cyclical
4.23%
CMCSA
Comcast Corporation
Communication Services
4.74%
DRIV
Global X Autonomous & Electric Vehicles ETF
Global Equities
5%
GOOG
Alphabet Inc.
Communication Services
6.34%
IXJ
iShares Global Healthcare ETF
Health & Biotech Equities
6.07%
META
Meta Platforms, Inc.
Communication Services
6.66%
MSFT
Microsoft Corporation
Technology
8.43%
PYPL
PayPal Holdings, Inc.
Financial Services
1.38%
SNY
Sanofi
Healthcare
5.92%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities
7.73%
TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology
5.65%
VONE
Vanguard Russell 1000 ETF
Large Cap Blend Equities
25.13%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NT, 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.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
157.25%
95.19%
NT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of DRIV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-10.18%-6.92%-9.92%5.42%12.98%9.70%
NT-15.32%-10.15%-14.34%1.41%14.95%N/A
AAPL
Apple Inc
-21.25%-8.48%-15.99%18.48%23.54%21.45%
MSFT
Microsoft Corporation
-12.57%-5.17%-11.70%-8.33%16.60%25.95%
GOOG
Alphabet Inc.
-19.38%-7.77%-6.87%-2.14%19.20%19.24%
META
Meta Platforms, Inc.
-14.28%-14.14%-12.86%0.30%23.02%19.72%
CMCSA
Comcast Corporation
-7.79%-4.91%-17.46%-11.28%0.36%3.78%
PYPL
PayPal Holdings, Inc.
-28.53%-12.86%-24.64%-1.77%-11.45%N/A
BABA
Alibaba Group Holding Limited
28.40%-23.97%6.29%59.41%-11.92%3.05%
TSM
Taiwan Semiconductor Manufacturing Company Limited
-22.87%-12.67%-23.89%16.32%25.43%23.86%
SNY
Sanofi
5.54%-13.14%-7.34%16.89%5.26%3.83%
DRIV
Global X Autonomous & Electric Vehicles ETF
-15.51%-15.73%-14.12%-12.85%10.84%N/A
VONE
Vanguard Russell 1000 ETF
-10.20%-7.11%-9.36%6.51%14.54%11.27%
IXJ
iShares Global Healthcare ETF
-0.66%-7.48%-11.86%-0.90%6.02%6.17%
AMZN
Amazon.com, Inc.
-21.32%-11.73%-8.67%-3.69%7.79%24.39%
SOXX
iShares PHLX Semiconductor ETF
-22.61%-18.00%-27.18%-18.87%17.72%19.31%
*Annualized

Monthly Returns

The table below presents the monthly returns of NT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.22%-4.18%-7.18%-7.76%-15.32%
20241.99%5.76%2.07%-3.60%7.06%6.09%-1.29%1.54%2.63%-1.39%2.40%1.47%27.06%
202310.71%-1.91%9.24%1.03%5.87%5.86%3.28%-2.78%-5.06%-2.07%10.00%4.72%44.45%
2022-5.24%-5.67%2.80%-11.30%0.21%-9.22%9.82%-5.30%-11.61%2.59%8.20%-7.43%-29.96%
20211.67%1.12%1.75%5.65%-0.27%4.73%1.84%3.45%-6.37%6.06%0.99%3.02%25.64%
20200.89%-6.14%-9.20%14.45%4.85%6.14%9.64%8.92%-4.59%-1.92%10.16%4.50%40.90%
20198.43%2.88%3.73%5.92%-8.33%7.50%2.51%-1.20%2.22%4.23%4.23%4.77%42.30%
2018-3.30%5.31%0.19%4.10%4.46%-0.62%-7.55%0.39%-8.31%-6.18%

Expense Ratio

NT has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for DRIV: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DRIV: 0.68%
Expense ratio chart for IXJ: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXJ: 0.46%
Expense ratio chart for VONE: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONE: 0.08%
Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NT is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NT is 2323
Overall Rank
The Sharpe Ratio Rank of NT is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of NT is 2222
Sortino Ratio Rank
The Omega Ratio Rank of NT is 2323
Omega Ratio Rank
The Calmar Ratio Rank of NT is 2424
Calmar Ratio Rank
The Martin Ratio Rank of NT is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Portfolio, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00
Portfolio: -0.02
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.14
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.02, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.02
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at -0.02, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: -0.02
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at -0.06, compared to the broader market0.005.0010.0015.0020.00
Portfolio: -0.06
^GSPC: 1.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.520.951.140.502.03
MSFT
Microsoft Corporation
-0.43-0.460.94-0.45-1.04
GOOG
Alphabet Inc.
-0.040.171.02-0.04-0.10
META
Meta Platforms, Inc.
0.020.291.040.020.07
CMCSA
Comcast Corporation
-0.36-0.300.96-0.25-0.85
PYPL
PayPal Holdings, Inc.
-0.100.111.02-0.05-0.30
BABA
Alibaba Group Holding Limited
1.251.891.240.743.66
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.220.631.080.270.83
SNY
Sanofi
0.651.131.130.731.73
DRIV
Global X Autonomous & Electric Vehicles ETF
-0.52-0.600.93-0.34-1.44
VONE
Vanguard Russell 1000 ETF
0.300.551.080.301.31
IXJ
iShares Global Healthcare ETF
-0.08-0.021.00-0.07-0.15
AMZN
Amazon.com, Inc.
-0.18-0.021.00-0.20-0.58
SOXX
iShares PHLX Semiconductor ETF
-0.53-0.530.93-0.55-1.36

The current NT Sharpe ratio is 0.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.22 to 0.77, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of NT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.02
0.24
NT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

NT provided a 1.33% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.33%1.19%1.18%1.30%0.92%1.03%1.31%1.73%1.25%1.49%1.54%1.37%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.86%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
GOOG
Alphabet Inc.
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.40%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCSA
Comcast Corporation
3.70%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%
PYPL
PayPal Holdings, 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%
BABA
Alibaba Group Holding Limited
0.61%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.61%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
SNY
Sanofi
4.00%4.22%3.82%4.22%3.80%3.61%3.46%4.29%3.67%4.03%3.77%4.19%
DRIV
Global X Autonomous & Electric Vehicles ETF
2.44%2.06%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%
VONE
Vanguard Russell 1000 ETF
1.37%1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%
IXJ
iShares Global Healthcare ETF
1.51%1.50%1.38%1.17%1.12%1.27%1.42%2.11%1.47%1.73%2.85%1.38%
AMZN
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%
SOXX
iShares PHLX Semiconductor ETF
0.89%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.78%
-14.02%
NT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NT. 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 NT was 35.09%, occurring on Nov 3, 2022. Recovery took 287 trading sessions.

The current NT drawdown is 16.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.09%Jan 4, 2022211Nov 3, 2022287Dec 27, 2023498
-28.98%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-23.24%Jan 24, 202552Apr 8, 2025
-20.93%Aug 30, 201880Dec 24, 201870Apr 5, 2019150
-13.2%Jul 11, 202418Aug 5, 202467Nov 7, 202485

Volatility

Volatility Chart

The current NT volatility is 15.77%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.77%
13.60%
NT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SNYCMCSABABATSMIXJPYPLMETAAMZNAAPLGOOGMSFTSOXXDRIVVONE
SNY1.000.210.180.190.550.200.180.170.210.220.250.200.250.31
CMCSA0.211.000.260.270.450.380.350.330.370.390.370.400.450.55
BABA0.180.261.000.380.310.410.390.400.380.390.370.430.520.44
TSM0.190.270.381.000.370.420.460.480.500.480.520.780.650.62
IXJ0.550.450.310.371.000.440.410.390.480.460.530.490.550.71
PYPL0.200.380.410.420.441.000.540.570.520.540.570.560.580.65
META0.180.350.390.460.410.541.000.630.530.660.620.570.540.64
AMZN0.170.330.400.480.390.570.631.000.600.680.700.600.560.68
AAPL0.210.370.380.500.480.520.530.601.000.620.670.620.600.71
GOOG0.220.390.390.480.460.540.660.680.621.000.720.600.600.72
MSFT0.250.370.370.520.530.570.620.700.670.721.000.660.580.76
SOXX0.200.400.430.780.490.560.570.600.620.600.661.000.810.80
DRIV0.250.450.520.650.550.580.540.560.600.600.580.811.000.84
VONE0.310.550.440.620.710.650.640.680.710.720.760.800.841.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2018
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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