Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

NT

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	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%

Benchmark

S&P 500

Rebalance portfolio

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 Quarterly

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

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
NT	14.45%	-2.80%	10.38%	19.92%	17.89%	N/A
Portfolio components:
AAPL Apple Inc	13.26%	1.99%	13.33%	13.16%	34.21%	25.86%
MSFT Microsoft Corporation	11.67%	-7.47%	3.96%	27.50%	25.49%	27.36%
GOOG Alphabet Inc.	20.17%	-8.74%	10.12%	30.40%	22.11%	19.16%
META Meta Platforms, Inc.	28.36%	-11.64%	15.27%	45.76%	17.91%	19.79%
CMCSA Comcast Corporation	-10.84%	0.87%	-16.04%	-13.22%	-0.65%	5.64%
PYPL PayPal Holdings, Inc.	-6.82%	-1.79%	-7.38%	-20.56%	-13.13%	N/A
BABA Alibaba Group Holding Limited	-1.89%	1.66%	2.75%	-19.26%	-15.52%	N/A
TSM Taiwan Semiconductor Manufacturing Company Limited	55.23%	-6.85%	37.67%	64.13%	32.65%	26.10%
SNY Sanofi	6.78%	9.87%	5.90%	-0.82%	7.84%	3.92%
DRIV Global X Autonomous & Electric Vehicles ETF	-6.29%	-2.74%	0.82%	-13.12%	11.95%	N/A
VONE Vanguard Russell 1000 ETF	13.18%	-1.07%	10.64%	20.29%	13.69%	12.25%
IXJ iShares Global Healthcare ETF	10.27%	1.93%	8.45%	11.90%	10.56%	8.95%
AMZN Amazon.com, Inc.	18.37%	-7.11%	13.03%	40.23%	13.14%	27.42%
SOXX iShares PHLX Semiconductor ETF	17.20%	-8.50%	12.95%	31.59%	29.26%	27.55%

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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	1.75%	5.64%	2.33%	-3.33%	5.81%	4.29%							14.45%
2023	11.87%	-2.34%	9.35%	0.89%	4.68%	5.87%	4.61%	-2.85%	-4.58%	-3.04%	8.74%	5.26%	43.73%
2022	-4.82%	-5.93%	2.70%	-10.91%	0.71%	-8.52%	8.04%	-4.75%	-11.51%	0.83%	9.81%	-6.11%	-28.56%
2021	1.26%	1.40%	2.42%	5.77%	-0.02%	4.22%	1.48%	2.99%	-6.25%	5.79%	-0.37%	2.82%	23.05%
2020	0.70%	-6.12%	-9.48%	14.38%	5.04%	5.44%	9.41%	8.43%	-4.09%	-1.65%	10.49%	3.96%	39.33%
2019	8.89%	2.92%	3.66%	5.91%	-8.55%	7.66%	2.66%	-1.30%	2.39%	4.28%	4.30%	4.78%	43.21%
2018				-3.30%	5.31%	0.28%	4.31%	4.40%	-0.53%	-7.56%	0.58%	-8.27%	-5.65%

Expense Ratio

NT has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

DRIV

Global X Autonomous & Electric Vehicles ETF

IXJ

iShares Global Healthcare ETF

VONE

Vanguard Russell 1000 ETF

SOXX

iShares PHLX Semiconductor ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NT is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.57	0.97	1.12	0.78	1.54
MSFT Microsoft Corporation	1.00	1.41	1.18	1.55	6.20
GOOG Alphabet Inc.	1.36	1.85	1.26	2.09	8.19
META Meta Platforms, Inc.	1.47	2.27	1.29	2.10	8.33
CMCSA Comcast Corporation	-0.41	-0.42	0.95	-0.26	-0.84
PYPL PayPal Holdings, Inc.	-0.61	-0.65	0.92	-0.26	-1.07
BABA Alibaba Group Holding Limited	-0.55	-0.63	0.93	-0.24	-0.83
TSM Taiwan Semiconductor Manufacturing Company Limited	1.86	2.59	1.32	1.65	9.23
SNY Sanofi	-0.04	0.13	1.02	-0.06	-0.11
DRIV Global X Autonomous & Electric Vehicles ETF	-0.62	-0.78	0.92	-0.38	-0.92
VONE Vanguard Russell 1000 ETF	1.65	2.32	1.29	1.49	6.35
IXJ iShares Global Healthcare ETF	1.08	1.55	1.19	0.88	3.62
AMZN Amazon.com, Inc.	1.41	2.15	1.26	1.09	7.87
SOXX iShares PHLX Semiconductor ETF	1.11	1.60	1.20	1.86	4.56

Sharpe Ratio

The current NT Sharpe ratio is 1.50. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

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.

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

NT granted a 1.20% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
NT	1.20%	1.18%	1.30%	0.92%	1.03%	1.31%	1.73%	1.25%	1.49%	1.54%	1.36%	1.39%
Portfolio components:
AAPL Apple Inc	0.45%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
GOOG Alphabet Inc.	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CMCSA Comcast Corporation	3.14%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%	1.16%	1.50%
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	2.19%	1.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.28%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%	2.30%
SNY Sanofi	3.84%	3.82%	4.22%	3.80%	3.61%	3.46%	4.29%	3.67%	4.03%	3.77%	4.19%	3.47%
DRIV Global X Autonomous & Electric Vehicles ETF	1.78%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%
VONE Vanguard Russell 1000 ETF	1.31%	1.40%	1.59%	1.16%	1.45%	1.65%	1.96%	1.69%	1.89%	1.89%	1.68%	1.70%
IXJ iShares Global Healthcare ETF	1.29%	1.38%	1.17%	1.12%	1.27%	1.42%	2.11%	1.46%	1.73%	2.84%	1.37%	1.50%
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	0.65%	0.78%	1.25%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%	1.18%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

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 34.96%, occurring on Nov 3, 2022. Recovery took 281 trading sessions.

The current NT drawdown is 6.08%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.96%	Jan 4, 2022	211	Nov 3, 2022	281	Dec 18, 2023	492
-29.18%	Feb 20, 2020	23	Mar 23, 2020	53	Jun 8, 2020	76
-20.62%	Aug 30, 2018	80	Dec 24, 2018	68	Apr 3, 2019	148
-10.72%	May 6, 2019	20	Jun 3, 2019	28	Jul 12, 2019	48
-10.53%	Sep 3, 2020	14	Sep 23, 2020	38	Nov 16, 2020	52

Volatility

Volatility Chart

The current NT volatility is 4.97%, 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.

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.

	SNY	CMCSA	BABA	TSM	IXJ	PYPL	META	AMZN	AAPL	GOOG	MSFT	DRIV	SOXX	VONE
SNY	1.00	0.22	0.17	0.19	0.56	0.22	0.19	0.19	0.22	0.24	0.28	0.25	0.21	0.33
CMCSA	0.22	1.00	0.27	0.29	0.46	0.38	0.37	0.34	0.38	0.40	0.39	0.46	0.41	0.56
BABA	0.17	0.27	1.00	0.40	0.32	0.43	0.41	0.42	0.39	0.41	0.39	0.52	0.45	0.45
TSM	0.19	0.29	0.40	1.00	0.38	0.43	0.45	0.48	0.52	0.49	0.53	0.66	0.78	0.62
IXJ	0.56	0.46	0.32	0.38	1.00	0.45	0.42	0.41	0.49	0.49	0.55	0.56	0.50	0.73
PYPL	0.22	0.38	0.43	0.43	0.45	1.00	0.55	0.58	0.54	0.56	0.59	0.59	0.57	0.65
META	0.19	0.37	0.41	0.45	0.42	0.55	1.00	0.62	0.55	0.67	0.63	0.55	0.58	0.64
AMZN	0.19	0.34	0.42	0.48	0.41	0.58	0.62	1.00	0.62	0.68	0.70	0.56	0.60	0.67
AAPL	0.22	0.38	0.39	0.52	0.49	0.54	0.55	0.62	1.00	0.64	0.69	0.62	0.64	0.72
GOOG	0.24	0.40	0.41	0.49	0.49	0.56	0.67	0.68	0.64	1.00	0.74	0.61	0.61	0.72
MSFT	0.28	0.39	0.39	0.53	0.55	0.59	0.63	0.70	0.69	0.74	1.00	0.59	0.67	0.77
DRIV	0.25	0.46	0.52	0.66	0.56	0.59	0.55	0.56	0.62	0.61	0.59	1.00	0.82	0.84
SOXX	0.21	0.41	0.45	0.78	0.50	0.57	0.58	0.60	0.64	0.61	0.67	0.82	1.00	0.80
VONE	0.33	0.56	0.45	0.62	0.73	0.65	0.64	0.67	0.72	0.72	0.77	0.84	0.80	1.00

The correlation results are calculated based on daily price changes starting from Apr 18, 2018