NT
nt
Asset Allocation
Position | Category/Sector | Target 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.
The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of DRIV
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
NT | -3.24% | 14.91% | -5.05% | 9.66% | 16.42% | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.27% | 21.49% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.96% | 26.84% |
GOOG Alphabet Inc | -18.12% | 6.26% | -14.36% | -8.57% | 17.70% | 19.36% |
META Meta Platforms, Inc. | 2.23% | 17.15% | 1.24% | 27.00% | 23.18% | 22.71% |
CMCSA Comcast Corporation | -7.22% | 4.20% | -21.20% | -9.43% | 1.32% | 4.04% |
PYPL PayPal Holdings, Inc. | -17.42% | 22.77% | -13.36% | 10.45% | -13.46% | N/A |
BABA Alibaba Group Holding Limited | 48.35% | 26.59% | 25.61% | 61.69% | -8.59% | 4.02% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -10.93% | 23.94% | -12.29% | 23.73% | 29.48% | 25.11% |
SNY Sanofi | 8.09% | 4.55% | 0.77% | 8.46% | 4.85% | 4.20% |
DRIV Global X Autonomous & Electric Vehicles ETF | -7.23% | 20.00% | -9.01% | -9.83% | 11.98% | N/A |
VONE Vanguard Russell 1000 ETF | -3.27% | 14.07% | -4.42% | 10.78% | 15.64% | 12.05% |
IXJ iShares Global Healthcare ETF | -0.64% | 3.08% | -8.40% | -4.32% | 6.15% | 6.27% |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.08% | 24.46% |
SOXX iShares PHLX Semiconductor ETF | -10.91% | 23.82% | -17.51% | -11.84% | 20.10% | 21.07% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 4.26% | -1.90% | -5.87% | -1.49% | 2.02% | -3.24% | |||||||
2024 | 1.75% | 5.64% | 2.33% | -3.33% | 6.06% | 4.28% | 0.22% | 1.96% | 3.78% | -1.66% | 2.12% | 0.12% | 25.40% |
2023 | 11.87% | -2.34% | 9.30% | 0.89% | 4.68% | 5.84% | 4.61% | -2.85% | -4.63% | -3.04% | 8.74% | 5.22% | 43.52% |
2022 | -4.82% | -5.93% | 2.67% | -10.91% | 0.71% | -8.54% | 8.04% | -4.75% | -11.59% | 0.83% | 9.81% | -6.15% | -28.69% |
2021 | 1.26% | 1.40% | 2.38% | 5.77% | -0.02% | 4.20% | 1.48% | 2.99% | -6.29% | 5.79% | -0.37% | 2.78% | 22.91% |
2020 | 0.70% | -6.12% | -9.53% | 14.38% | 5.04% | 5.40% | 9.41% | 8.43% | -4.15% | -1.65% | 10.49% | 3.92% | 39.08% |
2019 | 8.89% | 2.92% | 3.61% | 5.91% | -8.55% | 7.59% | 2.66% | -1.30% | 2.31% | 4.28% | 4.30% | 4.72% | 42.87% |
2018 | -3.30% | 5.31% | 0.23% | 4.31% | 4.40% | -0.59% | -7.56% | 0.58% | -8.30% | -5.79% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NT is 29, indicating average performance compared to other portfolios on our website. Here’s 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.23 | 0.61 | 1.09 | 0.26 | 0.90 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.33 | 0.74 |
GOOG Alphabet Inc | -0.29 | -0.24 | 0.97 | -0.32 | -0.72 |
META Meta Platforms, Inc. | 0.73 | 1.30 | 1.17 | 0.83 | 2.58 |
CMCSA Comcast Corporation | -0.29 | -0.21 | 0.97 | -0.20 | -0.62 |
PYPL PayPal Holdings, Inc. | 0.25 | 0.51 | 1.07 | 0.08 | 0.49 |
BABA Alibaba Group Holding Limited | 1.30 | 1.93 | 1.24 | 0.78 | 3.65 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.53 | 1.06 | 1.13 | 0.70 | 1.90 |
SNY Sanofi | 0.30 | 0.76 | 1.09 | 0.45 | 1.01 |
DRIV Global X Autonomous & Electric Vehicles ETF | -0.38 | -0.36 | 0.96 | -0.24 | -0.95 |
VONE Vanguard Russell 1000 ETF | 0.53 | 0.90 | 1.13 | 0.56 | 2.14 |
IXJ iShares Global Healthcare ETF | -0.36 | -0.33 | 0.96 | -0.26 | -0.56 |
AMZN Amazon.com, Inc. | 0.04 | 0.31 | 1.04 | 0.06 | 0.15 |
SOXX iShares PHLX Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.28 | -0.64 |
Dividends
Dividend yield
NT provided a 1.50% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.50% | 1.19% | 1.18% | 1.30% | 0.92% | 1.03% | 1.31% | 1.73% | 1.25% | 1.49% | 1.54% | 1.37% |
Portfolio components: | ||||||||||||
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 | 0.72% | 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 | 0.51% | 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. | 0.34% | 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 | 3.68% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 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 | 0.52% | 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 | 1.41% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
SNY Sanofi | 8.15% | 4.22% | 3.83% | 4.22% | 3.80% | 3.61% | 3.46% | 4.29% | 3.67% | 4.03% | 3.79% | 4.19% |
DRIV Global X Autonomous & Electric Vehicles ETF | 2.23% | 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 | 1.28% | 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 | 0.77% | 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.
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 35.05%, occurring on Nov 3, 2022. Recovery took 282 trading sessions.
The current NT drawdown is 9.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.05% | Jan 4, 2022 | 211 | Nov 3, 2022 | 282 | Dec 19, 2023 | 493 |
-29.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
-20.89% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
-20.69% | Aug 30, 2018 | 80 | Dec 24, 2018 | 69 | Apr 4, 2019 | 149 |
-10.72% | May 6, 2019 | 20 | Jun 3, 2019 | 28 | Jul 12, 2019 | 48 |
Volatility
Volatility Chart
The current NT volatility is 7.82%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 9.07, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | SNY | CMCSA | BABA | TSM | IXJ | PYPL | META | AMZN | AAPL | GOOG | MSFT | SOXX | DRIV | VONE | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.32 | 0.55 | 0.43 | 0.62 | 0.72 | 0.64 | 0.64 | 0.68 | 0.71 | 0.72 | 0.77 | 0.80 | 0.83 | 0.99 | 0.93 |
SNY | 0.32 | 1.00 | 0.21 | 0.19 | 0.19 | 0.55 | 0.21 | 0.18 | 0.17 | 0.22 | 0.22 | 0.25 | 0.20 | 0.26 | 0.32 | 0.34 |
CMCSA | 0.55 | 0.21 | 1.00 | 0.26 | 0.27 | 0.45 | 0.37 | 0.35 | 0.33 | 0.37 | 0.39 | 0.37 | 0.40 | 0.44 | 0.55 | 0.51 |
BABA | 0.43 | 0.19 | 0.26 | 1.00 | 0.38 | 0.31 | 0.41 | 0.39 | 0.40 | 0.38 | 0.39 | 0.37 | 0.43 | 0.52 | 0.44 | 0.55 |
TSM | 0.62 | 0.19 | 0.27 | 0.38 | 1.00 | 0.37 | 0.42 | 0.46 | 0.49 | 0.50 | 0.48 | 0.53 | 0.78 | 0.65 | 0.62 | 0.71 |
IXJ | 0.72 | 0.55 | 0.45 | 0.31 | 0.37 | 1.00 | 0.45 | 0.41 | 0.39 | 0.47 | 0.46 | 0.53 | 0.49 | 0.55 | 0.71 | 0.64 |
PYPL | 0.64 | 0.21 | 0.37 | 0.41 | 0.42 | 0.45 | 1.00 | 0.54 | 0.57 | 0.52 | 0.54 | 0.57 | 0.56 | 0.59 | 0.65 | 0.67 |
META | 0.64 | 0.18 | 0.35 | 0.39 | 0.46 | 0.41 | 0.54 | 1.00 | 0.63 | 0.53 | 0.66 | 0.62 | 0.57 | 0.54 | 0.64 | 0.74 |
AMZN | 0.68 | 0.17 | 0.33 | 0.40 | 0.49 | 0.39 | 0.57 | 0.63 | 1.00 | 0.60 | 0.68 | 0.70 | 0.60 | 0.56 | 0.68 | 0.76 |
AAPL | 0.71 | 0.22 | 0.37 | 0.38 | 0.50 | 0.47 | 0.52 | 0.53 | 0.60 | 1.00 | 0.62 | 0.67 | 0.62 | 0.60 | 0.71 | 0.77 |
GOOG | 0.72 | 0.22 | 0.39 | 0.39 | 0.48 | 0.46 | 0.54 | 0.66 | 0.68 | 0.62 | 1.00 | 0.72 | 0.61 | 0.61 | 0.72 | 0.79 |
MSFT | 0.77 | 0.25 | 0.37 | 0.37 | 0.53 | 0.53 | 0.57 | 0.62 | 0.70 | 0.67 | 0.72 | 1.00 | 0.66 | 0.59 | 0.76 | 0.83 |
SOXX | 0.80 | 0.20 | 0.40 | 0.43 | 0.78 | 0.49 | 0.56 | 0.57 | 0.60 | 0.62 | 0.61 | 0.66 | 1.00 | 0.81 | 0.80 | 0.85 |
DRIV | 0.83 | 0.26 | 0.44 | 0.52 | 0.65 | 0.55 | 0.59 | 0.54 | 0.56 | 0.60 | 0.61 | 0.59 | 0.81 | 1.00 | 0.84 | 0.83 |
VONE | 0.99 | 0.32 | 0.55 | 0.44 | 0.62 | 0.71 | 0.65 | 0.64 | 0.68 | 0.71 | 0.72 | 0.76 | 0.80 | 0.84 | 1.00 | 0.93 |
Portfolio | 0.93 | 0.34 | 0.51 | 0.55 | 0.71 | 0.64 | 0.67 | 0.74 | 0.76 | 0.77 | 0.79 | 0.83 | 0.85 | 0.83 | 0.93 | 1.00 |