High-risk portfolio.
High risk portfolio, on demand, diversified well, with a focus on retail. Protected against crises for which restrictions are imposed.
by. Farid B
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 10% |
AGM Federal Agricultural Mortgage Corporation | Financial Services | 10% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 10% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
NFLX Netflix, Inc. | Communication Services | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
NXE NexGen Energy Ltd. | Energy | 10% |
STRL Sterling Construction Company, Inc. | Industrials | 10% |
UFPI UFP Industries, Inc. | Basic Materials | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High-risk portfolio., 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 Aug 14, 2013, corresponding to the inception date of NXE
Returns By Period
As of Sep 6, 2024, the High-risk portfolio. returned 20.52% Year-To-Date and 43.92% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
High-risk portfolio. | 20.52% | 2.70% | -4.50% | 33.57% | 55.00% | 43.92% |
Portfolio components: | ||||||
AGM Federal Agricultural Mortgage Corporation | -0.16% | 6.67% | 4.64% | 16.87% | 22.83% | 22.55% |
LLY Eli Lilly and Company | 57.34% | 15.24% | 17.36% | 64.10% | 53.84% | 32.89% |
NVDA NVIDIA Corporation | 116.52% | 2.84% | 15.70% | 127.86% | 89.29% | 72.19% |
STRL Sterling Construction Company, Inc. | 24.27% | 2.94% | -0.34% | 36.40% | 56.96% | 29.50% |
DECK Deckers Outdoor Corporation | 31.56% | 1.17% | -3.67% | 67.24% | 42.03% | 24.79% |
UFPI UFP Industries, Inc. | -8.58% | -4.43% | -0.57% | 11.96% | 26.10% | 23.24% |
NXE NexGen Energy Ltd. | -22.43% | -0.73% | -32.63% | -1.45% | 32.98% | 28.63% |
NFLX Netflix, Inc. | 40.41% | 12.15% | 12.34% | 53.36% | 18.74% | 25.93% |
CELH Celsius Holdings, Inc. | -41.25% | -20.68% | -64.24% | -52.04% | 92.33% | 65.23% |
AAPL Apple Inc | 15.94% | 7.43% | 31.92% | 22.20% | 34.03% | 26.18% |
Monthly Returns
The table below presents the monthly returns of High-risk portfolio., 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 | 3.39% | 15.81% | 5.35% | -6.47% | 12.74% | -1.34% | -1.38% | 0.12% | 20.52% | ||||
2023 | 11.85% | -1.24% | 4.21% | 2.10% | 12.23% | 14.71% | 3.79% | 10.42% | -6.04% | 0.05% | 8.09% | 8.61% | 91.38% |
2022 | -13.15% | 6.50% | -1.70% | -13.08% | 4.45% | -8.92% | 21.51% | -2.19% | -8.54% | 12.44% | 12.51% | -5.58% | -2.38% |
2021 | 4.03% | 8.25% | 1.24% | 4.60% | 4.93% | 7.40% | -0.27% | 7.25% | -2.22% | 12.89% | -0.51% | 0.56% | 58.77% |
2020 | 1.39% | -1.22% | -14.14% | 19.62% | 14.15% | 9.31% | 10.62% | 15.16% | -1.40% | -3.73% | 11.88% | 19.70% | 107.85% |
2019 | 11.67% | 4.72% | 0.98% | 4.03% | -9.31% | 10.57% | -0.22% | -4.84% | 0.47% | 9.36% | 6.07% | 2.55% | 39.80% |
2018 | 5.50% | -1.91% | -3.69% | 4.46% | 7.71% | 0.29% | 1.78% | 5.33% | -1.86% | -8.43% | -1.91% | -9.54% | -3.86% |
2017 | 13.88% | 1.27% | 1.40% | -1.25% | 8.04% | 2.68% | 4.11% | 1.50% | 7.73% | 3.74% | 2.30% | 1.38% | 56.90% |
2016 | -3.18% | 4.36% | 20.98% | 1.80% | 3.91% | 1.18% | 7.41% | 2.64% | 1.59% | -2.85% | 11.98% | 6.89% | 70.39% |
2015 | -1.45% | 15.73% | 3.53% | 15.62% | -0.36% | 7.49% | 3.06% | -5.55% | -1.65% | 6.26% | 3.52% | 1.17% | 55.78% |
2014 | -1.28% | 11.95% | 6.74% | -4.17% | 2.08% | 4.16% | -4.24% | 12.18% | -8.36% | 0.47% | 0.17% | -2.04% | 16.65% |
2013 | 8.38% | -3.05% | 2.38% | 6.72% | -1.70% | 12.86% |
Expense Ratio
High-risk portfolio. 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 rank of High-risk portfolio. is 40, 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.
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 | |
---|---|---|---|---|---|
AGM Federal Agricultural Mortgage Corporation | 0.54 | 0.90 | 1.12 | 0.81 | 2.11 |
LLY Eli Lilly and Company | 2.12 | 2.88 | 1.38 | 3.44 | 12.11 |
NVDA NVIDIA Corporation | 2.37 | 2.86 | 1.36 | 4.47 | 14.73 |
STRL Sterling Construction Company, Inc. | 0.68 | 1.23 | 1.17 | 1.44 | 2.97 |
DECK Deckers Outdoor Corporation | 1.68 | 2.80 | 1.34 | 2.94 | 7.41 |
UFPI UFP Industries, Inc. | 0.39 | 0.81 | 1.10 | 0.83 | 1.62 |
NXE NexGen Energy Ltd. | -0.05 | 0.30 | 1.04 | -0.07 | -0.17 |
NFLX Netflix, Inc. | 1.61 | 2.53 | 1.32 | 1.05 | 7.83 |
CELH Celsius Holdings, Inc. | -0.86 | -1.25 | 0.85 | -0.77 | -1.75 |
AAPL Apple Inc | 0.79 | 1.26 | 1.16 | 1.07 | 2.51 |
Dividends
Dividend yield
High-risk portfolio. granted a 0.48% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
High-risk portfolio. | 0.48% | 0.45% | 0.65% | 0.53% | 0.77% | 0.75% | 0.94% | 0.69% | 0.78% | 0.87% | 0.92% | 1.01% |
Portfolio components: | ||||||||||||
AGM Federal Agricultural Mortgage Corporation | 2.66% | 2.30% | 3.37% | 2.84% | 4.31% | 3.35% | 3.84% | 1.84% | 1.82% | 2.03% | 1.85% | 1.40% |
LLY 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% |
NVDA 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% |
STRL Sterling Construction Company, 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% |
DECK Deckers Outdoor 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% |
UFPI UFP Industries, Inc. | 1.13% | 0.88% | 1.20% | 0.71% | 0.90% | 0.84% | 1.39% | 0.85% | 0.85% | 1.20% | 1.15% | 0.79% |
NXE NexGen Energy Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX 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% |
CELH Celsius 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% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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 High-risk portfolio.. 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 High-risk portfolio. was 35.26%, occurring on Mar 20, 2020. Recovery took 42 trading sessions.
The current High-risk portfolio. drawdown is 11.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.26% | Feb 21, 2020 | 21 | Mar 20, 2020 | 42 | May 20, 2020 | 63 |
-34.68% | Nov 9, 2021 | 152 | Jun 16, 2022 | 154 | Jan 27, 2023 | 306 |
-26.69% | Sep 4, 2018 | 78 | Dec 24, 2018 | 89 | May 3, 2019 | 167 |
-16.15% | Mar 19, 2014 | 41 | May 15, 2014 | 191 | Feb 18, 2015 | 232 |
-15.71% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current High-risk portfolio. volatility is 8.92%, 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
LLY | NXE | CELH | AGM | STRL | NFLX | DECK | AAPL | NVDA | UFPI | |
---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.10 | 0.10 | 0.12 | 0.14 | 0.22 | 0.17 | 0.25 | 0.22 | 0.19 |
NXE | 0.10 | 1.00 | 0.16 | 0.15 | 0.19 | 0.16 | 0.18 | 0.19 | 0.21 | 0.22 |
CELH | 0.10 | 0.16 | 1.00 | 0.16 | 0.18 | 0.16 | 0.20 | 0.20 | 0.22 | 0.22 |
AGM | 0.12 | 0.15 | 0.16 | 1.00 | 0.36 | 0.18 | 0.30 | 0.23 | 0.24 | 0.45 |
STRL | 0.14 | 0.19 | 0.18 | 0.36 | 1.00 | 0.19 | 0.29 | 0.22 | 0.24 | 0.45 |
NFLX | 0.22 | 0.16 | 0.16 | 0.18 | 0.19 | 1.00 | 0.26 | 0.43 | 0.45 | 0.26 |
DECK | 0.17 | 0.18 | 0.20 | 0.30 | 0.29 | 0.26 | 1.00 | 0.30 | 0.32 | 0.41 |
AAPL | 0.25 | 0.19 | 0.20 | 0.23 | 0.22 | 0.43 | 0.30 | 1.00 | 0.50 | 0.33 |
NVDA | 0.22 | 0.21 | 0.22 | 0.24 | 0.24 | 0.45 | 0.32 | 0.50 | 1.00 | 0.34 |
UFPI | 0.19 | 0.22 | 0.22 | 0.45 | 0.45 | 0.26 | 0.41 | 0.33 | 0.34 | 1.00 |