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Nu
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Risk-Adjusted Performance
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Nu

Currency in USD · Last updated May 31, 2025

Asset Allocation

CCJ 33.33%SMR 33.33%CEG 33.33%EquityEquity
PositionCategory/SectorTarget Weight
CCJ
Cameco Corporation		Energy
33.33%
CEG
Constellation Energy Corp		Utilities
33.33%
SMR
Nuscale Power Corp		Industrials
33.33%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%5.49%-2.00%12.02%14.19%10.85%
Nu43.50%47.80%5.22%91.80%N/AN/A
Portfolio components:
CCJ
Cameco Corporation		13.89%28.61%-1.55%5.65%40.49%15.40%
SMR
Nuscale Power Corp		78.42%86.97%7.89%266.44%N/AN/A
CEG
Constellation Energy Corp		37.29%27.41%19.72%41.86%N/AN/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202520.97%-19.15%-15.05%12.45%53.59%43.50%
20241.11%9.65%27.03%4.94%29.59%6.74%-8.45%-8.29%29.45%24.12%26.60%-26.68%155.98%
20238.90%-5.46%-4.06%0.36%-1.69%4.91%9.75%-2.72%-0.58%-8.00%2.98%-0.35%2.45%
20223.71%14.73%-5.16%1.02%-6.62%27.35%9.61%-7.35%0.02%0.61%-7.98%27.49%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Nu has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, Nu is among the top 20% of 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 Nu is 8080
Overall Rank
The Sharpe Ratio Rank of Nu is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of Nu is 8383
Sortino Ratio Rank
The Omega Ratio Rank of Nu is 8080
Omega Ratio Rank
The Calmar Ratio Rank of Nu is 8888
Calmar Ratio Rank
The Martin Ratio Rank of Nu is 6666
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CCJ
Cameco Corporation		0.150.581.070.210.41
SMR
Nuscale Power Corp		2.272.741.314.077.42
CEG
Constellation Energy Corp		0.531.151.160.661.62

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Nu Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.32
  • All Time: 1.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Nu compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Nu provided a 0.23% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.23%0.28%0.39%0.35%0.10%0.15%0.22%0.18%1.12%0.96%0.83%0.73%
Portfolio components:
CCJ
Cameco Corporation		0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%3.36%2.88%2.50%2.19%
SMR
Nuscale Power Corp		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CEG
Constellation Energy Corp		0.48%0.63%0.97%0.65%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Nu. 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 Nu was 48.32%, occurring on Apr 4, 2025. Recovery took 35 trading sessions.

The current Nu drawdown is 5.57%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.32%Jan 24, 202550Apr 4, 202535May 27, 202585
-36.36%Jul 16, 202438Sep 6, 202420Oct 4, 202458
-30.15%Mar 19, 20245Mar 25, 202443May 24, 202448
-27.15%Nov 25, 202425Dec 31, 202414Jan 23, 202539
-25.87%Sep 15, 2022337Jan 18, 202431Mar 4, 2024368
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCCCJSMRCEGPortfolio
^GSPC1.000.470.320.490.51
CCJ0.471.000.340.380.65
SMR0.320.341.000.360.84
CEG0.490.380.361.000.66
Portfolio0.510.650.840.661.00
The correlation results are calculated based on daily price changes starting from Feb 3, 2022
Go to the full Correlations tool for more customization options