test1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
1211.HK BYD Co Ltd-H | Consumer Cyclical | 7.14% |
AGRO Adecoagro S.A. | Consumer Defensive | 7.14% |
AIR.PA Airbus SE | Industrials | 7.14% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 7.14% |
BAB.L Babcock International Group plc | Industrials | 7.14% |
CSL Carlisle Companies Incorporated | Industrials | 7.14% |
ERJ Embraer S.A. | Industrials | 7.14% |
GOOG Alphabet Inc | Communication Services | 7.14% |
LRCX Lam Research Corporation | Technology | 7.14% |
MSFT Microsoft Corporation | Technology | 7.14% |
RHM.DE Rheinmetall AG | Industrials | 7.14% |
SAN Banco Santander, S.A. | Financial Services | 7.14% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 7.14% |
TM Toyota Motor Corporation | Consumer Cyclical | 7.14% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 23, 2025, the test1 returned 33.16% Year-To-Date and 21.41% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| test1 | 32.80% | 9.53% | 33.53% | 34.78% | 38.47% | 21.55% |
| Portfolio components: | ||||||
TM Toyota Motor Corporation | -6.33% | -2.31% | 4.53% | -14.72% | 11.87% | 5.80% |
RHM.DE Rheinmetall AG | 218.48% | 29.54% | 215.79% | 253.80% | 96.66% | 47.04% |
AIR.PA Airbus SE | 14.12% | 14.50% | 27.22% | 5.96% | 26.47% | 11.68% |
SOXX iShares PHLX Semiconductor ETF | -5.88% | 10.67% | -6.03% | -14.53% | 21.01% | 21.46% |
AMZN Amazon.com, Inc. | -8.39% | 7.75% | 1.96% | 11.20% | 10.53% | 25.18% |
GOOG Alphabet Inc | -10.85% | 5.03% | 2.04% | -3.37% | 19.30% | 20.40% |
MSFT Microsoft Corporation | 7.21% | 16.45% | 8.37% | 5.46% | 20.69% | 27.26% |
ERJ Embraer S.A. | 29.60% | 6.61% | 21.89% | 63.25% | 59.19% | 4.69% |
BAB.L Babcock International Group plc | 95.23% | 15.32% | 86.35% | 74.63% | 20.94% | -1.33% |
CSL Carlisle Companies Incorporated | 5.43% | 1.68% | -13.52% | -8.70% | 28.81% | 16.27% |
LRCX Lam Research Corporation | 12.56% | 14.33% | 12.27% | -15.56% | 26.91% | 27.86% |
SAN Banco Santander, S.A. | 76.21% | 13.01% | 76.59% | 60.94% | 36.13% | 5.55% |
1211.HK BYD Co Ltd-H | 73.14% | 18.05% | 78.77% | 124.99% | 61.18% | 24.09% |
AGRO Adecoagro S.A. | 2.70% | -17.16% | -12.91% | -1.17% | 21.10% | 0.78% |
Monthly Returns
The table below presents the monthly returns of test1, 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 | 6.90% | 6.84% | 3.32% | 2.67% | 9.61% | 32.80% | |||||||
| 2024 | 1.65% | 9.76% | 10.53% | -2.70% | 4.56% | -1.20% | 0.44% | 1.69% | 1.04% | -2.48% | 3.65% | -0.58% | 28.56% |
| 2023 | 13.09% | -0.85% | 6.83% | 0.52% | 2.81% | 7.10% | 8.53% | -1.32% | -3.66% | -1.24% | 10.30% | 4.01% | 54.99% |
| 2022 | -5.11% | 4.72% | 6.35% | -8.10% | 2.62% | -8.57% | 6.22% | -4.81% | -12.00% | 4.09% | 8.69% | -4.19% | -12.11% |
| 2021 | -0.67% | 7.25% | 0.60% | 8.93% | 6.00% | 3.11% | -0.27% | 6.29% | -3.83% | 3.40% | -2.10% | 4.17% | 37.15% |
| 2020 | -1.34% | -7.59% | -19.09% | 5.86% | 1.83% | 7.41% | 3.95% | 5.01% | -2.21% | 0.68% | 24.95% | 6.18% | 21.78% |
| 2019 | 9.08% | 3.30% | -0.44% | 8.19% | -9.04% | 6.87% | 1.98% | -4.17% | 3.09% | 3.34% | 2.02% | 7.05% | 34.16% |
| 2018 | 8.55% | -2.21% | -2.98% | -0.56% | 1.13% | -1.66% | 3.06% | -1.17% | -0.36% | -8.50% | 2.61% | -7.42% | -10.16% |
| 2017 | 5.77% | 1.68% | 2.25% | 3.27% | 3.40% | -3.04% | 4.12% | 0.56% | 9.09% | 3.52% | 0.17% | 1.21% | 36.50% |
| 2016 | -6.42% | -0.11% | 5.35% | -1.99% | 2.46% | -4.73% | 5.69% | 2.76% | 0.81% | 1.57% | 0.29% | -0.02% | 5.07% |
| 2015 | -2.68% | 8.86% | 0.00% | 5.40% | 2.76% | -3.40% | 0.24% | -4.54% | -2.18% | 13.45% | 2.33% | -0.29% | 20.11% |
| 2014 | -3.95% | 3.20% | 3.38% | -1.40% | 1.68% | -1.80% | -1.04% | 1.49% | -6.19% | -4.94% |
Expense Ratio
test1 has an expense ratio of 0.03%, 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
With an overall rank of 93, test1 is among the top 7% 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.
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 | |
|---|---|---|---|---|---|
TM Toyota Motor Corporation | -0.46 | -0.57 | 0.93 | -0.41 | -1.13 |
RHM.DE Rheinmetall AG | 5.20 | 5.45 | 1.75 | 14.32 | 33.82 |
AIR.PA Airbus SE | 0.15 | 0.57 | 1.08 | 0.33 | 0.79 |
SOXX iShares PHLX Semiconductor ETF | -0.29 | -0.14 | 0.98 | -0.31 | -0.68 |
AMZN Amazon.com, Inc. | 0.32 | 0.80 | 1.10 | 0.45 | 1.17 |
GOOG Alphabet Inc | -0.08 | 0.12 | 1.02 | -0.07 | -0.15 |
MSFT Microsoft Corporation | 0.24 | 0.71 | 1.09 | 0.39 | 0.86 |
ERJ Embraer S.A. | 1.34 | 2.32 | 1.29 | 2.18 | 7.35 |
BAB.L Babcock International Group plc | 2.12 | 2.78 | 1.36 | 1.04 | 8.00 |
CSL Carlisle Companies Incorporated | -0.25 | -0.09 | 0.99 | -0.20 | -0.39 |
LRCX Lam Research Corporation | -0.27 | 0.02 | 1.00 | -0.26 | -0.42 |
SAN Banco Santander, S.A. | 1.80 | 2.21 | 1.32 | 1.65 | 7.62 |
1211.HK BYD Co Ltd-H | 2.63 | 2.91 | 1.43 | 3.13 | 10.41 |
AGRO Adecoagro S.A. | -0.02 | 0.25 | 1.03 | -0.00 | -0.01 |
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Dividends
Dividend yield
test1 provided a 1.10% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.10% | 1.37% | 1.14% | 1.33% | 0.74% | 1.15% | 1.59% | 1.95% | 1.56% | 1.48% | 1.70% | 1.73% |
| Portfolio components: | ||||||||||||
TM Toyota Motor Corporation | 1.43% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% |
RHM.DE Rheinmetall AG | 0.45% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% |
AIR.PA Airbus SE | 1.91% | 1.81% | 1.29% | 1.35% | 0.00% | 0.00% | 1.26% | 1.79% | 1.63% | 2.07% | 1.94% | 1.81% |
SOXX iShares PHLX Semiconductor ETF | 0.73% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
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% |
GOOG Alphabet Inc | 0.47% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
ERJ Embraer S.A. | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.68% | 1.63% | 0.59% | 0.76% | 1.54% |
BAB.L Babcock International Group plc | 0.59% | 1.06% | 0.43% | 0.00% | 0.00% | 0.00% | 4.78% | 6.08% | 4.04% | 2.75% | 2.38% | 2.07% |
CSL Carlisle Companies Incorporated | 1.03% | 1.00% | 1.02% | 1.09% | 0.86% | 1.31% | 1.11% | 1.53% | 1.27% | 1.18% | 1.24% | 1.04% |
LRCX Lam Research Corporation | 1.10% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% |
SAN Banco Santander, S.A. | 2.94% | 4.61% | 3.65% | 3.78% | 2.59% | 3.76% | 5.97% | 5.59% | 5.05% | 4.13% | 9.14% | 9.36% |
1211.HK BYD Co Ltd-H | 0.24% | 0.43% | 0.20% | 0.02% | 0.02% | 0.01% | 0.20% | 0.12% | 0.10% | 0.34% | 0.00% | 0.07% |
AGRO Adecoagro S.A. | 3.67% | 3.63% | 2.95% | 3.83% | 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 test1. 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 test1 was 37.61%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
The current test1 drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.61% | Feb 13, 2020 | 28 | Mar 23, 2020 | 164 | Nov 9, 2020 | 192 |
| -25.94% | Apr 5, 2022 | 138 | Oct 14, 2022 | 151 | May 17, 2023 | 289 |
| -22.03% | Jan 29, 2018 | 235 | Dec 24, 2018 | 149 | Jul 24, 2019 | 384 |
| -15.58% | Dec 30, 2015 | 31 | Feb 11, 2016 | 131 | Aug 15, 2016 | 162 |
| -15.51% | Mar 20, 2025 | 13 | Apr 7, 2025 | 22 | May 8, 2025 | 35 |
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 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | 1211.HK | BAB.L | AGRO | RHM.DE | ERJ | AIR.PA | CSL | TM | SAN | AMZN | MSFT | GOOG | LRCX | SOXX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.12 | 0.24 | 0.31 | 0.28 | 0.44 | 0.38 | 0.60 | 0.54 | 0.52 | 0.64 | 0.75 | 0.70 | 0.66 | 0.77 | 0.80 |
| 1211.HK | 0.12 | 1.00 | 0.10 | 0.08 | 0.13 | 0.06 | 0.13 | 0.07 | 0.11 | 0.08 | 0.10 | 0.08 | 0.12 | 0.09 | 0.12 | 0.33 |
| BAB.L | 0.24 | 0.10 | 1.00 | 0.15 | 0.31 | 0.19 | 0.34 | 0.21 | 0.22 | 0.33 | 0.12 | 0.12 | 0.13 | 0.14 | 0.17 | 0.42 |
| AGRO | 0.31 | 0.08 | 0.15 | 1.00 | 0.20 | 0.29 | 0.21 | 0.23 | 0.21 | 0.29 | 0.18 | 0.20 | 0.20 | 0.20 | 0.23 | 0.45 |
| RHM.DE | 0.28 | 0.13 | 0.31 | 0.20 | 1.00 | 0.20 | 0.47 | 0.26 | 0.27 | 0.31 | 0.13 | 0.17 | 0.17 | 0.22 | 0.23 | 0.49 |
| ERJ | 0.44 | 0.06 | 0.19 | 0.29 | 0.20 | 1.00 | 0.28 | 0.31 | 0.32 | 0.39 | 0.26 | 0.27 | 0.30 | 0.33 | 0.36 | 0.56 |
| AIR.PA | 0.38 | 0.13 | 0.34 | 0.21 | 0.47 | 0.28 | 1.00 | 0.32 | 0.30 | 0.42 | 0.20 | 0.22 | 0.24 | 0.26 | 0.29 | 0.55 |
| CSL | 0.60 | 0.07 | 0.21 | 0.23 | 0.26 | 0.31 | 0.32 | 1.00 | 0.37 | 0.42 | 0.31 | 0.37 | 0.34 | 0.41 | 0.46 | 0.57 |
| TM | 0.54 | 0.11 | 0.22 | 0.21 | 0.27 | 0.32 | 0.30 | 0.37 | 1.00 | 0.44 | 0.33 | 0.37 | 0.38 | 0.39 | 0.45 | 0.57 |
| SAN | 0.52 | 0.08 | 0.33 | 0.29 | 0.31 | 0.39 | 0.42 | 0.42 | 0.44 | 1.00 | 0.26 | 0.30 | 0.33 | 0.33 | 0.39 | 0.61 |
| AMZN | 0.64 | 0.10 | 0.12 | 0.18 | 0.13 | 0.26 | 0.20 | 0.31 | 0.33 | 0.26 | 1.00 | 0.64 | 0.67 | 0.47 | 0.55 | 0.58 |
| MSFT | 0.75 | 0.08 | 0.12 | 0.20 | 0.17 | 0.27 | 0.22 | 0.37 | 0.37 | 0.30 | 0.64 | 1.00 | 0.68 | 0.55 | 0.63 | 0.61 |
| GOOG | 0.70 | 0.12 | 0.13 | 0.20 | 0.17 | 0.30 | 0.24 | 0.34 | 0.38 | 0.33 | 0.67 | 0.68 | 1.00 | 0.50 | 0.57 | 0.63 |
| LRCX | 0.66 | 0.09 | 0.14 | 0.20 | 0.22 | 0.33 | 0.26 | 0.41 | 0.39 | 0.33 | 0.47 | 0.55 | 0.50 | 1.00 | 0.84 | 0.66 |
| SOXX | 0.77 | 0.12 | 0.17 | 0.23 | 0.23 | 0.36 | 0.29 | 0.46 | 0.45 | 0.39 | 0.55 | 0.63 | 0.57 | 0.84 | 1.00 | 0.72 |
| Portfolio | 0.80 | 0.33 | 0.42 | 0.45 | 0.49 | 0.56 | 0.55 | 0.57 | 0.57 | 0.61 | 0.58 | 0.61 | 0.63 | 0.66 | 0.72 | 1.00 |