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TOP PERFORMERS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FRHC 25%SMCI 25%CELH 25%NVDA 25%EquityEquity
PositionCategory/SectorWeight
CELH
Celsius Holdings, Inc.
Consumer Defensive
25%
FRHC
Freedom Holding Corp.
Financial Services
25%
NVDA
NVIDIA Corporation
Technology
25%
SMCI
Super Micro Computer, Inc.
Technology
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TOP PERFORMERS, 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


-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-15.38%
9.66%
TOP PERFORMERS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
TOP PERFORMERS63.37%0.17%-15.38%66.86%93.88%N/A
FRHC
Freedom Holding Corp.
59.95%9.75%62.41%62.31%54.52%N/A
SMCI
Super Micro Computer, Inc.
13.98%-2.26%-60.82%11.83%68.64%24.50%
CELH
Celsius Holdings, Inc.
-50.94%-8.73%-55.25%-46.54%77.39%66.37%
NVDA
NVIDIA Corporation
182.10%-1.60%18.27%186.09%88.32%76.08%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202425.88%40.60%9.78%-9.24%11.23%-2.69%-6.44%-9.61%-2.55%-2.49%4.94%63.37%
20237.18%14.35%8.63%2.00%46.42%9.82%10.06%8.90%-9.76%-8.39%6.48%4.61%140.97%
2022-17.40%4.69%-2.19%-12.26%11.69%-9.91%27.66%7.82%-15.28%12.78%23.04%-9.33%9.56%
20210.46%7.72%-1.89%5.24%5.18%17.55%-1.91%7.56%0.11%8.43%4.70%0.73%66.86%
20208.27%4.26%-14.45%12.34%33.65%14.86%11.67%18.76%4.23%-5.31%32.75%29.50%274.78%
20199.67%5.54%11.19%1.59%-9.91%13.06%2.64%-1.42%-3.48%9.81%13.71%4.58%69.81%
201811.41%-2.39%-10.10%3.40%11.58%-2.28%-3.96%5.40%1.05%-15.52%-0.47%-11.74%-16.33%
201723.74%26.41%-0.23%56.06%

Expense Ratio

TOP PERFORMERS 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TOP PERFORMERS is 29, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TOP PERFORMERS is 2929
Overall Rank
The Sharpe Ratio Rank of TOP PERFORMERS is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of TOP PERFORMERS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of TOP PERFORMERS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of TOP PERFORMERS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of TOP PERFORMERS is 1313
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.


Sharpe ratio
The chart of Sharpe ratio for TOP PERFORMERS, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.001.352.07
The chart of Sortino ratio for TOP PERFORMERS, currently valued at 2.03, compared to the broader market-6.00-4.00-2.000.002.004.006.002.032.76
The chart of Omega ratio for TOP PERFORMERS, currently valued at 1.26, compared to the broader market0.400.600.801.001.201.401.601.801.261.39
The chart of Calmar ratio for TOP PERFORMERS, currently valued at 1.92, compared to the broader market0.002.004.006.008.0010.0012.001.923.05
The chart of Martin ratio for TOP PERFORMERS, currently valued at 3.58, compared to the broader market0.0010.0020.0030.0040.003.5813.27
TOP PERFORMERS
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FRHC
Freedom Holding Corp.
2.062.821.351.716.23
SMCI
Super Micro Computer, Inc.
0.051.011.130.080.15
CELH
Celsius Holdings, Inc.
-0.75-1.000.88-0.64-1.02
NVDA
NVIDIA Corporation
3.543.701.476.8521.16

The current TOP PERFORMERS Sharpe ratio is 1.35. 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 1.34 to 2.19, 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 TOP PERFORMERS 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.35
2.07
TOP PERFORMERS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TOP PERFORMERS provided a 0.00% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.00%0.01%0.03%0.01%0.03%0.07%0.11%0.07%0.11%0.30%0.42%0.49%
FRHC
Freedom Holding 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%
SMCI
Super Micro Computer, 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.64%
-1.91%
TOP PERFORMERS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TOP PERFORMERS. 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 TOP PERFORMERS was 36.56%, occurring on Mar 16, 2020. Recovery took 44 trading sessions.

The current TOP PERFORMERS drawdown is 24.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.56%Feb 21, 202017Mar 16, 202044May 18, 202061
-36.18%Nov 8, 2021153Jun 16, 202243Aug 18, 2022196
-35.66%Jun 13, 2018135Dec 24, 2018217Nov 4, 2019352
-33.35%Mar 14, 2024172Nov 15, 2024
-27.38%Aug 26, 202235Oct 14, 202228Nov 23, 202263

Volatility

Volatility Chart

The current TOP PERFORMERS volatility is 10.23%, 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.23%
3.82%
TOP PERFORMERS
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.

FRHCCELHSMCINVDA
FRHC1.000.250.210.37
CELH0.251.000.260.32
SMCI0.210.261.000.41
NVDA0.370.320.411.00
The correlation results are calculated based on daily price changes starting from Oct 4, 2017
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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