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Best performing companies over - 10 years
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best performing companies over - 10 years, 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.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
10,771.10%
305.47%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of Apr 26, 2025, the Best performing companies over - 10 years returned -6.16% Year-To-Date and 41.90% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
Best performing companies over - 10 years-6.16%1.12%-5.50%-4.09%57.86%41.90%
CELH
Celsius Holdings, Inc.
39.48%5.27%16.05%-48.72%89.96%43.66%
NVDA
NVIDIA Corporation
-17.33%-2.42%-21.56%34.39%72.99%70.63%
AMD
Advanced Micro Devices, Inc.
-19.99%-12.29%-38.14%-37.15%11.49%45.39%
TSLA
Tesla, Inc.
-29.44%4.74%5.85%67.44%42.71%34.01%
AVGO
Broadcom Inc.
-16.80%7.27%11.80%50.38%52.66%35.81%
CDNS
Cadence Design Systems, Inc.
-3.60%9.95%12.57%4.53%29.26%31.11%
BLDR
Builders FirstSource, Inc.
-15.10%-5.92%-32.88%-34.50%52.63%25.04%
FICO
Fair Isaac Corporation
-1.94%3.46%-2.38%63.56%45.57%36.03%
PANW
Palo Alto Networks, Inc.
-1.64%-3.23%-2.31%23.95%41.00%21.55%
TPL
Texas Pacific Land Corporation
20.81%-1.78%21.81%129.80%54.16%40.65%
*Annualized

Monthly Returns

The table below presents the monthly returns of Best performing companies over - 10 years, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-4.19%-4.05%-2.04%4.21%-6.16%
2024-1.24%36.04%3.20%-9.13%12.79%-7.30%-6.20%-5.01%-0.29%3.00%8.21%-2.53%27.13%
20237.12%0.93%5.61%-3.47%26.80%15.89%1.71%17.08%-10.00%-9.75%6.72%8.61%81.56%
2022-20.70%7.76%4.23%-15.82%6.75%-9.22%28.99%1.75%-10.27%0.00%12.86%-12.28%-15.28%
20215.29%1.87%-5.72%9.65%2.06%12.97%-3.29%11.38%2.71%18.39%-4.80%-0.20%59.10%
20208.52%-0.38%-17.91%24.85%18.94%12.51%18.85%32.13%-2.01%-8.25%34.20%24.76%250.50%
201912.83%3.92%7.05%1.24%-12.03%12.54%4.91%-6.40%-2.89%7.24%13.52%8.27%58.13%
201813.41%-3.20%-8.69%4.88%7.51%0.35%-0.70%9.93%-0.25%-12.88%-7.17%-7.82%-7.93%
201712.24%3.28%3.68%2.64%7.29%3.59%2.07%8.82%4.82%1.63%-1.27%0.75%61.36%
2016-11.07%0.10%17.21%2.07%3.82%-2.53%6.77%2.18%3.13%-0.85%8.36%6.69%39.00%
2015-1.54%14.15%0.26%21.52%5.37%4.73%-1.51%-8.51%2.07%-4.20%4.83%1.70%41.94%
20147.17%20.18%0.18%-2.44%3.60%6.38%-5.29%13.94%-6.80%-0.85%3.24%-3.38%38.01%

Expense Ratio

Best performing companies over - 10 years 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

The current rank of Best performing companies over - 10 years is 6, meaning it’s performing worse than 94% of other 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 Best performing companies over - 10 years is 66
Overall Rank
The Sharpe Ratio Rank of Best performing companies over - 10 years is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of Best performing companies over - 10 years is 77
Sortino Ratio Rank
The Omega Ratio Rank of Best performing companies over - 10 years is 77
Omega Ratio Rank
The Calmar Ratio Rank of Best performing companies over - 10 years is 44
Calmar Ratio Rank
The Martin Ratio Rank of Best performing companies over - 10 years is 66
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.


The chart of Sharpe ratio for Portfolio, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00
Portfolio: -0.08
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.18
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.02, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.02
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at -0.09, compared to the broader market0.002.004.006.00
Portfolio: -0.09
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at -0.16, compared to the broader market0.005.0010.0015.0020.00
Portfolio: -0.16
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CELH
Celsius Holdings, Inc.
-0.73-1.020.89-0.63-0.81
NVDA
NVIDIA Corporation
0.581.161.140.942.47
AMD
Advanced Micro Devices, Inc.
-0.68-0.830.90-0.58-1.30
TSLA
Tesla, Inc.
1.302.131.251.604.27
AVGO
Broadcom Inc.
0.891.621.211.363.89
CDNS
Cadence Design Systems, Inc.
0.070.391.050.100.19
BLDR
Builders FirstSource, Inc.
-0.76-0.930.88-0.76-1.51
FICO
Fair Isaac Corporation
1.872.401.322.164.90
PANW
Palo Alto Networks, Inc.
0.611.081.130.822.55
TPL
Texas Pacific Land Corporation
2.332.821.423.518.17

The current Best performing companies over - 10 years Sharpe ratio is -0.08. 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 0.39 to 0.88, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Best performing companies over - 10 years 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.08
0.46
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Best performing companies over - 10 years provided a 0.24% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.24%0.25%0.26%0.45%0.32%0.67%0.46%0.43%0.25%0.21%0.26%0.33%
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
0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
AMD
Advanced Micro Devices, 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%
TSLA
Tesla, 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%
AVGO
Broadcom Inc.
1.16%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
CDNS
Cadence Design Systems, 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%
BLDR
Builders FirstSource, 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%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%0.11%
PANW
Palo Alto Networks, 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%
TPL
Texas Pacific Land Corporation
1.16%1.58%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%

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%NovemberDecember2025FebruaryMarchApril
-22.79%
-10.07%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Best performing companies over - 10 years. 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 Best performing companies over - 10 years was 46.47%, occurring on Mar 18, 2020. Recovery took 50 trading sessions.

The current Best performing companies over - 10 years drawdown is 22.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.47%Feb 20, 202020Mar 18, 202050May 29, 202070
-42.73%Nov 8, 2021126May 9, 2022263May 25, 2023389
-34.47%Sep 17, 201869Dec 24, 2018220Nov 7, 2019289
-33.38%May 28, 2024217Apr 8, 2025
-29.49%Jun 23, 2015163Feb 12, 201671May 25, 2016234

Volatility

Volatility Chart

The current Best performing companies over - 10 years volatility is 20.72%, 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%20.00%NovemberDecember2025FebruaryMarchApril
20.72%
14.23%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.00
Effective Assets: 10.00

The portfolio contains 10 assets, with an effective number of assets of 10.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTPLCELHBLDRTSLAPANWFICOAMDAVGOCDNSNVDAPortfolio
^GSPC1.000.310.240.530.450.490.600.510.640.660.610.65
TPL0.311.000.100.210.150.150.190.170.200.200.200.32
CELH0.240.101.000.190.170.170.160.180.170.210.200.60
BLDR0.530.210.191.000.280.300.390.310.360.370.330.46
TSLA0.450.150.170.281.000.360.280.350.380.370.390.64
PANW0.490.150.170.300.361.000.420.340.410.480.430.51
FICO0.600.190.160.390.280.421.000.380.430.530.440.48
AMD0.510.170.180.310.350.340.381.000.470.480.610.55
AVGO0.640.200.170.360.380.410.430.471.000.560.590.58
CDNS0.660.200.210.370.370.480.530.480.561.000.580.58
NVDA0.610.200.200.330.390.430.440.610.590.581.000.66
Portfolio0.650.320.600.460.640.510.480.550.580.580.661.00
The correlation results are calculated based on daily price changes starting from Jul 23, 2012