Nvidia
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nvidia, 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 Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Jul 25, 2024, the Nvidia returned 130.74% Year-To-Date and 75.22% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Nvidia | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.33% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.33% |
Monthly Returns
The table below presents the monthly returns of Nvidia, 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 | 24.24% | 28.58% | 14.22% | -4.38% | 26.89% | 12.69% | 130.74% | ||||||
| 2023 | 33.69% | 18.83% | 19.67% | -0.10% | 36.34% | 11.82% | 10.47% | 5.62% | -11.86% | -6.25% | 14.69% | 5.89% | 239.02% |
| 2022 | -16.75% | -0.41% | 11.92% | -32.03% | 0.67% | -18.80% | 19.82% | -16.90% | -19.55% | 11.19% | 25.42% | -13.64% | -50.26% |
| 2021 | -0.50% | 5.58% | -2.64% | 12.45% | 8.23% | 23.16% | -2.52% | 14.82% | -7.46% | 23.42% | 27.81% | -9.98% | 125.48% |
| 2020 | 0.48% | 14.30% | -2.40% | 10.88% | 21.47% | 7.06% | 11.76% | 26.00% | 1.20% | -7.36% | 6.92% | -2.56% | 122.30% |
| 2019 | 7.68% | 7.42% | 16.40% | 0.80% | -25.07% | 21.24% | 2.73% | -0.62% | 3.92% | 15.48% | 7.90% | 8.56% | 76.94% |
| 2018 | 27.03% | -1.48% | -4.30% | -2.89% | 12.20% | -6.06% | 3.36% | 14.69% | 0.12% | -24.98% | -22.40% | -18.32% | -30.81% |
| 2017 | 2.29% | -6.93% | 7.34% | -4.25% | 38.54% | 0.14% | 12.42% | 4.36% | 5.51% | 15.68% | -2.88% | -3.59% | 81.99% |
| 2016 | -11.13% | 7.46% | 13.62% | -0.29% | 31.85% | 0.62% | 21.47% | 7.62% | 11.70% | 3.85% | 29.76% | 15.77% | 227.00% |
| 2015 | -4.20% | 15.29% | -5.14% | 6.07% | 0.15% | -9.13% | -0.80% | 13.15% | 9.66% | 15.09% | 12.24% | 3.90% | 67.09% |
| 2014 | -1.98% | 17.58% | -2.55% | 3.11% | 3.36% | -2.43% | -5.60% | 11.62% | -5.14% | 5.89% | 7.77% | -4.39% | 27.36% |
| 2013 | 0.00% | 3.89% | 1.36% | 7.32% | 5.63% | -2.96% | 2.81% | 2.70% | 5.49% | -2.38% | 3.25% | 2.69% | 33.53% |
Expense Ratio
Nvidia 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 risk-adjusted rank of Nvidia is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
Dividends
Dividend yield
Nvidia granted a 0.02% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nvidia | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
| Portfolio components: | ||||||||||||
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Nvidia. 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 Nvidia was 89.73%, occurring on Oct 9, 2002. Recovery took 1032 trading sessions.
The current Nvidia drawdown is 15.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -89.73% | Jan 4, 2002 | 193 | Oct 9, 2002 | 1032 | Nov 13, 2006 | 1225 |
| -85.08% | Oct 18, 2007 | 277 | Nov 20, 2008 | 1861 | Apr 15, 2016 | 2138 |
| -67.78% | Jun 22, 2000 | 128 | Dec 21, 2000 | 81 | Apr 20, 2001 | 209 |
| -66.34% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -56.04% | Oct 2, 2018 | 58 | Dec 24, 2018 | 287 | Feb 14, 2020 | 345 |
Volatility
Volatility Chart
The current Nvidia volatility is 16.49%, 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.