2025 QUANT. PROJECTION - 2
2025 NEW PORTFOLIO -META, GOOG, AAPL, NVIDIA,TSLA -SMH, USD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 14.29% |
GOOG Alphabet Inc. | Communication Services | 14.29% |
META Meta Platforms, Inc. | Communication Services | 14.29% |
NVDA NVIDIA Corporation | Technology | 14.29% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 14.29% |
TSLA Tesla, Inc. | Consumer Cyclical | 14.29% |
USD ProShares Ultra Semiconductors | Leveraged Equities, Leveraged | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 QUANT. PROJECTION - 2, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 13, 2024, the 2025 QUANT. PROJECTION - 2 returned 80.08% Year-To-Date and 41.45% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| 2025 QUANT. PROJECTION - 2 | 78.11% | 6.26% | 32.08% | 89.51% | 53.51% | 41.28% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 64.35% | -1.76% | 20.68% | 72.98% | 24.51% | 22.80% |
GOOG Alphabet Inc. | 28.39% | 8.50% | 4.06% | 33.60% | 22.15% | 20.93% |
AAPL Apple Inc | 17.50% | -2.56% | 18.93% | 20.69% | 28.54% | 24.42% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
TSLA Tesla, Inc. | 32.90% | 50.68% | 89.80% | 39.10% | 69.97% | 34.42% |
SMH VanEck Vectors Semiconductor ETF | 41.61% | -5.22% | 5.87% | 54.65% | 32.95% | 28.62% |
USD ProShares Ultra Semiconductors | 155.35% | -2.11% | 34.64% | 201.08% | 59.03% | 47.66% |
Monthly Returns
The table below presents the monthly returns of 2025 QUANT. PROJECTION - 2, 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 | 4.35% | 16.88% | 5.14% | -2.93% | 13.47% | 10.66% | -1.64% | -0.47% | 5.94% | 0.83% | 78.11% | ||
| 2023 | 24.41% | 8.62% | 14.53% | -2.58% | 20.51% | 10.60% | 7.73% | -1.66% | -7.37% | -6.79% | 15.12% | 8.29% | 129.13% |
| 2022 | -11.26% | -7.51% | 7.69% | -19.69% | -1.38% | -15.14% | 18.07% | -9.47% | -14.72% | -2.16% | 14.06% | -14.20% | -48.15% |
| 2021 | 2.68% | 1.33% | 1.99% | 7.41% | 0.05% | 10.52% | 2.04% | 7.07% | -6.16% | 15.04% | 12.07% | -1.63% | 63.88% |
| 2020 | 8.72% | -2.52% | -14.36% | 22.20% | 10.19% | 10.32% | 13.35% | 26.47% | -7.43% | -2.45% | 18.16% | 6.81% | 120.25% |
| 2019 | 9.25% | 4.99% | 4.94% | 4.77% | -17.42% | 13.47% | 6.85% | -3.44% | 3.81% | 12.47% | 6.03% | 11.25% | 67.94% |
| 2018 | 11.49% | -1.15% | -7.94% | -0.70% | 10.14% | 0.22% | -0.37% | 6.78% | -3.99% | -8.58% | -5.14% | -8.86% | -10.22% |
| 2017 | 7.07% | 2.82% | 5.96% | 3.02% | 11.84% | -2.85% | 4.82% | 4.84% | 2.01% | 9.34% | -1.25% | -0.64% | 57.02% |
| 2016 | -8.27% | -0.51% | 13.71% | -3.93% | 9.01% | -2.33% | 13.22% | 2.30% | 4.62% | -0.36% | 3.69% | 6.35% | 41.31% |
| 2015 | -3.12% | 8.04% | -3.32% | 2.56% | 6.10% | -3.81% | 1.23% | -2.54% | 1.18% | 9.52% | 5.74% | -0.45% | 21.89% |
| 2014 | -2.20% | 5.14% | 6.96% | -0.77% | 8.57% | -1.85% | 0.39% | 6.62% | -2.99% | 20.76% |
Expense Ratio
2025 QUANT. PROJECTION - 2 has an expense ratio of 0.19%, which is considered low compared to other funds. 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 rank of 2025 QUANT. PROJECTION - 2 is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 2.13 | 3.04 | 1.42 | 4.16 | 12.93 |
GOOG Alphabet Inc. | 1.35 | 1.87 | 1.25 | 1.59 | 4.04 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.17 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
TSLA Tesla, Inc. | 0.78 | 1.55 | 1.19 | 0.73 | 2.08 |
SMH VanEck Vectors Semiconductor ETF | 1.73 | 2.24 | 1.30 | 2.39 | 6.56 |
USD ProShares Ultra Semiconductors | 2.76 | 2.81 | 1.37 | 4.58 | 12.15 |
Dividends
Dividend yield
2025 QUANT. PROJECTION - 2 provided a 0.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.20% | 0.17% | 0.50% | 0.22% | 0.33% | 1.23% | 1.08% | 0.70% | 1.62% | 1.11% | 1.33% | 1.13% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.26% | 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. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
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% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
USD ProShares Ultra Semiconductors | 0.04% | 0.10% | 0.30% | 0.00% | 0.21% | 1.29% | 1.54% | 0.32% | 7.33% | 0.39% | 3.60% | 0.76% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2025 QUANT. PROJECTION - 2. 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 2025 QUANT. PROJECTION - 2 was 52.07%, occurring on Dec 28, 2022. Recovery took 115 trading sessions.
The current 2025 QUANT. PROJECTION - 2 drawdown is 0.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.07% | Dec 28, 2021 | 253 | Dec 28, 2022 | 115 | Jun 14, 2023 | 368 |
| -41.93% | Feb 20, 2020 | 20 | Mar 18, 2020 | 57 | Jun 9, 2020 | 77 |
| -30.96% | Aug 9, 2018 | 95 | Dec 24, 2018 | 203 | Oct 15, 2019 | 298 |
| -23.57% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
| -20.96% | Dec 7, 2015 | 46 | Feb 11, 2016 | 31 | Mar 29, 2016 | 77 |
Volatility
Volatility Chart
The current 2025 QUANT. PROJECTION - 2 volatility is 8.74%, 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.
Diversification
Asset Correlations Table
| TSLA | META | AAPL | GOOG | NVDA | SMH | USD | |
|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.36 | 0.41 | 0.37 | 0.41 | 0.44 | 0.44 |
| META | 0.36 | 1.00 | 0.51 | 0.65 | 0.50 | 0.53 | 0.54 |
| AAPL | 0.41 | 0.51 | 1.00 | 0.58 | 0.52 | 0.60 | 0.59 |
| GOOG | 0.37 | 0.65 | 0.58 | 1.00 | 0.52 | 0.57 | 0.56 |
| NVDA | 0.41 | 0.50 | 0.52 | 0.52 | 1.00 | 0.80 | 0.84 |
| SMH | 0.44 | 0.53 | 0.60 | 0.57 | 0.80 | 1.00 | 0.96 |
| USD | 0.44 | 0.54 | 0.59 | 0.56 | 0.84 | 0.96 | 1.00 |