brokerage
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EVGO Evgo Inc | Consumer Cyclical | 13.20% |
NVDA NVIDIA Corporation | Technology | 37.10% |
SMR Nuscale Power Corp | Industrials | 30.80% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 18.90% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of SMR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| brokerage | 24.87% | 46.09% | -5.78% | 96.35% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 0.63% | 24.06% | -2.24% | 22.32% | 72.51% | 74.01% |
EVGO Evgo Inc | -2.47% | 43.12% | -39.32% | 89.90% | N/A | N/A |
SMR Nuscale Power Corp | 78.42% | 93.06% | 7.89% | 267.28% | N/A | N/A |
VOO Vanguard S&P 500 ETF | 0.90% | 6.28% | -1.46% | 14.27% | 15.89% | 12.81% |
Monthly Returns
The table below presents the monthly returns of brokerage, 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 | 4.88% | -12.42% | -11.88% | 5.61% | 46.09% | 24.87% | |||||||
| 2024 | 0.93% | 18.52% | 23.91% | -3.57% | 28.95% | 20.28% | 1.74% | -0.37% | 7.60% | 34.33% | 18.61% | -24.55% | 190.65% |
| 2023 | 22.65% | 3.86% | 11.33% | -3.77% | 5.20% | 3.97% | 9.26% | -5.71% | -12.77% | -17.31% | 8.92% | 9.04% | 31.72% |
| 2022 | -9.53% | 2.49% | 9.40% | -20.12% | 1.90% | -11.80% | 29.16% | -7.01% | -15.39% | 3.90% | 8.77% | -11.23% | -25.77% |
| 2021 | 14.02% | -3.95% | -3.58% | 4.57% | 1.37% | 14.40% | -3.09% | -0.31% | -5.54% | 16.49% | 15.49% | -6.65% | 46.77% |
| 2020 | 1.99% | 1.99% |
Expense Ratio
brokerage has an expense ratio of 0.01%, 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 84, brokerage is among the top 16% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.38 | 0.84 | 1.11 | 0.51 | 1.24 |
EVGO Evgo Inc | 0.88 | 2.14 | 1.25 | 0.99 | 2.02 |
SMR Nuscale Power Corp | 2.27 | 2.74 | 1.31 | 4.07 | 7.42 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.04 | 1.15 | 0.68 | 2.58 |
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Dividends
Dividend yield
brokerage provided a 0.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.25% | 0.24% | 0.29% | 0.36% | 0.26% | 0.34% | 0.46% | 0.56% | 0.45% | 0.55% | 0.84% | 0.98% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
EVGO Evgo 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% |
SMR Nuscale Power 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 brokerage. 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 brokerage was 45.96%, occurring on Apr 4, 2025. The portfolio has not yet recovered.
The current brokerage drawdown is 6.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.96% | Nov 25, 2024 | 89 | Apr 4, 2025 | — | — | — |
| -38.14% | Nov 12, 2021 | 230 | Oct 12, 2022 | 167 | Jun 13, 2023 | 397 |
| -34.51% | Jul 19, 2023 | 73 | Oct 30, 2023 | 85 | Mar 4, 2024 | 158 |
| -32.58% | Mar 19, 2024 | 23 | Apr 19, 2024 | 26 | May 28, 2024 | 49 |
| -26.36% | Jul 16, 2024 | 38 | Sep 6, 2024 | 20 | Oct 4, 2024 | 58 |
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 4 assets, with an effective number of assets of 3.50, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SMR | EVGO | NVDA | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.31 | 0.39 | 0.70 | 1.00 | 0.67 |
| SMR | 0.31 | 1.00 | 0.26 | 0.21 | 0.31 | 0.69 |
| EVGO | 0.39 | 0.26 | 1.00 | 0.30 | 0.39 | 0.58 |
| NVDA | 0.70 | 0.21 | 0.30 | 1.00 | 0.69 | 0.73 |
| VOO | 1.00 | 0.31 | 0.39 | 0.69 | 1.00 | 0.67 |
| Portfolio | 0.67 | 0.69 | 0.58 | 0.73 | 0.67 | 1.00 |