Top Ten Equal
US
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
AVGO Broadcom Inc. | Technology | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top Ten Equal, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 19, 2024, the Top Ten Equal returned 41.02% Year-To-Date and 36.01% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Top Ten Equal | 41.02% | -1.72% | 16.22% | 59.31% | 46.15% | 36.22% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.73% | 73.96% |
MSFT Microsoft Corporation | 15.19% | 1.41% | 0.70% | 35.31% | 26.53% | 26.81% |
AAPL Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 33.27% | 25.74% |
AMZN Amazon.com, Inc. | 22.70% | 4.22% | 4.65% | 37.80% | 15.79% | 27.72% |
GOOGL Alphabet Inc. | 14.69% | -4.28% | 8.54% | 19.79% | 21.16% | 18.33% |
META Meta Platforms, Inc. | 52.44% | 2.23% | 6.15% | 80.05% | 23.28% | 21.57% |
LLY Eli Lilly and Company | 56.00% | -4.74% | 17.85% | 59.93% | 53.01% | 32.56% |
AVGO Broadcom Inc. | 45.91% | -2.58% | 20.31% | 97.00% | 45.89% | 38.14% |
TSLA Tesla, Inc. | -8.56% | 2.76% | 31.47% | -13.48% | 70.13% | 29.92% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 62.60% | -2.41% | 20.78% | 94.63% | 33.44% | 26.69% |
Monthly Returns
The table below presents the monthly returns of Top Ten Equal, 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 | 3.94% | 12.53% | 2.82% | -1.53% | 7.55% | 11.10% | -1.93% | 1.89% | 41.02% | ||||
| 2023 | 17.07% | 3.59% | 11.91% | 1.02% | 16.11% | 8.52% | 3.59% | 1.27% | -5.69% | -1.58% | 11.12% | 5.44% | 97.09% |
| 2022 | -8.21% | -5.87% | 7.81% | -14.32% | -0.94% | -9.82% | 13.26% | -6.69% | -10.51% | -2.72% | 9.81% | -9.19% | -34.59% |
| 2021 | 5.09% | -0.40% | -0.30% | 6.48% | -0.27% | 8.84% | 2.48% | 6.13% | -5.76% | 12.10% | 4.85% | 1.94% | 48.13% |
| 2020 | 7.92% | -3.42% | -7.63% | 19.34% | 5.58% | 10.75% | 12.45% | 19.06% | -6.07% | -3.23% | 12.77% | 8.09% | 99.29% |
| 2019 | 6.84% | 2.64% | 5.56% | 3.17% | -12.11% | 8.67% | 3.98% | -1.76% | 2.36% | 9.25% | 5.14% | 8.37% | 48.46% |
| 2018 | 10.01% | -1.54% | -5.80% | 1.26% | 6.78% | 1.86% | 2.33% | 7.20% | -0.54% | -7.24% | -1.40% | -5.67% | 5.79% |
| 2017 | 8.09% | 3.20% | 4.69% | 3.09% | 8.27% | -0.67% | 3.55% | 3.37% | -0.27% | 7.81% | 0.22% | -0.98% | 47.87% |
| 2016 | -6.38% | -1.80% | 10.25% | -2.28% | 6.48% | -0.69% | 9.43% | 1.23% | 3.66% | -0.53% | -0.48% | 5.23% | 25.28% |
| 2015 | 0.15% | 8.26% | -2.18% | 4.95% | 4.76% | -1.15% | 4.83% | -2.88% | 1.34% | 7.89% | 4.87% | 1.79% | 36.98% |
| 2014 | 2.47% | 11.23% | -2.89% | -0.36% | 4.47% | 3.94% | -1.33% | 8.45% | -0.79% | 1.07% | 5.23% | -3.04% | 31.11% |
| 2013 | 5.31% | -0.75% | 1.07% | 7.04% | 13.04% | 0.73% | 9.22% | 5.09% | 7.81% | 4.30% | 0.51% | 5.35% | 75.94% |
Expense Ratio
Top Ten Equal 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 rank of Top Ten Equal is 67, 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.10 | 3.40 | 1.43 | 5.94 | 18.70 |
MSFT Microsoft Corporation | 1.62 | 2.14 | 1.28 | 2.07 | 6.33 |
AAPL Apple Inc | 1.08 | 1.66 | 1.21 | 1.44 | 3.39 |
AMZN Amazon.com, Inc. | 1.24 | 1.78 | 1.23 | 0.99 | 6.11 |
GOOGL Alphabet Inc. | 0.57 | 0.91 | 1.13 | 0.73 | 2.09 |
META Meta Platforms, Inc. | 2.10 | 2.98 | 1.40 | 3.13 | 12.67 |
LLY Eli Lilly and Company | 1.93 | 2.69 | 1.35 | 3.12 | 11.47 |
AVGO Broadcom Inc. | 2.06 | 2.68 | 1.35 | 3.71 | 11.49 |
TSLA Tesla, Inc. | -0.27 | -0.04 | 1.00 | -0.23 | -0.62 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.49 | 3.14 | 1.40 | 2.45 | 13.56 |
Dividends
Dividend yield
Top Ten Equal granted a 0.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Top Ten Equal | 0.49% | 0.55% | 0.84% | 0.63% | 0.81% | 1.15% | 1.25% | 1.03% | 1.16% | 1.15% | 1.17% | 1.44% |
| 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% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
AMZN Amazon.com, 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% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.30% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
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 Top Ten Equal. 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 Ten Equal was 39.84%, occurring on Nov 3, 2022. Recovery took 140 trading sessions.
The current Top Ten Equal drawdown is 8.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.84% | Jan 4, 2022 | 211 | Nov 3, 2022 | 140 | May 26, 2023 | 351 |
| -31.81% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -21.83% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -18.37% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -17.2% | Dec 30, 2015 | 28 | Feb 9, 2016 | 36 | Apr 1, 2016 | 64 |
Volatility
Volatility Chart
The current Top Ten Equal volatility is 8.20%, 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
| LLY | TSLA | TSM | META | AAPL | AVGO | NVDA | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.14 | 0.19 | 0.25 | 0.24 | 0.25 | 0.23 | 0.26 | 0.29 | 0.33 |
| TSLA | 0.14 | 1.00 | 0.34 | 0.33 | 0.37 | 0.38 | 0.39 | 0.39 | 0.36 | 0.36 |
| TSM | 0.19 | 0.34 | 1.00 | 0.37 | 0.46 | 0.56 | 0.56 | 0.42 | 0.45 | 0.47 |
| META | 0.25 | 0.33 | 0.37 | 1.00 | 0.45 | 0.43 | 0.47 | 0.56 | 0.60 | 0.50 |
| AAPL | 0.24 | 0.37 | 0.46 | 0.45 | 1.00 | 0.52 | 0.48 | 0.50 | 0.54 | 0.56 |
| AVGO | 0.25 | 0.38 | 0.56 | 0.43 | 0.52 | 1.00 | 0.59 | 0.46 | 0.46 | 0.52 |
| NVDA | 0.23 | 0.39 | 0.56 | 0.47 | 0.48 | 0.59 | 1.00 | 0.51 | 0.51 | 0.56 |
| AMZN | 0.26 | 0.39 | 0.42 | 0.56 | 0.50 | 0.46 | 0.51 | 1.00 | 0.65 | 0.60 |
| GOOGL | 0.29 | 0.36 | 0.45 | 0.60 | 0.54 | 0.46 | 0.51 | 0.65 | 1.00 | 0.65 |
| MSFT | 0.33 | 0.36 | 0.47 | 0.50 | 0.56 | 0.52 | 0.56 | 0.60 | 0.65 | 1.00 |