NOTHING
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NOTHING, 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 15, 2015, corresponding to the inception date of FTAI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| NOTHING | 59.72% | 2.23% | 31.80% | 62.11% | 29.19% | N/A |
| Portfolio components: | ||||||
^NYA NYSE Composite | 18.77% | 1.55% | 10.38% | 30.07% | 8.37% | 6.30% |
HEI HEICO Corporation | 47.45% | -0.47% | 25.58% | 59.53% | 15.79% | 25.99% |
COST Costco Wholesale Corporation | 42.15% | 5.07% | 20.68% | 66.29% | 27.31% | 23.66% |
SO The Southern Company | 29.54% | -0.71% | 14.20% | 34.72% | 11.74% | 11.27% |
PGR The Progressive Corporation | 64.21% | 2.28% | 22.46% | 63.07% | 32.30% | 28.69% |
SFM Sprouts Farmers Market, Inc. | 204.53% | 26.17% | 92.55% | 257.78% | 49.02% | 16.95% |
WMT Walmart Inc. | 61.81% | 5.13% | 39.79% | 54.06% | 17.64% | 14.12% |
NVR NVR, Inc. | 32.12% | -2.99% | 22.39% | 53.25% | 20.77% | 22.32% |
LMT Lockheed Martin Corporation | 28.38% | -5.56% | 22.75% | 31.73% | 10.95% | 14.93% |
VMFXX Vanguard Federal Money Market Fund | 4.46% | 0.41% | 2.64% | 5.39% | 2.35% | 1.57% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 259.15% | 12.49% | 115.46% | 308.82% | 72.69% | N/A |
LOW Lowe's Companies, Inc. | 25.70% | -0.03% | 18.90% | 43.75% | 21.58% | 18.87% |
HD The Home Depot, Inc. | 20.07% | -0.88% | 21.31% | 43.66% | 14.43% | 18.08% |
LLY Eli Lilly and Company | 43.50% | -10.69% | 10.21% | 40.21% | 51.11% | 31.14% |
Monthly Returns
The table below presents the monthly returns of NOTHING, 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 | 4.88% | 5.95% | 3.12% | 3.51% | 7.07% | 5.06% | 4.35% | 7.60% | 2.85% | 0.07% | 59.72% | ||
| 2023 | 1.65% | 2.47% | 6.97% | 1.94% | 1.66% | 3.60% | -1.50% | 6.65% | 0.56% | 4.72% | -0.07% | 2.81% | 35.98% |
| 2022 | -2.50% | 0.95% | 4.82% | 0.96% | -2.29% | 2.55% | 4.67% | 0.68% | 1.58% | 2.94% | 0.39% | -0.40% | 15.00% |
| 2021 | 0.84% | -3.52% | 5.75% | 0.81% | -0.39% | 2.28% | 0.15% | 0.31% | -1.72% | 0.39% | 5.36% | 6.86% | 17.93% |
| 2020 | 4.92% | -1.34% | 1.67% | 7.39% | 3.55% | 1.00% | 3.39% | 0.69% | 1.99% | -2.29% | -0.81% | 0.61% | 22.36% |
| 2019 | 0.60% | 3.54% | 2.47% | 2.12% | 5.27% | -0.27% | -0.25% | 7.38% | -0.77% | -1.43% | 1.91% | -1.34% | 20.52% |
| 2018 | -1.48% | -0.29% | 0.58% | 2.41% | 0.24% | 1.26% | 1.24% | 6.70% | 1.37% | 0.45% | -0.82% | 0.78% | 12.92% |
| 2017 | 2.05% | 3.69% | 4.25% | 1.11% | 4.32% | -3.07% | 3.44% | 0.46% | 1.49% | 1.92% | 6.40% | 2.05% | 31.64% |
| 2016 | 1.41% | 1.51% | 0.68% | -3.22% | 2.25% | 0.67% | 2.09% | -1.87% | -1.32% | -0.52% | 0.33% | 0.04% | 1.93% |
| 2015 | 1.48% | 0.78% | 2.99% | -0.72% | 3.68% | -3.30% | 2.56% | 5.15% | 13.07% |
Expense Ratio
NOTHING 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 NOTHING is 99, placing it in the top 1% 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 | |
|---|---|---|---|---|---|
^NYA NYSE Composite | 2.61 | 3.61 | 1.47 | 2.89 | 16.38 |
HEI HEICO Corporation | 2.58 | 3.24 | 1.43 | 6.36 | 16.75 |
COST Costco Wholesale Corporation | 3.20 | 3.82 | 1.57 | 6.08 | 15.71 |
SO The Southern Company | 1.91 | 2.80 | 1.34 | 2.65 | 9.38 |
PGR The Progressive Corporation | 3.14 | 4.15 | 1.56 | 9.01 | 23.85 |
SFM Sprouts Farmers Market, Inc. | 7.75 | 9.06 | 2.27 | 27.57 | 97.86 |
WMT Walmart Inc. | 2.81 | 3.71 | 1.58 | 4.88 | 14.31 |
NVR NVR, Inc. | 2.06 | 2.81 | 1.36 | 4.98 | 11.98 |
LMT Lockheed Martin Corporation | 2.01 | 2.79 | 1.42 | 2.15 | 8.37 |
VMFXX Vanguard Federal Money Market Fund | 3.63 | — | — | — | — |
FTAI Fortress Transportation and Infrastructure Investors LLC | 7.41 | 6.12 | 1.87 | 21.86 | 85.26 |
LOW Lowe's Companies, Inc. | 1.76 | 2.48 | 1.31 | 1.81 | 4.88 |
HD The Home Depot, Inc. | 1.93 | 2.61 | 1.32 | 1.64 | 4.65 |
LLY Eli Lilly and Company | 1.27 | 1.87 | 1.25 | 1.93 | 6.59 |
Dividends
Dividend yield
NOTHING provided a 5.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.15% | 5.42% | 3.06% | 2.24% | 2.72% | 3.96% | 3.92% | 2.99% | 2.86% | 2.53% | 2.12% | 1.89% |
| Portfolio components: | ||||||||||||
^NYA NYSE Composite | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HEI HEICO Corporation | 0.08% | 0.11% | 0.12% | 0.12% | 0.12% | 0.12% | 0.14% | 0.08% | 0.22% | 0.28% | 1.02% | 0.80% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
SO The Southern Company | 3.22% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% | 4.89% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
SFM Sprouts Farmers Market, 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% |
WMT Walmart Inc. | 0.97% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
NVR NVR, 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% |
LMT Lockheed Martin Corporation | 2.21% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
VMFXX Vanguard Federal Money Market Fund | 5.24% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% | 0.01% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.73% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 0.00% | 0.00% |
LOW Lowe's Companies, Inc. | 1.64% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
HD The Home Depot, Inc. | 2.17% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
LLY Eli Lilly and Company | 0.60% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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 NOTHING. 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 NOTHING was 8.02%, occurring on Jan 8, 2021. Recovery took 69 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.02% | Oct 14, 2020 | 60 | Jan 8, 2021 | 69 | Apr 20, 2021 | 129 |
| -7.94% | Apr 8, 2022 | 29 | May 19, 2022 | 31 | Jul 6, 2022 | 60 |
| -6.14% | Mar 9, 2020 | 6 | Mar 16, 2020 | 21 | Apr 15, 2020 | 27 |
| -5.78% | Aug 23, 2021 | 33 | Oct 7, 2021 | 32 | Nov 22, 2021 | 65 |
| -5.72% | Aug 15, 2016 | 18 | Sep 8, 2016 | 113 | Feb 21, 2017 | 131 |
Volatility
Volatility Chart
The current NOTHING volatility is 3.46%, 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
| VMFXX | SFM | FTAI | SO | LLY | LMT | WMT | NVR | PGR | HEI | COST | LOW | HD | ^NYA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | -0.00 | 0.01 | 0.01 | -0.01 | -0.02 | -0.03 | -0.03 | -0.00 | 0.00 | -0.02 | -0.02 | -0.00 | -0.03 |
| SFM | -0.00 | 1.00 | 0.14 | 0.13 | 0.14 | 0.15 | 0.28 | 0.16 | 0.18 | 0.17 | 0.31 | 0.26 | 0.26 | 0.28 |
| FTAI | 0.01 | 0.14 | 1.00 | 0.09 | 0.14 | 0.18 | 0.07 | 0.25 | 0.18 | 0.31 | 0.17 | 0.26 | 0.24 | 0.42 |
| SO | 0.01 | 0.13 | 0.09 | 1.00 | 0.22 | 0.28 | 0.30 | 0.22 | 0.27 | 0.18 | 0.25 | 0.20 | 0.24 | 0.29 |
| LLY | -0.01 | 0.14 | 0.14 | 0.22 | 1.00 | 0.22 | 0.24 | 0.16 | 0.29 | 0.18 | 0.29 | 0.23 | 0.25 | 0.36 |
| LMT | -0.02 | 0.15 | 0.18 | 0.28 | 0.22 | 1.00 | 0.27 | 0.24 | 0.39 | 0.44 | 0.27 | 0.28 | 0.31 | 0.43 |
| WMT | -0.03 | 0.28 | 0.07 | 0.30 | 0.24 | 0.27 | 1.00 | 0.23 | 0.30 | 0.20 | 0.55 | 0.34 | 0.39 | 0.38 |
| NVR | -0.03 | 0.16 | 0.25 | 0.22 | 0.16 | 0.24 | 0.23 | 1.00 | 0.25 | 0.36 | 0.29 | 0.47 | 0.46 | 0.47 |
| PGR | -0.00 | 0.18 | 0.18 | 0.27 | 0.29 | 0.39 | 0.30 | 0.25 | 1.00 | 0.33 | 0.32 | 0.31 | 0.33 | 0.46 |
| HEI | 0.00 | 0.17 | 0.31 | 0.18 | 0.18 | 0.44 | 0.20 | 0.36 | 0.33 | 1.00 | 0.29 | 0.34 | 0.34 | 0.56 |
| COST | -0.02 | 0.31 | 0.17 | 0.25 | 0.29 | 0.27 | 0.55 | 0.29 | 0.32 | 0.29 | 1.00 | 0.42 | 0.49 | 0.47 |
| LOW | -0.02 | 0.26 | 0.26 | 0.20 | 0.23 | 0.28 | 0.34 | 0.47 | 0.31 | 0.34 | 0.42 | 1.00 | 0.80 | 0.60 |
| HD | -0.00 | 0.26 | 0.24 | 0.24 | 0.25 | 0.31 | 0.39 | 0.46 | 0.33 | 0.34 | 0.49 | 0.80 | 1.00 | 0.61 |
| ^NYA | -0.03 | 0.28 | 0.42 | 0.29 | 0.36 | 0.43 | 0.38 | 0.47 | 0.46 | 0.56 | 0.47 | 0.60 | 0.61 | 1.00 |