Dean S. #1

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dean S. #1

Last updated Jul 25, 2024

AI/Big Tech

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	8.33%
AMD Advanced Micro Devices, Inc.	Technology	8.33%
AMZN Amazon.com, Inc.	Consumer Cyclical	8.33%
ASML ASML Holding N.V.	Technology	8.33%
CRWD CrowdStrike Holdings, Inc.	Technology	8.33%
GOOG Alphabet Inc.	Communication Services	8.33%
META Meta Platforms, Inc.	Communication Services	8.33%
MSFT Microsoft Corporation	Technology	8.33%
NOW ServiceNow, Inc.	Technology	8.33%
NVDA NVIDIA Corporation	Technology	8.33%
SNPS Synopsys, Inc.	Technology	8.33%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	8.33%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dean S. #1, 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

Dean S. #1

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
Dean S. #1	25.11%	-9.37%	13.00%	47.78%	34.65%	N/A
Portfolio components:
NVDA NVIDIA Corporation	126.76%	-11.17%	84.00%	144.69%	91.87%	74.99%
AAPL Apple Inc	13.26%	1.99%	13.33%	13.16%	34.21%	25.86%
ASML ASML Holding N.V.	14.40%	-15.15%	-0.21%	22.87%	31.43%	27.42%
AMD Advanced Micro Devices, Inc.	-6.17%	-12.20%	-21.96%	24.50%	32.47%	43.62%
MSFT Microsoft Corporation	11.67%	-7.47%	3.96%	27.50%	25.49%	27.36%
SNPS Synopsys, Inc.	4.62%	-9.99%	2.01%	20.05%	31.57%	30.10%
GOOG Alphabet Inc.	20.17%	-8.74%	10.12%	30.40%	22.11%	19.16%
AMZN Amazon.com, Inc.	18.37%	-7.11%	13.03%	40.23%	13.14%	27.42%
META Meta Platforms, Inc.	28.36%	-11.64%	15.27%	45.76%	17.91%	19.79%
NOW ServiceNow, Inc.	17.31%	9.93%	7.71%	48.03%	23.49%	30.46%
TSM Taiwan Semiconductor Manufacturing Company Limited	55.23%	-6.85%	37.67%	64.13%	32.65%	26.10%
CRWD CrowdStrike Holdings, Inc.	-0.46%	-33.18%	-12.46%	66.27%	22.36%	N/A

Monthly Returns

The table below presents the monthly returns of Dean S. #1, 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	8.55%	10.99%	1.99%	-5.41%	7.95%	10.07%							25.11%
2023	16.42%	2.20%	14.07%	-1.10%	18.24%	2.48%	4.11%	-1.46%	-4.71%	0.80%	15.22%	5.78%	95.34%
2022	-10.00%	-3.59%	3.38%	-15.95%	-0.31%	-10.01%	13.04%	-6.63%	-14.48%	-1.49%	11.41%	-9.79%	-39.55%
2021	1.21%	0.81%	-0.68%	7.39%	0.31%	9.99%	4.17%	7.81%	-7.88%	10.20%	3.89%	-0.90%	40.93%
2020	5.53%	-3.15%	-6.19%	17.43%	9.50%	7.97%	13.88%	12.42%	-4.12%	-2.03%	11.39%	7.80%	92.24%
2019						4.38%	6.39%	-1.58%	-1.36%	4.76%	7.32%	4.59%	26.78%

Expense Ratio

Dean S. #1 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Dean S. #1 is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Dean S. #1

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Dean S. #1

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	3.13	3.59	1.45	7.37	20.15
AAPL Apple Inc	0.57	0.97	1.12	0.78	1.54
ASML ASML Holding N.V.	0.73	1.17	1.15	0.77	2.74
AMD Advanced Micro Devices, Inc.	0.47	0.98	1.12	0.53	1.47
MSFT Microsoft Corporation	1.00	1.41	1.18	1.55	6.20
SNPS Synopsys, Inc.	0.61	1.03	1.13	1.19	3.17
GOOG Alphabet Inc.	1.36	1.85	1.26	2.09	8.19
AMZN Amazon.com, Inc.	1.41	2.15	1.26	1.09	7.87
META Meta Platforms, Inc.	1.47	2.27	1.29	2.10	8.33
NOW ServiceNow, Inc.	1.26	1.73	1.25	1.73	6.10
TSM Taiwan Semiconductor Manufacturing Company Limited	1.86	2.59	1.32	1.65	9.23
CRWD CrowdStrike Holdings, Inc.	1.49	2.01	1.29	1.34	9.83

Sharpe Ratio

The current Dean S. #1 Sharpe ratio is 2.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Dean S. #1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Dean S. #1

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Dean S. #1 granted a 0.30% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Dean S. #1	0.30%	0.32%	0.47%	0.27%	0.32%	0.60%	0.72%	0.56%	0.70%	0.74%	0.70%	0.81%
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%
AAPL Apple Inc	0.45%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
ASML ASML Holding N.V.	0.76%	0.85%	1.27%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.78%	0.75%
AMD Advanced Micro Devices, 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%
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%
SNPS Synopsys, 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%
GOOG Alphabet Inc.	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
META Meta Platforms, 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%
NOW ServiceNow, 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	1.28%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%	2.30%
CRWD CrowdStrike Holdings, 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Dean S. #1

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dean S. #1. 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 Dean S. #1 was 46.69%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current Dean S. #1 drawdown is 13.73%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.69%	Nov 22, 2021	240	Nov 3, 2022	256	Nov 10, 2023	496
-30.92%	Feb 20, 2020	18	Mar 16, 2020	39	May 11, 2020	57
-16.03%	Feb 17, 2021	14	Mar 8, 2021	34	Apr 26, 2021	48
-14.11%	Jul 11, 2024	11	Jul 25, 2024	—	—	—
-12.95%	Sep 3, 2020	14	Sep 23, 2020	32	Nov 6, 2020	46

Volatility

Volatility Chart

The current Dean S. #1 volatility is 8.92%, 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.

Dean S. #1

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	CRWD	TSM	META	AAPL	AMD	GOOG	NOW	AMZN	ASML	NVDA	SNPS	MSFT
CRWD	1.00	0.36	0.40	0.39	0.44	0.39	0.60	0.50	0.43	0.50	0.56	0.48
TSM	0.36	1.00	0.46	0.52	0.61	0.49	0.47	0.48	0.72	0.66	0.59	0.54
META	0.40	0.46	1.00	0.56	0.52	0.67	0.56	0.63	0.52	0.58	0.59	0.65
AAPL	0.39	0.52	0.56	1.00	0.54	0.65	0.56	0.62	0.58	0.59	0.62	0.70
AMD	0.44	0.61	0.52	0.54	1.00	0.53	0.55	0.57	0.65	0.75	0.63	0.60
GOOG	0.39	0.49	0.67	0.65	0.53	1.00	0.56	0.68	0.57	0.58	0.60	0.75
NOW	0.60	0.47	0.56	0.56	0.55	0.56	1.00	0.62	0.58	0.60	0.70	0.68
AMZN	0.50	0.48	0.63	0.62	0.57	0.68	0.62	1.00	0.56	0.61	0.61	0.70
ASML	0.43	0.72	0.52	0.58	0.65	0.57	0.58	0.56	1.00	0.70	0.68	0.64
NVDA	0.50	0.66	0.58	0.59	0.75	0.58	0.60	0.61	0.70	1.00	0.69	0.67
SNPS	0.56	0.59	0.59	0.62	0.63	0.60	0.70	0.61	0.68	0.69	1.00	0.72
MSFT	0.48	0.54	0.65	0.70	0.60	0.75	0.68	0.70	0.64	0.67	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2019