Dean S. #1
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% |
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
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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Dean S. #1 | 30.09% | 2.84% | 9.28% | 57.97% | 37.11% | N/A |
Portfolio components: | ||||||
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
ASML ASML Holding N.V. | 17.36% | -0.39% | -5.80% | 35.15% | 33.48% | 26.13% |
AMD Advanced Micro Devices, Inc. | 1.75% | 7.14% | -15.74% | 46.17% | 36.84% | 43.23% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
SNPS Synopsys, Inc. | 4.75% | -1.28% | -6.03% | 21.57% | 30.86% | 29.49% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
META Meta Platforms, Inc. | 47.53% | 11.90% | 7.10% | 79.90% | 23.09% | 21.51% |
NOW ServiceNow, Inc. | 17.18% | 0.03% | 7.92% | 45.67% | 25.72% | 29.86% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 63.74% | 4.40% | 32.43% | 82.98% | 34.88% | 26.45% |
CRWD CrowdStrike Holdings, Inc. | 4.13% | 3.79% | -17.23% | 84.59% | 26.09% | 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% | -7.23% | 30.09% | |||||
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dean S. #1 is 73, 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 | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
ASML ASML Holding N.V. | 0.95 | 1.44 | 1.19 | 1.09 | 3.87 |
AMD Advanced Micro Devices, Inc. | 1.00 | 1.60 | 1.20 | 1.12 | 2.73 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
SNPS Synopsys, Inc. | 0.75 | 1.20 | 1.15 | 1.11 | 3.37 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
META Meta Platforms, Inc. | 2.23 | 3.11 | 1.41 | 3.25 | 13.63 |
NOW ServiceNow, Inc. | 1.53 | 2.01 | 1.30 | 2.07 | 7.46 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.38 | 3.10 | 1.39 | 2.27 | 13.30 |
CRWD CrowdStrike Holdings, Inc. | 1.81 | 2.27 | 1.34 | 1.63 | 6.57 |
Dividends
Dividend yield
Dean S. #1 granted a 0.29% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dean S. #1 | 0.29% | 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 | 0.43% | 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. | 0.75% | 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 | 0.73% | 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. | 0.19% | 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 | 1.22% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 10.69%.
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 |
-19.24% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-16.03% | Feb 17, 2021 | 14 | Mar 8, 2021 | 34 | Apr 26, 2021 | 48 |
-12.95% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 6, 2020 | 46 |
Volatility
Volatility Chart
The current Dean S. #1 volatility is 9.49%, 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
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 | 0.59 | 0.50 | 0.44 | 0.50 | 0.56 | 0.49 |
TSM | 0.36 | 1.00 | 0.46 | 0.52 | 0.61 | 0.49 | 0.47 | 0.49 | 0.72 | 0.66 | 0.59 | 0.54 |
META | 0.40 | 0.46 | 1.00 | 0.56 | 0.52 | 0.66 | 0.56 | 0.63 | 0.52 | 0.58 | 0.59 | 0.65 |
AAPL | 0.39 | 0.52 | 0.56 | 1.00 | 0.54 | 0.64 | 0.55 | 0.62 | 0.57 | 0.59 | 0.61 | 0.70 |
AMD | 0.44 | 0.61 | 0.52 | 0.54 | 1.00 | 0.53 | 0.55 | 0.57 | 0.65 | 0.74 | 0.63 | 0.59 |
GOOG | 0.39 | 0.49 | 0.66 | 0.64 | 0.53 | 1.00 | 0.56 | 0.68 | 0.56 | 0.58 | 0.60 | 0.74 |
NOW | 0.59 | 0.47 | 0.56 | 0.55 | 0.55 | 0.56 | 1.00 | 0.62 | 0.58 | 0.60 | 0.70 | 0.68 |
AMZN | 0.50 | 0.49 | 0.63 | 0.62 | 0.57 | 0.68 | 0.62 | 1.00 | 0.56 | 0.61 | 0.61 | 0.70 |
ASML | 0.44 | 0.72 | 0.52 | 0.57 | 0.65 | 0.56 | 0.58 | 0.56 | 1.00 | 0.70 | 0.68 | 0.64 |
NVDA | 0.50 | 0.66 | 0.58 | 0.59 | 0.74 | 0.58 | 0.60 | 0.61 | 0.70 | 1.00 | 0.70 | 0.67 |
SNPS | 0.56 | 0.59 | 0.59 | 0.61 | 0.63 | 0.60 | 0.70 | 0.61 | 0.68 | 0.70 | 1.00 | 0.72 |
MSFT | 0.49 | 0.54 | 0.65 | 0.70 | 0.59 | 0.74 | 0.68 | 0.70 | 0.64 | 0.67 | 0.72 | 1.00 |