NT Equities only
Equities only
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 19.09% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 12.86% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 0% |
CMCSA Comcast Corporation | Communication Services | 0% |
GOOG Alphabet Inc. | Communication Services | 15.94% |
META Meta Platforms, Inc. | Communication Services | 16.74% |
MSFT Microsoft Corporation | Technology | 21.17% |
PYPL PayPal Holdings, Inc. | Financial Services | 0% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 14.20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NT Equities only, 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 Jul 6, 2015, corresponding to the inception date of PYPL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| NT Equities only | 31.49% | 0.88% | 24.48% | 46.87% | 28.67% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.18% | 8.44% | 15.59% | 17.36% | 35.25% | 26.48% |
GOOG Alphabet Inc. | 30.43% | 1.85% | 23.63% | 50.81% | 26.66% | 20.18% |
META Meta Platforms, Inc. | 38.35% | -1.23% | 27.13% | 67.93% | 19.60% | 20.66% |
AMZN Amazon.com, Inc. | 22.69% | -1.41% | 19.48% | 44.73% | 13.61% | 27.75% |
BABA Alibaba Group Holding Limited | -0.98% | 3.30% | 3.69% | -19.28% | -15.24% | N/A |
PYPL PayPal Holdings, Inc. | -2.77% | -1.48% | -7.83% | -18.97% | -12.34% | N/A |
CMCSA Comcast Corporation | -10.21% | 0.90% | -11.01% | -8.45% | -0.50% | 5.78% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 64.46% | -2.38% | 49.87% | 75.84% | 34.13% | 26.85% |
MSFT Microsoft Corporation | 18.73% | -1.10% | 11.93% | 29.91% | 27.28% | 28.01% |
Monthly Returns
The table below presents the monthly returns of NT Equities only, 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 | 3.71% | 8.74% | 1.86% | -2.55% | 7.76% | 9.08% | 31.49% | ||||||
| 2023 | 15.19% | 0.15% | 14.08% | 3.80% | 10.43% | 5.08% | 3.48% | -2.33% | -4.70% | 1.25% | 10.44% | 3.75% | 77.10% |
| 2022 | -5.06% | -8.86% | 3.63% | -13.03% | -2.19% | -9.67% | 11.04% | -4.34% | -13.05% | -6.23% | 10.13% | -8.47% | -39.85% |
| 2021 | 2.09% | 0.51% | 2.04% | 8.63% | -1.77% | 6.52% | 3.17% | 5.29% | -7.33% | 6.45% | 2.26% | 2.47% | 33.64% |
| 2020 | 3.70% | -5.93% | -7.04% | 17.26% | 3.94% | 8.46% | 13.42% | 11.51% | -7.43% | -0.21% | 8.20% | 4.93% | 58.99% |
| 2019 | 9.51% | 1.70% | 6.05% | 8.29% | -8.69% | 7.06% | 4.99% | -1.72% | 2.56% | 6.49% | 4.79% | 5.38% | 55.60% |
| 2018 | 10.14% | -0.69% | -4.71% | 0.64% | 7.59% | 0.86% | 4.16% | 8.03% | -0.90% | -9.37% | -3.30% | -7.62% | 2.75% |
| 2017 | 6.83% | 4.25% | 3.79% | 3.93% | 4.95% | -2.52% | 4.86% | 3.48% | -1.11% | 9.90% | 0.49% | 0.31% | 46.10% |
| 2016 | -2.64% | -3.27% | 9.03% | -5.32% | 5.91% | -1.93% | 8.80% | 1.79% | 3.81% | 0.94% | -3.55% | 1.01% | 14.17% |
| 2015 | 7.20% | -5.38% | 0.27% | 14.22% | 3.21% | -0.78% | 18.96% |
Expense Ratio
NT Equities only 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 NT Equities only is 78, placing it in the top 22% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.79 | 1.28 | 1.15 | 1.08 | 2.13 |
GOOG Alphabet Inc. | 1.94 | 2.48 | 1.36 | 2.76 | 11.66 |
META Meta Platforms, Inc. | 1.82 | 2.70 | 1.35 | 2.57 | 10.42 |
AMZN Amazon.com, Inc. | 1.57 | 2.36 | 1.28 | 1.21 | 8.83 |
BABA Alibaba Group Holding Limited | -0.45 | -0.46 | 0.95 | -0.20 | -0.69 |
PYPL PayPal Holdings, Inc. | -0.51 | -0.50 | 0.94 | -0.22 | -0.91 |
CMCSA Comcast Corporation | -0.34 | -0.32 | 0.96 | -0.21 | -0.70 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.34 | 3.13 | 1.39 | 2.05 | 11.74 |
MSFT Microsoft Corporation | 1.54 | 2.06 | 1.26 | 2.34 | 7.01 |
Dividends
Dividend yield
NT Equities only granted a 0.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NT Equities only | 0.45% | 0.50% | 0.71% | 0.46% | 0.54% | 0.95% | 1.20% | 1.00% | 1.24% | 1.22% | 1.10% | 1.28% |
| Portfolio components: | ||||||||||||
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% |
GOOG Alphabet Inc. | 0.11% | 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. | 0.20% | 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% |
BABA Alibaba Group Holding Limited | 2.17% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PYPL PayPal 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% |
CMCSA Comcast Corporation | 3.12% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.21% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
MSFT Microsoft Corporation | 0.66% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the NT Equities only. 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 NT Equities only was 46.35%, occurring on Nov 3, 2022. Recovery took 258 trading sessions.
The current NT Equities only drawdown is 7.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.35% | Dec 28, 2021 | 216 | Nov 3, 2022 | 258 | Nov 14, 2023 | 474 |
| -26.79% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -25.1% | Aug 30, 2018 | 80 | Dec 24, 2018 | 78 | Apr 17, 2019 | 158 |
| -14.75% | Sep 3, 2020 | 14 | Sep 23, 2020 | 52 | Dec 7, 2020 | 66 |
| -14.3% | Jul 22, 2015 | 25 | Aug 25, 2015 | 41 | Oct 22, 2015 | 66 |
Volatility
Volatility Chart
The current NT Equities only volatility is 6.61%, 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
| CMCSA | BABA | TSM | PYPL | AAPL | META | AMZN | MSFT | GOOG | |
|---|---|---|---|---|---|---|---|---|---|
| CMCSA | 1.00 | 0.27 | 0.29 | 0.36 | 0.37 | 0.36 | 0.33 | 0.40 | 0.39 |
| BABA | 0.27 | 1.00 | 0.41 | 0.43 | 0.39 | 0.42 | 0.43 | 0.40 | 0.43 |
| TSM | 0.29 | 0.41 | 1.00 | 0.42 | 0.51 | 0.43 | 0.45 | 0.52 | 0.49 |
| PYPL | 0.36 | 0.43 | 0.42 | 1.00 | 0.51 | 0.54 | 0.54 | 0.57 | 0.54 |
| AAPL | 0.37 | 0.39 | 0.51 | 0.51 | 1.00 | 0.53 | 0.58 | 0.65 | 0.61 |
| META | 0.36 | 0.42 | 0.43 | 0.54 | 0.53 | 1.00 | 0.62 | 0.60 | 0.67 |
| AMZN | 0.33 | 0.43 | 0.45 | 0.54 | 0.58 | 0.62 | 1.00 | 0.67 | 0.68 |
| MSFT | 0.40 | 0.40 | 0.52 | 0.57 | 0.65 | 0.60 | 0.67 | 1.00 | 0.71 |
| GOOG | 0.39 | 0.43 | 0.49 | 0.54 | 0.61 | 0.67 | 0.68 | 0.71 | 1.00 |