ANDY 5
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Amazon.com, Inc. | Consumer Cyclical | 20% |
Alphabet Inc. | Communication Services | 20% |
Meta Platforms, Inc. | Communication Services | 20% |
Microsoft Corporation | Technology | 20% |
NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ANDY 5 , 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Oct 18, 2024, the ANDY 5 returned 53.00% Year-To-Date and 37.30% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
ANDY 5 | 53.67% | 3.19% | 20.36% | 76.31% | 38.19% | 37.09% |
Portfolio components: | ||||||
Alphabet Inc. | 17.40% | 0.25% | 4.75% | 21.00% | 21.41% | 19.98% |
Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.23% | 26.73% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.56% | 29.51% |
NVIDIA Corporation | 178.72% | 18.97% | 73.57% | 233.54% | 95.85% | 77.93% |
Meta Platforms, Inc. | 63.35% | 2.69% | 19.90% | 87.33% | 25.56% | 21.85% |
Monthly Returns
The table below presents the monthly returns of ANDY 5 , 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 | 8.60% | 14.92% | 5.58% | -3.59% | 9.65% | 8.71% | -5.27% | 0.46% | 4.22% | 53.67% | |||
2023 | 19.25% | 4.43% | 16.82% | 5.21% | 16.07% | 6.12% | 6.55% | 0.56% | -5.36% | 0.20% | 10.47% | 4.38% | 120.89% |
2022 | -9.54% | -7.07% | 5.94% | -18.68% | -1.82% | -11.12% | 12.27% | -7.06% | -13.84% | -6.30% | 12.58% | -9.16% | -45.55% |
2021 | 0.33% | 2.75% | 2.80% | 11.66% | 0.37% | 9.92% | 1.95% | 7.83% | -7.69% | 10.08% | 6.29% | -2.45% | 51.20% |
2020 | 4.54% | -1.69% | -5.28% | 18.03% | 7.49% | 5.99% | 8.79% | 14.34% | -6.83% | -0.82% | 6.29% | 0.39% | 60.56% |
2019 | 11.92% | 1.27% | 7.64% | 7.40% | -10.45% | 8.09% | 3.25% | -2.13% | 0.34% | 6.41% | 4.88% | 4.02% | 49.28% |
2018 | 15.93% | -1.50% | -5.42% | 2.78% | 8.11% | 0.43% | 2.71% | 7.29% | -1.28% | -14.00% | -3.30% | -9.43% | -1.24% |
2017 | 6.55% | 0.66% | 4.08% | 3.81% | 10.65% | -1.92% | 6.88% | 1.97% | 0.97% | 10.74% | 0.86% | -0.13% | 54.37% |
2016 | -3.97% | -3.41% | 8.63% | -0.58% | 11.17% | -2.42% | 11.57% | 2.62% | 4.91% | 1.05% | 2.90% | 4.85% | 42.32% |
2015 | -0.79% | 7.96% | -2.43% | 6.65% | -0.36% | -1.74% | 11.69% | -1.01% | 1.95% | 17.30% | 5.83% | 2.09% | 55.87% |
2014 | -3.76% | 4.07% | 2.51% | 0.29% | 5.67% | -0.21% | -1.28% | 4.35% | -3.67% | 7.74% |
Expense Ratio
ANDY 5 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 ANDY 5 is 55, 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 | |
---|---|---|---|---|---|
Alphabet Inc. | 0.68 | 1.03 | 1.15 | 0.84 | 2.21 |
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
NVIDIA Corporation | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
Meta Platforms, Inc. | 2.27 | 3.18 | 1.44 | 3.36 | 13.94 |
Dividends
Dividend yield
ANDY 5 granted a 0.25% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDY 5 | 0.25% | 0.15% | 0.23% | 0.15% | 0.21% | 0.29% | 0.43% | 0.43% | 0.56% | 0.70% | 0.83% | 0.91% |
Portfolio components: | ||||||||||||
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
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% |
Meta Platforms, Inc. | 0.26% | 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 ANDY 5 . 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 ANDY 5 was 53.70%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.
The current ANDY 5 drawdown is 4.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.7% | Nov 22, 2021 | 240 | Nov 3, 2022 | 171 | Jul 13, 2023 | 411 |
-31.06% | Jul 26, 2018 | 105 | Dec 24, 2018 | 147 | Jul 26, 2019 | 252 |
-30.03% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
-17.65% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-17.52% | Dec 30, 2015 | 28 | Feb 9, 2016 | 46 | Apr 15, 2016 | 74 |
Volatility
Volatility Chart
The current ANDY 5 volatility is 3.51%, 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
NVDA | META | AMZN | MSFT | GOOG | |
---|---|---|---|---|---|
NVDA | 1.00 | 0.50 | 0.53 | 0.58 | 0.52 |
META | 0.50 | 1.00 | 0.61 | 0.58 | 0.65 |
AMZN | 0.53 | 0.61 | 1.00 | 0.64 | 0.67 |
MSFT | 0.58 | 0.58 | 0.64 | 1.00 | 0.68 |
GOOG | 0.52 | 0.65 | 0.67 | 0.68 | 1.00 |