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ANDY 5
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ANDY 5

Currency in USD · Last updated May 15, 2025

Asset Allocation

GOOG 20%MSFT 20%AMZN 20%NVDA 20%META 20%EquityEquity
PositionCategory/SectorTarget Weight
AMZN
Amazon.com, Inc.		Consumer Cyclical
20%
GOOG
Alphabet Inc		Communication Services
20%
META
Meta Platforms, Inc.		Communication Services
20%
MSFT
Microsoft Corporation		Technology
20%
NVDA
NVIDIA Corporation		Technology
20%

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 15, 2025, the ANDY 5 returned 0.97% Year-To-Date and 36.23% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.19%9.00%-1.55%12.31%15.59%10.78%
ANDY 5 0.97%16.18%0.89%21.53%32.24%36.23%
Portfolio components:
GOOG
Alphabet Inc		-12.31%3.31%-7.37%-2.52%19.61%20.21%
MSFT
Microsoft Corporation		7.67%16.79%6.95%9.56%20.98%27.00%
AMZN
Amazon.com, Inc.		-4.17%15.45%-1.80%12.39%11.82%25.79%
NVDA
NVIDIA Corporation		0.79%22.25%-7.46%48.19%74.41%74.82%
META
Meta Platforms, Inc.		12.71%24.06%13.88%40.25%25.82%23.53%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.42%-6.38%-10.52%0.19%15.20%0.97%
20248.60%14.92%5.58%-3.59%9.65%8.71%-5.27%0.46%4.22%1.24%3.94%3.17%63.05%
202319.25%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%
20210.33%2.75%2.80%11.66%0.37%9.92%1.95%7.83%-7.69%10.08%6.29%-2.45%51.20%
20204.54%-1.69%-5.28%18.03%7.49%5.99%8.79%14.34%-6.83%-0.82%6.29%0.39%60.56%
201911.92%1.27%7.64%7.40%-10.45%8.09%3.25%-2.13%0.34%6.41%4.88%4.02%49.28%
201815.93%-1.50%-5.42%2.78%8.11%0.43%2.71%7.29%-1.28%-14.00%-3.30%-9.43%-1.24%
20176.55%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%2.61%4.91%1.05%2.90%4.86%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%2.08%55.87%
2014-3.76%4.07%2.51%0.29%5.67%-0.21%-1.28%4.35%-3.67%7.75%

Expense Ratio

ANDY 5 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ANDY 5 is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of ANDY 5 is 4242
Overall Rank
The Sharpe Ratio Rank of ANDY 5 is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ANDY 5 is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ANDY 5 is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ANDY 5 is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ANDY 5 is 2929
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc		-0.120.131.02-0.07-0.14
MSFT
Microsoft Corporation		0.300.761.100.430.96
AMZN
Amazon.com, Inc.		0.380.761.100.411.09
NVDA
NVIDIA Corporation		0.721.431.181.353.33
META
Meta Platforms, Inc.		1.021.731.231.213.76

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ANDY 5 Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.63
  • 5-Year: 1.02
  • 10-Year: 1.24
  • All Time: 1.20

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.04, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ANDY 5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

ANDY 5 provided a 0.34% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.34%0.28%0.15%0.23%0.15%0.21%0.29%0.43%0.43%0.56%0.71%0.84%
Portfolio components:
GOOG
Alphabet Inc		0.48%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.88%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
META
Meta Platforms, Inc.		0.31%0.34%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.

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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 5.88%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.7%Nov 22, 2021240Nov 3, 2022171Jul 13, 2023411
-31.06%Jul 26, 2018105Dec 24, 2018147Jul 26, 2019252
-30.03%Feb 20, 202018Mar 16, 202039May 11, 202057
-26.11%Jan 24, 202560Apr 21, 2025———
-17.65%Jul 11, 202418Aug 5, 202466Nov 6, 202484

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCNVDAMETAAMZNGOOGMSFTPortfolio
^GSPC1.000.630.610.640.700.750.78
NVDA0.631.000.510.540.520.590.80
META0.610.511.000.610.650.580.78
AMZN0.640.540.611.000.670.650.82
GOOG0.700.520.650.671.000.680.81
MSFT0.750.590.580.650.681.000.80
Portfolio0.780.800.780.820.810.801.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014