Top 20 S&P 500
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.67% |
AMD Advanced Micro Devices, Inc. | Technology | 6.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.67% |
AVGO Broadcom Inc. | Technology | 6.67% |
CRM salesforce.com, inc. | Technology | 6.67% |
DIS The Walt Disney Company | Communication Services | 6.67% |
GE General Electric Company | Industrials | 6.67% |
GOOG Alphabet Inc. | Communication Services | 6.67% |
GOOGL Alphabet Inc. | Communication Services | 6.67% |
INTC Intel Corporation | Technology | 6.67% |
META Meta Platforms, Inc. | Communication Services | 6.67% |
MSFT Microsoft Corporation | Technology | 6.67% |
NVDA NVIDIA Corporation | Technology | 6.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.67% |
V Visa Inc. | Financial Services | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top 20 S&P 500, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 12, 2024, the Top 20 S&P 500 returned 37.13% Year-To-Date and 30.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Top 20 S&P 500 | 37.13% | 7.62% | 18.38% | 51.95% | 31.85% | 30.00% |
| Portfolio components: | ||||||
AAPL Apple Inc | 17.04% | -1.35% | 19.90% | 21.93% | 28.74% | 24.38% |
MSFT Microsoft Corporation | 11.77% | 0.41% | 0.71% | 14.85% | 24.29% | 25.78% |
NVDA NVIDIA Corporation | 193.39% | 7.76% | 59.03% | 198.86% | 94.91% | 77.55% |
META Meta Platforms, Inc. | 65.25% | -1.15% | 23.83% | 77.69% | 24.90% | 22.88% |
AMZN Amazon.com, Inc. | 36.13% | 9.54% | 10.57% | 45.06% | 18.78% | 28.93% |
TSLA Tesla, Inc. | 40.86% | 60.70% | 97.13% | 56.45% | 72.24% | 35.22% |
GOOG Alphabet Inc. | 29.44% | 10.61% | 6.10% | 36.50% | 22.79% | 21.04% |
GOOGL Alphabet Inc. | 29.43% | 10.48% | 6.14% | 36.87% | 22.61% | 20.66% |
AMD Advanced Micro Devices, Inc. | -0.04% | -12.23% | -3.79% | 26.17% | 31.01% | 49.83% |
CRM salesforce.com, inc. | 30.44% | 18.62% | 23.84% | 59.44% | 16.11% | 18.35% |
GE General Electric Company | 82.09% | -3.45% | 15.72% | 101.30% | 27.46% | 5.51% |
V Visa Inc. | 20.11% | 11.91% | 12.38% | 27.81% | 12.37% | 18.31% |
AVGO Broadcom Inc. | 62.00% | -1.42% | 30.48% | 91.85% | 46.55% | 38.64% |
INTC Intel Corporation | -49.48% | 6.32% | -18.81% | -33.60% | -13.29% | -0.39% |
DIS The Walt Disney Company | 12.22% | 7.15% | -3.82% | 13.66% | -7.04% | 1.98% |
Monthly Returns
The table below presents the monthly returns of Top 20 S&P 500, 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 | 2.79% | 10.54% | 2.78% | -4.04% | 3.99% | 6.07% | -1.11% | -2.08% | 6.23% | -1.15% | 37.13% | ||
| 2023 | 18.20% | 1.66% | 13.90% | 0.21% | 11.86% | 5.70% | 4.55% | -0.78% | -4.99% | -1.63% | 13.71% | 6.50% | 90.41% |
| 2022 | -7.78% | -3.41% | 3.34% | -16.24% | -0.57% | -11.65% | 13.17% | -6.42% | -13.39% | 2.85% | 7.28% | -10.42% | -38.58% |
| 2021 | 0.49% | 3.22% | 1.17% | 6.58% | -0.68% | 6.12% | 2.63% | 4.88% | -4.61% | 9.14% | 3.19% | 0.19% | 36.57% |
| 2020 | 8.12% | -5.90% | -10.68% | 15.61% | 6.64% | 5.89% | 8.26% | 20.13% | -7.09% | -2.40% | 15.14% | 5.32% | 69.66% |
| 2019 | 10.21% | 3.34% | 3.81% | 4.92% | -9.79% | 8.47% | 3.87% | -3.21% | 0.64% | 8.70% | 6.96% | 5.57% | 50.74% |
| 2018 | 10.17% | -2.49% | -5.92% | 2.68% | 7.45% | 2.18% | 2.37% | 7.65% | 1.76% | -9.60% | -1.54% | -5.95% | 6.96% |
| 2017 | 5.77% | 4.53% | 3.18% | 2.62% | 4.54% | -1.46% | 3.92% | 1.68% | -0.26% | 5.21% | 0.56% | -0.60% | 33.65% |
| 2016 | -8.23% | -2.13% | 10.83% | -0.15% | 7.53% | -0.71% | 9.31% | 1.81% | 0.80% | 0.15% | 2.10% | 6.20% | 29.27% |
| 2015 | -2.14% | 10.40% | -3.59% | 3.73% | 3.44% | -1.90% | 4.43% | -3.68% | 0.53% | 11.83% | 4.75% | 2.54% | 33.15% |
| 2014 | -2.29% | 4.08% | 4.08% | -1.00% | 6.83% | -1.83% | 0.30% | 3.57% | -2.31% | 11.52% |
Expense Ratio
Top 20 S&P 500 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 Top 20 S&P 500 is 31, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.93 | 1.47 | 1.18 | 1.26 | 2.96 |
MSFT Microsoft Corporation | 0.71 | 1.03 | 1.14 | 0.90 | 2.20 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.51 | 7.42 | 23.38 |
META Meta Platforms, Inc. | 2.16 | 3.08 | 1.42 | 4.23 | 13.13 |
AMZN Amazon.com, Inc. | 1.64 | 2.30 | 1.29 | 1.87 | 7.50 |
TSLA Tesla, Inc. | 1.04 | 1.84 | 1.22 | 0.96 | 2.76 |
GOOG Alphabet Inc. | 1.38 | 1.90 | 1.26 | 1.62 | 4.13 |
GOOGL Alphabet Inc. | 1.38 | 1.92 | 1.26 | 1.64 | 4.14 |
AMD Advanced Micro Devices, Inc. | 0.50 | 0.99 | 1.13 | 0.62 | 1.14 |
CRM salesforce.com, inc. | 1.73 | 2.09 | 1.37 | 1.95 | 4.58 |
GE General Electric Company | 3.47 | 3.96 | 1.59 | 2.85 | 29.51 |
V Visa Inc. | 1.67 | 2.23 | 1.32 | 2.21 | 5.61 |
AVGO Broadcom Inc. | 1.96 | 2.59 | 1.33 | 3.55 | 10.85 |
INTC Intel Corporation | -0.68 | -0.70 | 0.90 | -0.50 | -0.93 |
DIS The Walt Disney Company | 0.61 | 1.01 | 1.14 | 0.26 | 0.93 |
Dividends
Dividend yield
Top 20 S&P 500 provided a 0.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.46% | 0.38% | 0.77% | 0.47% | 0.55% | 0.69% | 1.12% | 0.98% | 0.94% | 0.95% | 1.00% | 1.09% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
META 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% |
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% |
TSLA Tesla, 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. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet 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% |
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% |
CRM salesforce.com, inc. | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
V Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
AVGO Broadcom Inc. | 1.18% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
INTC Intel Corporation | 1.50% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
DIS The Walt Disney Company | 0.74% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
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 Top 20 S&P 500. 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 Top 20 S&P 500 was 41.99%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.99% | Nov 9, 2021 | 286 | Dec 28, 2022 | 134 | Jul 13, 2023 | 420 |
| -35.14% | Feb 20, 2020 | 20 | Mar 18, 2020 | 75 | Jul 6, 2020 | 95 |
| -24.44% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -19.26% | Dec 30, 2015 | 27 | Feb 8, 2016 | 52 | Apr 22, 2016 | 79 |
| -17.72% | Jul 11, 2024 | 20 | Aug 7, 2024 | 64 | Nov 6, 2024 | 84 |
Volatility
Volatility Chart
The current Top 20 S&P 500 volatility is 6.22%, 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
| GE | TSLA | DIS | AMD | INTC | V | AVGO | CRM | META | AAPL | NVDA | AMZN | MSFT | GOOG | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GE | 1.00 | 0.22 | 0.39 | 0.23 | 0.34 | 0.34 | 0.33 | 0.26 | 0.28 | 0.29 | 0.29 | 0.25 | 0.28 | 0.29 | 0.29 |
| TSLA | 0.22 | 1.00 | 0.30 | 0.36 | 0.36 | 0.30 | 0.39 | 0.40 | 0.36 | 0.41 | 0.41 | 0.41 | 0.38 | 0.37 | 0.37 |
| DIS | 0.39 | 0.30 | 1.00 | 0.29 | 0.40 | 0.47 | 0.36 | 0.39 | 0.37 | 0.38 | 0.33 | 0.39 | 0.40 | 0.42 | 0.42 |
| AMD | 0.23 | 0.36 | 0.29 | 1.00 | 0.47 | 0.37 | 0.49 | 0.45 | 0.41 | 0.43 | 0.64 | 0.45 | 0.47 | 0.42 | 0.42 |
| INTC | 0.34 | 0.36 | 0.40 | 0.47 | 1.00 | 0.43 | 0.56 | 0.42 | 0.43 | 0.48 | 0.55 | 0.43 | 0.54 | 0.47 | 0.47 |
| V | 0.34 | 0.30 | 0.47 | 0.37 | 0.43 | 1.00 | 0.45 | 0.53 | 0.48 | 0.48 | 0.43 | 0.49 | 0.58 | 0.55 | 0.55 |
| AVGO | 0.33 | 0.39 | 0.36 | 0.49 | 0.56 | 0.45 | 1.00 | 0.47 | 0.48 | 0.55 | 0.61 | 0.47 | 0.54 | 0.48 | 0.48 |
| CRM | 0.26 | 0.40 | 0.39 | 0.45 | 0.42 | 0.53 | 0.47 | 1.00 | 0.52 | 0.49 | 0.52 | 0.57 | 0.60 | 0.54 | 0.55 |
| META | 0.28 | 0.36 | 0.37 | 0.41 | 0.43 | 0.48 | 0.48 | 0.52 | 1.00 | 0.51 | 0.50 | 0.61 | 0.58 | 0.65 | 0.66 |
| AAPL | 0.29 | 0.41 | 0.38 | 0.43 | 0.48 | 0.48 | 0.55 | 0.49 | 0.51 | 1.00 | 0.52 | 0.55 | 0.62 | 0.58 | 0.57 |
| NVDA | 0.29 | 0.41 | 0.33 | 0.64 | 0.55 | 0.43 | 0.61 | 0.52 | 0.50 | 0.52 | 1.00 | 0.53 | 0.58 | 0.52 | 0.52 |
| AMZN | 0.25 | 0.41 | 0.39 | 0.45 | 0.43 | 0.49 | 0.47 | 0.57 | 0.61 | 0.55 | 0.53 | 1.00 | 0.64 | 0.67 | 0.67 |
| MSFT | 0.28 | 0.38 | 0.40 | 0.47 | 0.54 | 0.58 | 0.54 | 0.60 | 0.58 | 0.62 | 0.58 | 0.64 | 1.00 | 0.68 | 0.68 |
| GOOG | 0.29 | 0.37 | 0.42 | 0.42 | 0.47 | 0.55 | 0.48 | 0.54 | 0.65 | 0.58 | 0.52 | 0.67 | 0.68 | 1.00 | 0.99 |
| GOOGL | 0.29 | 0.37 | 0.42 | 0.42 | 0.47 | 0.55 | 0.48 | 0.55 | 0.66 | 0.57 | 0.52 | 0.67 | 0.68 | 0.99 | 1.00 |