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Best performing companies over - 10 years

Last updated Mar 2, 2024

Asset Allocation


SMH 9.09%VUG 9.09%AIQ 9.09%QQQ 9.09%RSPN 9.09%VGT 9.09%AAPL 9.09%MSFT 9.09%AMD 9.09%NVDA 9.09%VICI 9.09%EquityEquity
PositionCategory/SectorWeight
SMH
VanEck Vectors Semiconductor ETF
Technology Equities

9.09%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

9.09%

AIQ
Global X Artificial Intelligence & Technology ETF
Large Cap Growth Equities

9.09%

QQQ
Invesco QQQ
Large Cap Blend Equities

9.09%

RSPN
Invesco S&P 500® Equal Weight Industrials ETF
Industrials Equities

9.09%

VGT
Vanguard Information Technology ETF
Technology Equities

9.09%

AAPL
Apple Inc.
Technology

9.09%

MSFT
Microsoft Corporation
Technology

9.09%

AMD
Advanced Micro Devices, Inc.
Technology

9.09%

NVDA
NVIDIA Corporation
Technology

9.09%

VICI
VICI Properties Inc.
Real Estate

9.09%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Best performing companies over - 10 years, 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


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
356.89%
88.69%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2018, corresponding to the inception date of AIQ

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Best performing companies over - 10 years15.16%6.92%26.63%62.54%33.08%N/A
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.74%29.36%
VUG
Vanguard Growth ETF
10.52%4.35%19.03%45.80%18.53%14.78%
AIQ
Global X Artificial Intelligence & Technology ETF
8.76%5.61%17.73%47.17%17.62%N/A
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.50%18.26%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
6.80%5.38%12.71%20.29%15.51%12.41%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.85%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.07%
AMD
Advanced Micro Devices, Inc.
37.47%14.06%85.14%148.58%54.02%49.32%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%68.95%
VICI
VICI Properties Inc.
-7.21%-3.18%-1.98%-8.74%12.71%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.16%8.68%
2023-2.11%-6.30%-2.17%12.96%6.66%

Sharpe Ratio

The current Best performing companies over - 10 years Sharpe ratio is 3.47. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.47

The Sharpe ratio of Best performing companies over - 10 years is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.47
2.44
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Dividend yield

Best performing companies over - 10 years granted a 0.87% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Best performing companies over - 10 years0.87%0.86%1.08%0.78%0.96%1.50%1.55%0.86%0.92%1.21%1.08%1.18%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
0.53%0.57%0.04%0.00%0.01%0.04%0.02%0.02%0.02%0.00%0.02%0.00%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
AAPL
Apple Inc.
0.53%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
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
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%
VICI
VICI Properties Inc.
5.44%5.05%4.63%4.58%4.93%4.59%5.32%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Best performing companies over - 10 years features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Best performing companies over - 10 years
3.47
SMH
VanEck Vectors Semiconductor ETF
3.14
VUG
Vanguard Growth ETF
3.17
AIQ
Global X Artificial Intelligence & Technology ETF
2.78
QQQ
Invesco QQQ
3.28
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
1.55
VGT
Vanguard Information Technology ETF
2.89
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
AMD
Advanced Micro Devices, Inc.
3.34
NVDA
NVIDIA Corporation
5.65
VICI
VICI Properties Inc.
-0.39

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VICIRSPNAMDAAPLNVDAMSFTSMHAIQVUGQQQVGT
VICI1.000.530.250.330.270.310.360.400.440.410.41
RSPN0.531.000.420.510.480.500.630.640.690.640.67
AMD0.250.421.000.520.740.580.760.680.670.690.70
AAPL0.330.510.521.000.620.710.670.700.810.820.83
NVDA0.270.480.740.621.000.660.840.770.770.800.80
MSFT0.310.500.580.710.661.000.680.760.860.860.87
SMH0.360.630.760.670.840.681.000.840.820.850.87
AIQ0.400.640.680.700.770.760.841.000.910.910.91
VUG0.440.690.670.810.770.860.820.911.000.980.97
QQQ0.410.640.690.820.800.860.850.910.981.000.97
VGT0.410.670.700.830.800.870.870.910.970.971.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Best performing companies over - 10 years. 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 Best performing companies over - 10 years was 37.44%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.44%Dec 28, 2021202Oct 14, 2022164Jun 12, 2023366
-33.57%Feb 20, 202022Mar 20, 202055Jun 9, 202077
-28.06%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-13.11%Jul 19, 202371Oct 26, 202317Nov 20, 202388
-12.21%Sep 3, 202014Sep 23, 202046Nov 27, 202060

Volatility Chart

The current Best performing companies over - 10 years volatility is 6.81%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
6.81%
3.47%
Best performing companies over - 10 years
Benchmark (^GSPC)
Portfolio components
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