Mai2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AEM Agnico Eagle Mines Limited | Basic Materials | 8.33% |
ANET Arista Networks, Inc. | Technology | 8.33% |
CRWD CrowdStrike Holdings, Inc. | Technology | 8.33% |
FCX Freeport-McMoRan Inc. | Basic Materials | 8.33% |
ISRG Intuitive Surgical, Inc. | Healthcare | 8.33% |
LNG Cheniere Energy, Inc. | Energy | 8.33% |
OXY Occidental Petroleum Corporation | Energy | 8.33% |
SIKA.SW Sika AG | Basic Materials | 8.33% |
SLHN.SW Swiss Life Holding AG | Financial Services | 8.33% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 8.33% |
SONVY Sonova Holding AG | Healthcare | 8.33% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | Global Equity Income | 8.33% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| Mai2025 | 8.93% | 10.86% | 5.13% | 18.48% | 32.79% | N/A |
| Portfolio components: | ||||||
ISRG Intuitive Surgical, Inc. | 7.56% | 13.74% | 4.79% | 45.18% | 26.32% | 26.03% |
SMH VanEck Vectors Semiconductor ETF | -1.97% | 17.93% | -5.94% | 6.79% | 29.51% | 25.08% |
SLHN.SW Swiss Life Holding AG | 26.71% | 7.47% | 19.04% | 44.21% | 29.16% | 18.01% |
SONVY Sonova Holding AG | -2.77% | 9.83% | -14.54% | 7.81% | 11.47% | 9.78% |
AEM Agnico Eagle Mines Limited | 36.70% | -9.51% | 37.49% | 58.75% | 12.92% | 14.38% |
CRWD CrowdStrike Holdings, Inc. | 25.51% | 13.64% | 25.41% | 33.88% | 40.01% | N/A |
ANET Arista Networks, Inc. | -16.48% | 27.04% | -7.05% | 17.59% | 45.84% | 36.71% |
FCX Freeport-McMoRan Inc. | 3.56% | 17.79% | -12.17% | -23.11% | 36.59% | 6.66% |
LNG Cheniere Energy, Inc. | 7.74% | 4.84% | 7.73% | 48.11% | 41.52% | 12.22% |
OXY Occidental Petroleum Corporation | -10.78% | 16.43% | -12.84% | -29.78% | 27.08% | -2.53% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 16.12% | 9.32% | 13.07% | 18.45% | 19.51% | N/A |
SIKA.SW Sika AG | 6.73% | 6.77% | -8.43% | -16.94% | 9.30% | 16.77% |
Monthly Returns
The table below presents the monthly returns of Mai2025, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.71% | -0.78% | -2.64% | 2.81% | 3.75% | 8.93% | |||||||
| 2024 | 0.61% | 2.56% | 5.64% | -2.73% | 6.91% | 4.24% | -1.53% | 4.25% | 1.93% | -0.92% | 2.95% | -3.30% | 21.97% |
| 2023 | 7.24% | -1.32% | 7.74% | 0.81% | -1.32% | 3.83% | 5.29% | -1.50% | -3.71% | -1.57% | 12.94% | 7.64% | 40.72% |
| 2022 | -4.57% | 6.77% | 10.39% | -9.95% | -2.11% | -11.62% | 10.04% | -4.15% | -8.19% | 9.70% | 7.98% | -5.58% | -5.10% |
| 2021 | 1.37% | 5.13% | 1.48% | 6.93% | 7.76% | 1.99% | 2.05% | 0.48% | -3.91% | 9.28% | -0.79% | 5.54% | 43.28% |
| 2020 | 0.51% | -9.23% | -18.34% | 18.76% | 4.70% | 8.38% | 9.83% | 4.32% | -2.25% | -2.62% | 20.70% | 9.87% | 45.20% |
| 2019 | 6.23% | 1.76% | -4.93% | -1.51% | 2.10% | 1.33% | 3.26% | 8.14% |
Expense Ratio
Mai2025 has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mai2025 is 59, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
ISRG Intuitive Surgical, Inc. | 1.30 | 1.90 | 1.27 | 1.55 | 4.91 |
SMH VanEck Vectors Semiconductor ETF | 0.16 | 0.35 | 1.05 | 0.04 | 0.10 |
SLHN.SW Swiss Life Holding AG | 2.07 | 2.58 | 1.43 | 3.38 | 11.60 |
SONVY Sonova Holding AG | 0.32 | 0.19 | 1.02 | 0.01 | 0.02 |
AEM Agnico Eagle Mines Limited | 1.69 | 2.04 | 1.28 | 3.01 | 10.67 |
CRWD CrowdStrike Holdings, Inc. | 0.63 | 0.96 | 1.12 | 0.52 | 1.17 |
ANET Arista Networks, Inc. | 0.33 | 0.72 | 1.11 | 0.31 | 0.82 |
FCX Freeport-McMoRan Inc. | -0.51 | -0.70 | 0.91 | -0.60 | -1.20 |
LNG Cheniere Energy, Inc. | 1.62 | 2.04 | 1.30 | 2.07 | 6.45 |
OXY Occidental Petroleum Corporation | -0.88 | -1.17 | 0.84 | -0.59 | -1.44 |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 1.07 | 1.31 | 1.19 | 1.09 | 4.79 |
SIKA.SW Sika AG | -0.64 | -0.89 | 0.89 | -0.38 | -0.96 |
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Dividends
Dividend yield
Mai2025 provided a 1.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.39% | 1.55% | 1.66% | 1.72% | 1.12% | 1.41% | 1.59% | 1.76% | 1.37% | 1.12% | 1.86% | 1.41% |
| Portfolio components: | ||||||||||||
ISRG Intuitive Surgical, 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% |
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
SLHN.SW Swiss Life Holding AG | 3.98% | 4.72% | 5.14% | 5.24% | 3.76% | 4.85% | 0.51% | 3.57% | 3.19% | 2.95% | 2.40% | 2.33% |
SONVY Sonova Holding AG | 1.51% | 1.46% | 1.57% | 1.93% | 0.91% | 0.00% | 1.27% | 1.63% | 1.54% | 1.90% | 1.72% | 1.44% |
AEM Agnico Eagle Mines Limited | 1.50% | 2.05% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% |
CRWD CrowdStrike 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% |
ANET Arista Networks, 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% |
FCX Freeport-McMoRan Inc. | 1.53% | 1.58% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% |
LNG Cheniere Energy, Inc. | 0.84% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXY Occidental Petroleum Corporation | 2.05% | 1.78% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.40% | 3.47% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.95% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% | 0.00% | 0.00% |
SIKA.SW Sika AG | 0.84% | 1.53% | 1.17% | 1.31% | 0.66% | 0.95% | 1.13% | 1.48% | 1.24% | 1.59% | 1.99% | 1.94% |
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 Mai2025. 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 Mai2025 was 40.86%, occurring on Mar 18, 2020. Recovery took 84 trading sessions.
The current Mai2025 drawdown is 0.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.86% | Jan 21, 2020 | 42 | Mar 18, 2020 | 84 | Jul 15, 2020 | 126 |
| -28.23% | Apr 5, 2022 | 124 | Sep 26, 2022 | 205 | Jul 12, 2023 | 329 |
| -17.85% | Feb 19, 2025 | 34 | Apr 7, 2025 | — | — | — |
| -11.64% | Jul 25, 2019 | 50 | Oct 2, 2019 | 71 | Jan 13, 2020 | 121 |
| -10.3% | Jul 15, 2024 | 16 | Aug 5, 2024 | 33 | Sep 19, 2024 | 49 |
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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | AEM | SONVY | LNG | OXY | CRWD | SIKA.SW | SLHN.SW | TDIV.AS | ANET | ISRG | FCX | SMH | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.30 | 0.36 | 0.37 | 0.47 | 0.37 | 0.35 | 0.41 | 0.64 | 0.72 | 0.55 | 0.80 | 0.78 |
| AEM | 0.19 | 1.00 | 0.13 | 0.13 | 0.11 | 0.12 | 0.19 | 0.15 | 0.16 | 0.16 | 0.19 | 0.30 | 0.15 | 0.38 |
| SONVY | 0.30 | 0.13 | 1.00 | 0.05 | 0.06 | 0.19 | 0.48 | 0.38 | 0.32 | 0.21 | 0.29 | 0.15 | 0.25 | 0.41 |
| LNG | 0.36 | 0.13 | 0.05 | 1.00 | 0.51 | 0.15 | 0.08 | 0.20 | 0.27 | 0.19 | 0.23 | 0.39 | 0.28 | 0.49 |
| OXY | 0.37 | 0.11 | 0.06 | 0.51 | 1.00 | 0.13 | 0.10 | 0.25 | 0.33 | 0.18 | 0.18 | 0.50 | 0.27 | 0.55 |
| CRWD | 0.47 | 0.12 | 0.19 | 0.15 | 0.13 | 1.00 | 0.19 | 0.10 | 0.11 | 0.50 | 0.43 | 0.22 | 0.49 | 0.58 |
| SIKA.SW | 0.37 | 0.19 | 0.48 | 0.08 | 0.10 | 0.19 | 1.00 | 0.49 | 0.46 | 0.24 | 0.30 | 0.30 | 0.33 | 0.49 |
| SLHN.SW | 0.35 | 0.15 | 0.38 | 0.20 | 0.25 | 0.10 | 0.49 | 1.00 | 0.61 | 0.20 | 0.21 | 0.35 | 0.26 | 0.49 |
| TDIV.AS | 0.41 | 0.16 | 0.32 | 0.27 | 0.33 | 0.11 | 0.46 | 0.61 | 1.00 | 0.21 | 0.23 | 0.42 | 0.29 | 0.52 |
| ANET | 0.64 | 0.16 | 0.21 | 0.19 | 0.18 | 0.50 | 0.24 | 0.20 | 0.21 | 1.00 | 0.51 | 0.35 | 0.66 | 0.64 |
| ISRG | 0.72 | 0.19 | 0.29 | 0.23 | 0.18 | 0.43 | 0.30 | 0.21 | 0.23 | 0.51 | 1.00 | 0.35 | 0.60 | 0.62 |
| FCX | 0.55 | 0.30 | 0.15 | 0.39 | 0.50 | 0.22 | 0.30 | 0.35 | 0.42 | 0.35 | 0.35 | 1.00 | 0.48 | 0.70 |
| SMH | 0.80 | 0.15 | 0.25 | 0.28 | 0.27 | 0.49 | 0.33 | 0.26 | 0.29 | 0.66 | 0.60 | 0.48 | 1.00 | 0.71 |
| Portfolio | 0.78 | 0.38 | 0.41 | 0.49 | 0.55 | 0.58 | 0.49 | 0.49 | 0.52 | 0.64 | 0.62 | 0.70 | 0.71 | 1.00 |