test2
safety first
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 15% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 30% |
NVDA NVIDIA Corporation | Technology | 45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test2, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Dec 3, 2024, the test2 returned 89.20% Year-To-Date and 50.09% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| test2 | 89.20% | 4.12% | 16.59% | 96.11% | 57.53% | 50.09% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 180.00% | 2.39% | 20.57% | 196.53% | 93.13% | 75.58% |
MSFT Microsoft Corporation | 15.47% | 5.23% | 4.62% | 15.94% | 24.72% | 26.43% |
AAPL Apple Inc | 25.05% | 7.60% | 23.76% | 25.90% | 30.55% | 25.13% |
META Meta Platforms, Inc. | 67.99% | 4.53% | 24.40% | 83.06% | 24.60% | 22.85% |
Monthly Returns
The table below presents the monthly returns of test2, 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 | 13.03% | 17.60% | 7.39% | -5.45% | 17.12% | 10.40% | -4.07% | 2.34% | 2.96% | 1.95% | 4.08% | 89.20% | |
| 2023 | 20.22% | 11.79% | 17.89% | 3.71% | 19.73% | 8.83% | 5.64% | 0.70% | -7.96% | -0.70% | 12.81% | 3.29% | 142.56% |
| 2022 | -10.72% | -5.58% | 7.62% | -19.87% | -1.65% | -12.46% | 14.38% | -10.12% | -15.36% | 3.43% | 16.59% | -10.25% | -41.07% |
| 2021 | 0.44% | 1.40% | 0.68% | 9.89% | 2.98% | 15.59% | 1.64% | 9.63% | -7.40% | 16.28% | 14.80% | -3.71% | 77.92% |
| 2020 | 3.23% | 2.67% | -4.00% | 13.60% | 12.58% | 8.62% | 9.15% | 19.90% | -3.88% | -5.31% | 6.86% | 1.64% | 82.89% |
| 2019 | 7.79% | 5.85% | 10.75% | 6.02% | -15.06% | 14.00% | 2.95% | -0.53% | 2.73% | 10.34% | 7.07% | 6.87% | 72.31% |
| 2018 | 15.86% | -0.52% | -4.62% | -0.03% | 10.47% | -2.79% | 3.10% | 11.74% | -0.08% | -14.70% | -11.55% | -12.36% | -10.18% |
| 2017 | 4.31% | -0.65% | 5.27% | -0.14% | 18.51% | -0.97% | 8.90% | 4.70% | 1.41% | 12.56% | -0.69% | -1.41% | 62.93% |
| 2016 | -5.63% | 0.41% | 11.27% | -4.84% | 18.08% | -1.41% | 15.08% | 4.70% | 6.77% | 3.22% | 12.68% | 9.90% | 92.07% |
| 2015 | -5.17% | 11.62% | -4.45% | 8.32% | -0.26% | -5.67% | 1.83% | 2.37% | 4.81% | 15.07% | 6.92% | 1.07% | 40.02% |
| 2014 | -0.72% | 10.29% | -0.37% | 2.37% | 3.93% | 0.52% | -0.29% | 8.35% | -1.36% | 3.60% | 6.28% | -3.96% | 31.49% |
| 2013 | 0.26% | 0.64% | 0.86% | 8.90% | 3.60% | -3.05% | 5.88% | 5.72% | 5.27% | 2.28% | 4.57% | 2.08% | 43.22% |
Expense Ratio
test2 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 risk-adjusted rank of test2 is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.77 | 3.82 | 1.49 | 7.27 | 23.09 |
MSFT Microsoft Corporation | 0.74 | 1.07 | 1.14 | 0.94 | 2.20 |
AAPL Apple Inc | 1.19 | 1.80 | 1.22 | 1.61 | 3.77 |
META Meta Platforms, Inc. | 2.26 | 3.16 | 1.44 | 4.44 | 13.72 |
Dividends
Dividend yield
test2 provided a 0.31% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.31% | 0.31% | 0.47% | 0.30% | 0.43% | 0.64% | 0.98% | 0.91% | 1.20% | 1.53% | 1.76% | 1.97% |
| Portfolio components: | ||||||||||||
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% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
META Meta Platforms, Inc. | 0.25% | 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 test2. 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 test2 was 50.76%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current test2 drawdown is 2.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.76% | Nov 22, 2021 | 226 | Oct 14, 2022 | 153 | May 25, 2023 | 379 |
| -38.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 217 | Nov 4, 2019 | 275 |
| -32.64% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -18.84% | Jul 11, 2024 | 20 | Aug 7, 2024 | 52 | Oct 21, 2024 | 72 |
| -18.22% | Dec 7, 2015 | 43 | Feb 8, 2016 | 34 | Mar 29, 2016 | 77 |
Volatility
Volatility Chart
The current test2 volatility is 6.82%, 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
| META | AAPL | NVDA | MSFT | |
|---|---|---|---|---|
| META | 1.00 | 0.45 | 0.47 | 0.50 |
| AAPL | 0.45 | 1.00 | 0.48 | 0.56 |
| NVDA | 0.47 | 0.48 | 1.00 | 0.56 |
| MSFT | 0.50 | 0.56 | 0.56 | 1.00 |