DEMO PORT (OutPerform)

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

DEMO PORT (OutPerform)

Last updated Sep 20, 2024

Asset Allocation

Position	Category/Sector	Weight
ABBV AbbVie Inc.	Healthcare	3.64%
CL Colgate-Palmolive Company	Consumer Defensive	3.90%
COST Costco Wholesale Corporation	Consumer Defensive	10.66%
CTAS Cintas Corporation	Industrials	10.59%
ISRG Intuitive Surgical, Inc.	Healthcare	7.23%
LLY Eli Lilly and Company	Healthcare	10.66%
MSFT Microsoft Corporation	Technology	8.40%
NVDA NVIDIA Corporation	Technology	4.50%
PGR The Progressive Corporation	Financial Services	11.93%
RACE Ferrari N.V.	Consumer Cyclical	6.53%
RSG Republic Services, Inc.	Industrials	3.80%
SPOT Spotify Technology S.A.	Communication Services	3.95%
TMDX TransMedics Group, Inc.	Healthcare	6.61%
TMUS T-Mobile US, Inc.	Communication Services	3.75%
WMT Walmart Inc.	Consumer Defensive	3.85%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DEMO PORT (OutPerform), 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

DEMO PORT (OutPerform)

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 2, 2019, corresponding to the inception date of TMDX

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	19.79%	2.08%	9.01%	29.79%	13.85%	11.12%
DEMO PORT (OutPerform)	53.53%	1.72%	27.44%	75.16%	37.56%	N/A
Portfolio components:
PGR The Progressive Corporation	61.24%	6.93%	24.31%	80.12%	30.45%	29.26%
COST Costco Wholesale Corporation	37.07%	2.80%	21.67%	64.42%	28.00%	24.41%
LLY Eli Lilly and Company	57.74%	-3.68%	19.17%	61.71%	53.35%	32.70%
CTAS Cintas Corporation	36.07%	5.20%	27.42%	59.78%	27.72%	30.04%
MSFT Microsoft Corporation	17.30%	3.27%	2.54%	37.79%	27.00%	27.05%
ISRG Intuitive Surgical, Inc.	45.25%	1.41%	25.02%	67.83%	22.64%	25.50%
TMDX TransMedics Group, Inc.	110.29%	-0.12%	124.36%	188.81%	46.47%	N/A
RACE Ferrari N.V.	40.97%	1.57%	10.67%	57.50%	26.43%	N/A
NVDA NVIDIA Corporation	138.07%	-7.36%	28.93%	179.14%	94.24%	74.64%
SPOT Spotify Technology S.A.	91.70%	4.03%	38.74%	124.06%	24.51%	N/A
CL Colgate-Palmolive Company	30.15%	-1.02%	16.17%	41.58%	10.14%	6.98%
WMT Walmart Inc.	49.95%	4.70%	27.80%	44.76%	16.72%	14.19%
RSG Republic Services, Inc.	22.51%	-2.14%	6.83%	36.27%	19.99%	20.14%
TMUS T-Mobile US, Inc.	25.90%	2.07%	24.93%	42.70%	20.36%	21.54%
ABBV AbbVie Inc.	28.48%	-1.29%	11.11%	30.92%	27.32%	17.47%

Monthly Returns

The table below presents the monthly returns of DEMO PORT (OutPerform), 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	7.82%	8.63%	3.79%	-0.26%	9.11%	5.56%	-0.27%	10.59%					53.53%
2023	5.03%	1.98%	6.09%	3.90%	2.50%	7.28%	0.41%	0.26%	-2.76%	0.68%	12.84%	3.33%	49.19%
2022	-8.98%	-0.37%	10.47%	-8.96%	2.45%	-2.47%	9.84%	-1.65%	-7.74%	9.59%	8.86%	-4.52%	3.46%
2021	-1.07%	3.22%	3.82%	2.27%	1.33%	7.16%	1.62%	4.39%	-5.14%	8.87%	-0.71%	4.86%	34.29%
2020	3.13%	-4.82%	-6.44%	13.01%	4.02%	7.78%	6.22%	6.82%	-3.22%	-4.61%	10.87%	7.02%	44.61%
2019					0.12%	6.14%	0.79%	0.14%	0.49%	0.47%	2.88%	2.61%	14.31%

Expense Ratio

DEMO PORT (OutPerform) 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DEMO PORT (OutPerform) is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

DEMO PORT (OutPerform)

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

DEMO PORT (OutPerform)

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PGR The Progressive Corporation	3.81	5.15	1.69	11.33	34.12
COST Costco Wholesale Corporation	3.28	3.87	1.58	6.26	16.44
LLY Eli Lilly and Company	1.99	2.74	1.36	3.21	11.82
CTAS Cintas Corporation	3.13	4.60	1.62	7.00	27.67
MSFT Microsoft Corporation	1.73	2.27	1.29	2.23	6.82
ISRG Intuitive Surgical, Inc.	2.31	3.20	1.42	2.17	17.01
TMDX TransMedics Group, Inc.	2.36	3.84	1.45	2.97	17.34
RACE Ferrari N.V.	2.19	3.20	1.39	4.55	13.08
NVDA NVIDIA Corporation	3.30	3.52	1.45	6.32	19.96
SPOT Spotify Technology S.A.	3.39	4.39	1.56	2.11	32.10
CL Colgate-Palmolive Company	2.95	4.08	1.53	2.70	21.59
WMT Walmart Inc.	2.43	3.30	1.51	4.18	12.38
RSG Republic Services, Inc.	2.58	3.21	1.49	4.24	16.95
TMUS T-Mobile US, Inc.	2.94	4.01	1.54	4.03	20.27
ABBV AbbVie Inc.	1.64	2.14	1.30	1.96	5.53

Sharpe Ratio

The current DEMO PORT (OutPerform) Sharpe ratio is 5.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.55, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of DEMO PORT (OutPerform) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

DEMO PORT (OutPerform)

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

DEMO PORT (OutPerform) granted a 0.83% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
DEMO PORT (OutPerform)	0.83%	0.96%	0.81%	1.43%	1.43%	1.43%	1.31%	1.57%	1.53%	1.75%	1.94%	1.93%
Portfolio components:
PGR The Progressive Corporation	0.45%	0.25%	0.31%	6.23%	2.68%	3.87%	1.86%	1.21%	2.50%	2.16%	5.53%	1.05%
COST Costco Wholesale Corporation	2.15%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%	1.01%
LLY Eli Lilly and Company	0.55%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%	3.84%
CTAS Cintas Corporation	0.69%	0.83%	0.93%	0.77%	0.79%	0.95%	1.22%	1.04%	1.15%	1.15%	2.17%	1.28%
MSFT Microsoft Corporation	0.68%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
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%
TMDX TransMedics Group, 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%
RACE Ferrari N.V.	0.55%	0.59%	0.69%	0.40%	0.54%	0.70%	0.87%	0.66%	0.89%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
SPOT Spotify Technology S.A.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CL Colgate-Palmolive Company	1.92%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%	2.05%	2.04%
WMT Walmart Inc.	1.04%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%	2.39%
RSG Republic Services, Inc.	1.07%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%	2.68%	2.98%
TMUS T-Mobile US, Inc.	1.30%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	12.04%
ABBV AbbVie Inc.	3.17%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%	3.03%

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.

DEMO PORT (OutPerform)

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DEMO PORT (OutPerform). 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 DEMO PORT (OutPerform) was 25.86%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current DEMO PORT (OutPerform) drawdown is 0.32%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.86%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-17.11%	Apr 8, 2022	48	Jun 16, 2022	39	Aug 12, 2022	87
-14.68%	Dec 30, 2021	38	Feb 23, 2022	24	Mar 29, 2022	62
-14.36%	Aug 19, 2022	40	Oct 14, 2022	25	Nov 18, 2022	65
-9.53%	Sep 3, 2020	41	Oct 30, 2020	11	Nov 16, 2020	52

Volatility

Volatility Chart

The current DEMO PORT (OutPerform) volatility is 4.20%, 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.

DEMO PORT (OutPerform)

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	TMDX	ABBV	SPOT	PGR	LLY	CL	WMT	TMUS	RSG	NVDA	RACE	COST	CTAS	ISRG	MSFT
TMDX	1.00	0.11	0.32	0.10	0.17	0.07	0.14	0.20	0.17	0.33	0.29	0.26	0.29	0.38	0.32
ABBV	0.11	1.00	0.08	0.30	0.39	0.34	0.25	0.26	0.32	0.16	0.20	0.23	0.30	0.32	0.24
SPOT	0.32	0.08	1.00	0.08	0.14	0.02	0.17	0.26	0.10	0.49	0.39	0.30	0.32	0.43	0.46
PGR	0.10	0.30	0.08	1.00	0.28	0.38	0.30	0.31	0.43	0.14	0.23	0.29	0.36	0.27	0.25
LLY	0.17	0.39	0.14	0.28	1.00	0.32	0.26	0.29	0.35	0.24	0.23	0.30	0.31	0.33	0.34
CL	0.07	0.34	0.02	0.38	0.32	1.00	0.41	0.33	0.49	0.09	0.21	0.37	0.38	0.29	0.27
WMT	0.14	0.25	0.17	0.30	0.26	0.41	1.00	0.31	0.35	0.23	0.23	0.58	0.35	0.30	0.32
TMUS	0.20	0.26	0.26	0.31	0.29	0.33	0.31	1.00	0.36	0.33	0.33	0.38	0.42	0.41	0.41
RSG	0.17	0.32	0.10	0.43	0.35	0.49	0.35	0.36	1.00	0.18	0.31	0.39	0.58	0.40	0.36
NVDA	0.33	0.16	0.49	0.14	0.24	0.09	0.23	0.33	0.18	1.00	0.51	0.46	0.44	0.54	0.67
RACE	0.29	0.20	0.39	0.23	0.23	0.21	0.23	0.33	0.31	0.51	1.00	0.42	0.46	0.50	0.53
COST	0.26	0.23	0.30	0.29	0.30	0.37	0.58	0.38	0.39	0.46	0.42	1.00	0.51	0.50	0.54
CTAS	0.29	0.30	0.32	0.36	0.31	0.38	0.35	0.42	0.58	0.44	0.46	0.51	1.00	0.58	0.57
ISRG	0.38	0.32	0.43	0.27	0.33	0.29	0.30	0.41	0.40	0.54	0.50	0.50	0.58	1.00	0.62
MSFT	0.32	0.24	0.46	0.25	0.34	0.27	0.32	0.41	0.36	0.67	0.53	0.54	0.57	0.62	1.00

The correlation results are calculated based on daily price changes starting from May 3, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

DEMO PORT (OutPerform)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community