stocks 4
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANET Arista Networks, Inc. | Technology | 12.50% |
AVGO Broadcom Inc. | Technology | 12.50% |
AXON Axon Enterprise, Inc. | Industrials | 12.50% |
FICO Fair Isaac Corporation | Technology | 12.50% |
IRM Iron Mountain Incorporated | Real Estate | 12.50% |
LLY Eli Lilly and Company | Healthcare | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in stocks 4, 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 Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
As of Sep 14, 2024, the stocks 4 returned 70.70% Year-To-Date and 42.77% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| stocks 4 | 70.96% | 2.17% | 34.77% | 104.88% | 53.76% | 42.94% |
| Portfolio components: | ||||||
IRM Iron Mountain Incorporated | 69.90% | 8.09% | 48.01% | 91.00% | 36.78% | 20.93% |
FICO Fair Isaac Corporation | 62.80% | 8.18% | 54.98% | 112.58% | 43.35% | 41.89% |
NVDA NVIDIA Corporation | 140.55% | -4.39% | 34.67% | 171.38% | 93.14% | 74.73% |
AXON Axon Enterprise, Inc. | 49.33% | 3.23% | 25.07% | 87.08% | 42.75% | 37.48% |
LLY Eli Lilly and Company | 59.23% | 0.17% | 21.49% | 61.54% | 54.62% | 32.77% |
ANET Arista Networks, Inc. | 52.50% | 1.49% | 24.14% | 94.43% | 42.42% | 32.37% |
AVGO Broadcom Inc. | 48.03% | -1.03% | 33.56% | 95.97% | 46.26% | 38.08% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 67.68% | -0.80% | 27.11% | 96.30% | 33.78% | 27.01% |
Monthly Returns
The table below presents the monthly returns of stocks 4, 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 | 6.89% | 15.54% | 4.66% | -3.61% | 8.26% | 13.73% | 0.23% | 8.52% | 70.96% | ||||
| 2023 | 12.39% | 2.49% | 11.10% | 0.05% | 11.28% | 5.45% | 1.52% | 9.32% | -6.54% | 0.74% | 12.80% | 8.75% | 92.57% |
| 2022 | -7.57% | -1.52% | 6.87% | -13.88% | 0.72% | -8.57% | 12.11% | -2.95% | -8.63% | 10.24% | 19.79% | -7.18% | -5.99% |
| 2021 | 9.84% | 1.07% | -1.79% | 4.24% | 3.49% | 9.24% | 2.54% | 2.10% | -7.13% | 9.06% | 5.36% | 8.36% | 55.53% |
| 2020 | 2.15% | -3.75% | -6.99% | 9.43% | 6.81% | 7.78% | 7.96% | 3.15% | -0.06% | -2.56% | 16.84% | 7.04% | 56.27% |
| 2019 | 9.06% | 7.78% | 7.22% | 1.84% | -9.31% | 5.57% | 3.73% | -2.75% | -0.16% | 3.63% | 7.50% | 4.73% | 44.41% |
| 2018 | 7.07% | 0.65% | 0.86% | 0.38% | 10.36% | 0.41% | 4.35% | 7.75% | -0.08% | -12.22% | -2.05% | -3.68% | 12.49% |
| 2017 | 5.16% | 5.67% | 2.16% | 1.34% | 6.37% | 1.72% | 3.40% | 2.77% | 2.54% | 5.77% | 4.18% | -1.45% | 47.30% |
| 2016 | -7.17% | 6.78% | 7.57% | -0.47% | 9.81% | 3.03% | 9.96% | 1.79% | 3.73% | -4.85% | 5.26% | 3.64% | 44.71% |
| 2015 | 1.45% | 6.81% | 0.35% | 1.35% | 6.52% | -0.70% | -3.37% | -4.29% | 0.41% | 4.57% | 1.70% | 1.90% | 17.32% |
| 2014 | 4.90% | -4.41% | 13.31% | 0.52% | 6.84% | 7.36% | 2.32% | 34.04% |
Expense Ratio
stocks 4 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 stocks 4 is 97, placing it in the top 3% 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 | |
|---|---|---|---|---|---|
IRM Iron Mountain Incorporated | 3.63 | 4.48 | 1.58 | 8.53 | 24.10 |
FICO Fair Isaac Corporation | 3.53 | 3.67 | 1.54 | 6.49 | 20.77 |
NVDA NVIDIA Corporation | 3.12 | 3.40 | 1.43 | 5.97 | 19.14 |
AXON Axon Enterprise, Inc. | 2.34 | 3.89 | 1.47 | 4.89 | 13.59 |
LLY Eli Lilly and Company | 1.88 | 2.63 | 1.34 | 3.05 | 11.20 |
ANET Arista Networks, Inc. | 2.19 | 2.83 | 1.38 | 4.60 | 14.09 |
AVGO Broadcom Inc. | 2.01 | 2.63 | 1.34 | 3.62 | 11.32 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.46 | 3.11 | 1.40 | 2.42 | 13.60 |
Dividends
Dividend yield
stocks 4 granted a 0.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| stocks 4 | 0.59% | 0.99% | 1.46% | 1.23% | 1.86% | 2.12% | 2.05% | 1.61% | 1.69% | 1.80% | 1.70% | 1.78% |
| Portfolio components: | ||||||||||||
IRM Iron Mountain Incorporated | 1.67% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% | 6.00% | 4.39% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
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% |
AXON Axon Enterprise, 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% |
LLY Eli Lilly and Company | 0.54% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.27% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
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 stocks 4. 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 stocks 4 was 31.39%, occurring on Mar 16, 2020. Recovery took 54 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.39% | Feb 20, 2020 | 18 | Mar 16, 2020 | 54 | Jun 2, 2020 | 72 |
| -27.23% | Dec 28, 2021 | 119 | Jun 16, 2022 | 150 | Jan 23, 2023 | 269 |
| -24.18% | Sep 17, 2018 | 69 | Dec 24, 2018 | 59 | Mar 21, 2019 | 128 |
| -17.82% | Jun 23, 2015 | 45 | Aug 25, 2015 | 144 | Mar 22, 2016 | 189 |
| -13.37% | Feb 12, 2021 | 16 | Mar 8, 2021 | 62 | Jun 4, 2021 | 78 |
Volatility
Volatility Chart
The current stocks 4 volatility is 8.33%, 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
| LLY | IRM | AXON | FICO | ANET | TSM | NVDA | AVGO | |
|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.22 | 0.18 | 0.25 | 0.23 | 0.18 | 0.23 | 0.25 |
| IRM | 0.22 | 1.00 | 0.23 | 0.32 | 0.26 | 0.25 | 0.24 | 0.30 |
| AXON | 0.18 | 0.23 | 1.00 | 0.39 | 0.35 | 0.32 | 0.38 | 0.37 |
| FICO | 0.25 | 0.32 | 0.39 | 1.00 | 0.43 | 0.41 | 0.45 | 0.44 |
| ANET | 0.23 | 0.26 | 0.35 | 0.43 | 1.00 | 0.42 | 0.50 | 0.50 |
| TSM | 0.18 | 0.25 | 0.32 | 0.41 | 0.42 | 1.00 | 0.59 | 0.59 |
| NVDA | 0.23 | 0.24 | 0.38 | 0.45 | 0.50 | 0.59 | 1.00 | 0.61 |
| AVGO | 0.25 | 0.30 | 0.37 | 0.44 | 0.50 | 0.59 | 0.61 | 1.00 |