IIM Delphi - Qualitative Score
Based on IIM Qualitative Score by IIM Analysts for Top 5 High reward / low risk
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 20% |
GOOGL Alphabet Inc Class A | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
MSFT Microsoft Corporation | Technology | 20% |
SPGI S&P Global Inc. | Financial Services | 20% |
Performance
Performance Chart
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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of May 18, 2025, the IIM Delphi - Qualitative Score returned 0.95% Year-To-Date and 24.49% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| IIM Delphi - Qualitative Score | 0.95% | 18.51% | 6.12% | 14.62% | 19.42% | 24.49% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc Class A | -12.11% | 9.94% | -3.43% | -5.15% | 19.31% | 19.77% |
MSFT Microsoft Corporation | 8.19% | 23.74% | 10.10% | 8.93% | 20.86% | 27.20% |
AMZN Amazon.com, Inc. | -6.29% | 19.11% | 1.47% | 11.31% | 11.16% | 25.59% |
META Meta Platforms, Inc. | 9.46% | 27.69% | 15.76% | 36.19% | 24.81% | 23.17% |
SPGI S&P Global Inc. | 5.09% | 12.87% | 4.18% | 19.12% | 11.86% | 18.44% |
Monthly Returns
The table below presents the monthly returns of IIM Delphi - Qualitative Score, 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 | 7.39% | -6.39% | -8.80% | -0.29% | 10.42% | 0.95% | |||||||
| 2024 | 4.03% | 7.94% | 2.10% | -3.22% | 4.96% | 7.00% | -2.49% | 1.40% | 3.90% | -2.05% | 4.86% | 3.02% | 35.45% |
| 2023 | 14.79% | -1.34% | 13.13% | 6.14% | 9.51% | 5.27% | 4.29% | -0.89% | -4.06% | 0.55% | 11.33% | 4.42% | 81.74% |
| 2022 | -8.67% | -8.66% | 5.25% | -13.95% | -3.21% | -8.33% | 10.71% | -4.91% | -12.62% | -7.46% | 8.82% | -6.93% | -42.20% |
| 2021 | -0.40% | 2.39% | 4.85% | 10.82% | -1.83% | 6.51% | 3.84% | 5.64% | -6.90% | 7.58% | -0.85% | 1.16% | 36.55% |
| 2020 | 5.91% | -6.28% | -6.49% | 19.74% | 5.76% | 4.80% | 7.69% | 9.89% | -7.68% | -1.44% | 6.69% | -0.21% | 41.21% |
| 2019 | 12.92% | 0.77% | 5.29% | 8.32% | -6.33% | 5.78% | 4.20% | -0.64% | -1.72% | 4.30% | 3.80% | 2.88% | 45.74% |
| 2018 | 12.02% | -0.25% | -4.49% | 3.05% | 6.98% | 2.26% | 1.62% | 5.15% | -2.41% | -10.21% | 0.91% | -7.81% | 4.80% |
| 2017 | 8.48% | 3.52% | 2.80% | 5.14% | 4.90% | -1.63% | 5.32% | 1.24% | 0.03% | 7.64% | 2.59% | 0.91% | 48.87% |
| 2016 | -4.50% | -3.68% | 7.85% | 1.02% | 5.70% | -3.54% | 10.35% | 1.26% | 2.94% | -0.52% | -3.90% | -1.36% | 10.84% |
| 2015 | 0.10% | 8.14% | -1.19% | 5.74% | -0.37% | -0.32% | 12.42% | -4.17% | -1.95% | 15.47% | 4.09% | 1.68% | 44.97% |
| 2014 | 1.65% | 4.29% | -5.28% | -3.78% | 5.75% | 3.17% | 0.70% | 3.83% | 1.61% | -1.10% | 3.42% | -3.85% | 10.15% |
Expense Ratio
IIM Delphi - Qualitative Score has an expense ratio of 0.00%, meaning no management fees are charged. 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 IIM Delphi - Qualitative Score is 29, 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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | -0.13 | 0.13 | 1.02 | -0.07 | -0.14 |
MSFT Microsoft Corporation | 0.34 | 0.75 | 1.10 | 0.43 | 0.94 |
AMZN Amazon.com, Inc. | 0.35 | 0.65 | 1.08 | 0.32 | 0.85 |
META Meta Platforms, Inc. | 0.97 | 1.56 | 1.20 | 1.06 | 3.27 |
SPGI S&P Global Inc. | 0.92 | 1.50 | 1.21 | 1.19 | 4.11 |
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Dividends
Dividend yield
IIM Delphi - Qualitative Score provided a 0.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.44% | 0.42% | 0.31% | 0.41% | 0.27% | 0.35% | 0.41% | 0.57% | 0.57% | 0.74% | 0.73% | 0.76% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc Class A | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AMZN Amazon.com, 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% |
META Meta Platforms, Inc. | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 0.71% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
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 IIM Delphi - Qualitative Score. 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 IIM Delphi - Qualitative Score was 49.11%, occurring on Nov 3, 2022. Recovery took 281 trading sessions.
The current IIM Delphi - Qualitative Score drawdown is 6.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.11% | Nov 22, 2021 | 240 | Nov 3, 2022 | 281 | Dec 18, 2023 | 521 |
| -28.06% | Feb 20, 2020 | 18 | Mar 16, 2020 | 44 | May 18, 2020 | 62 |
| -26.68% | Jul 26, 2018 | 105 | Dec 24, 2018 | 80 | Apr 22, 2019 | 185 |
| -23.41% | Feb 5, 2025 | 52 | Apr 21, 2025 | — | — | — |
| -15.74% | Dec 30, 2015 | 28 | Feb 9, 2016 | 63 | May 10, 2016 | 91 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SPGI | META | AMZN | MSFT | GOOGL | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.67 | 0.56 | 0.64 | 0.72 | 0.69 | 0.79 |
| SPGI | 0.67 | 1.00 | 0.39 | 0.44 | 0.53 | 0.47 | 0.65 |
| META | 0.56 | 0.39 | 1.00 | 0.57 | 0.50 | 0.60 | 0.79 |
| AMZN | 0.64 | 0.44 | 0.57 | 1.00 | 0.60 | 0.65 | 0.82 |
| MSFT | 0.72 | 0.53 | 0.50 | 0.60 | 1.00 | 0.65 | 0.78 |
| GOOGL | 0.69 | 0.47 | 0.60 | 0.65 | 0.65 | 1.00 | 0.82 |
| Portfolio | 0.79 | 0.65 | 0.79 | 0.82 | 0.78 | 0.82 | 1.00 |