YTD Return - 10.13.24
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 10% |
CLS Celestica Inc. | Technology | 10% |
CSWI CSW Industrials, Inc. | Industrials | 10% |
FICO Fair Isaac Corporation | Technology | 10% |
GE General Electric Company | Industrials | 10% |
IRM Iron Mountain Incorporated | Real Estate | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
PLTR Palantir Technologies Inc. | Technology | 10% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in YTD Return - 10.13.24, 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 Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| YTD Return - 10.13.24 | 111.63% | 6.70% | 47.30% | 128.45% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
PLTR Palantir Technologies Inc. | 253.52% | 39.86% | 180.11% | 204.41% | N/A | N/A |
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
GE General Electric Company | 81.10% | -4.71% | 12.65% | 97.26% | 26.80% | 5.45% |
CSWI CSW Industrials, Inc. | 100.51% | 5.28% | 68.53% | 131.39% | 41.58% | N/A |
IRM Iron Mountain Incorporated | 69.37% | -4.31% | 42.78% | 93.39% | 35.51% | 18.85% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
Monthly Returns
The table below presents the monthly returns of YTD Return - 10.13.24, 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 | 5.37% | 20.51% | 6.73% | -1.91% | 8.99% | 8.50% | 4.28% | 4.83% | 7.17% | 2.79% | 111.63% | ||
| 2023 | 15.07% | 1.50% | 6.52% | -0.28% | 17.95% | 8.96% | 12.77% | 1.94% | -1.61% | -2.08% | 15.46% | 6.28% | 116.68% |
| 2022 | -6.29% | -1.36% | 5.00% | -13.26% | 1.02% | -8.35% | 13.12% | -4.54% | -10.69% | 13.69% | 7.04% | -4.43% | -12.57% |
| 2021 | 10.45% | -0.05% | 5.89% | 1.90% | 2.74% | 3.65% | -0.03% | 8.19% | -6.54% | 8.29% | -1.01% | 4.11% | 43.13% |
| 2020 | -1.09% | 35.54% | 2.14% | 36.93% |
Expense Ratio
YTD Return - 10.13.24 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 YTD Return - 10.13.24 is 98, placing it in the top 2% 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 | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
PLTR Palantir Technologies Inc. | 3.31 | 4.13 | 1.54 | 3.52 | 17.25 |
CLS Celestica Inc. | 4.06 | 3.92 | 1.52 | 6.27 | 19.45 |
GE General Electric Company | 3.42 | 3.91 | 1.58 | 8.64 | 28.87 |
CSWI CSW Industrials, Inc. | 4.63 | 5.20 | 1.70 | 9.29 | 46.22 |
IRM Iron Mountain Incorporated | 3.98 | 4.36 | 1.64 | 9.59 | 33.12 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
Dividends
Dividend yield
YTD Return - 10.13.24 provided a 0.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.64% | 0.85% | 1.28% | 1.05% | 1.61% | 1.69% | 2.11% | 1.84% | 1.69% | 1.72% | 1.72% | 1.69% |
| 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% |
PLTR Palantir Technologies 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% |
CLS Celestica 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% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
CSWI CSW Industrials, Inc. | 0.21% | 0.36% | 0.57% | 0.48% | 0.48% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
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% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
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 YTD Return - 10.13.24. 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 YTD Return - 10.13.24 was 27.92%, occurring on Oct 14, 2022. Recovery took 74 trading sessions.
The current YTD Return - 10.13.24 drawdown is 0.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.92% | Nov 9, 2021 | 235 | Oct 14, 2022 | 74 | Feb 1, 2023 | 309 |
| -11.39% | Jul 17, 2024 | 14 | Aug 5, 2024 | 8 | Aug 15, 2024 | 22 |
| -9.61% | Aug 22, 2024 | 11 | Sep 6, 2024 | 5 | Sep 13, 2024 | 16 |
| -9.03% | Mar 22, 2024 | 20 | Apr 19, 2024 | 11 | May 6, 2024 | 31 |
| -8.65% | Oct 12, 2023 | 12 | Oct 27, 2023 | 10 | Nov 10, 2023 | 22 |
Volatility
Volatility Chart
The current YTD Return - 10.13.24 volatility is 7.07%, 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 | WSM | CSWI | GE | PLTR | FICO | CLS | NVDA | AVGO | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.25 | 0.13 | 0.16 | 0.17 | 0.09 | 0.19 | 0.18 | 0.21 | 0.24 |
| IRM | 0.25 | 1.00 | 0.30 | 0.35 | 0.35 | 0.30 | 0.31 | 0.33 | 0.23 | 0.35 |
| WSM | 0.13 | 0.30 | 1.00 | 0.37 | 0.35 | 0.37 | 0.31 | 0.32 | 0.35 | 0.36 |
| CSWI | 0.16 | 0.35 | 0.37 | 1.00 | 0.43 | 0.29 | 0.35 | 0.41 | 0.29 | 0.37 |
| GE | 0.17 | 0.35 | 0.35 | 0.43 | 1.00 | 0.30 | 0.28 | 0.46 | 0.31 | 0.37 |
| PLTR | 0.09 | 0.30 | 0.37 | 0.29 | 0.30 | 1.00 | 0.40 | 0.39 | 0.50 | 0.44 |
| FICO | 0.19 | 0.31 | 0.31 | 0.35 | 0.28 | 0.40 | 1.00 | 0.37 | 0.45 | 0.48 |
| CLS | 0.18 | 0.33 | 0.32 | 0.41 | 0.46 | 0.39 | 0.37 | 1.00 | 0.49 | 0.52 |
| NVDA | 0.21 | 0.23 | 0.35 | 0.29 | 0.31 | 0.50 | 0.45 | 0.49 | 1.00 | 0.70 |
| AVGO | 0.24 | 0.35 | 0.36 | 0.37 | 0.37 | 0.44 | 0.48 | 0.52 | 0.70 | 1.00 |