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123

Last updated Mar 2, 2024

Asset Allocation


AGM 10%LLY 10%NVDA 10%STRL 10%DECK 10%UFPI 10%NXE 10%NFLX 10%CELH 10%AAPL 10%EquityEquity
PositionCategory/SectorWeight
AGM
Federal Agricultural Mortgage Corporation
Financial Services

10%

LLY
Eli Lilly and Company
Healthcare

10%

NVDA
NVIDIA Corporation
Technology

10%

STRL
Sterling Construction Company, Inc.
Industrials

10%

DECK
Deckers Outdoor Corporation
Consumer Cyclical

10%

UFPI
UFP Industries, Inc.
Basic Materials

10%

NXE
NexGen Energy Ltd.
Energy

10%

NFLX
Netflix, Inc.
Communication Services

10%

CELH
Celsius Holdings, Inc.
Consumer Defensive

10%

AAPL
Apple Inc.
Technology

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 123, 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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%OctoberNovemberDecember2024FebruaryMarch
5,458.66%
204.80%
123
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 14, 2013, corresponding to the inception date of NXE

Returns

As of Mar 2, 2024, the 123 returned 22.35% Year-To-Date and 46.18% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
12322.35%12.59%34.36%106.04%56.09%45.85%
AGM
Federal Agricultural Mortgage Corporation
-5.27%-3.79%7.67%26.40%22.93%22.28%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%46.32%32.42%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%69.17%
STRL
Sterling Construction Company, Inc.
26.21%41.32%33.50%172.54%51.04%27.55%
DECK
Deckers Outdoor Corporation
35.14%2.41%69.55%110.85%44.73%28.13%
UFPI
UFP Industries, Inc.
-7.37%0.97%8.67%35.06%32.59%21.13%
NXE
NexGen Energy Ltd.
10.29%-4.93%46.49%75.45%36.96%33.62%
NFLX
Netflix, Inc.
27.21%9.69%40.80%96.50%11.52%25.55%
CELH
Celsius Holdings, Inc.
45.40%48.58%22.44%150.91%134.08%83.79%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.39%15.68%
202310.42%-6.04%0.05%8.09%8.61%

Sharpe Ratio

The current 123 Sharpe ratio is 5.80. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.005.80

The Sharpe ratio of 123 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00OctoberNovemberDecember2024FebruaryMarch
5.80
2.44
123
Benchmark (^GSPC)
Portfolio components

Dividend yield

123 granted a 0.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
1230.46%0.45%0.65%0.53%0.77%0.75%0.94%0.69%0.78%0.87%0.92%1.01%
AGM
Federal Agricultural Mortgage Corporation
2.43%2.30%3.37%2.84%4.31%3.35%3.84%1.84%1.82%2.03%1.85%1.40%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
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%
STRL
Sterling Construction Company, 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%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UFPI
UFP Industries, Inc.
1.02%0.88%1.20%0.71%0.90%0.84%1.39%0.85%0.85%1.20%1.15%0.79%
NXE
NexGen Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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%
CELH
Celsius Holdings, 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%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Expense Ratio

The 123 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
123
5.80
AGM
Federal Agricultural Mortgage Corporation
1.00
LLY
Eli Lilly and Company
5.18
NVDA
NVIDIA Corporation
5.65
STRL
Sterling Construction Company, Inc.
3.66
DECK
Deckers Outdoor Corporation
3.36
UFPI
UFP Industries, Inc.
1.19
NXE
NexGen Energy Ltd.
1.70
NFLX
Netflix, Inc.
2.64
CELH
Celsius Holdings, Inc.
2.95
AAPL
Apple Inc.
1.27

Asset Correlations Table

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

LLYNXECELHAGMSTRLNFLXDECKAAPLNVDAUFPI
LLY1.000.090.100.130.140.210.170.250.220.20
NXE0.091.000.150.160.180.150.170.190.200.21
CELH0.100.151.000.150.170.150.190.200.210.21
AGM0.130.160.151.000.370.190.300.230.240.44
STRL0.140.180.170.371.000.180.290.220.230.45
NFLX0.210.150.150.190.181.000.260.430.450.27
DECK0.170.170.190.300.290.261.000.300.310.41
AAPL0.250.190.200.230.220.430.301.000.520.33
NVDA0.220.200.210.240.230.450.310.521.000.35
UFPI0.200.210.210.440.450.270.410.330.351.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
123
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 123. 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 123 was 35.26%, occurring on Mar 20, 2020. Recovery took 42 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.26%Feb 21, 202021Mar 20, 202042May 20, 202063
-34.68%Nov 9, 2021152Jun 16, 2022154Jan 27, 2023306
-26.69%Sep 4, 201878Dec 24, 201889May 3, 2019167
-16.15%Mar 19, 201441May 15, 2014191Feb 18, 2015232
-13.9%Aug 11, 201511Aug 25, 201569Dec 2, 201580

Volatility Chart

The current 123 volatility is 7.50%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
7.50%
3.47%
123
Benchmark (^GSPC)
Portfolio components
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