123
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 10% |
AGM Federal Agricultural Mortgage Corporation | Financial Services | 10% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 10% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
NFLX Netflix, Inc. | Communication Services | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
NXE NexGen Energy Ltd. | Energy | 10% |
STRL Sterling Construction Company, Inc. | Industrials | 10% |
UFPI UFP Industries, Inc. | Basic Materials | 10% |
Performance
Performance Chart
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
The earliest data available for this chart is Aug 14, 2013, corresponding to the inception date of NXE
Returns By Period
As of Jul 25, 2024, the 123 returned 26.06% Year-To-Date and 45.85% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
123 | 25.92% | -3.94% | 20.88% | 56.97% | 54.56% | 45.87% |
Portfolio components: | ||||||
AGM Federal Agricultural Mortgage Corporation | 12.95% | 20.03% | 14.17% | 37.96% | 27.48% | 25.95% |
LLY Eli Lilly and Company | 41.36% | -8.88% | 28.91% | 81.83% | 52.32% | 32.05% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
STRL Sterling Construction Company, Inc. | 25.17% | -6.85% | 46.49% | 87.34% | 54.30% | 28.36% |
DECK Deckers Outdoor Corporation | 25.89% | -14.24% | 9.60% | 56.70% | 39.57% | 25.18% |
UFPI UFP Industries, Inc. | 0.16% | 14.33% | 10.40% | 24.82% | 25.91% | 25.10% |
NXE NexGen Energy Ltd. | -11.29% | -9.34% | -15.62% | 35.89% | 34.80% | 36.14% |
NFLX Netflix, Inc. | 30.24% | -6.43% | 11.16% | 53.47% | 13.59% | 26.53% |
CELH Celsius Holdings, Inc. | -14.90% | -17.97% | -11.49% | -3.63% | 94.50% | 70.99% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
Monthly Returns
The table below presents the monthly returns of 123, 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 | 3.39% | 15.81% | 5.35% | -6.47% | 12.74% | -1.34% | 25.92% | ||||||
2023 | 11.85% | -1.24% | 4.21% | 2.10% | 12.23% | 14.71% | 3.79% | 10.42% | -6.04% | 0.05% | 8.09% | 8.61% | 91.38% |
2022 | -13.15% | 6.50% | -1.70% | -13.08% | 4.45% | -8.92% | 21.51% | -2.19% | -8.54% | 12.44% | 12.51% | -5.58% | -2.38% |
2021 | 4.03% | 8.25% | 1.24% | 4.60% | 4.93% | 7.40% | -0.27% | 7.25% | -2.22% | 12.89% | -0.51% | 0.56% | 58.77% |
2020 | 1.38% | -1.22% | -14.14% | 19.62% | 14.15% | 9.31% | 10.62% | 15.16% | -1.40% | -3.73% | 11.88% | 19.70% | 107.85% |
2019 | 11.67% | 4.72% | 0.98% | 4.03% | -9.31% | 10.57% | -0.22% | -4.84% | 0.47% | 9.36% | 6.07% | 2.55% | 39.80% |
2018 | 5.50% | -1.91% | -3.69% | 4.46% | 7.71% | 0.29% | 1.78% | 5.33% | -1.86% | -8.43% | -1.91% | -9.54% | -3.86% |
2017 | 13.88% | 1.27% | 1.40% | -1.25% | 8.04% | 2.68% | 4.11% | 1.50% | 7.73% | 3.74% | 2.30% | 1.38% | 56.90% |
2016 | -3.18% | 4.36% | 20.98% | 1.80% | 3.91% | 1.18% | 7.41% | 2.64% | 1.59% | -2.86% | 11.98% | 6.89% | 70.39% |
2015 | -1.45% | 15.73% | 3.53% | 15.62% | -0.36% | 7.49% | 3.06% | -5.55% | -1.65% | 6.26% | 3.52% | 1.17% | 55.78% |
2014 | -1.28% | 11.95% | 6.74% | -4.17% | 2.08% | 4.16% | -4.24% | 12.18% | -8.36% | 0.47% | 0.17% | -2.04% | 16.65% |
2013 | 8.38% | -3.05% | 2.38% | 6.72% | -1.70% | 12.86% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 123 is 93, placing it in the top 7% 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 | |
---|---|---|---|---|---|
AGM Federal Agricultural Mortgage Corporation | 1.31 | 1.81 | 1.23 | 1.87 | 4.53 |
LLY Eli Lilly and Company | 2.63 | 3.64 | 1.49 | 5.94 | 18.97 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
STRL Sterling Construction Company, Inc. | 1.62 | 2.31 | 1.32 | 3.60 | 7.82 |
DECK Deckers Outdoor Corporation | 1.33 | 2.40 | 1.29 | 2.23 | 6.42 |
UFPI UFP Industries, Inc. | 0.87 | 1.41 | 1.17 | 1.80 | 3.60 |
NXE NexGen Energy Ltd. | 0.61 | 1.16 | 1.14 | 1.02 | 2.77 |
NFLX Netflix, Inc. | 1.45 | 2.31 | 1.29 | 0.97 | 7.31 |
CELH Celsius Holdings, Inc. | -0.08 | 0.32 | 1.04 | -0.10 | -0.23 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
Dividends
Dividend yield
123 granted a 0.44% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
123 | 0.44% | 0.45% | 0.65% | 0.53% | 0.77% | 0.75% | 0.94% | 0.69% | 0.78% | 0.87% | 0.92% | 1.01% |
Portfolio components: | ||||||||||||
AGM Federal Agricultural Mortgage Corporation | 2.35% | 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 | 0.59% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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. | 1.01% | 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 | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current 123 drawdown is 7.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.26% | Feb 21, 2020 | 21 | Mar 20, 2020 | 42 | May 20, 2020 | 63 |
-34.68% | Nov 9, 2021 | 152 | Jun 16, 2022 | 154 | Jan 27, 2023 | 306 |
-26.69% | Sep 4, 2018 | 78 | Dec 24, 2018 | 89 | May 3, 2019 | 167 |
-16.15% | Mar 19, 2014 | 41 | May 15, 2014 | 191 | Feb 18, 2015 | 232 |
-13.9% | Aug 11, 2015 | 11 | Aug 25, 2015 | 69 | Dec 2, 2015 | 80 |
Volatility
Volatility Chart
The current 123 volatility is 6.85%, 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 | NXE | CELH | AGM | STRL | NFLX | DECK | AAPL | NVDA | UFPI | |
---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.09 | 0.10 | 0.12 | 0.14 | 0.21 | 0.17 | 0.25 | 0.22 | 0.19 |
NXE | 0.09 | 1.00 | 0.16 | 0.15 | 0.19 | 0.16 | 0.17 | 0.19 | 0.21 | 0.21 |
CELH | 0.10 | 0.16 | 1.00 | 0.15 | 0.17 | 0.15 | 0.20 | 0.20 | 0.21 | 0.21 |
AGM | 0.12 | 0.15 | 0.15 | 1.00 | 0.36 | 0.18 | 0.29 | 0.23 | 0.23 | 0.45 |
STRL | 0.14 | 0.19 | 0.17 | 0.36 | 1.00 | 0.19 | 0.29 | 0.22 | 0.23 | 0.45 |
NFLX | 0.21 | 0.16 | 0.15 | 0.18 | 0.19 | 1.00 | 0.26 | 0.43 | 0.45 | 0.26 |
DECK | 0.17 | 0.17 | 0.20 | 0.29 | 0.29 | 0.26 | 1.00 | 0.30 | 0.31 | 0.41 |
AAPL | 0.25 | 0.19 | 0.20 | 0.23 | 0.22 | 0.43 | 0.30 | 1.00 | 0.51 | 0.33 |
NVDA | 0.22 | 0.21 | 0.21 | 0.23 | 0.23 | 0.45 | 0.31 | 0.51 | 1.00 | 0.34 |
UFPI | 0.19 | 0.21 | 0.21 | 0.45 | 0.45 | 0.26 | 0.41 | 0.33 | 0.34 | 1.00 |