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123
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
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


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.67%
14.56%
123
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 4, 2016, corresponding to the inception date of NXE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
25.23%3.86%14.56%36.29%14.10%11.37%
12341.08%5.63%11.67%56.31%56.21%N/A
AGM
Federal Agricultural Mortgage Corporation
11.89%14.23%19.15%35.44%24.43%24.19%
LLY
Eli Lilly and Company
37.47%-12.72%3.68%29.67%49.82%30.45%
NVDA
NVIDIA Corporation
200.70%12.03%67.79%219.76%96.04%77.74%
STRL
Sterling Construction Company, Inc.
98.24%15.33%39.27%165.11%63.15%35.29%
DECK
Deckers Outdoor Corporation
53.80%5.80%17.55%63.90%44.54%27.78%
UFPI
UFP Industries, Inc.
7.02%-1.30%12.57%32.32%22.99%24.48%
NXE
NexGen Energy Ltd.
5.57%6.95%-8.20%28.75%41.21%N/A
NFLX
Netflix, Inc.
63.60%10.36%30.13%82.42%22.30%30.63%
CELH
Celsius Holdings, Inc.
-44.96%4.42%-63.43%-49.78%87.06%71.23%
AAPL
Apple Inc
18.60%0.76%23.56%25.02%29.28%25.13%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.39%15.81%5.35%-6.47%12.74%-1.34%-1.38%0.12%1.52%1.35%41.08%
202311.85%-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%
20214.03%8.25%1.24%4.60%4.93%7.40%-0.27%7.25%-2.22%12.89%-0.51%0.56%58.77%
20201.39%-1.22%-14.14%19.62%14.15%9.31%10.62%15.16%-1.40%-3.73%11.88%19.70%107.85%
201911.67%4.72%0.98%4.03%-9.31%10.57%-0.22%-4.84%0.49%9.34%6.07%2.55%39.80%
20185.50%-1.91%-3.69%4.46%7.71%0.29%1.78%5.33%-1.86%-8.43%-1.91%-9.53%-3.86%
201713.88%1.27%1.40%-1.25%8.04%2.68%4.11%1.50%7.73%3.74%2.30%1.38%56.90%
2016-2.95%4.36%20.49%1.80%3.91%1.18%7.41%2.64%1.59%-2.86%11.98%6.89%70.09%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 123 is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 123 is 4141
Combined Rank
The Sharpe Ratio Rank of 123 is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of 123 is 3737Sortino Ratio Rank
The Omega Ratio Rank of 123 is 3535Omega Ratio Rank
The Calmar Ratio Rank of 123 is 5959Calmar Ratio Rank
The Martin Ratio Rank of 123 is 3131Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


123
Sharpe ratio
The chart of Sharpe ratio for 123, currently valued at 2.54, compared to the broader market0.002.004.002.54
Sortino ratio
The chart of Sortino ratio for 123, currently valued at 3.27, compared to the broader market-2.000.002.004.006.003.27
Omega ratio
The chart of Omega ratio for 123, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.802.001.42
Calmar ratio
The chart of Calmar ratio for 123, currently valued at 3.58, compared to the broader market0.002.004.006.008.0010.0012.0014.003.58
Martin ratio
The chart of Martin ratio for 123, currently valued at 12.21, compared to the broader market0.0010.0020.0030.0040.0050.0012.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.002.004.002.94
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.93, compared to the broader market-2.000.002.004.006.003.93
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.89, compared to the broader market0.002.004.006.008.0010.0012.0014.003.89
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.19, compared to the broader market0.0010.0020.0030.0040.0050.0019.19

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AGM
Federal Agricultural Mortgage Corporation
1.101.641.211.894.01
LLY
Eli Lilly and Company
1.011.541.211.555.20
NVDA
NVIDIA Corporation
4.254.101.548.1325.62
STRL
Sterling Construction Company, Inc.
3.233.601.486.6715.82
DECK
Deckers Outdoor Corporation
1.662.551.322.776.06
UFPI
UFP Industries, Inc.
0.951.561.191.973.87
NXE
NexGen Energy Ltd.
0.541.081.140.721.57
NFLX
Netflix, Inc.
2.803.751.502.2219.59
CELH
Celsius Holdings, Inc.
-0.82-1.190.86-0.71-1.28
AAPL
Apple Inc
1.111.711.211.513.55

Sharpe Ratio

The current 123 Sharpe ratio is 2.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.17 to 3.02, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 123 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
2.54
2.94
123
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

123 provided a 0.47% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.47%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
2.53%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
0.63%0.78%1.07%1.23%1.75%1.96%1.95%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.
0.97%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
0.54%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.24%
0
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.

The current 123 drawdown is 0.24%.


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
-15.71%Jul 17, 202416Aug 7, 202445Oct 10, 202461
-11.84%May 6, 201972Aug 15, 201949Oct 24, 2019121

Volatility

Volatility Chart

The current 123 volatility is 6.11%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.11%
3.93%
123
Benchmark (^GSPC)
Portfolio components

Diversification

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
LLY1.000.120.130.110.150.210.170.260.210.17
NXE0.121.000.200.180.230.200.220.230.250.27
CELH0.130.201.000.180.220.230.250.240.280.27
AGM0.110.180.181.000.390.180.320.240.240.47
STRL0.150.230.220.391.000.200.320.240.260.47
NFLX0.210.200.230.180.201.000.250.470.490.25
DECK0.170.220.250.320.320.251.000.300.340.43
AAPL0.260.230.240.240.240.470.301.000.540.33
NVDA0.210.250.280.240.260.490.340.541.000.35
UFPI0.170.270.270.470.470.250.430.330.351.00
The correlation results are calculated based on daily price changes starting from Jan 5, 2016