123
Asset Allocation
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 Jan 4, 2016, corresponding to the inception date of NXE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 25.23% | 3.86% | 14.56% | 36.29% | 14.10% | 11.37% |
123 | 41.08% | 5.63% | 11.67% | 56.31% | 56.21% | N/A |
Portfolio components: | ||||||
Federal Agricultural Mortgage Corporation | 11.89% | 14.23% | 19.15% | 35.44% | 24.43% | 24.19% |
Eli Lilly and Company | 37.47% | -12.72% | 3.68% | 29.67% | 49.82% | 30.45% |
NVIDIA Corporation | 200.70% | 12.03% | 67.79% | 219.76% | 96.04% | 77.74% |
Sterling Construction Company, Inc. | 98.24% | 15.33% | 39.27% | 165.11% | 63.15% | 35.29% |
Deckers Outdoor Corporation | 53.80% | 5.80% | 17.55% | 63.90% | 44.54% | 27.78% |
UFP Industries, Inc. | 7.02% | -1.30% | 12.57% | 32.32% | 22.99% | 24.48% |
NexGen Energy Ltd. | 5.57% | 6.95% | -8.20% | 28.75% | 41.21% | N/A |
Netflix, Inc. | 63.60% | 10.36% | 30.13% | 82.42% | 22.30% | 30.63% |
Celsius Holdings, Inc. | -44.96% | 4.42% | -63.43% | -49.78% | 87.06% | 71.23% |
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.
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% | -1.38% | 0.12% | 1.52% | 1.35% | 41.08% | ||
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 | 1.39% | -1.22% | -14.14% | 19.62% | 14.15% | 9.31% | 10.62% | 15.16% | -1.40% | -3.73% | 11.88% | 19.70% | 107.85% |
2019 | 11.67% | 4.72% | 0.98% | 4.03% | -9.31% | 10.57% | -0.22% | -4.84% | 0.49% | 9.34% | 6.07% | 2.55% | 39.80% |
2018 | 5.50% | -1.91% | -3.69% | 4.46% | 7.71% | 0.29% | 1.78% | 5.33% | -1.86% | -8.43% | -1.91% | -9.53% | -3.86% |
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 | -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.
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.
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 | |
---|---|---|---|---|---|
Federal Agricultural Mortgage Corporation | 1.10 | 1.64 | 1.21 | 1.89 | 4.01 |
Eli Lilly and Company | 1.01 | 1.54 | 1.21 | 1.55 | 5.20 |
NVIDIA Corporation | 4.25 | 4.10 | 1.54 | 8.13 | 25.62 |
Sterling Construction Company, Inc. | 3.23 | 3.60 | 1.48 | 6.67 | 15.82 |
Deckers Outdoor Corporation | 1.66 | 2.55 | 1.32 | 2.77 | 6.06 |
UFP Industries, Inc. | 0.95 | 1.56 | 1.19 | 1.97 | 3.87 |
NexGen Energy Ltd. | 0.54 | 1.08 | 1.14 | 0.72 | 1.57 |
Netflix, Inc. | 2.80 | 3.75 | 1.50 | 2.22 | 19.59 |
Celsius Holdings, Inc. | -0.82 | -1.19 | 0.86 | -0.71 | -1.28 |
Apple Inc | 1.11 | 1.71 | 1.21 | 1.51 | 3.55 |
Dividends
Dividend yield
123 provided a 0.47% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.47% | 0.45% | 0.65% | 0.53% | 0.77% | 0.75% | 0.94% | 0.69% | 0.78% | 0.87% | 0.92% | 1.01% |
Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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.
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, 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 |
-15.71% | Jul 17, 2024 | 16 | Aug 7, 2024 | 45 | Oct 10, 2024 | 61 |
-11.84% | May 6, 2019 | 72 | Aug 15, 2019 | 49 | Oct 24, 2019 | 121 |
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.
Diversification
Asset Correlations Table
LLY | NXE | CELH | AGM | STRL | NFLX | DECK | AAPL | NVDA | UFPI | |
---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.12 | 0.13 | 0.11 | 0.15 | 0.21 | 0.17 | 0.26 | 0.21 | 0.17 |
NXE | 0.12 | 1.00 | 0.20 | 0.18 | 0.23 | 0.20 | 0.22 | 0.23 | 0.25 | 0.27 |
CELH | 0.13 | 0.20 | 1.00 | 0.18 | 0.22 | 0.23 | 0.25 | 0.24 | 0.28 | 0.27 |
AGM | 0.11 | 0.18 | 0.18 | 1.00 | 0.39 | 0.18 | 0.32 | 0.24 | 0.24 | 0.47 |
STRL | 0.15 | 0.23 | 0.22 | 0.39 | 1.00 | 0.20 | 0.32 | 0.24 | 0.26 | 0.47 |
NFLX | 0.21 | 0.20 | 0.23 | 0.18 | 0.20 | 1.00 | 0.25 | 0.47 | 0.49 | 0.25 |
DECK | 0.17 | 0.22 | 0.25 | 0.32 | 0.32 | 0.25 | 1.00 | 0.30 | 0.34 | 0.43 |
AAPL | 0.26 | 0.23 | 0.24 | 0.24 | 0.24 | 0.47 | 0.30 | 1.00 | 0.54 | 0.33 |
NVDA | 0.21 | 0.25 | 0.28 | 0.24 | 0.26 | 0.49 | 0.34 | 0.54 | 1.00 | 0.35 |
UFPI | 0.17 | 0.27 | 0.27 | 0.47 | 0.47 | 0.25 | 0.43 | 0.33 | 0.35 | 1.00 |