Top 10 Diverse Individual

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Top 10 Diverse Individual

Currency in USD · Last updated May 19, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
ADP Automatic Data Processing, Inc.	Industrials	10%
AMZN Amazon.com, Inc.	Consumer Cyclical	10%
FOXA Fox Corporation	Communication Services	10%
GOOGL Alphabet Inc Class A	Communication Services	10%
HD The Home Depot, Inc.	Consumer Cyclical	10%
MA Mastercard Inc	Financial Services	10%
MS Morgan Stanley	Financial Services	10%
MSFT Microsoft Corporation	Technology	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 12, 2019, corresponding to the inception date of FOXA

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.79%	1.49%	12.35%	15.37%	10.87%
Top 10 Diverse Individual	-0.59%	13.31%	1.77%	15.62%	19.80%	N/A
Portfolio components:
ADP Automatic Data Processing, Inc.	9.68%	8.90%	8.43%	29.29%	21.75%	16.41%
FOXA Fox Corporation	16.00%	16.91%	23.47%	72.68%	16.93%	N/A
MA Mastercard Inc	11.11%	12.75%	12.11%	27.48%	15.66%	20.97%
XOM Exxon Mobil Corporation	2.41%	2.12%	-7.67%	-6.42%	25.43%	6.78%
MS Morgan Stanley	6.69%	22.04%	0.05%	36.10%	31.75%	16.52%
AMZN Amazon.com, Inc.	-6.29%	19.11%	1.47%	11.31%	10.96%	25.37%
MSFT Microsoft Corporation	8.19%	23.74%	10.10%	8.93%	21.05%	27.25%
AAPL Apple Inc	-15.43%	7.39%	-5.88%	11.79%	22.76%	21.87%
GOOGL Alphabet Inc Class A	-12.11%	9.94%	-3.43%	-5.15%	19.52%	19.69%
HD The Home Depot, Inc.	-1.49%	7.24%	-5.63%	13.38%	12.57%	15.75%

*Annualized

Monthly Returns

The table below presents the monthly returns of Top 10 Diverse Individual, 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
2025	3.01%	-2.25%	-6.48%	-1.94%	7.65%								-0.59%
2024	1.20%	2.47%	2.68%	-2.98%	5.31%	4.13%	2.06%	0.90%	2.59%	0.38%	6.56%	0.31%	28.40%
2023	7.98%	-2.63%	4.86%	3.36%	0.33%	5.93%	3.71%	-0.56%	-4.99%	-3.26%	8.64%	3.91%	29.59%
2022	-2.97%	-4.39%	2.32%	-8.71%	0.21%	-8.52%	13.09%	-3.27%	-9.72%	6.09%	5.61%	-7.67%	-18.84%
2021	-0.29%	3.01%	3.71%	7.28%	-0.74%	4.50%	3.76%	3.07%	-3.91%	7.96%	0.38%	3.95%	37.22%
2020	3.73%	-9.40%	-12.18%	16.02%	6.17%	5.43%	5.00%	10.96%	-6.85%	-2.69%	10.33%	4.69%	30.73%
2019			2.55%	6.44%	-7.89%	6.56%	2.73%	-1.69%	0.48%	3.14%	4.30%	3.30%	20.80%

Expense Ratio

Top 10 Diverse Individual has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top 10 Diverse Individual is 53, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADP Automatic Data Processing, Inc.	1.61	2.32	1.33	2.59	8.88
FOXA Fox Corporation	2.84	3.55	1.51	3.07	13.02
MA Mastercard Inc	1.33	1.91	1.28	1.74	7.28
XOM Exxon Mobil Corporation	-0.21	-0.12	0.99	-0.26	-0.56
MS Morgan Stanley	1.09	1.63	1.24	1.27	4.01
AMZN Amazon.com, Inc.	0.35	0.65	1.08	0.32	0.85
MSFT Microsoft Corporation	0.34	0.75	1.10	0.43	0.94
AAPL Apple Inc	0.36	0.80	1.11	0.40	1.31
GOOGL Alphabet Inc Class A	-0.13	0.13	1.02	-0.07	-0.14
HD The Home Depot, Inc.	0.61	1.04	1.12	0.67	1.72

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Top 10 Diverse Individual Sharpe ratios as of May 19, 2025 (values are recalculated daily):

1-Year: 0.80
5-Year: 1.00
All Time: 0.82

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Top 10 Diverse Individual compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Top 10 Diverse Individual provided a 1.38% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.38%	1.37%	1.53%	1.49%	1.39%	1.84%	1.58%	1.61%	1.31%	1.41%	1.45%	1.24%
Portfolio components:
ADP Automatic Data Processing, Inc.	1.84%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%	2.10%
FOXA Fox Corporation	0.96%	1.09%	1.72%	1.61%	1.27%	1.58%	1.24%	0.00%	0.00%	0.00%	0.00%	0.00%
MA Mastercard Inc	0.49%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
XOM Exxon Mobil Corporation	3.62%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
MS Morgan Stanley	2.80%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%	0.90%
AMZN Amazon.com, 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%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
AAPL Apple Inc	0.48%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
GOOGL Alphabet Inc Class A	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HD The Home Depot, Inc.	2.38%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Top 10 Diverse Individual. 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 Top 10 Diverse Individual was 34.99%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Top 10 Diverse Individual drawdown is 3.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.99%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-23.52%	Jan 5, 2022	114	Jun 17, 2022	276	Jul 26, 2023	390
-20.58%	Jan 29, 2025	49	Apr 8, 2025	—	—	—
-13.34%	Sep 3, 2020	14	Sep 23, 2020	59	Dec 16, 2020	73
-10.61%	Aug 1, 2023	62	Oct 26, 2023	30	Dec 8, 2023	92

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	XOM	FOXA	HD	ADP	MS	AMZN	MA	AAPL	GOOGL	MSFT	Portfolio
^GSPC	1.00	0.39	0.46	0.63	0.65	0.67	0.67	0.69	0.72	0.72	0.77	0.94
XOM	0.39	1.00	0.34	0.24	0.31	0.48	0.12	0.31	0.21	0.21	0.13	0.39
FOXA	0.46	0.34	1.00	0.33	0.32	0.49	0.22	0.35	0.30	0.27	0.25	0.47
HD	0.63	0.24	0.33	1.00	0.53	0.45	0.40	0.46	0.43	0.38	0.45	0.62
ADP	0.65	0.31	0.32	0.53	1.00	0.46	0.32	0.59	0.44	0.43	0.49	0.64
MS	0.67	0.48	0.49	0.45	0.46	1.00	0.34	0.49	0.39	0.40	0.39	0.65
AMZN	0.67	0.12	0.22	0.40	0.32	0.34	1.00	0.44	0.60	0.67	0.70	0.73
MA	0.69	0.31	0.35	0.46	0.59	0.49	0.44	1.00	0.48	0.50	0.56	0.70
AAPL	0.72	0.21	0.30	0.43	0.44	0.39	0.60	0.48	1.00	0.61	0.67	0.80
GOOGL	0.72	0.21	0.27	0.38	0.43	0.40	0.67	0.50	0.61	1.00	0.73	0.78
MSFT	0.77	0.13	0.25	0.45	0.49	0.39	0.70	0.56	0.67	0.73	1.00	0.82
Portfolio	0.94	0.39	0.47	0.62	0.64	0.65	0.73	0.70	0.80	0.78	0.82	1.00

The correlation results are calculated based on daily price changes starting from Mar 13, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

Top 10 Diverse Individual

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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