Longtime Investment (Large&Mid-Cap)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANET Arista Networks, Inc. | Technology | 7.14% |
AVGO Broadcom Inc. | Technology | 7.14% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 7.14% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 7.14% |
ETN Eaton Corporation plc | Industrials | 7.14% |
KKR KKR & Co. Inc. | Financial Services | 7.14% |
KLAC KLA Corporation | Technology | 7.14% |
LLY Eli Lilly and Company | Healthcare | 7.14% |
MSTR MicroStrategy Incorporated | Technology | 7.14% |
MU Micron Technology, Inc. | Technology | 7.14% |
NVDA NVIDIA Corporation | Technology | 7.14% |
NVO Novo Nordisk A/S | Healthcare | 7.14% |
SMCI Super Micro Computer, Inc. | Technology | 7.14% |
TT Trane Technologies plc | Industrials | 7.14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Longtime Investment (Large&Mid-Cap), 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 Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
As of Sep 19, 2024, the Longtime Investment (Large&Mid-Cap) returned 62.70% Year-To-Date and 34.91% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Longtime Investment (Large&Mid-Cap) | 62.70% | -2.55% | 4.50% | 105.43% | 54.14% | 35.15% |
| Portfolio components: | ||||||
LLY Eli Lilly and Company | 56.00% | -4.74% | 17.85% | 59.93% | 53.01% | 32.56% |
AVGO Broadcom Inc. | 45.91% | -2.58% | 20.31% | 97.00% | 45.89% | 38.14% |
NVDA NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.73% | 73.96% |
MU Micron Technology, Inc. | 2.54% | -19.11% | -20.34% | 25.97% | 12.64% | 11.29% |
KLAC KLA Corporation | 26.53% | -9.92% | 2.91% | 63.10% | 38.19% | 30.23% |
KKR KKR & Co. Inc. | 56.78% | 8.93% | 27.58% | 104.65% | 36.37% | 22.57% |
ANET Arista Networks, Inc. | 53.59% | 2.24% | 18.75% | 97.93% | 43.35% | 33.03% |
CMG Chipotle Mexican Grill, Inc. | 24.47% | 9.61% | -2.01% | 48.22% | 27.88% | 15.84% |
TT Trane Technologies plc | 53.59% | 7.14% | 22.90% | 86.77% | 33.34% | 25.70% |
ETN Eaton Corporation plc | 31.90% | 6.21% | 0.36% | 48.57% | 33.33% | 20.44% |
SMCI Super Micro Computer, Inc. | 53.69% | -28.49% | -55.04% | 79.73% | 86.04% | 31.56% |
MSTR MicroStrategy Incorporated | 110.05% | -0.76% | -17.04% | 297.85% | 55.00% | 25.84% |
DECK Deckers Outdoor Corporation | 41.13% | -0.56% | -1.00% | 80.14% | 47.39% | 25.39% |
NVO Novo Nordisk A/S | 28.80% | -2.76% | 2.63% | 40.65% | 38.26% | 18.66% |
Monthly Returns
The table below presents the monthly returns of Longtime Investment (Large&Mid-Cap), 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 | 11.29% | 23.97% | 14.82% | -5.44% | 10.40% | 4.23% | -2.94% | -1.17% | 62.70% | ||||
| 2023 | 13.41% | 3.81% | 8.49% | 3.96% | 12.97% | 7.67% | 6.70% | 2.55% | -5.00% | 2.41% | 14.00% | 8.64% | 112.94% |
| 2022 | -12.84% | -1.73% | 3.44% | -9.64% | 1.69% | -11.97% | 20.63% | -4.42% | -8.24% | 11.34% | 11.23% | -7.17% | -12.84% |
| 2021 | 7.20% | 7.60% | 1.02% | 2.73% | 0.06% | 9.10% | 5.27% | 2.65% | -7.19% | 11.50% | 6.21% | 3.29% | 60.30% |
| 2020 | 4.20% | -6.46% | -9.81% | 11.37% | 8.08% | 4.56% | 7.23% | 3.69% | 0.19% | -0.15% | 22.11% | 8.01% | 62.29% |
| 2019 | 9.09% | 10.39% | 6.61% | 2.37% | -12.16% | 10.46% | 1.60% | 0.35% | 1.66% | 5.19% | 1.97% | 4.66% | 48.39% |
| 2018 | 7.92% | -2.96% | -2.18% | 0.88% | 9.53% | -1.23% | 4.33% | 4.24% | -2.19% | -11.26% | 3.96% | -7.37% | 1.62% |
| 2017 | 5.15% | 1.93% | 5.34% | 2.21% | 6.49% | -1.17% | -2.13% | 1.98% | 4.06% | 2.08% | 3.29% | -0.25% | 32.65% |
| 2016 | -5.88% | 3.72% | 6.15% | -2.16% | 5.10% | -1.95% | 6.00% | 1.74% | 1.17% | -2.11% | 8.19% | 3.53% | 25.00% |
| 2015 | -2.53% | 7.24% | -2.50% | -0.83% | 4.12% | -4.15% | 1.46% | -5.35% | -3.61% | 4.55% | 0.48% | -0.86% | -2.77% |
| 2014 | 5.08% | -0.98% | 5.64% | 1.58% | 1.88% | 4.44% | -1.21% | 17.37% |
Expense Ratio
Longtime Investment (Large&Mid-Cap) 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 Longtime Investment (Large&Mid-Cap) is 94, placing it in the top 6% 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 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | 1.93 | 2.69 | 1.35 | 3.12 | 11.47 |
AVGO Broadcom Inc. | 2.06 | 2.68 | 1.35 | 3.71 | 11.49 |
NVDA NVIDIA Corporation | 3.10 | 3.40 | 1.43 | 5.94 | 18.70 |
MU Micron Technology, Inc. | 0.54 | 1.06 | 1.13 | 0.55 | 1.48 |
KLAC KLA Corporation | 1.54 | 2.03 | 1.28 | 2.79 | 8.48 |
KKR KKR & Co. Inc. | 3.25 | 3.93 | 1.52 | 3.13 | 23.46 |
ANET Arista Networks, Inc. | 2.30 | 2.92 | 1.40 | 4.81 | 14.76 |
CMG Chipotle Mexican Grill, Inc. | 1.75 | 2.32 | 1.32 | 1.75 | 4.85 |
TT Trane Technologies plc | 3.20 | 4.16 | 1.55 | 6.69 | 26.29 |
ETN Eaton Corporation plc | 1.69 | 2.17 | 1.31 | 2.40 | 7.46 |
SMCI Super Micro Computer, Inc. | 0.78 | 1.72 | 1.23 | 1.13 | 2.67 |
MSTR MicroStrategy Incorporated | 3.01 | 3.20 | 1.38 | 3.85 | 14.05 |
DECK Deckers Outdoor Corporation | 1.91 | 3.08 | 1.38 | 3.36 | 8.13 |
NVO Novo Nordisk A/S | 1.38 | 2.07 | 1.26 | 2.25 | 7.61 |
Dividends
Dividend yield
Longtime Investment (Large&Mid-Cap) granted a 0.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Longtime Investment (Large&Mid-Cap) | 0.47% | 0.58% | 0.87% | 0.60% | 0.82% | 0.99% | 1.28% | 1.06% | 1.19% | 1.72% | 3.22% | 1.43% |
| Portfolio components: | ||||||||||||
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.30% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
MU Micron Technology, Inc. | 0.53% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 0.79% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
KKR KKR & Co. Inc. | 0.53% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
ANET Arista Networks, 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% |
CMG Chipotle Mexican Grill, 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% |
TT Trane Technologies plc | 0.88% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
ETN Eaton Corporation plc | 1.17% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
SMCI Super Micro Computer, 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% |
MSTR MicroStrategy Incorporated | 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% |
NVO Novo Nordisk A/S | 0.78% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Longtime Investment (Large&Mid-Cap). 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 Longtime Investment (Large&Mid-Cap) was 34.59%, occurring on Mar 20, 2020. Recovery took 53 trading sessions.
The current Longtime Investment (Large&Mid-Cap) drawdown is 11.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.59% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -31.44% | Dec 28, 2021 | 119 | Jun 16, 2022 | 157 | Feb 1, 2023 | 276 |
| -22.14% | Sep 4, 2018 | 78 | Dec 24, 2018 | 36 | Feb 15, 2019 | 114 |
| -20.69% | Jun 23, 2015 | 162 | Feb 11, 2016 | 114 | Jul 26, 2016 | 276 |
| -19.98% | Jun 20, 2024 | 34 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Longtime Investment (Large&Mid-Cap) volatility is 9.38%, 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 | NVO | CMG | DECK | MSTR | SMCI | ANET | TT | KKR | MU | ETN | NVDA | AVGO | KLAC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.41 | 0.18 | 0.18 | 0.18 | 0.20 | 0.23 | 0.27 | 0.21 | 0.18 | 0.27 | 0.23 | 0.25 | 0.24 |
| NVO | 0.41 | 1.00 | 0.20 | 0.20 | 0.22 | 0.22 | 0.24 | 0.27 | 0.26 | 0.21 | 0.25 | 0.26 | 0.27 | 0.27 |
| CMG | 0.18 | 0.20 | 1.00 | 0.35 | 0.31 | 0.20 | 0.31 | 0.29 | 0.34 | 0.26 | 0.27 | 0.34 | 0.30 | 0.33 |
| DECK | 0.18 | 0.20 | 0.35 | 1.00 | 0.34 | 0.31 | 0.32 | 0.39 | 0.39 | 0.34 | 0.40 | 0.33 | 0.34 | 0.36 |
| MSTR | 0.18 | 0.22 | 0.31 | 0.34 | 1.00 | 0.32 | 0.36 | 0.33 | 0.39 | 0.34 | 0.34 | 0.40 | 0.37 | 0.38 |
| SMCI | 0.20 | 0.22 | 0.20 | 0.31 | 0.32 | 1.00 | 0.37 | 0.34 | 0.36 | 0.39 | 0.38 | 0.40 | 0.40 | 0.41 |
| ANET | 0.23 | 0.24 | 0.31 | 0.32 | 0.36 | 0.37 | 1.00 | 0.36 | 0.41 | 0.45 | 0.39 | 0.50 | 0.50 | 0.50 |
| TT | 0.27 | 0.27 | 0.29 | 0.39 | 0.33 | 0.34 | 0.36 | 1.00 | 0.47 | 0.40 | 0.71 | 0.38 | 0.44 | 0.47 |
| KKR | 0.21 | 0.26 | 0.34 | 0.39 | 0.39 | 0.36 | 0.41 | 0.47 | 1.00 | 0.42 | 0.52 | 0.44 | 0.45 | 0.46 |
| MU | 0.18 | 0.21 | 0.26 | 0.34 | 0.34 | 0.39 | 0.45 | 0.40 | 0.42 | 1.00 | 0.44 | 0.59 | 0.58 | 0.64 |
| ETN | 0.27 | 0.25 | 0.27 | 0.40 | 0.34 | 0.38 | 0.39 | 0.71 | 0.52 | 0.44 | 1.00 | 0.41 | 0.46 | 0.48 |
| NVDA | 0.23 | 0.26 | 0.34 | 0.33 | 0.40 | 0.40 | 0.50 | 0.38 | 0.44 | 0.59 | 0.41 | 1.00 | 0.61 | 0.64 |
| AVGO | 0.25 | 0.27 | 0.30 | 0.34 | 0.37 | 0.40 | 0.50 | 0.44 | 0.45 | 0.58 | 0.46 | 0.61 | 1.00 | 0.66 |
| KLAC | 0.24 | 0.27 | 0.33 | 0.36 | 0.38 | 0.41 | 0.50 | 0.47 | 0.46 | 0.64 | 0.48 | 0.64 | 0.66 | 1.00 |