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Market Dominator
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Market Dominator

Last updated Nov 13, 2024

Updated monthly.

Asset Allocation

IWY 10%SCHG 10%XLG 10%IAK 10%NVDA 10%PDD 10%GOOG 10%MA 10%MEDP 10%HALO 10%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.		Communication Services
10%
HALO
Halozyme Therapeutics, Inc.		Healthcare
10%
IAK
iShares U.S. Insurance ETF		Financials Equities
10%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
10%
MA
Mastercard Inc		Financial Services
10%
MEDP
Medpace Holdings, Inc.		Healthcare
10%
NVDA
NVIDIA Corporation		Technology
10%
PDD
Pinduoduo Inc.		Consumer Cyclical
10%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
10%
XLG
Invesco S&P 500® Top 50 ETF		Large Cap Growth Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Market Dominator, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.02%
12.73%
Market Dominator
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2018, corresponding to the inception date of PDD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Market Dominator41.55%3.02%14.02%50.75%34.68%N/A
Portfolio components:
IWY
iShares Russell Top 200 Growth ETF		32.94%3.52%16.12%39.75%21.18%17.82%
SCHG
Schwab U.S. Large-Cap Growth ETF		34.42%4.28%17.22%42.10%20.72%16.81%
XLG
Invesco S&P 500® Top 50 ETF		32.51%2.62%15.48%38.36%18.64%15.14%
IAK
iShares U.S. Insurance ETF		33.73%1.39%15.85%39.38%15.68%12.66%
NVDA
NVIDIA Corporation		199.51%7.40%56.73%198.72%96.89%77.92%
PDD
Pinduoduo Inc.		-22.22%-16.34%-19.46%2.52%21.72%N/A
GOOG
Alphabet Inc.		30.40%10.20%5.69%35.69%22.55%21.13%
MA
Mastercard Inc		24.79%4.44%15.86%33.84%14.21%21.00%
MEDP
Medpace Holdings, Inc.		17.71%2.07%-11.10%27.87%37.94%N/A
HALO
Halozyme Therapeutics, Inc.		61.28%10.49%30.10%47.95%25.93%21.50%

Monthly Returns

The table below presents the monthly returns of Market Dominator, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.91%11.16%3.93%-2.16%9.19%4.60%-0.66%0.02%2.59%-1.80%41.55%
20239.71%-2.48%2.95%-0.23%5.75%7.63%8.91%2.89%-5.71%-2.46%14.21%3.39%52.19%
2022-6.49%-4.48%2.96%-10.26%3.87%-3.05%7.63%-4.61%-8.76%10.57%11.22%-5.14%-9.17%
2021-1.25%5.70%-1.41%8.70%-2.38%6.05%-1.49%4.16%-4.30%7.54%-2.54%2.57%22.27%
20202.26%-2.35%-10.73%15.55%12.65%7.38%8.41%9.93%-7.19%0.65%19.33%8.28%79.21%
201912.24%2.00%1.30%1.58%-7.82%9.00%5.31%4.12%0.53%4.02%4.71%2.72%45.99%
2018-0.03%2.44%2.86%-13.77%3.64%-8.90%-14.23%

Expense Ratio

Market Dominator has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Market Dominator is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Market Dominator is 8484
Combined Rank
The Sharpe Ratio Rank of Market Dominator is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of Market Dominator is 8484Sortino Ratio Rank
The Omega Ratio Rank of Market Dominator is 8585Omega Ratio Rank
The Calmar Ratio Rank of Market Dominator is 8989Calmar Ratio Rank
The Martin Ratio Rank of Market Dominator is 7575Martin 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.

Market Dominator
Sharpe ratio
The chart of Sharpe ratio for Market Dominator, currently valued at 3.23, compared to the broader market0.002.004.006.003.23
Sortino ratio
The chart of Sortino ratio for Market Dominator, currently valued at 4.25, compared to the broader market-2.000.002.004.006.004.25
Omega ratio
The chart of Omega ratio for Market Dominator, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.58
Calmar ratio
The chart of Calmar ratio for Market Dominator, currently valued at 5.34, compared to the broader market0.005.0010.0015.005.34
Martin ratio
The chart of Martin ratio for Market Dominator, currently valued at 19.14, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWY
iShares Russell Top 200 Growth ETF		2.443.141.443.0311.56
SCHG
Schwab U.S. Large-Cap Growth ETF		2.643.391.483.6114.40
XLG
Invesco S&P 500® Top 50 ETF		2.753.581.513.5714.85
IAK
iShares U.S. Insurance ETF		2.793.641.506.0417.63
NVDA
NVIDIA Corporation		4.003.971.517.6524.12
PDD
Pinduoduo Inc.		0.080.511.080.080.25
GOOG
Alphabet Inc.		1.411.941.261.664.24
MA
Mastercard Inc		2.232.931.412.957.37
MEDP
Medpace Holdings, Inc.		0.781.231.190.992.35
HALO
Halozyme Therapeutics, Inc.		1.592.331.311.396.31

Sharpe Ratio

The current Market Dominator Sharpe ratio is 3.23. 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 2.07 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Market Dominator 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.23
2.90
Market Dominator
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Market Dominator provided a 0.35% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.35%0.41%0.51%0.47%0.51%0.60%0.79%0.66%0.74%0.84%0.83%0.79%
Portfolio components:
IWY
iShares Russell Top 200 Growth ETF		0.49%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
XLG
Invesco S&P 500® Top 50 ETF		0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
IAK
iShares U.S. Insurance ETF		1.20%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.14%
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%
PDD
Pinduoduo 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%
GOOG
Alphabet Inc.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc		0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
MEDP
Medpace 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%
HALO
Halozyme Therapeutics, 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%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.23%
-0.29%
Market Dominator
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Market Dominator. 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 Market Dominator was 31.20%, occurring on Mar 23, 2020. Recovery took 43 trading sessions.

The current Market Dominator drawdown is 0.23%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.2%Feb 20, 202023Mar 23, 202043May 22, 202066
-26.67%Nov 17, 2021122May 12, 2022257May 22, 2023379
-25%Oct 2, 201858Dec 24, 2018149Jul 30, 2019207
-12.78%Sep 3, 202015Sep 24, 202029Nov 4, 202044
-10.12%Aug 20, 202413Sep 6, 202420Oct 4, 202433

Volatility

Volatility Chart

The current Market Dominator volatility is 5.42%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.42%
3.86%
Market Dominator
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.
PDDHALOIAKMEDPMANVDAGOOGXLGIWYSCHG
PDD1.000.200.150.230.300.340.330.360.380.39
HALO0.201.000.300.400.310.330.290.400.400.42
IAK0.150.301.000.360.510.260.340.510.440.45
MEDP0.230.400.361.000.410.420.410.530.540.57
MA0.300.310.510.411.000.460.540.680.670.67
NVDA0.340.330.260.420.461.000.570.730.760.77
GOOG0.330.290.340.410.540.571.000.790.790.78
XLG0.360.400.510.530.680.730.791.000.980.97
IWY0.380.400.440.540.670.760.790.981.000.99
SCHG0.390.420.450.570.670.770.780.970.991.00
The correlation results are calculated based on daily price changes starting from Jul 27, 2018