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P Sequoia Fund Top Stock Momentum
P Sequoia Fund Top Stock Momentum
live (public) 0.10% July 18
Delayed
Holdings (As of 05/31/2018)
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Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
Asset0 | VRX (Valeant Pharmaceuticals International Inc) | 0.81% | 20.00% |
Asset1 | AAP (Advance Auto Parts Inc) | 0.07% | 20.00% |
Asset2 | IDXX (IDEXX Laboratories Inc) | 0.42% | 20.00% |
Asset3 | MA (Mastercard Inc) | 0.86% | 20.00% |
Asset4 | TJX (The TJX Companies Inc) | 0.60% | 20.00% |
* Day change on 05/31/2018.
Performance (As of 07/18/2018)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
P Sequoia Fund Top Stock Momentum | 18.6% | 33.0% | 11.8% | 11.1% | 13.4% | 14.9% |
VFINX (Vanguard (S&P 500) Index) | 5.6% | 22.1% | 7.5% | 13.0% | 12.3% | 14.4% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.8% | 12.7% | 2.1% | 7.4% | 7.6% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/02/2001 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 33.0 | 11.8 | 11.1 | 13.4 | 14.9 | 13.3 | 18.6 | 32.3 | -15.6 | 17.2 | -8.5 | 46.8 | 6.5 | 22.6 | 13.0 | 26.8 | -9.2 | 42.7 | -4.9 | 24.2 | 5.2 | 47.3 | -20.8 | 21.2 |
Sharpe Ratio | NA | 1.75 | 0.56 | 0.55 | 0.6 | NA | 0.59 | 0.86 | 2.52 | -0.62 | 0.98 | -0.37 | 3.15 | 0.38 | 0.9 | 0.54 | 1.22 | -0.33 | 2.08 | -0.51 | 1.46 | 0.25 | 2.35 | -1.02 | 0.72 |
Draw Down(%) | NA | 14.0 | 28.3 | 28.3 | 30.2 | NA | 32.2 | 14.0 | 8.3 | 24.3 | 10.2 | 21.3 | 7.3 | 15.4 | 16.0 | 14.5 | 9.9 | 31.6 | 11.7 | 17.3 | 8.7 | 15.4 | 12.8 | 25.7 | 24.6 |
Standard Deviation(%) | NA | 18.2 | 20.1 | 19.8 | 21.8 | NA | 20.9 | 20.9 | 12.6 | 25.5 | 17.5 | 23.1 | 14.9 | 17.2 | 25.2 | 24.1 | 21.9 | 30.6 | 19.1 | 16.1 | 15.1 | 16.7 | 19.8 | 21.4 | 26.0 |
Treynor Ratio | NA | 0.3 | 0.12 | 0.11 | 0.18 | NA | 0.16 | 0.18 | 0.26 | -0.18 | 0.2 | -0.08 | 0.42 | 0.07 | 0.24 | 0.14 | 0.51 | -0.17 | 0.47 | -0.07 | 0.21 | 0.04 | 0.56 | -0.39 | 0.22 |
Alpha | NA | 0.06 | 0.01 | 0.01 | 0.03 | NA | 0.04 | 0.09 | 0.03 | -0.09 | 0.07 | -0.07 | 0.04 | -0.02 | 0.08 | 0.01 | 0.05 | 0.07 | 0.13 | -0.08 | 0.08 | -0.01 | 0.08 | -0.03 | 0.12 |
Beta | NA | 1.05 | 0.93 | 0.96 | 0.73 | NA | 0.75 | 1.01 | 1.23 | 0.89 | 0.87 | 1.01 | 1.11 | 0.92 | 0.95 | 0.91 | 0.52 | 0.59 | 0.85 | 1.24 | 1.05 | 1.05 | 0.83 | 0.56 | 0.85 |
RSquared | NA | 0.51 | 0.4 | 0.38 | 0.47 | NA | 0.48 | 0.59 | 0.42 | 0.24 | 0.6 | 0.27 | 0.69 | 0.47 | 0.78 | 0.48 | 0.42 | 0.62 | 0.5 | 0.6 | 0.51 | 0.48 | 0.51 | 0.46 | 0.5 |
Sortino Ratio | NA | 2.52 | 0.68 | 0.66 | 0.78 | NA | 0.79 | 1.21 | 3.85 | -0.67 | 1.37 | -0.41 | 4.9 | 0.48 | 1.24 | 0.69 | 1.76 | -0.45 | 3.17 | -0.69 | 2.31 | 0.36 | 3.57 | -1.4 | 1.02 |
Yield(%) | N/A | 0.8 | 0.88 | 0.87 | 0.76 | N/A | 0.64 | 0.57 | 0.9 | 0.93 | 0.71 | 0.85 | 0.19 | 0.69 | 0.6 | 0.47 | 0.32 | 1.82 | 0.37 | 0.42 | 0.31 | 0.53 | 0.46 | 0.41 | 0.28 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Strategies
Asset Allocation Strategy | Momentum Scoring 2 |