06/30/2021
Top Buys
- Name% Change
- MSFT Microsoft Corp. 0.5%
- AAPL Apple Inc 0.44%
- NVDA NVIDIA Corp. 0.4%
- AMZN Amazon.com Inc. 0.32%
- FB Facebook Inc 0.29%
06/30/2021
Top Sells
- Name% Change
- BABA Alibaba Group Holdi... 0.71%
- VZ Verizon Communicati... 0.14%
- JNJ Johnson & Johnson Co. 0.12%
- PG Procter & Gamble Co... 0.12%
- NEE NextEra Energy Inc. 0.1%
06/30/2021
13F Holdings Summary
- Stock% Port
- AAPL Apple Inc 5.78%
- MSFT Microsoft Corp. 4.88%
- AMZN Amazon.com Inc. 3.7%
- FB Facebook Inc 2.1%
- GOOG Alphabet Inc. Class C 1.86%
06/30/2021
13F Activity
- Market Value $162.135 Billion
- Prior Market Value $149.975 Billion
- New Purchases206 stocks
- Additional Purchases908 stocks
- Sold out of46 stocks
- Reduced holdings in1481 stocks
- Top 10 Holdings % 24.82 %
- Turnover % [1]:9.54%
- Turnover Alt % [2]: 4.19 %
- Time Held Top20:14.95 quarters
- Time Held Top10:18.60 quarters
- Time Held All:22.46 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
06/30/2021
13F Sector Allocation Over Time
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2021-08-16
| Performance for Q2 2021: | 9.97% |
| Performance Last 4 Quarters: | 16.53% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
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| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
| Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
| Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
| Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
| Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
