Bazni fall 2024
Mcap, Tech
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 33.33% |
GOOG Alphabet Inc. | Communication Services | 33.33% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bazni fall 2024, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 21, 2024, the Bazni fall 2024 returned 42.51% Year-To-Date and 25.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Bazni fall 2024 | 42.51% | -1.21% | 13.79% | 46.79% | 29.40% | 25.23% |
| Portfolio components: | ||||||
AAPL Apple Inc | 19.53% | -3.06% | 20.23% | 20.71% | 29.37% | 24.39% |
GOOG Alphabet Inc. | 26.14% | 6.95% | -0.13% | 28.24% | 22.46% | 20.87% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 83.09% | -6.73% | 21.45% | 94.39% | 31.71% | 26.62% |
Monthly Returns
The table below presents the monthly returns of Bazni fall 2024, 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 | 1.67% | 3.89% | 3.65% | 2.82% | 9.43% | 10.11% | -1.62% | 0.85% | 1.59% | 3.22% | 42.51% | ||
| 2023 | 15.97% | -4.52% | 11.35% | -0.76% | 11.64% | 3.22% | 3.19% | -2.05% | -6.30% | -1.95% | 10.40% | 4.66% | 51.27% |
| 2022 | -1.94% | -6.43% | 2.44% | -12.75% | -1.27% | -8.85% | 11.26% | -5.04% | -13.64% | -0.34% | 11.71% | -11.33% | -33.53% |
| 2021 | 5.24% | 2.46% | -1.23% | 7.55% | -1.50% | 5.50% | 3.82% | 4.70% | -7.04% | 6.31% | 3.09% | 4.14% | 37.28% |
| 2020 | 1.83% | -6.34% | -10.25% | 14.24% | 3.18% | 8.87% | 20.09% | 10.15% | -5.64% | 2.54% | 11.28% | 7.79% | 68.65% |
| 2019 | 5.09% | 2.84% | 6.51% | 4.65% | -10.75% | 5.50% | 9.69% | -1.35% | 6.54% | 8.55% | 4.75% | 7.68% | 60.13% |
| 2018 | 8.37% | -1.38% | -3.77% | -5.03% | 7.13% | 0.10% | 8.24% | 8.36% | -0.46% | -8.82% | -6.34% | -6.12% | -1.97% |
| 2017 | 5.17% | 6.16% | 3.40% | 3.30% | 6.73% | -3.43% | 2.84% | 4.85% | -0.95% | 9.47% | -1.40% | 0.33% | 42.18% |
| 2016 | -3.78% | -0.26% | 10.30% | -10.31% | 6.03% | -0.37% | 8.66% | 1.84% | 4.77% | 1.01% | -3.36% | 1.16% | 14.82% |
| 2015 | 3.04% | 7.55% | -3.08% | 1.02% | 0.95% | -3.38% | 4.69% | -5.64% | 0.03% | 10.31% | 2.57% | -2.69% | 15.12% |
| 2014 | 0.92% | 5.54% | 3.13% | -0.86% | 4.20% | -1.45% | 4.40% | 4.98% | -5.04% | 16.39% |
Expense Ratio
Bazni fall 2024 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 rank of Bazni fall 2024 is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.90 | 1.43 | 1.18 | 1.22 | 2.85 |
GOOG Alphabet Inc. | 1.09 | 1.58 | 1.21 | 1.30 | 3.27 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.33 | 3.01 | 1.37 | 3.18 | 12.85 |
Dividends
Dividend yield
Bazni fall 2024 provided a 0.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.61% | 0.76% | 1.06% | 0.68% | 0.73% | 1.51% | 1.78% | 1.26% | 1.51% | 1.49% | 1.15% | 1.47% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOG Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.17% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
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 Bazni fall 2024. 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 Bazni fall 2024 was 40.61%, occurring on Nov 3, 2022. Recovery took 302 trading sessions.
The current Bazni fall 2024 drawdown is 3.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.61% | Jan 5, 2022 | 210 | Nov 3, 2022 | 302 | Jan 19, 2024 | 512 |
| -28.55% | Feb 13, 2020 | 27 | Mar 23, 2020 | 55 | Jun 10, 2020 | 82 |
| -25.61% | Oct 4, 2018 | 62 | Jan 3, 2019 | 172 | Sep 10, 2019 | 234 |
| -16.94% | Jul 20, 2015 | 27 | Aug 25, 2015 | 49 | Nov 3, 2015 | 76 |
| -16.5% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Bazni fall 2024 volatility is 5.46%, 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
| TSM | GOOG | AAPL | |
|---|---|---|---|
| TSM | 1.00 | 0.46 | 0.49 |
| GOOG | 0.46 | 1.00 | 0.57 |
| AAPL | 0.49 | 0.57 | 1.00 |