Baba Aapl BTC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 45% |
AAPL Apple Inc. | Technology | 35% |
Performance
The chart shows the growth of an initial investment of $10,000 in Baba Aapl BTC, 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
Returns
As of May 27, 2023, the Baba Aapl BTC returned 20.01% Year-To-Date and 20.32% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 6.37% | 6.04% |
| Baba Aapl BTC | -2.54% | 20.01% | 23.48% | 5.94% | 12.07% | 20.32% |
| Portfolio components: | ||||||
BABA Alibaba Group Holding Limited | -4.39% | -8.08% | 7.25% | -13.32% | -11.63% | -1.17% |
AAPL Apple Inc. | 3.53% | 35.41% | 18.79% | 17.93% | 20.73% | 17.71% |
BTC-USD Bitcoin | -8.93% | 61.47% | 62.48% | -8.10% | 19.26% | 39.79% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BTC-USD | BABA | AAPL | |
|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.12 |
| BABA | 0.07 | 1.00 | 0.35 |
| AAPL | 0.12 | 0.35 | 1.00 |
Dividend yield
Baba Aapl BTC granted a 0.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Baba Aapl BTC | 0.28% | 0.25% | 0.17% | 0.22% | 0.37% | 0.65% | 0.54% | 0.72% | 0.74% | 0.65% | 0.84% | 0.41% |
| Portfolio components: | ||||||||||||
BABA Alibaba Group Holding Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Baba Aapl BTC 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -0.03 | ||||
AAPL Apple Inc. | 0.81 | ||||
BTC-USD Bitcoin | 0.84 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Baba Aapl BTC. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Baba Aapl BTC is 51.59%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.59% | Apr 14, 2021 | 575 | Nov 9, 2022 | — | — | — |
| -43.59% | Dec 17, 2017 | 383 | Jan 3, 2019 | 174 | Jun 26, 2019 | 557 |
| -33.92% | Nov 13, 2014 | 321 | Sep 29, 2015 | 315 | Aug 9, 2016 | 636 |
| -29.9% | Feb 13, 2020 | 33 | Mar 16, 2020 | 86 | Jun 10, 2020 | 119 |
| -13.83% | Sep 2, 2020 | 22 | Sep 23, 2020 | 34 | Oct 27, 2020 | 56 |
Volatility Chart
The current Baba Aapl BTC volatility is 6.04%, 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.