Baba Aapl BTC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 35% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 45% |
BTC-USD Bitcoin | 20% |
Performance
Performance Chart
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
The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Baba Aapl BTC | 17.72% | 3.04% | 20.45% | 18.69% | 20.68% | N/A |
| Portfolio components: | ||||||
BABA Alibaba Group Holding Limited | -1.89% | 1.66% | 2.75% | -19.26% | -15.50% | N/A |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.14% | 25.86% |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
Monthly Returns
The table below presents the monthly returns of Baba Aapl BTC, 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 | -4.43% | 9.72% | 1.78% | -1.75% | 8.78% | -1.01% | 17.72% | ||||||
| 2023 | 23.12% | -8.56% | 16.29% | -6.00% | -2.14% | 8.04% | 9.70% | -7.87% | -5.61% | 3.45% | 2.18% | 5.47% | 38.40% |
| 2022 | -1.36% | -7.64% | 4.61% | -11.66% | -5.46% | -0.85% | 0.60% | -2.23% | -11.50% | -4.56% | 9.50% | -4.62% | -31.52% |
| 2021 | 6.69% | 2.43% | 7.18% | 3.22% | -11.84% | 5.70% | -0.22% | -0.86% | -8.66% | 15.49% | -8.29% | -4.71% | 2.74% |
| 2020 | 6.63% | -5.69% | -11.01% | 14.13% | 6.10% | 6.21% | 17.80% | 14.52% | -4.21% | 5.03% | 6.77% | 13.52% | 89.35% |
| 2019 | 10.73% | 7.70% | 4.31% | 8.67% | 1.92% | 20.84% | 2.46% | -0.84% | -1.60% | 8.67% | 4.85% | 5.65% | 100.32% |
| 2018 | 1.83% | -2.03% | -7.89% | 4.82% | 4.15% | -5.93% | 5.76% | 1.70% | -3.80% | -7.82% | -9.07% | -12.64% | -28.49% |
| 2017 | 8.72% | 9.27% | 2.05% | 8.51% | 21.60% | 7.40% | 8.78% | 21.81% | -4.02% | 16.65% | 14.31% | 10.38% | 221.62% |
| 2016 | -13.42% | 4.85% | 9.64% | -4.54% | 9.47% | 3.54% | 3.30% | 7.43% | 7.61% | 1.41% | -2.51% | 6.23% | 35.07% |
| 2015 | -10.92% | 4.93% | -2.87% | -1.52% | 5.54% | -2.42% | -1.64% | -13.32% | -4.78% | 28.55% | 4.08% | -1.62% | -1.60% |
| 2014 | -2.88% | 4.85% | 12.03% | -8.21% | 4.71% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of Baba Aapl BTC is 28, 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 | |
|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -0.11 | 0.07 | 1.01 | -0.24 | -0.43 |
AAPL Apple Inc | 0.97 | 1.62 | 1.19 | 0.38 | 2.88 |
BTC-USD Bitcoin | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
Dividends
Dividend yield
Baba Aapl BTC granted a 1.14% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Baba Aapl BTC | 1.14% | 0.75% | 0.25% | 0.17% | 0.21% | 0.36% | 0.63% | 0.51% | 0.67% | 0.67% | 0.59% | 0.74% |
| Portfolio components: | ||||||||||||
BABA Alibaba Group Holding Limited | 2.19% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Baba Aapl BTC. 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 Baba Aapl BTC was 51.59%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
The current Baba Aapl BTC drawdown is 9.28%.
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
Volatility Chart
The current Baba Aapl BTC volatility is 4.89%, 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
| BTC-USD | BABA | AAPL | |
|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.11 |
| BABA | 0.07 | 1.00 | 0.33 |
| AAPL | 0.11 | 0.33 | 1.00 |