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Baba Aapl BTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 20%BABA 45%AAPL 35%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

20%

BABA
Alibaba Group Holding Limited
Consumer Cyclical

45%

AAPL
Apple Inc.
Technology

35%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
16.37%
17.15%
Baba Aapl BTC
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 19, 2014, corresponding to the inception date of BABA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Baba Aapl BTC5.85%0.83%16.37%14.12%23.61%N/A
BABA
Alibaba Group Holding Limited
-8.02%-2.90%-14.31%-23.59%-17.40%N/A
AAPL
Apple Inc.
-8.18%2.28%-0.96%7.43%29.34%26.97%
BTC-USD
Bitcoin
58.99%2.88%135.61%121.66%66.59%62.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.43%9.72%1.78%
2023-5.61%3.45%2.18%5.48%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Baba Aapl BTC
Sharpe ratio
The chart of Sharpe ratio for Baba Aapl BTC, currently valued at 0.56, compared to the broader market0.002.004.000.56
Sortino ratio
The chart of Sortino ratio for Baba Aapl BTC, currently valued at 0.92, compared to the broader market-2.000.002.004.006.000.92
Omega ratio
The chart of Omega ratio for Baba Aapl BTC, currently valued at 1.10, compared to the broader market0.801.001.201.401.601.801.10
Calmar ratio
The chart of Calmar ratio for Baba Aapl BTC, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.000.20
Martin ratio
The chart of Martin ratio for Baba Aapl BTC, currently valued at 2.39, compared to the broader market0.0010.0020.0030.0040.0050.002.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BABA
Alibaba Group Holding Limited
-1.06-1.520.820.00-1.67
AAPL
Apple Inc.
-0.19-0.130.980.14-0.51
BTC-USD
Bitcoin
4.774.431.530.6833.65

Sharpe Ratio

The current Baba Aapl BTC Sharpe ratio is 0.56. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.56

The Sharpe ratio of Baba Aapl BTC is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.56
2.15
Baba Aapl BTC
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Baba Aapl BTC granted a 0.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Baba Aapl BTC0.82%0.75%0.25%0.17%0.21%0.36%0.63%0.51%0.67%0.67%0.59%0.74%
BABA
Alibaba Group Holding Limited
1.40%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.54%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-18.65%
-2.49%
Baba Aapl BTC
Benchmark (^GSPC)
Portfolio components

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 18.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.59%Apr 14, 2021575Nov 9, 2022
-43.59%Dec 17, 2017383Jan 3, 2019174Jun 26, 2019557
-33.92%Nov 13, 2014321Sep 29, 2015315Aug 9, 2016636
-29.9%Feb 13, 202033Mar 16, 202086Jun 10, 2020119
-13.83%Sep 2, 202022Sep 23, 202034Oct 27, 202056

Volatility

Volatility Chart

The current Baba Aapl BTC volatility is 7.45%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
7.45%
3.24%
Baba Aapl BTC
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDBABAAAPL
BTC-USD1.000.070.11
BABA0.071.000.34
AAPL0.110.341.00