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Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


AAPL 100%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in main, 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


0.00%50,000.00%100,000.00%150,000.00%200,000.00%FebruaryMarchAprilMayJuneJuly
227,182.83%
4,199.11%
main
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 1980, corresponding to the inception date of AAPL

Returns By Period

As of Jul 22, 2024, the main returned 16.81% Year-To-Date and 26.54% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
main17.18%8.44%15.59%17.36%35.25%26.48%
AAPL
Apple Inc
17.18%8.44%15.59%17.36%35.25%26.48%

Monthly Returns

The table below presents the monthly returns of main, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.22%-1.85%-5.13%-0.67%13.02%9.56%17.18%
202311.05%2.32%11.86%2.90%4.61%9.43%1.28%-4.24%-8.87%-0.26%11.38%1.36%49.01%
2022-1.57%-5.41%5.75%-9.71%-5.45%-8.14%18.86%-3.12%-12.10%10.96%-3.30%-12.23%-26.40%
2021-0.55%-7.97%0.73%7.62%-5.05%9.91%6.50%4.25%-6.80%5.87%10.51%7.42%34.65%
20205.40%-11.47%-6.98%15.54%8.51%14.74%16.51%21.66%-10.25%-6.00%9.55%11.46%82.31%
20195.52%4.48%9.70%5.64%-12.42%13.05%7.64%-1.65%7.30%11.07%7.76%9.88%88.96%
2018-1.06%6.82%-5.81%-1.50%13.51%-0.94%2.80%20.04%-0.83%-3.05%-18.12%-11.67%-5.39%
20174.77%13.38%4.87%-0.01%6.78%-5.72%3.27%10.70%-6.02%9.68%2.03%-1.52%48.46%
2016-7.52%-0.13%12.72%-13.99%7.18%-4.27%9.01%2.36%6.55%0.43%-2.16%4.80%12.48%
20156.14%10.08%-3.14%0.58%4.53%-3.72%-3.29%-6.62%-2.18%8.34%-0.58%-11.02%-3.01%
2014-10.77%5.75%1.99%9.94%7.87%2.77%2.87%7.75%-1.71%7.20%10.60%-7.19%40.62%
2013-14.41%-2.53%0.29%0.03%2.24%-11.83%14.12%8.38%-2.15%9.64%7.00%0.89%8.07%

Expense Ratio

main 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 Rank

The current rank of main is 15, indicating that it is in the bottom 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of main is 1515
main
The Sharpe Ratio Rank of main is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of main is 1111Sortino Ratio Rank
The Omega Ratio Rank of main is 1111Omega Ratio Rank
The Calmar Ratio Rank of main is 2929Calmar Ratio Rank
The Martin Ratio Rank of main is 1010Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


main
Sharpe ratio
The chart of Sharpe ratio for main, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.000.79
Sortino ratio
The chart of Sortino ratio for main, currently valued at 1.28, compared to the broader market-2.000.002.004.006.001.28
Omega ratio
The chart of Omega ratio for main, currently valued at 1.15, compared to the broader market0.801.001.201.401.601.801.15
Calmar ratio
The chart of Calmar ratio for main, currently valued at 1.07, compared to the broader market0.002.004.006.008.001.08
Martin ratio
The chart of Martin ratio for main, currently valued at 2.13, compared to the broader market0.0010.0020.0030.0040.002.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.791.281.151.082.13

Sharpe Ratio

The current main Sharpe ratio is 0.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of main with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.79
1.99
main
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

main granted a 0.43% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
main0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.18%
-1.97%
main
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the main. 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 main was 81.80%, occurring on Apr 17, 2003. Recovery took 447 trading sessions.

The current main drawdown is 4.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.8%Mar 23, 2000770Apr 17, 2003447Jan 26, 20051217
-81.23%Apr 3, 19911703Dec 23, 1997426Sep 2, 19992129
-76.92%Jun 7, 1983556Aug 15, 1985379Feb 17, 1987935
-69.44%Dec 30, 1980385Jul 8, 1982137Jan 20, 1983522
-60.87%Dec 31, 2007266Jan 20, 2009191Oct 21, 2009457

Volatility

Volatility Chart

The current main volatility is 6.86%, 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%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
6.86%
2.94%
main
Benchmark (^GSPC)
Portfolio components