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MyPort
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MyPort

Last updated Jul 25, 2024

Asset Allocation

MSFT 16%AAPL 12%ANET 12%GOOG 10%MCD 10%MA 10%BKNG 8%CIBR 8%V 8%AMZN 6%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

12%

AMZN
Amazon.com, Inc.		Consumer Cyclical

6%

ANET
Arista Networks, Inc.		Technology

12%

BKNG
Booking Holdings Inc.		Consumer Cyclical

8%

CIBR
First Trust NASDAQ Cybersecurity ETF		Technology Equities, Cybersecurity

8%

GOOG
Alphabet Inc.		Communication Services

10%

MA
Mastercard Inc		Financial Services

10%

MCD
McDonald's Corporation		Consumer Cyclical

10%

MSFT
Microsoft Corporation		Technology

16%

V
Visa Inc.		Financial Services

8%

S&P 500

Performance

Performance Chart

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
628.45%
159.41%
MyPort
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 7, 2015, corresponding to the inception date of CIBR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
MyPort10.00%-4.83%5.21%26.00%21.48%N/A
Portfolio components:
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.21%25.86%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%
GOOG
Alphabet Inc.		20.17%-8.74%10.12%30.40%22.11%19.16%
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.23%13.14%27.42%
MCD
McDonald's Corporation		-14.16%-2.47%-12.91%-12.79%5.55%13.07%
MA
Mastercard Inc		1.17%-4.89%-1.76%9.54%9.41%19.66%
ANET
Arista Networks, Inc.		33.38%-6.15%18.80%95.12%35.81%34.88%
BKNG
Booking Holdings Inc.		3.68%-8.10%4.49%24.42%13.37%11.52%
CIBR
First Trust NASDAQ Cybersecurity ETF		2.40%0.30%-2.27%19.69%13.21%N/A
V
Visa Inc.		-2.18%-7.26%-4.95%9.07%7.43%17.69%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.79%3.23%1.17%-3.99%5.28%6.20%10.00%
20238.66%-0.34%10.26%2.21%3.59%4.36%1.53%3.42%-5.03%0.72%10.24%4.26%52.30%
2022-4.03%-3.54%4.72%-9.42%-3.15%-8.17%12.72%-3.84%-10.36%7.87%5.48%-7.35%-19.99%
2021-1.77%1.78%2.27%7.92%-1.32%4.31%4.67%1.27%-4.22%7.62%1.40%7.51%35.31%
20205.67%-8.43%-7.89%13.61%6.30%2.60%8.18%8.67%-6.77%-3.65%13.18%5.86%39.72%
20195.81%7.24%5.79%5.51%-7.65%6.93%4.00%-1.75%0.60%2.91%0.78%3.89%38.54%
20189.30%0.47%-2.80%3.00%3.22%0.67%2.99%8.49%-0.55%-7.84%0.72%-8.29%8.06%
20173.76%7.48%3.73%4.02%5.03%-1.55%3.33%4.49%0.81%7.27%3.01%0.78%50.81%
2016-7.67%-0.37%5.99%-1.89%3.85%-4.85%7.81%3.07%3.83%0.54%0.78%1.53%12.19%
20156.69%-5.57%-2.65%12.80%2.41%0.18%13.48%

Expense Ratio

MyPort has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

CIBR
First Trust NASDAQ Cybersecurity ETF
Expense ratio chart for CIBR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MyPort is 70, 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.

The Risk-Adjusted Performance Rank of MyPort is 7070
MyPort
The Sharpe Ratio Rank of MyPort is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of MyPort is 5656Sortino Ratio Rank
The Omega Ratio Rank of MyPort is 6565Omega Ratio Rank
The Calmar Ratio Rank of MyPort is 8484Calmar Ratio Rank
The Martin Ratio Rank of MyPort is 8181Martin 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.

MyPort
Sharpe ratio
The chart of Sharpe ratio for MyPort, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.57
Sortino ratio
The chart of Sortino ratio for MyPort, currently valued at 2.11, compared to the broader market-2.000.002.004.006.002.11
Omega ratio
The chart of Omega ratio for MyPort, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for MyPort, currently valued at 2.65, compared to the broader market0.002.004.006.008.002.65
Martin ratio
The chart of Martin ratio for MyPort, currently valued at 9.45, compared to the broader market0.0010.0020.0030.0040.009.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.570.971.120.781.54
MSFT
Microsoft Corporation		1.001.411.181.556.20
GOOG
Alphabet Inc.		1.361.851.262.098.19
AMZN
Amazon.com, Inc.		1.412.151.261.097.87
MCD
McDonald's Corporation		-0.74-0.950.89-0.69-1.38
MA
Mastercard Inc		0.500.731.100.611.50
ANET
Arista Networks, Inc.		1.822.641.354.0413.84
BKNG
Booking Holdings Inc.		0.961.411.191.624.02
CIBR
First Trust NASDAQ Cybersecurity ETF		1.081.511.200.913.95
V
Visa Inc.		0.490.741.090.571.68

Sharpe Ratio

The current MyPort Sharpe ratio is 1.76. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MyPort 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.57
1.58
MyPort
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MyPort granted a 0.64% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
MyPort0.64%0.53%0.61%0.51%0.64%0.66%0.85%0.81%1.10%1.06%1.05%1.06%
Portfolio components:
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%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
Alphabet Inc.		0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCD
McDonald's Corporation		2.60%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
MA
Mastercard Inc		0.59%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
ANET
Arista Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKNG
Booking Holdings Inc.		0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIBR
First Trust NASDAQ Cybersecurity ETF		0.48%0.42%0.31%0.59%1.10%0.23%0.23%0.10%0.77%0.58%0.00%0.00%
V
Visa Inc.		0.79%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-7.50%
-4.73%
MyPort
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MyPort. 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 MyPort was 31.36%, occurring on Mar 23, 2020. Recovery took 54 trading sessions.

The current MyPort drawdown is 5.97%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.36%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-25.93%Dec 28, 2021202Oct 14, 2022154May 26, 2023356
-21.36%Sep 4, 201878Dec 24, 201856Mar 18, 2019134
-17.31%Dec 30, 201528Feb 9, 2016120Aug 1, 2016148
-12.71%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility

Volatility Chart

The current MyPort volatility is 5.11%, 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%FebruaryMarchAprilMayJuneJuly
5.11%
3.80%
MyPort
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.
MCDBKNGANETAAPLAMZNCIBRVGOOGMAMSFT
MCD1.000.300.230.320.280.310.440.320.430.37
BKNG0.301.000.370.410.460.470.490.500.510.44
ANET0.230.371.000.480.490.620.450.480.470.54
AAPL0.320.410.481.000.580.570.510.610.520.65
AMZN0.280.460.490.581.000.590.490.680.500.67
CIBR0.310.470.620.570.591.000.550.560.580.65
V0.440.490.450.510.490.551.000.560.870.61
GOOG0.320.500.480.610.680.560.561.000.560.71
MA0.430.510.470.520.500.580.870.561.000.61
MSFT0.370.440.540.650.670.650.610.710.611.00
The correlation results are calculated based on daily price changes starting from Jul 8, 2015