MyPort
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Jul 7, 2015, corresponding to the inception date of CIBR
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
MyPort | 14.47% | 3.24% | 10.01% | 25.30% | 22.91% | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | 16.15% | 1.44% | 31.28% | 18.18% | 34.11% | 26.14% |
MSFT Microsoft Corporation | 9.48% | 0.41% | 2.05% | 25.51% | 25.16% | 26.50% |
GOOG Alphabet Inc. | 12.67% | -5.81% | 18.70% | 16.07% | 21.33% | 18.49% |
AMZN Amazon.com, Inc. | 16.00% | 4.97% | 1.22% | 27.61% | 13.92% | 26.18% |
MCD McDonald's Corporation | -1.96% | 3.80% | -1.19% | 4.10% | 7.91% | 14.81% |
MA Mastercard Inc | 13.54% | 4.35% | 3.42% | 16.70% | 11.20% | 20.95% |
ANET Arista Networks, Inc. | 38.73% | 2.31% | 16.49% | 65.55% | 41.05% | 30.60% |
BKNG Booking Holdings Inc. | 8.04% | 14.59% | 11.72% | 23.03% | 14.00% | 12.39% |
CIBR First Trust NASDAQ Cybersecurity ETF | 7.86% | 8.68% | 2.93% | 23.36% | 15.82% | N/A |
V Visa Inc. | 7.60% | 4.70% | 0.08% | 13.15% | 9.36% | 18.80% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.79% | 3.23% | 1.17% | -3.99% | 5.28% | 6.20% | -0.80% | 2.55% | 14.47% | ||||
2023 | 8.66% | -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% |
2020 | 5.67% | -8.43% | -7.89% | 13.61% | 6.30% | 2.60% | 8.18% | 8.67% | -6.77% | -3.65% | 13.18% | 5.86% | 39.72% |
2019 | 5.81% | 7.24% | 5.79% | 5.51% | -7.65% | 6.93% | 4.00% | -1.75% | 0.60% | 2.91% | 0.78% | 3.89% | 38.54% |
2018 | 9.30% | 0.47% | -2.80% | 3.00% | 3.22% | 0.67% | 2.99% | 8.49% | -0.55% | -7.84% | 0.72% | -8.29% | 8.06% |
2017 | 3.76% | 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% |
2015 | 6.69% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MyPort is 50, 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.85 | 1.34 | 1.17 | 1.16 | 2.53 |
MSFT Microsoft Corporation | 1.30 | 1.77 | 1.23 | 1.67 | 5.38 |
GOOG Alphabet Inc. | 0.56 | 0.90 | 1.13 | 0.86 | 2.41 |
AMZN Amazon.com, Inc. | 0.97 | 1.48 | 1.19 | 0.77 | 4.27 |
MCD McDonald's Corporation | 0.23 | 0.45 | 1.05 | 0.23 | 0.48 |
MA Mastercard Inc | 1.07 | 1.44 | 1.21 | 1.39 | 3.24 |
ANET Arista Networks, Inc. | 1.64 | 2.32 | 1.31 | 3.39 | 10.40 |
BKNG Booking Holdings Inc. | 0.89 | 1.22 | 1.18 | 1.19 | 3.34 |
CIBR First Trust NASDAQ Cybersecurity ETF | 1.28 | 1.76 | 1.23 | 1.10 | 4.68 |
V Visa Inc. | 0.94 | 1.30 | 1.17 | 1.15 | 2.80 |
Dividends
Dividend yield
MyPort granted a 0.60% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MyPort | 0.60% | 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 | 0.44% | 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 | 0.73% | 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. | 0.13% | 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 | 2.34% | 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 | 0.53% | 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. | 0.46% | 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 | 0.46% | 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. | 0.75% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 3.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
-25.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
-21.36% | Sep 4, 2018 | 78 | Dec 24, 2018 | 56 | Mar 18, 2019 | 134 |
-17.31% | Dec 30, 2015 | 28 | Feb 9, 2016 | 120 | Aug 1, 2016 | 148 |
-12.71% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current MyPort volatility is 5.64%, 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
MCD | BKNG | ANET | AAPL | AMZN | CIBR | V | GOOG | MA | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|
MCD | 1.00 | 0.30 | 0.23 | 0.32 | 0.28 | 0.31 | 0.44 | 0.32 | 0.43 | 0.37 |
BKNG | 0.30 | 1.00 | 0.37 | 0.41 | 0.46 | 0.48 | 0.48 | 0.50 | 0.51 | 0.44 |
ANET | 0.23 | 0.37 | 1.00 | 0.47 | 0.49 | 0.62 | 0.45 | 0.48 | 0.47 | 0.54 |
AAPL | 0.32 | 0.41 | 0.47 | 1.00 | 0.58 | 0.57 | 0.51 | 0.61 | 0.52 | 0.65 |
AMZN | 0.28 | 0.46 | 0.49 | 0.58 | 1.00 | 0.59 | 0.49 | 0.68 | 0.50 | 0.67 |
CIBR | 0.31 | 0.48 | 0.62 | 0.57 | 0.59 | 1.00 | 0.54 | 0.57 | 0.58 | 0.65 |
V | 0.44 | 0.48 | 0.45 | 0.51 | 0.49 | 0.54 | 1.00 | 0.56 | 0.87 | 0.61 |
GOOG | 0.32 | 0.50 | 0.48 | 0.61 | 0.68 | 0.57 | 0.56 | 1.00 | 0.56 | 0.71 |
MA | 0.43 | 0.51 | 0.47 | 0.52 | 0.50 | 0.58 | 0.87 | 0.56 | 1.00 | 0.61 |
MSFT | 0.37 | 0.44 | 0.54 | 0.65 | 0.67 | 0.65 | 0.61 | 0.71 | 0.61 | 1.00 |