apple
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in apple, 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
Returns
As of Sep 22, 2023, the apple returned 34.44% Year-To-Date and 27.57% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| apple | -1.86% | 9.74% | 34.44% | 13.82% | 27.33% | 27.57% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -1.86% | 9.74% | 34.44% | 13.82% | 27.33% | 27.57% |
| Returns over 1 year are annualized | ||||||
Dividend yield
apple granted a 0.54% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| apple | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
Expense Ratio
The apple 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.41 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the apple. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the apple is 81.80%, recorded on Apr 17, 2003. It took 447 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.8% | Mar 23, 2000 | 770 | Apr 17, 2003 | 447 | Jan 26, 2005 | 1217 |
| -81.25% | Apr 3, 1991 | 1703 | Dec 23, 1997 | 426 | Sep 2, 1999 | 2129 |
| -60.87% | Dec 31, 2007 | 266 | Jan 20, 2009 | 191 | Oct 21, 2009 | 457 |
| -56.57% | Oct 6, 1987 | 767 | Oct 16, 1990 | 77 | Feb 5, 1991 | 844 |
| -52.64% | Jan 15, 1985 | 149 | Aug 15, 1985 | 173 | Apr 24, 1986 | 322 |
Volatility Chart
The current apple volatility is 7.70%, 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.