Aapl corre

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Aapl corre

Currency in USD · Last updated May 11, 2025

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Asset Allocation

Position	Category/Sector	Target Weight
HLAL Wahed FTSE USA Shariah ETF	Large Cap Growth Equities	6.67%
IUSG iShares Core S&P U.S. Growth ETF	Large Cap Growth Equities	6.67%
IVW iShares S&P 500 Growth ETF	Large Cap Growth Equities	6.67%
IXN iShares Global Tech ETF	Technology Equities	6.67%
IYW iShares U.S. Technology ETF	Technology Equities	6.67%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	6.67%
QTAP Innovator Growth Accelerated Plus ETF - April	Actively Managed, Leveraged, Leveraged Equities	6.67%
ROM ProShares Ultra Technology	Leveraged Equities, Leveraged	6.67%
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF	Large Cap Growth Equities	6.67%
SPYG SPDR Portfolio S&P 500 Growth ETF	Large Cap Growth Equities	6.67%
TECL Direxion Daily Technology Bull 3X Shares	Leveraged Equities, Leveraged	6.67%
TMFC Motley Fool 100 Index ETF	Large Cap Growth Equities	6.67%
VGT Vanguard Information Technology ETF	Technology Equities	6.67%
VOOG Vanguard S&P 500 Growth ETF	Large Cap Blend Equities	6.67%
XLK Technology Select Sector SPDR Fund	Technology Equities	6.67%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 1, 2021, corresponding to the inception date of QTAP

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Aapl corre	-7.63%	12.13%	-8.37%	9.18%	N/A	N/A
Portfolio components:
HLAL Wahed FTSE USA Shariah ETF	-6.93%	8.02%	-7.17%	2.44%	15.28%	N/A
XLK Technology Select Sector SPDR Fund	-6.25%	11.95%	-7.94%	6.60%	18.98%	19.17%
TECL Direxion Daily Technology Bull 3X Shares	-32.27%	36.32%	-37.80%	-17.78%	28.02%	32.61%
VGT Vanguard Information Technology ETF	-8.02%	12.05%	-8.30%	11.24%	18.63%	19.33%
VOOG Vanguard S&P 500 Growth ETF	-4.23%	9.45%	-3.79%	15.23%	16.00%	14.27%
IVW iShares S&P 500 Growth ETF	-4.29%	9.39%	-3.80%	15.12%	15.91%	14.19%
SPYG SPDR Portfolio S&P 500 Growth ETF	-4.24%	9.33%	-3.72%	15.24%	16.05%	14.32%
ROM ProShares Ultra Technology	-18.28%	23.61%	-22.09%	-2.21%	23.72%	27.73%
MGK Vanguard Mega Cap Growth ETF	-5.76%	9.69%	-4.64%	13.66%	17.22%	15.50%
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF	-7.69%	8.20%	-8.36%	5.74%	15.98%	N/A
IXN iShares Global Tech ETF	-5.82%	12.31%	-5.52%	8.49%	18.24%	18.07%
IUSG iShares Core S&P U.S. Growth ETF	-4.37%	9.38%	-4.20%	14.02%	15.78%	13.85%
TMFC Motley Fool 100 Index ETF	-4.08%	8.48%	-2.93%	16.70%	17.68%	N/A
IYW iShares U.S. Technology ETF	-6.97%	11.64%	-7.79%	10.95%	19.83%	19.48%
QTAP Innovator Growth Accelerated Plus ETF - April	3.49%	7.83%	4.61%	18.44%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Aapl corre, 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
2025	0.59%	-3.10%	-9.10%	0.69%	3.55%								-7.63%
2024	2.65%	6.39%	1.53%	-5.84%	7.91%	8.43%	-2.65%	1.31%	2.74%	-1.58%	6.44%	0.05%	29.74%
2023	10.30%	-0.87%	11.28%	0.63%	7.51%	7.26%	3.31%	-1.75%	-6.69%	-1.57%	13.54%	4.87%	56.73%
2022	-8.79%	-5.31%	4.37%	-13.99%	-1.80%	-10.41%	15.15%	-7.06%	-13.17%	6.47%	6.44%	-9.83%	-35.24%
2021				4.75%	-1.02%	7.35%	4.25%	4.60%	-6.91%	9.97%	2.94%	3.13%	31.91%

Expense Ratio

Aapl corre has an expense ratio of 0.39%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TECL

Direxion Daily Technology Bull 3X Shares

ROM

ProShares Ultra Technology

QTAP

Innovator Growth Accelerated Plus ETF - April

HLAL

Wahed FTSE USA Shariah ETF

TMFC

Motley Fool 100 Index ETF

SPUS

SP Funds S&P 500 Sharia Industry Exclusions ETF

IXN

iShares Global Tech ETF

IYW

iShares U.S. Technology ETF

IVW

iShares S&P 500 Growth ETF

XLK

Technology Select Sector SPDR Fund

VGT

Vanguard Information Technology ETF

VOOG

Vanguard S&P 500 Growth ETF

MGK

Vanguard Mega Cap Growth ETF

SPYG

SPDR Portfolio S&P 500 Growth ETF

IUSG

iShares Core S&P U.S. Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Aapl corre is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
HLAL Wahed FTSE USA Shariah ETF	0.11	0.33	1.05	0.13	0.45
XLK Technology Select Sector SPDR Fund	0.23	0.54	1.07	0.28	0.89
TECL Direxion Daily Technology Bull 3X Shares	-0.19	0.33	1.04	-0.25	-0.58
VGT Vanguard Information Technology ETF	0.39	0.73	1.10	0.43	1.39
VOOG Vanguard S&P 500 Growth ETF	0.62	1.01	1.14	0.70	2.34
IVW iShares S&P 500 Growth ETF	0.62	1.01	1.14	0.70	2.34
SPYG SPDR Portfolio S&P 500 Growth ETF	0.62	1.02	1.14	0.70	2.37
ROM ProShares Ultra Technology	-0.02	0.39	1.05	-0.02	-0.07
MGK Vanguard Mega Cap Growth ETF	0.54	0.92	1.13	0.59	1.99
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF	0.25	0.53	1.07	0.26	0.90
IXN iShares Global Tech ETF	0.30	0.62	1.09	0.35	1.07
IUSG iShares Core S&P U.S. Growth ETF	0.58	0.97	1.14	0.64	2.18
TMFC Motley Fool 100 Index ETF	0.76	1.19	1.17	0.85	3.03
IYW iShares U.S. Technology ETF	0.38	0.73	1.10	0.42	1.35
QTAP Innovator Growth Accelerated Plus ETF - April	0.95	1.46	1.25	1.46	6.85

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Aapl corre Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.31
All Time: 0.44

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Aapl corre compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Aapl corre provided a 0.50% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.50%	0.44%	0.64%	0.72%	0.47%	0.67%	0.83%	0.85%	0.72%	0.86%	0.85%	0.79%
Portfolio components:
HLAL Wahed FTSE USA Shariah ETF	0.72%	0.58%	0.72%	1.15%	0.78%	0.97%	0.72%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK Technology Select Sector SPDR Fund	0.72%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
TECL Direxion Daily Technology Bull 3X Shares	0.58%	0.29%	0.28%	0.22%	0.32%	0.52%	0.25%	0.47%	0.10%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.56%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
VOOG Vanguard S&P 500 Growth ETF	0.58%	0.49%	1.12%	0.93%	0.53%	0.88%	1.26%	1.34%	1.32%	1.47%	1.56%	1.28%
IVW iShares S&P 500 Growth ETF	0.47%	0.43%	1.03%	0.89%	0.46%	0.82%	1.63%	1.28%	1.30%	1.51%	1.51%	1.37%
SPYG SPDR Portfolio S&P 500 Growth ETF	0.64%	0.60%	1.15%	1.03%	0.62%	0.90%	1.36%	1.51%	1.41%	1.55%	1.57%	1.37%
ROM ProShares Ultra Technology	0.27%	0.21%	0.01%	0.00%	0.00%	0.05%	0.16%	0.30%	0.08%	0.20%	0.12%	0.24%
MGK Vanguard Mega Cap Growth ETF	0.47%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF	0.77%	0.71%	0.87%	1.21%	0.93%	1.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IXN iShares Global Tech ETF	0.45%	0.43%	0.55%	0.81%	0.58%	0.63%	1.06%	0.94%	0.93%	1.03%	1.12%	1.14%
IUSG iShares Core S&P U.S. Growth ETF	0.62%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%	1.21%
TMFC Motley Fool 100 Index ETF	0.42%	0.40%	0.26%	0.27%	0.23%	0.42%	0.50%	0.62%	0.00%	0.00%	0.00%	0.00%
IYW iShares U.S. Technology ETF	0.22%	0.21%	0.53%	0.50%	0.31%	0.56%	0.72%	0.91%	0.82%	1.13%	1.12%	1.13%
QTAP Innovator Growth Accelerated Plus ETF - April	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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Aapl corre. 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 Aapl corre was 39.19%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current Aapl corre drawdown is 11.73%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.19%	Dec 28, 2021	202	Oct 14, 2022	301	Dec 27, 2023	503
-27.33%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-16.71%	Jul 11, 2024	20	Aug 7, 2024	65	Nov 7, 2024	85
-8.97%	Mar 25, 2024	19	Apr 19, 2024	18	May 15, 2024	37
-8.62%	Apr 27, 2021	12	May 12, 2021	22	Jun 14, 2021	34

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	QTAP	HLAL	IXN	TMFC	ROM	SPUS	TECL	XLK	VGT	IYW	MGK	IUSG	VOOG	IVW	SPYG	Portfolio
^GSPC	1.00	0.89	0.96	0.91	0.95	0.91	0.96	0.92	0.92	0.92	0.91	0.94	0.96	0.96	0.96	0.96	0.95
QTAP	0.89	1.00	0.88	0.91	0.93	0.92	0.91	0.91	0.91	0.92	0.92	0.93	0.92	0.92	0.92	0.92	0.93
HLAL	0.96	0.88	1.00	0.91	0.94	0.90	0.96	0.91	0.91	0.91	0.91	0.93	0.95	0.94	0.94	0.94	0.94
IXN	0.91	0.91	0.91	1.00	0.94	0.98	0.95	0.99	0.99	0.99	0.98	0.96	0.95	0.95	0.95	0.96	0.99
TMFC	0.95	0.93	0.94	0.94	1.00	0.95	0.97	0.95	0.95	0.95	0.96	0.99	0.97	0.98	0.98	0.98	0.98
ROM	0.91	0.92	0.90	0.98	0.95	1.00	0.95	0.99	0.99	0.99	0.99	0.97	0.96	0.96	0.96	0.96	0.99
SPUS	0.96	0.91	0.96	0.95	0.97	0.95	1.00	0.95	0.95	0.96	0.96	0.97	0.98	0.98	0.98	0.98	0.98
TECL	0.92	0.91	0.91	0.99	0.95	0.99	0.95	1.00	1.00	0.99	0.99	0.96	0.96	0.96	0.96	0.96	0.99
XLK	0.92	0.91	0.91	0.99	0.95	0.99	0.95	1.00	1.00	0.99	0.99	0.96	0.96	0.96	0.96	0.96	0.99
VGT	0.92	0.92	0.91	0.99	0.95	0.99	0.96	0.99	0.99	1.00	0.99	0.97	0.96	0.96	0.96	0.96	0.99
IYW	0.91	0.92	0.91	0.98	0.96	0.99	0.96	0.99	0.99	0.99	1.00	0.98	0.96	0.97	0.97	0.97	0.99
MGK	0.94	0.93	0.93	0.96	0.99	0.97	0.97	0.96	0.96	0.97	0.98	1.00	0.98	0.98	0.98	0.98	0.99
IUSG	0.96	0.92	0.95	0.95	0.97	0.96	0.98	0.96	0.96	0.96	0.96	0.98	1.00	1.00	1.00	1.00	0.98
VOOG	0.96	0.92	0.94	0.95	0.98	0.96	0.98	0.96	0.96	0.96	0.97	0.98	1.00	1.00	1.00	1.00	0.98
IVW	0.96	0.92	0.94	0.95	0.98	0.96	0.98	0.96	0.96	0.96	0.97	0.98	1.00	1.00	1.00	1.00	0.98
SPYG	0.96	0.92	0.94	0.96	0.98	0.96	0.98	0.96	0.96	0.96	0.97	0.98	1.00	1.00	1.00	1.00	0.99
Portfolio	0.95	0.93	0.94	0.99	0.98	0.99	0.98	0.99	0.99	0.99	0.99	0.99	0.98	0.98	0.98	0.99	1.00

The correlation results are calculated based on daily price changes starting from Apr 5, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Aapl corre

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community