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Aapl corre

Last updated Dec 7, 2023

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Asset Allocation


HLAL 6.67%XLK 6.67%TECL 6.67%VGT 6.67%VOOG 6.67%IVW 6.67%SPYG 6.67%ROM 6.67%MGK 6.67%SPUS 6.67%IXN 6.67%IUSG 6.67%TMFC 6.67%IYW 6.67%QTAP 6.67%EquityEquity
PositionCategory/SectorWeight
HLAL
Wahed FTSE USA Shariah ETF
Large Cap Growth Equities6.67%
XLK
Technology Select Sector SPDR Fund
Technology Equities6.67%
TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged6.67%
VGT
Vanguard Information Technology ETF
Technology Equities6.67%
VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities6.67%
IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities6.67%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities6.67%
ROM
ProShares Ultra Technology
Leveraged Equities, Leveraged6.67%
MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities6.67%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Large Cap Growth Equities6.67%
IXN
iShares Global Tech ETF
Technology Equities6.67%
IUSG
iShares Core S&P U.S. Growth ETF
Large Cap Growth Equities6.67%
TMFC
Motley Fool 100 Index ETF
Large Cap Growth Equities6.67%
IYW
iShares U.S. Technology ETF
Technology Equities6.67%
QTAP
Innovator Growth Accelerated Plus ETF - April
Actively Managed, Leveraged, Leveraged Equities6.67%

Performance

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.63%
5.94%
Aapl corre
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Aapl corre47.82%4.88%10.63%40.98%N/AN/A
HLAL
Wahed FTSE USA Shariah ETF
24.53%3.76%6.91%20.93%N/AN/A
XLK
Technology Select Sector SPDR Fund
47.90%5.77%12.37%41.69%24.53%19.72%
TECL
Direxion Daily Technology Bull 3X Shares
161.18%16.50%27.23%124.29%43.39%39.71%
VGT
Vanguard Information Technology ETF
44.34%6.65%10.53%38.72%22.66%19.48%
VOOG
Vanguard S&P 500 Growth ETF
24.53%3.66%7.79%19.81%14.22%13.04%
IVW
iShares S&P 500 Growth ETF
24.42%3.63%7.76%19.74%14.10%12.97%
SPYG
SPDR Portfolio S&P 500 Growth ETF
24.55%3.60%7.81%19.83%14.26%13.05%
ROM
ProShares Ultra Technology
108.04%10.78%19.94%86.70%35.31%31.20%
MGK
Vanguard Mega Cap Growth ETF
45.03%5.13%12.25%37.88%18.14%14.62%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
27.76%3.84%6.69%23.80%N/AN/A
IXN
iShares Global Tech ETF
44.81%5.82%10.27%38.34%22.10%18.06%
IUSG
iShares Core S&P U.S. Growth ETF
23.72%3.74%7.58%19.27%13.95%12.67%
TMFC
Motley Fool 100 Index ETF
40.72%4.90%11.38%34.32%17.35%N/A
IYW
iShares U.S. Technology ETF
55.76%5.98%12.95%49.41%23.64%19.37%
QTAP
Innovator Growth Accelerated Plus ETF - April
41.21%2.51%9.62%33.22%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.51%7.26%3.31%-1.75%-6.69%-1.57%13.54%

Sharpe Ratio

The current Aapl corre Sharpe ratio is 1.73. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.73

The Sharpe ratio of Aapl corre lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.73
1.00
Aapl corre
Benchmark (^GSPC)
Portfolio components

Dividend yield

Aapl corre granted a 0.62% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Aapl corre0.62%0.72%0.47%0.67%0.83%0.85%0.72%0.86%0.85%0.79%0.78%0.90%
HLAL
Wahed FTSE USA Shariah ETF
0.68%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.77%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%1.74%
TECL
Direxion Daily Technology Bull 3X Shares
0.29%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.70%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%1.21%
VOOG
Vanguard S&P 500 Growth ETF
1.04%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%1.75%
IVW
iShares S&P 500 Growth ETF
0.96%0.89%0.46%0.82%1.62%1.27%1.30%1.51%1.51%1.36%1.44%1.81%
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.09%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%1.81%
ROM
ProShares Ultra Technology
0.00%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%0.03%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.49%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%1.66%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.96%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXN
iShares Global Tech ETF
0.54%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%1.08%
IUSG
iShares Core S&P U.S. Growth ETF
1.09%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%1.22%1.56%
TMFC
Motley Fool 100 Index ETF
0.32%0.27%0.23%0.42%0.50%0.61%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.35%0.50%0.31%0.56%0.72%0.91%0.82%1.14%1.12%1.13%1.06%0.94%
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%

Expense Ratio

The Aapl corre has a high expense ratio of 0.39%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


1.08%
0.00%2.15%
0.95%
0.00%2.15%
0.79%
0.00%2.15%
0.50%
0.00%2.15%
0.50%
0.00%2.15%
0.49%
0.00%2.15%
0.46%
0.00%2.15%
0.42%
0.00%2.15%
0.18%
0.00%2.15%
0.13%
0.00%2.15%
0.10%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
HLAL
Wahed FTSE USA Shariah ETF
1.30
XLK
Technology Select Sector SPDR Fund
1.96
TECL
Direxion Daily Technology Bull 3X Shares
1.86
VGT
Vanguard Information Technology ETF
1.79
VOOG
Vanguard S&P 500 Growth ETF
1.22
IVW
iShares S&P 500 Growth ETF
1.21
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.23
ROM
ProShares Ultra Technology
1.87
MGK
Vanguard Mega Cap Growth ETF
1.90
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
1.43
IXN
iShares Global Tech ETF
1.81
IUSG
iShares Core S&P U.S. Growth ETF
1.19
TMFC
Motley Fool 100 Index ETF
1.86
IYW
iShares U.S. Technology ETF
2.16
QTAP
Innovator Growth Accelerated Plus ETF - April
1.98

Asset Correlations Table

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

QTAPHLALIXNSPUSTMFCROMTECLXLKIYWIUSGVGTIVWVOOGSPYGMGK
QTAP1.000.910.940.940.960.950.940.940.950.940.940.940.940.950.96
HLAL0.911.000.930.970.940.920.940.940.930.960.940.960.960.960.94
IXN0.940.931.000.950.950.980.990.990.980.950.990.960.960.960.97
SPUS0.940.970.951.000.970.960.960.960.960.980.960.980.980.980.97
TMFC0.960.940.950.971.000.960.960.960.970.970.960.980.980.980.99
ROM0.950.920.980.960.961.000.990.991.000.960.990.960.960.960.98
TECL0.940.940.990.960.960.991.001.000.990.960.990.960.960.960.97
XLK0.940.940.990.960.960.991.001.000.990.960.990.960.960.960.97
IYW0.950.930.980.960.971.000.990.991.000.960.990.970.970.970.98
IUSG0.940.960.950.980.970.960.960.960.961.000.961.001.001.000.98
VGT0.940.940.990.960.960.990.990.990.990.961.000.970.970.970.98
IVW0.940.960.960.980.980.960.960.960.971.000.971.001.001.000.98
VOOG0.940.960.960.980.980.960.960.960.971.000.971.001.001.000.98
SPYG0.950.960.960.980.980.960.960.960.971.000.971.001.001.000.98
MGK0.960.940.970.970.990.980.970.970.980.980.980.980.980.981.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-5.92%
-5.15%
Aapl corre
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.19%Dec 28, 2021202Oct 14, 2022
-8.62%Apr 27, 202112May 12, 202122Jun 14, 202134
-8.55%Sep 8, 202119Oct 4, 202118Oct 28, 202137
-5.52%Dec 13, 20216Dec 20, 20214Dec 27, 202110
-5.32%Nov 22, 20219Dec 3, 20213Dec 8, 202112

Volatility Chart

The current Aapl corre volatility is 4.38%, 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%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
2.92%
Aapl corre
Benchmark (^GSPC)
Portfolio components
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