Aapl corre
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Asset Allocation
Performance
Performance Chart
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
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* | |
---|---|---|---|---|---|---|
S&P 500 | 23.00% | -0.84% | 7.20% | 24.88% | 12.77% | 10.96% |
Aapl corre | 29.77% | 1.49% | 5.55% | 31.90% | N/A | N/A |
Portfolio components: | ||||||
Wahed FTSE USA Shariah ETF | 17.31% | 1.51% | 5.66% | 18.88% | 15.32% | N/A |
Technology Select Sector SPDR Fund | 21.29% | 0.39% | 1.86% | 23.08% | 21.76% | 20.28% |
Direxion Daily Technology Bull 3X Shares | 36.56% | -0.38% | -9.67% | 41.99% | 31.57% | 38.75% |
Vanguard Information Technology ETF | 29.19% | 1.61% | 7.41% | 31.03% | 21.70% | 20.72% |
Vanguard S&P 500 Growth ETF | 35.98% | 2.01% | 9.96% | 37.58% | 17.15% | 15.09% |
iShares S&P 500 Growth ETF | 36.00% | 2.16% | 10.08% | 37.60% | 17.06% | 14.98% |
SPDR Portfolio S&P 500 Growth ETF | 35.92% | 1.98% | 9.89% | 37.54% | 17.21% | 15.11% |
ProShares Ultra Technology | 31.00% | -0.09% | -2.79% | 34.99% | 28.91% | 30.75% |
Vanguard Mega Cap Growth ETF | 33.56% | 2.87% | 10.21% | 35.01% | 19.72% | 16.55% |
SP Funds S&P 500 Sharia Industry Exclusions ETF | 26.95% | 1.62% | 6.54% | 28.72% | 17.56% | N/A |
iShares Global Tech ETF | 24.55% | 2.43% | 1.19% | 26.74% | 20.21% | 19.10% |
iShares Core S&P U.S. Growth ETF | 34.83% | 1.89% | 9.64% | 36.57% | 16.81% | 14.83% |
Motley Fool 100 Index ETF | 35.30% | 2.34% | 12.29% | 36.56% | 19.83% | N/A |
iShares U.S. Technology ETF | 30.26% | 0.93% | 5.54% | 32.20% | 23.17% | 20.54% |
Innovator Growth Accelerated Plus ETF - April | 16.82% | 1.14% | 7.17% | 17.21% | N/A | N/A |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.65% | 6.39% | 1.53% | -5.84% | 7.91% | 8.43% | -2.65% | 1.31% | 2.74% | -1.58% | 6.44% | 29.77% | |
2023 | 10.30% | -0.87% | 11.28% | 0.63% | 7.51% | 7.26% | 3.31% | -1.75% | -6.69% | -1.57% | 13.54% | 4.88% | 56.74% |
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 features an expense ratio of 0.39%, falling within the medium range. 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 Aapl corre is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
Wahed FTSE USA Shariah ETF | 1.30 | 1.74 | 1.24 | 1.88 | 6.97 |
Technology Select Sector SPDR Fund | 0.96 | 1.38 | 1.18 | 1.25 | 4.29 |
Direxion Daily Technology Bull 3X Shares | 0.54 | 1.11 | 1.15 | 0.78 | 2.09 |
Vanguard Information Technology ETF | 1.35 | 1.83 | 1.24 | 1.90 | 6.80 |
Vanguard S&P 500 Growth ETF | 2.04 | 2.66 | 1.37 | 2.78 | 11.05 |
iShares S&P 500 Growth ETF | 2.05 | 2.68 | 1.37 | 2.82 | 11.08 |
SPDR Portfolio S&P 500 Growth ETF | 2.04 | 2.66 | 1.37 | 2.81 | 11.06 |
ProShares Ultra Technology | 0.69 | 1.15 | 1.15 | 0.95 | 2.82 |
Vanguard Mega Cap Growth ETF | 1.88 | 2.46 | 1.34 | 2.45 | 9.28 |
SP Funds S&P 500 Sharia Industry Exclusions ETF | 1.73 | 2.32 | 1.32 | 2.35 | 9.33 |
iShares Global Tech ETF | 1.15 | 1.61 | 1.21 | 1.48 | 4.62 |
iShares Core S&P U.S. Growth ETF | 2.01 | 2.62 | 1.37 | 2.77 | 11.04 |
Motley Fool 100 Index ETF | 2.19 | 2.89 | 1.40 | 3.08 | 13.01 |
iShares U.S. Technology ETF | 1.42 | 1.92 | 1.25 | 1.90 | 6.55 |
Innovator Growth Accelerated Plus ETF - April | 1.50 | 2.03 | 1.34 | 1.83 | 8.47 |
Dividends
Dividend yield
Aapl corre provided a 0.41% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.41% | 0.64% | 0.72% | 0.47% | 0.67% | 0.83% | 0.85% | 0.72% | 0.86% | 0.85% | 0.79% | 0.78% |
Portfolio components: | ||||||||||||
Wahed FTSE USA Shariah ETF | 0.69% | 0.72% | 1.15% | 0.78% | 0.97% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Technology Select Sector SPDR Fund | 0.49% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Direxion Daily Technology Bull 3X Shares | 0.35% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Vanguard S&P 500 Growth ETF | 0.34% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
iShares S&P 500 Growth ETF | 0.43% | 1.03% | 0.89% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% | 1.37% | 1.45% |
SPDR Portfolio S&P 500 Growth ETF | 0.41% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
ProShares Ultra Technology | 0.16% | 0.01% | 0.00% | 0.00% | 0.05% | 0.16% | 0.30% | 0.08% | 0.20% | 0.12% | 0.24% | 0.03% |
Vanguard Mega Cap Growth ETF | 0.41% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.69% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Global Tech ETF | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% |
iShares Core S&P U.S. Growth ETF | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
Motley Fool 100 Index ETF | 0.40% | 0.26% | 0.27% | 0.23% | 0.42% | 0.50% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares U.S. Technology ETF | 0.21% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
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.
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 300 trading sessions.
The current Aapl corre drawdown is 4.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.19% | Dec 28, 2021 | 202 | Oct 14, 2022 | 300 | Dec 26, 2023 | 502 |
-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 |
-8.55% | Sep 8, 2021 | 19 | Oct 4, 2021 | 18 | Oct 28, 2021 | 37 |
Volatility
Volatility Chart
The current Aapl corre volatility is 5.57%, 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
QTAP | HLAL | IXN | TMFC | SPUS | ROM | TECL | XLK | VGT | IYW | IUSG | MGK | VOOG | IVW | SPYG | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTAP | 1.00 | 0.88 | 0.91 | 0.93 | 0.91 | 0.92 | 0.91 | 0.91 | 0.92 | 0.92 | 0.92 | 0.93 | 0.92 | 0.92 | 0.92 |
HLAL | 0.88 | 1.00 | 0.91 | 0.93 | 0.96 | 0.90 | 0.91 | 0.91 | 0.92 | 0.91 | 0.95 | 0.93 | 0.95 | 0.95 | 0.95 |
IXN | 0.91 | 0.91 | 1.00 | 0.94 | 0.95 | 0.98 | 0.99 | 0.99 | 0.99 | 0.98 | 0.95 | 0.96 | 0.95 | 0.95 | 0.95 |
TMFC | 0.93 | 0.93 | 0.94 | 1.00 | 0.97 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.97 | 0.99 | 0.98 | 0.98 | 0.98 |
SPUS | 0.91 | 0.96 | 0.95 | 0.97 | 1.00 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.98 | 0.97 | 0.98 | 0.98 | 0.98 |
ROM | 0.92 | 0.90 | 0.98 | 0.95 | 0.95 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 0.96 | 0.97 | 0.96 | 0.96 | 0.96 |
TECL | 0.91 | 0.91 | 0.99 | 0.95 | 0.95 | 0.99 | 1.00 | 1.00 | 0.99 | 0.98 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 |
XLK | 0.91 | 0.91 | 0.99 | 0.95 | 0.95 | 0.99 | 1.00 | 1.00 | 0.99 | 0.98 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 |
VGT | 0.92 | 0.92 | 0.99 | 0.95 | 0.96 | 0.99 | 0.99 | 0.99 | 1.00 | 0.99 | 0.96 | 0.97 | 0.96 | 0.96 | 0.96 |
IYW | 0.92 | 0.91 | 0.98 | 0.96 | 0.96 | 0.99 | 0.98 | 0.98 | 0.99 | 1.00 | 0.96 | 0.98 | 0.97 | 0.97 | 0.97 |
IUSG | 0.92 | 0.95 | 0.95 | 0.97 | 0.98 | 0.96 | 0.95 | 0.95 | 0.96 | 0.96 | 1.00 | 0.98 | 1.00 | 1.00 | 1.00 |
MGK | 0.93 | 0.93 | 0.96 | 0.99 | 0.97 | 0.97 | 0.96 | 0.96 | 0.97 | 0.98 | 0.98 | 1.00 | 0.98 | 0.98 | 0.98 |
VOOG | 0.92 | 0.95 | 0.95 | 0.98 | 0.98 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 | 1.00 | 0.98 | 1.00 | 1.00 | 1.00 |
IVW | 0.92 | 0.95 | 0.95 | 0.98 | 0.98 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 | 1.00 | 0.98 | 1.00 | 1.00 | 1.00 |
SPYG | 0.92 | 0.95 | 0.95 | 0.98 | 0.98 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 | 1.00 | 0.98 | 1.00 | 1.00 | 1.00 |