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T1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 10%MSFT 10%NVDA 10%AMZN 10%META 10%JPM 10%AVGO 10%LLY 10%GOOGL 10%BRK-B 10%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
10%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
AVGO
Broadcom Inc.
Technology
10%
BRK-B
Berkshire Hathaway Inc.
Financial Services
10%
GOOGL
Alphabet Inc.
Communication Services
10%
JPM
JPMorgan Chase & Co.
Financial Services
10%
LLY
Eli Lilly and Company
Healthcare
10%
META
Meta Platforms, Inc.
Communication Services
10%
MSFT
Microsoft Corporation
Technology
10%
NVDA
NVIDIA Corporation
Technology
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T1, 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 every 3 months.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
5,394.71%
316.65%
T1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Apr 3, 2025, the T1 returned -6.19% Year-To-Date and 31.32% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-8.25%-6.60%-5.32%3.55%16.80%10.02%
T1-22.99%-12.70%-14.13%12.04%52.22%38.62%
AAPL
Apple Inc
-18.77%-13.88%-9.76%20.34%28.32%21.77%
MSFT
Microsoft Corporation
-11.30%-3.99%-10.07%-10.58%20.49%26.44%
NVDA
NVIDIA Corporation
-24.19%-12.23%-17.12%14.46%75.96%69.58%
AMZN
Amazon.com, Inc.
-18.68%-12.46%-1.95%-2.19%13.39%25.25%
META
Meta Platforms, Inc.
-9.12%-16.86%-8.62%5.29%28.29%20.58%
JPM
JPMorgan Chase & Co.
-4.10%-8.62%12.69%17.96%25.52%17.36%
AVGO
Broadcom Inc.
-33.37%-17.60%-9.89%14.36%49.65%31.87%
LLY
Eli Lilly and Company
2.39%-13.39%-10.59%2.35%43.25%29.60%
GOOGL
Alphabet Inc.
-20.29%-11.72%-8.92%-2.25%22.68%18.77%
BRK-B
Berkshire Hathaway Inc.
16.96%6.92%17.04%26.16%24.41%13.96%
*Annualized

Monthly Returns

The table below presents the monthly returns of T1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-6.90%0.93%-12.73%-6.09%-22.99%
202415.78%21.13%9.87%-3.75%19.26%12.60%-4.47%2.61%1.92%5.81%3.03%2.81%122.99%
202317.24%7.85%14.69%1.98%25.27%9.61%7.22%4.36%-9.43%-2.93%12.39%6.92%140.06%
2022-12.43%-1.97%8.92%-22.07%0.88%-13.70%14.40%-10.49%-13.00%6.06%14.34%-8.24%-37.11%
20211.24%2.96%-0.23%8.29%3.41%12.36%0.34%9.16%-6.42%14.59%14.21%-2.31%71.46%
20201.87%-1.92%-5.49%14.55%9.47%7.35%8.18%16.16%-2.53%-4.73%8.46%2.49%64.89%
20198.32%2.42%8.36%5.35%-14.28%10.68%1.92%-1.89%1.19%7.54%5.90%5.14%45.57%
201813.03%-1.05%-4.58%0.09%8.49%-2.13%2.20%8.63%1.19%-14.81%-5.62%-8.40%-6.16%
20175.87%1.98%3.62%0.78%11.79%-0.49%6.71%2.58%1.25%10.12%1.19%-2.11%51.64%
2016-5.72%-2.52%9.06%-0.89%7.67%-1.06%8.61%3.79%3.21%0.13%4.98%6.25%37.53%
2015-1.00%10.02%-1.20%1.06%6.92%-2.57%4.44%-2.26%0.12%8.92%4.22%2.46%34.66%
2014-0.29%6.82%-0.64%-1.35%4.28%2.32%-0.32%7.50%1.24%0.12%4.84%-0.26%26.53%

Expense Ratio

T1 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of T1 is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of T1 is 6666
Overall Rank
The Sharpe Ratio Rank of T1 is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of T1 is 6666
Sortino Ratio Rank
The Omega Ratio Rank of T1 is 6868
Omega Ratio Rank
The Calmar Ratio Rank of T1 is 6767
Calmar Ratio Rank
The Martin Ratio Rank of T1 is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.26, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: 0.26
^GSPC: 0.25
The chart of Sortino ratio for Portfolio, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.65
^GSPC: 0.41
The chart of Omega ratio for Portfolio, currently valued at 1.08, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.08
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.42, compared to the broader market0.002.004.006.00
Portfolio: 0.42
^GSPC: 0.30
The chart of Martin ratio for Portfolio, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 1.19
^GSPC: 1.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.771.161.160.953.02
MSFT
Microsoft Corporation
-0.49-0.520.93-0.54-1.11
NVDA
NVIDIA Corporation
0.250.731.090.451.18
AMZN
Amazon.com, Inc.
-0.070.101.01-0.08-0.25
META
Meta Platforms, Inc.
0.160.431.060.190.62
JPM
JPMorgan Chase & Co.
0.681.081.160.923.08
AVGO
Broadcom Inc.
0.240.791.100.381.14
LLY
Eli Lilly and Company
0.070.331.040.100.21
GOOGL
Alphabet Inc.
-0.080.101.01-0.08-0.20
BRK-B
Berkshire Hathaway Inc.
1.622.381.303.137.58

The current T1 Sharpe ratio is 0.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.46 to 1.11, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of T1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.26
0.25
T1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

T1 provided a 0.71% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.71%0.53%0.61%0.89%0.70%0.93%1.04%1.15%0.98%1.11%1.15%1.24%
AAPL
Apple Inc
0.49%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.85%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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%
META
Meta Platforms, Inc.
0.38%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.71%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
AVGO
Broadcom Inc.
1.45%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
LLY
Eli Lilly and Company
0.68%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
GOOGL
Alphabet Inc.
0.53%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway 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%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.87%
-12.17%
T1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the T1. 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 T1 was 47.81%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current T1 drawdown is 11.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.81%Nov 22, 2021226Oct 14, 2022153May 25, 2023379
-32.4%Oct 2, 201858Dec 24, 2018232Nov 25, 2019290
-31.74%Feb 20, 202018Mar 16, 202044May 18, 202062
-28.87%Jan 7, 202560Apr 3, 2025
-23.75%Jul 11, 202420Aug 7, 202445Oct 10, 202465

Volatility

Volatility Chart

The current T1 volatility is 14.00%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.00%
7.38%
T1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

LLYJPMBRK-BMETAAAPLNVDAAVGOAMZNGOOGLMSFT
LLY1.000.250.320.260.240.230.250.260.280.32
JPM0.251.000.690.290.330.320.370.310.370.36
BRK-B0.320.691.000.300.380.310.370.350.410.42
META0.260.290.301.000.450.470.440.560.600.50
AAPL0.240.330.380.451.000.470.510.500.530.56
NVDA0.230.320.310.470.471.000.590.510.500.56
AVGO0.250.370.370.440.510.591.000.470.470.52
AMZN0.260.310.350.560.500.510.471.000.650.60
GOOGL0.280.370.410.600.530.500.470.651.000.64
MSFT0.320.360.420.500.560.560.520.600.641.00
The correlation results are calculated based on daily price changes starting from May 21, 2012
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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