T1
Prime SP500 Stocks
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 21, 2024, the T1 returned 44.05% Year-To-Date and 32.18% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| T1 | 44.05% | 1.44% | 15.23% | 65.63% | 37.68% | 32.09% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.95% |
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
AMZN Amazon.com, Inc. | 26.10% | 8.78% | 7.12% | 48.39% | 16.55% | 27.93% |
META Meta Platforms, Inc. | 59.07% | 5.63% | 10.37% | 88.26% | 24.75% | 21.83% |
JPM JPMorgan Chase & Co. | 26.29% | -2.56% | 8.58% | 48.49% | 15.54% | 16.32% |
AVGO Broadcom Inc. | 54.93% | 5.74% | 27.23% | 109.55% | 47.53% | 38.02% |
LLY Eli Lilly and Company | 58.85% | -3.42% | 19.95% | 68.50% | 54.10% | 32.79% |
GOOGL Alphabet Inc. | 17.40% | 0.00% | 8.77% | 25.91% | 21.64% | 18.59% |
BRK-B Berkshire Hathaway Inc. | 27.66% | 1.40% | 10.62% | 26.42% | 17.01% | 12.55% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.57% | 11.56% | 4.06% | -2.98% | 7.90% | 8.37% | -1.83% | 4.03% | 44.05% | ||||
| 2023 | 11.14% | 2.09% | 11.18% | 5.46% | 11.74% | 6.99% | 4.80% | 1.58% | -5.12% | -0.10% | 9.83% | 5.19% | 85.42% |
| 2022 | -7.36% | -3.89% | 6.38% | -13.35% | 0.87% | -10.23% | 10.55% | -6.21% | -9.85% | 2.95% | 9.44% | -6.04% | -26.46% |
| 2021 | 2.71% | 2.82% | 1.47% | 6.93% | 2.05% | 6.77% | 2.48% | 6.01% | -5.97% | 8.54% | 3.41% | 3.45% | 48.09% |
| 2020 | 2.52% | -5.92% | -6.66% | 14.18% | 5.53% | 5.68% | 6.59% | 12.00% | -4.84% | -2.85% | 10.15% | 4.84% | 46.11% |
| 2019 | 8.15% | 1.79% | 5.82% | 6.27% | -10.55% | 7.71% | 2.38% | -1.72% | 1.60% | 6.01% | 5.32% | 5.17% | 43.18% |
| 2018 | 8.89% | -1.12% | -4.57% | 1.09% | 6.83% | -0.62% | 4.01% | 6.87% | 0.65% | -8.83% | -0.89% | -6.93% | 3.78% |
| 2017 | 5.45% | 4.17% | 2.52% | 1.61% | 6.23% | -0.31% | 4.75% | 2.45% | 0.56% | 7.61% | 2.20% | -0.55% | 43.04% |
| 2016 | -5.24% | -2.68% | 8.29% | -0.78% | 6.75% | -1.26% | 8.10% | 2.83% | 2.81% | 0.09% | 2.97% | 5.39% | 29.64% |
| 2015 | -0.82% | 8.73% | -1.44% | 2.86% | 4.19% | -1.73% | 5.86% | -2.53% | 0.24% | 9.98% | 3.83% | 1.17% | 33.74% |
| 2014 | -0.32% | 7.07% | -0.60% | -0.79% | 4.14% | 2.29% | -0.15% | 7.21% | 0.79% | 0.45% | 4.98% | -1.22% | 26.00% |
| 2013 | 5.47% | 0.35% | 0.64% | 2.31% | 4.54% | -2.20% | 8.29% | 1.14% | 6.41% | 5.40% | 3.68% | 4.63% | 48.47% |
Expense Ratio
T1 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of T1 is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
AMZN Amazon.com, Inc. | 1.46 | 2.02 | 1.26 | 1.16 | 7.43 |
META Meta Platforms, Inc. | 2.39 | 3.28 | 1.44 | 3.58 | 14.48 |
JPM JPMorgan Chase & Co. | 2.37 | 2.77 | 1.43 | 2.85 | 14.45 |
AVGO Broadcom Inc. | 2.40 | 2.96 | 1.38 | 4.32 | 13.40 |
LLY Eli Lilly and Company | 2.07 | 2.83 | 1.37 | 3.35 | 12.53 |
GOOGL Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.02 | 2.93 |
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 7.89 |
Dividends
Dividend yield
T1 granted a 0.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| T1 | 0.55% | 0.61% | 0.89% | 0.70% | 0.93% | 1.04% | 1.15% | 0.99% | 1.11% | 1.15% | 1.24% | 1.45% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.08% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
AVGO Broadcom Inc. | 1.23% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
LLY Eli Lilly and Company | 0.55% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
GOOGL Alphabet Inc. | 0.24% | 0.00% | 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.
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 33.42%, occurring on Nov 3, 2022. Recovery took 133 trading sessions.
The current T1 drawdown is 2.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.42% | Dec 28, 2021 | 216 | Nov 3, 2022 | 133 | May 17, 2023 | 349 |
| -28.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -22.46% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -16.11% | Dec 7, 2015 | 46 | Feb 11, 2016 | 45 | Apr 18, 2016 | 91 |
| -14.11% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current T1 volatility is 6.47%, 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
| LLY | JPM | BRK-B | META | NVDA | AVGO | AAPL | AMZN | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.25 | 0.33 | 0.25 | 0.23 | 0.26 | 0.24 | 0.26 | 0.30 | 0.33 |
| JPM | 0.25 | 1.00 | 0.69 | 0.30 | 0.33 | 0.38 | 0.33 | 0.31 | 0.37 | 0.37 |
| BRK-B | 0.33 | 0.69 | 1.00 | 0.31 | 0.33 | 0.39 | 0.39 | 0.36 | 0.43 | 0.43 |
| META | 0.25 | 0.30 | 0.31 | 1.00 | 0.47 | 0.43 | 0.45 | 0.56 | 0.60 | 0.50 |
| NVDA | 0.23 | 0.33 | 0.33 | 0.47 | 1.00 | 0.59 | 0.48 | 0.51 | 0.51 | 0.56 |
| AVGO | 0.26 | 0.38 | 0.39 | 0.43 | 0.59 | 1.00 | 0.52 | 0.46 | 0.47 | 0.52 |
| AAPL | 0.24 | 0.33 | 0.39 | 0.45 | 0.48 | 0.52 | 1.00 | 0.50 | 0.54 | 0.56 |
| AMZN | 0.26 | 0.31 | 0.36 | 0.56 | 0.51 | 0.46 | 0.50 | 1.00 | 0.65 | 0.60 |
| GOOGL | 0.30 | 0.37 | 0.43 | 0.60 | 0.51 | 0.47 | 0.54 | 0.65 | 1.00 | 0.65 |
| MSFT | 0.33 | 0.37 | 0.43 | 0.50 | 0.56 | 0.52 | 0.56 | 0.60 | 0.65 | 1.00 |