Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

T1

Currency in USD · Last updated Jun 2, 2025

Prime SP500 Stocks

Asset Allocation

Position	Category/Sector	Target 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 Class A	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%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

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

Returns By Period

As of Jun 2, 2025, the T1 returned 2.30% Year-To-Date and 31.41% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
T1	2.30%	5.30%	7.21%	24.02%	34.30%	31.41%
Portfolio components:
AAPL Apple Inc	-19.60%	-2.06%	-15.17%	4.96%	21.05%	21.31%
MSFT Microsoft Corporation	9.64%	5.96%	9.13%	11.75%	21.26%	27.46%
NVDA NVIDIA Corporation	0.63%	18.02%	-2.24%	23.29%	72.51%	74.01%
AMZN Amazon.com, Inc.	-6.55%	7.91%	-1.39%	16.19%	10.92%	25.27%
META Meta Platforms, Inc.	10.68%	8.45%	12.93%	39.21%	23.65%	23.25%
JPM JPMorgan Chase & Co.	11.38%	4.55%	6.92%	33.31%	25.54%	18.06%
AVGO Broadcom Inc.	4.73%	18.87%	50.21%	84.43%	56.68%	36.05%
LLY Eli Lilly and Company	-4.09%	-10.25%	-6.90%	-9.46%	38.59%	27.48%
GOOGL Alphabet Inc Class A	-9.17%	4.70%	1.89%	0.04%	19.21%	20.07%
BRK-B Berkshire Hathaway Inc.	11.18%	-6.64%	4.34%	21.61%	22.12%	13.42%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.23%	-1.64%	-8.82%	2.04%	8.29%								2.30%
2024	6.57%	11.56%	4.06%	-2.98%	7.90%	8.37%	-1.83%	4.03%	0.91%	-0.11%	3.71%	4.80%	57.03%
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%	2.28%	-0.15%	7.21%	0.79%	0.45%	4.98%	-1.22%	26.01%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 63, indicating average performance compared to other portfolios on our website. Here’s 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
AAPL Apple Inc	0.17	0.51	1.07	0.19	0.57
MSFT Microsoft Corporation	0.47	0.62	1.08	0.33	0.73
NVDA NVIDIA Corporation	0.38	0.84	1.11	0.51	1.24
AMZN Amazon.com, Inc.	0.42	0.75	1.09	0.41	1.04
META Meta Platforms, Inc.	1.07	1.54	1.20	1.04	3.13
JPM JPMorgan Chase & Co.	1.26	1.82	1.26	1.45	4.83
AVGO Broadcom Inc.	1.27	1.91	1.25	1.79	4.93
LLY Eli Lilly and Company	-0.23	-0.04	0.99	-0.32	-0.59
GOOGL Alphabet Inc Class A	0.01	0.12	1.01	-0.07	-0.15
BRK-B Berkshire Hathaway Inc.	1.19	1.77	1.25	2.81	6.66

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.

T1 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.92
5-Year: 1.44
10-Year: 1.35
All Time: 1.46

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 0.59 to 1.12, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of T1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

T1 provided a 0.56% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.56%	0.53%	0.61%	0.89%	0.70%	0.93%	1.04%	1.15%	0.98%	1.11%	1.15%	1.24%
Portfolio components:
AAPL Apple Inc	0.50%	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	0.70%	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	0.02%	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.	0.31%	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.	1.91%	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.	0.92%	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	0.76%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%
GOOGL Alphabet Inc Class A	0.47%	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.

Loading data...

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 3.42%.

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
-21.78%	Feb 14, 2025	35	Apr 4, 2025	—	—	—
-16.11%	Dec 7, 2015	46	Feb 11, 2016	45	Apr 18, 2016	91

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, 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	LLY	JPM	BRK-B	META	AAPL	NVDA	AVGO	AMZN	GOOGL	MSFT	Portfolio
^GSPC	1.00	0.43	0.65	0.70	0.56	0.64	0.61	0.64	0.64	0.68	0.73	0.87
LLY	0.43	1.00	0.25	0.33	0.26	0.24	0.23	0.26	0.26	0.28	0.32	0.44
JPM	0.65	0.25	1.00	0.69	0.30	0.33	0.33	0.38	0.32	0.37	0.37	0.54
BRK-B	0.70	0.33	0.69	1.00	0.30	0.38	0.31	0.37	0.35	0.41	0.42	0.56
META	0.56	0.26	0.30	0.30	1.00	0.45	0.48	0.44	0.57	0.60	0.50	0.71
AAPL	0.64	0.24	0.33	0.38	0.45	1.00	0.47	0.51	0.50	0.53	0.56	0.69
NVDA	0.61	0.23	0.33	0.31	0.48	0.47	1.00	0.59	0.52	0.51	0.56	0.75
AVGO	0.64	0.26	0.38	0.37	0.44	0.51	0.59	1.00	0.47	0.47	0.52	0.73
AMZN	0.64	0.26	0.32	0.35	0.57	0.50	0.52	0.47	1.00	0.65	0.61	0.75
GOOGL	0.68	0.28	0.37	0.41	0.60	0.53	0.51	0.47	0.65	1.00	0.64	0.76
MSFT	0.73	0.32	0.37	0.42	0.50	0.56	0.56	0.52	0.61	0.64	1.00	0.76
Portfolio	0.87	0.44	0.54	0.56	0.71	0.69	0.75	0.73	0.75	0.76	0.76	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

T1

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