muhyatirimci
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in muhyatirimci, 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 Sep 14, 2023, corresponding to the inception date of ARM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
muhyatirimci | 42.69% | 3.67% | 38.39% | 64.90% | N/A | N/A |
Portfolio components: | ||||||
Tesla, Inc. | -11.18% | -7.37% | 55.37% | 4.11% | 66.86% | 30.33% |
NVIDIA Corporation | 178.72% | 18.97% | 73.57% | 233.54% | 96.47% | 77.97% |
Adobe Inc | -17.05% | -5.25% | 6.00% | -8.51% | 13.28% | 22.29% |
Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.72% | 26.36% |
Uber Technologies, Inc. | 28.57% | 7.06% | 14.76% | 84.26% | 19.85% | N/A |
PayPal Holdings, Inc. | 31.80% | 5.45% | 28.09% | 51.60% | -4.38% | N/A |
Arm Holdings plc American Depositary Shares | 103.65% | 10.17% | 64.35% | 219.68% | N/A | N/A |
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 2.07% | -4.57% | 8.61% | 10.86% | N/A | N/A |
Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.48% | 12.17% |
iShares Core Dividend Growth ETF | 20.74% | 2.85% | 15.07% | 34.66% | 12.94% | 12.61% |
Exxon Mobil Corporation | 23.12% | 4.11% | 1.16% | 11.83% | 17.86% | 7.08% |
Monthly Returns
The table below presents the monthly returns of muhyatirimci, 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 | 1.83% | 10.37% | 1.80% | -3.47% | 7.14% | 11.45% | 3.01% | 0.92% | 3.94% | 42.69% | |||
2023 | -5.94% | -6.15% | 13.98% | 3.36% | 4.00% |
Expense Ratio
muhyatirimci has an expense ratio of 0.03%, which is considered low compared to other funds. 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 muhyatirimci is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
Tesla, Inc. | -0.16 | 0.15 | 1.02 | -0.19 | -0.40 |
NVIDIA Corporation | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
Adobe Inc | -0.33 | -0.24 | 0.97 | -0.37 | -0.71 |
Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Uber Technologies, Inc. | 2.20 | 3.20 | 1.38 | 2.99 | 7.73 |
PayPal Holdings, Inc. | 1.29 | 1.85 | 1.24 | 2.07 | 6.95 |
Arm Holdings plc American Depositary Shares | 2.20 | 2.91 | 1.38 | 4.58 | 10.47 |
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 0.90 | 1.23 | 1.16 | 0.86 | 3.14 |
Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.94 | 13.15 |
iShares Core Dividend Growth ETF | 3.25 | 4.50 | 1.60 | 3.79 | 22.77 |
Exxon Mobil Corporation | 0.51 | 0.85 | 1.10 | 0.53 | 1.58 |
Dividends
Dividend yield
muhyatirimci granted a 1.43% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
muhyatirimci | 1.43% | 1.74% | 1.08% | 0.48% | 0.61% | 0.60% | 0.74% | 0.59% | 0.70% | 0.91% | 0.87% | 0.90% |
Portfolio components: | ||||||||||||
Tesla, 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% |
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% |
Adobe 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% |
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Uber Technologies, 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% |
PayPal Holdings, 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% |
Arm Holdings plc American Depositary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 15.34% | 19.59% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Exxon Mobil Corporation | 3.17% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
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 muhyatirimci. 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 muhyatirimci was 15.67%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current muhyatirimci drawdown is 1.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-15.67% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-12.75% | Mar 13, 2024 | 27 | Apr 19, 2024 | 25 | May 24, 2024 | 52 |
-12.74% | Sep 15, 2023 | 31 | Oct 27, 2023 | 12 | Nov 14, 2023 | 43 |
-4.8% | Feb 16, 2024 | 3 | Feb 21, 2024 | 1 | Feb 22, 2024 | 4 |
-4.56% | Jun 20, 2024 | 3 | Jun 24, 2024 | 5 | Jul 1, 2024 | 8 |
Volatility
Volatility Chart
The current muhyatirimci volatility is 4.97%, 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
TLTW | XOM | NVDA | AAPL | ADBE | UBER | TSLA | PYPL | ARM | SCHD | DGRO | |
---|---|---|---|---|---|---|---|---|---|---|---|
TLTW | 1.00 | -0.06 | -0.01 | 0.15 | 0.10 | 0.05 | 0.18 | 0.15 | 0.07 | 0.23 | 0.25 |
XOM | -0.06 | 1.00 | -0.12 | -0.05 | -0.02 | 0.00 | 0.02 | 0.15 | -0.01 | 0.43 | 0.40 |
NVDA | -0.01 | -0.12 | 1.00 | 0.31 | 0.42 | 0.39 | 0.30 | 0.15 | 0.53 | 0.11 | 0.23 |
AAPL | 0.15 | -0.05 | 0.31 | 1.00 | 0.33 | 0.26 | 0.40 | 0.22 | 0.35 | 0.23 | 0.33 |
ADBE | 0.10 | -0.02 | 0.42 | 0.33 | 1.00 | 0.36 | 0.30 | 0.26 | 0.31 | 0.26 | 0.34 |
UBER | 0.05 | 0.00 | 0.39 | 0.26 | 0.36 | 1.00 | 0.24 | 0.29 | 0.37 | 0.36 | 0.40 |
TSLA | 0.18 | 0.02 | 0.30 | 0.40 | 0.30 | 0.24 | 1.00 | 0.35 | 0.41 | 0.30 | 0.36 |
PYPL | 0.15 | 0.15 | 0.15 | 0.22 | 0.26 | 0.29 | 0.35 | 1.00 | 0.35 | 0.49 | 0.50 |
ARM | 0.07 | -0.01 | 0.53 | 0.35 | 0.31 | 0.37 | 0.41 | 0.35 | 1.00 | 0.30 | 0.38 |
SCHD | 0.23 | 0.43 | 0.11 | 0.23 | 0.26 | 0.36 | 0.30 | 0.49 | 0.30 | 1.00 | 0.93 |
DGRO | 0.25 | 0.40 | 0.23 | 0.33 | 0.34 | 0.40 | 0.36 | 0.50 | 0.38 | 0.93 | 1.00 |