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muhyatirimci
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

muhyatirimci

Last updated Sep 19, 2024

Asset Allocation

TLTW 6.27%NVDA 24.81%TSLA 19.23%ADBE 17.54%AAPL 9.66%SCHD 6.52%DGRO 6.38%UBER 4.25%XOM 2.03%PYPL 1.99%ARM 1.33%AlternativesAlternativesEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
9.66%
ADBE
Adobe Inc		Technology
17.54%
ARM
Arm Holdings plc American Depositary Shares		Technology
1.33%
DGRO
iShares Core Dividend Growth ETF		Large Cap Growth Equities, Dividend
6.38%
NVDA
NVIDIA Corporation		Technology
24.81%
PYPL
PayPal Holdings, Inc.		Financial Services
1.99%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
6.52%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		Options Trading
6.27%
TSLA
Tesla, Inc.		Consumer Cyclical
19.23%
UBER
Uber Technologies, Inc.		Technology
4.25%
XOM
Exxon Mobil Corporation		Energy
2.03%

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

-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
16.48%
7.54%
muhyatirimci
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of ARM

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.79%0.18%7.53%26.42%13.48%10.85%
muhyatirimci34.16%-4.13%16.47%43.04%N/AN/A
Portfolio components:
TSLA
Tesla, Inc.		-8.56%2.01%29.34%-14.75%70.20%29.45%
NVDA
NVIDIA Corporation		128.98%-12.78%25.47%160.58%92.83%73.79%
ADBE
Adobe Inc		-14.83%-9.77%-2.12%-6.20%12.87%22.52%
AAPL
Apple Inc		15.06%-2.30%23.83%23.87%33.30%25.76%
UBER
Uber Technologies, Inc.		19.38%-0.92%-6.54%54.44%17.72%N/A
PYPL
PayPal Holdings, Inc.		19.07%5.31%12.41%17.58%-6.94%N/A
ARM
Arm Holdings plc American Depositary Shares		84.12%4.57%5.35%150.79%N/AN/A
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		7.15%2.59%9.96%5.18%N/AN/A
SCHD
Schwab US Dividend Equity ETF		12.56%2.06%7.31%18.96%12.84%11.41%
DGRO
iShares Core Dividend Growth ETF		16.47%1.89%8.89%23.34%12.27%11.87%
XOM
Exxon Mobil Corporation		17.55%-3.33%3.05%1.08%15.31%6.20%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.83%10.37%1.80%-3.47%7.14%11.45%3.01%0.92%34.16%
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.

TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
Expense ratio chart for TLTW: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
DGRO
iShares Core Dividend Growth ETF
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of muhyatirimci is 40, 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.

The Risk-Adjusted Performance Rank of muhyatirimci is 4040
muhyatirimci
The Sharpe Ratio Rank of muhyatirimci is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of muhyatirimci is 2828Sortino Ratio Rank
The Omega Ratio Rank of muhyatirimci is 2727Omega Ratio Rank
The Calmar Ratio Rank of muhyatirimci is 7777Calmar Ratio Rank
The Martin Ratio Rank of muhyatirimci is 3535Martin 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.

muhyatirimci
Sharpe ratio
The chart of Sharpe ratio for muhyatirimci, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for muhyatirimci, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for muhyatirimci, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for muhyatirimci, currently valued at 2.76, compared to the broader market0.002.004.006.008.002.76
Martin ratio
The chart of Martin ratio for muhyatirimci, currently valued at 8.93, compared to the broader market0.0010.0020.0030.008.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.		-0.27-0.031.00-0.30-0.59
NVDA
NVIDIA Corporation		3.053.361.435.8418.49
ADBE
Adobe Inc		-0.130.051.01-0.15-0.31
AAPL
Apple Inc		1.111.701.211.483.49
UBER
Uber Technologies, Inc.		1.552.351.282.065.29
PYPL
PayPal Holdings, Inc.		0.470.871.110.742.03
ARM
Arm Holdings plc American Depositary Shares		1.562.481.323.257.87
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		0.390.581.080.430.98
SCHD
Schwab US Dividend Equity ETF		1.582.311.272.037.06
DGRO
iShares Core Dividend Growth ETF		2.273.171.412.7211.04
XOM
Exxon Mobil Corporation		0.040.201.020.040.09

Sharpe Ratio

The current muhyatirimci Sharpe ratio is 1.74. 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 1.71 to 2.36, 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 muhyatirimci 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 Ratio1.701.801.902.002.1003 AM06 AM09 AM12 PM03 PM06 PM09 PMWed 18
1.74
2.06
muhyatirimci
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

muhyatirimci granted a 1.40% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
muhyatirimci1.40%1.74%1.08%0.48%0.61%0.60%0.74%0.59%0.70%0.91%0.87%0.90%
Portfolio components:
TSLA
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%
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%
ADBE
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%
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
UBER
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%
PYPL
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
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%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		14.80%19.59%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRO
iShares Core Dividend Growth ETF		2.20%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
XOM
Exxon Mobil Corporation		3.32%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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.55%
-0.86%
muhyatirimci
Benchmark (^GSPC)
Portfolio components

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 7.55%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.67%Jul 11, 202420Aug 7, 2024———
-12.75%Mar 13, 202427Apr 19, 202425May 24, 202452
-12.74%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-4.8%Feb 16, 20243Feb 21, 20241Feb 22, 20244
-4.56%Jun 20, 20243Jun 24, 20245Jul 1, 20248

Volatility

Volatility Chart

The current muhyatirimci volatility is 7.57%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.57%
3.99%
muhyatirimci
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.
XOMTLTWNVDAAAPLADBEUBERTSLAPYPLARMSCHDDGRO
XOM1.00-0.04-0.13-0.03-0.040.000.010.16-0.010.430.41
TLTW-0.041.000.020.170.110.070.170.170.110.240.27
NVDA-0.130.021.000.320.430.390.300.130.530.110.24
AAPL-0.030.170.321.000.310.280.400.220.360.230.32
ADBE-0.040.110.430.311.000.380.280.280.310.260.33
UBER0.000.070.390.280.381.000.250.260.360.360.41
TSLA0.010.170.300.400.280.251.000.370.430.300.37
PYPL0.160.170.130.220.280.260.371.000.340.480.49
ARM-0.010.110.530.360.310.360.430.341.000.300.37
SCHD0.430.240.110.230.260.360.300.480.301.000.93
DGRO0.410.270.240.320.330.410.370.490.370.931.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023