MM_PF1
MM_PF1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGT Vanguard Information Technology ETF | Technology Equities | 60% |
TUR iShares MSCI Turkey ETF | Emerging Markets Equities | 20% |
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in MM_PF1, 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
Returns
As of Sep 23, 2023, the MM_PF1 returned 40.49% Year-To-Date and 22.11% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| MM_PF1 | 0.51% | 17.61% | 40.49% | 42.68% | 31.56% | 22.10% |
| Portfolio components: | ||||||
TUR iShares MSCI Turkey ETF | 2.79% | 14.04% | 5.07% | 67.61% | 13.46% | -1.33% |
TSLA Tesla, Inc. | 6.45% | 28.61% | 98.80% | -11.06% | 65.27% | 34.89% |
VGT Vanguard Information Technology ETF | -1.81% | 11.81% | 30.46% | 31.14% | 16.67% | 19.12% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TUR | TSLA | VGT | |
|---|---|---|---|
| TUR | 1.00 | 0.20 | 0.36 |
| TSLA | 0.20 | 1.00 | 0.48 |
| VGT | 0.36 | 0.48 | 1.00 |
Dividend yield
MM_PF1 granted a 1.11% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MM_PF1 | 1.11% | 0.96% | 1.29% | 0.70% | 1.42% | 1.75% | 1.26% | 1.55% | 1.60% | 1.16% | 1.32% | 1.22% |
| Portfolio components: | ||||||||||||
TUR iShares MSCI Turkey ETF | 3.34% | 2.04% | 4.51% | 0.96% | 3.68% | 4.70% | 3.17% | 3.56% | 3.84% | 2.11% | 3.08% | 2.04% |
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% |
VGT Vanguard Information Technology ETF | 0.74% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
Expense Ratio
The MM_PF1 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
TUR iShares MSCI Turkey ETF | 1.73 | ||||
TSLA Tesla, Inc. | -0.30 | ||||
VGT Vanguard Information Technology ETF | 1.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the MM_PF1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the MM_PF1 is 40.02%, recorded on Mar 18, 2020. It took 72 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.02% | Feb 20, 2020 | 20 | Mar 18, 2020 | 72 | Jun 30, 2020 | 92 |
| -29.58% | Nov 8, 2021 | 153 | Jun 16, 2022 | 238 | May 30, 2023 | 391 |
| -22.33% | Jul 21, 2015 | 142 | Feb 10, 2016 | 234 | Jan 13, 2017 | 376 |
| -22.22% | May 2, 2011 | 78 | Aug 19, 2011 | 115 | Feb 3, 2012 | 193 |
| -18.38% | Mar 13, 2018 | 199 | Dec 24, 2018 | 138 | Jul 15, 2019 | 337 |
Volatility Chart
The current MM_PF1 volatility is 5.37%, 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.