MM_PF1
MM_PF1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TSLA Tesla, Inc. | Consumer Cyclical | 20% |
TUR iShares MSCI Turkey ETF | Emerging Markets Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 60% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of May 9, 2025, the MM_PF1 returned -12.98% Year-To-Date and 22.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| MM_PF1 | -12.98% | 17.58% | -5.34% | 15.10% | 28.18% | 22.27% |
| Portfolio components: | ||||||
TUR iShares MSCI Turkey ETF | -13.02% | -2.01% | -7.60% | -23.48% | 13.12% | -1.29% |
TSLA Tesla, Inc. | -29.47% | 28.38% | -4.07% | 63.02% | 39.28% | 33.49% |
VGT Vanguard Information Technology ETF | -8.02% | 21.43% | -8.47% | 11.41% | 18.79% | 19.31% |
Monthly Returns
The table below presents the monthly returns of MM_PF1, 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 | -0.42% | -8.15% | -8.64% | 1.21% | 2.89% | -12.98% | |||||||
| 2024 | -1.43% | 5.26% | -2.17% | -0.12% | 5.17% | 6.89% | 2.46% | -3.37% | 5.89% | -2.89% | 13.41% | 4.06% | 36.93% |
| 2023 | 12.35% | 5.79% | 3.85% | -5.49% | 9.17% | 8.86% | 6.07% | 0.49% | -3.59% | -7.30% | 12.46% | 2.50% | 52.25% |
| 2022 | -5.03% | -5.76% | 8.66% | -9.39% | -4.34% | -9.45% | 14.70% | -2.01% | -7.98% | 6.27% | 7.04% | -6.99% | -16.48% |
| 2021 | 2.22% | -2.41% | -2.55% | 4.62% | -3.53% | 5.09% | 3.28% | 4.99% | -4.51% | 13.62% | -0.34% | 0.05% | 20.95% |
| 2020 | 13.93% | -5.90% | -15.30% | 20.09% | 7.51% | 12.45% | 8.97% | 24.09% | -7.73% | -6.57% | 21.67% | 12.72% | 110.83% |
| 2019 | 6.77% | 4.41% | -2.17% | 0.10% | -9.86% | 10.17% | 5.67% | -4.21% | 4.32% | 6.86% | 5.69% | 9.25% | 41.24% |
| 2018 | 8.22% | -0.99% | -7.52% | -0.17% | 1.24% | 3.29% | -2.33% | 0.41% | 0.00% | -0.79% | 2.56% | -7.02% | -4.04% |
| 2017 | 6.88% | 3.60% | 4.10% | 6.19% | 5.13% | 0.52% | 1.73% | 4.58% | -2.32% | 3.89% | -2.40% | 2.86% | 40.20% |
| 2016 | -7.20% | -0.35% | 12.59% | -0.85% | -1.40% | -2.00% | 5.77% | -0.54% | 0.79% | -1.21% | -3.47% | 3.72% | 4.61% |
| 2015 | -4.14% | 3.50% | -4.10% | 4.93% | 3.90% | -0.88% | 0.22% | -6.93% | -1.69% | 5.03% | 1.50% | -1.96% | -1.45% |
| 2014 | 0.11% | 11.64% | -1.92% | 1.33% | 3.71% | 4.37% | -0.43% | 5.78% | -5.10% | 3.10% | 4.63% | -3.72% | 24.81% |
Expense Ratio
MM_PF1 has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MM_PF1 is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
TUR iShares MSCI Turkey ETF | -0.86 | -1.05 | 0.86 | -0.52 | -1.32 |
TSLA Tesla, Inc. | 0.88 | 1.54 | 1.18 | 0.92 | 2.28 |
VGT Vanguard Information Technology ETF | 0.39 | 0.71 | 1.10 | 0.41 | 1.34 |
Dividends
Dividend yield
MM_PF1 provided a 0.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.75% | 0.72% | 1.27% | 0.94% | 1.23% | 0.67% | 1.33% | 1.58% | 1.12% | 1.36% | 1.38% | 1.00% |
| Portfolio components: | ||||||||||||
TUR iShares MSCI Turkey ETF | 2.06% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.63% | 2.89% | 3.04% | 1.63% |
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 | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
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 MM_PF1. 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 MM_PF1 was 40.02%, occurring on Mar 18, 2020. Recovery took 72 trading sessions.
The current MM_PF1 drawdown is 18.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.02% | Feb 20, 2020 | 20 | Mar 18, 2020 | 72 | Jun 30, 2020 | 92 |
| -31.08% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current MM_PF1 volatility is 15.30%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.27, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TUR | TSLA | VGT | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.41 | 0.45 | 0.89 | 0.78 |
| TUR | 0.41 | 1.00 | 0.20 | 0.35 | 0.54 |
| TSLA | 0.45 | 0.20 | 1.00 | 0.48 | 0.78 |
| VGT | 0.89 | 0.35 | 0.48 | 1.00 | 0.83 |
| Portfolio | 0.78 | 0.54 | 0.78 | 0.83 | 1.00 |