M14B-1
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 11.11% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 11.11% |
MSFT Microsoft Corporation | Technology | 11.11% |
NFLX Netflix, Inc. | Communication Services | 11.11% |
NVDA NVIDIA Corporation | Technology | 11.11% |
OCDO.L Ocado Group plc | Consumer Defensive | 11.11% |
PANW Palo Alto Networks, Inc. | Technology | 11.11% |
SSUN.F Samsung Electronics Co., Ltd. | Technology | 11.11% |
U Unity Software Inc. | Technology | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in M14B-1, 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 18, 2020, corresponding to the inception date of U
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.86% | 9.73% | 23.86% | 13.86% | 10.83% |
M14B-1 | 10.94% | 1.65% | 5.45% | 20.57% | N/A | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | 19.81% | 5.14% | 27.45% | 23.08% | 35.50% | 26.06% |
NFLX Netflix, Inc. | 42.23% | 11.23% | 14.85% | 59.31% | 18.76% | 26.12% |
MSFT Microsoft Corporation | 10.46% | -2.14% | 0.23% | 26.59% | 25.76% | 26.72% |
NVDA NVIDIA Corporation | 137.48% | 13.36% | 48.66% | 138.76% | 95.34% | 74.05% |
PANW Palo Alto Networks, Inc. | 21.48% | 12.82% | 15.35% | 50.57% | 39.58% | 28.93% |
OCDO.L Ocado Group plc | -53.82% | -14.54% | -30.94% | -55.82% | -23.55% | 0.30% |
AMZN Amazon.com, Inc. | 13.28% | -5.28% | -2.63% | 27.43% | 14.18% | 26.13% |
U Unity Software Inc. | -59.23% | 3.09% | -43.14% | -55.51% | N/A | N/A |
SSUN.F Samsung Electronics Co., Ltd. | -1.90% | 0.96% | 0.03% | 11.48% | 12.37% | 14.27% |
Monthly Returns
The table below presents the monthly returns of M14B-1, 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 | 0.29% | 4.91% | 0.76% | -6.61% | 4.55% | 4.80% | 3.42% | 10.94% | |||||
2023 | 16.36% | -1.73% | 9.49% | -2.39% | 9.84% | 16.83% | 9.39% | -4.40% | -12.53% | -2.96% | 15.75% | 8.93% | 75.50% |
2022 | -12.82% | -0.86% | 0.11% | -22.19% | -5.67% | -11.41% | 13.43% | -3.89% | -14.48% | 5.49% | 12.86% | -10.56% | -44.15% |
2021 | 1.83% | -5.98% | -2.86% | 5.86% | -2.03% | 8.56% | -0.16% | 8.70% | -4.00% | 10.34% | 6.25% | -3.24% | 23.76% |
2020 | 7.68% | -4.74% | 16.55% | 9.24% | 30.60% |
Expense Ratio
M14B-1 has an expense ratio of 0.00%, indicating no management fees are charged. 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 M14B-1 is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.81 | 4.31 |
NFLX Netflix, Inc. | 1.75 | 2.72 | 1.35 | 1.13 | 8.46 |
MSFT Microsoft Corporation | 1.33 | 1.80 | 1.23 | 1.69 | 5.57 |
NVDA NVIDIA Corporation | 3.09 | 3.47 | 1.44 | 5.71 | 20.15 |
PANW Palo Alto Networks, Inc. | 1.04 | 1.39 | 1.25 | 1.51 | 3.17 |
OCDO.L Ocado Group plc | -0.88 | -1.30 | 0.84 | -0.62 | -1.30 |
AMZN Amazon.com, Inc. | 0.88 | 1.36 | 1.18 | 0.69 | 3.87 |
U Unity Software Inc. | -1.07 | -1.74 | 0.81 | -0.60 | -1.36 |
SSUN.F Samsung Electronics Co., Ltd. | 0.34 | 0.72 | 1.08 | 0.23 | 1.41 |
Dividends
Dividend yield
M14B-1 granted a 0.42% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
M14B-1 | 0.42% | 0.42% | 0.54% | 0.39% | 0.72% | 0.74% | 1.01% | 0.66% | 0.78% | 0.84% | 0.91% | 0.96% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
NFLX Netflix, 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% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
PANW Palo Alto Networks, 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% |
OCDO.L Ocado Group plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
U Unity Software 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% |
SSUN.F Samsung Electronics Co., Ltd. | 2.59% | 2.51% | 2.95% | 2.31% | 4.82% | 4.14% | 5.11% | 2.37% | 2.25% | 2.16% | 2.38% | 1.98% |
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 M14B-1. 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 M14B-1 was 52.68%, occurring on Oct 12, 2022. Recovery took 430 trading sessions.
The current M14B-1 drawdown is 4.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-52.68% | Nov 22, 2021 | 232 | Oct 12, 2022 | 430 | Jun 12, 2024 | 662 |
-15.76% | Feb 5, 2021 | 22 | Mar 8, 2021 | 85 | Jul 6, 2021 | 107 |
-11.65% | Jul 15, 2024 | 17 | Aug 6, 2024 | — | — | — |
-8.83% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
-7.87% | Sep 8, 2021 | 19 | Oct 4, 2021 | 10 | Oct 18, 2021 | 29 |
Volatility
Volatility Chart
The current M14B-1 volatility is 7.70%, 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
OCDO.L | SSUN.F | PANW | U | NFLX | AAPL | NVDA | AMZN | MSFT | |
---|---|---|---|---|---|---|---|---|---|
OCDO.L | 1.00 | 0.25 | 0.17 | 0.27 | 0.23 | 0.23 | 0.25 | 0.21 | 0.19 |
SSUN.F | 0.25 | 1.00 | 0.17 | 0.21 | 0.18 | 0.25 | 0.30 | 0.22 | 0.24 |
PANW | 0.17 | 0.17 | 1.00 | 0.48 | 0.42 | 0.46 | 0.49 | 0.50 | 0.52 |
U | 0.27 | 0.21 | 0.48 | 1.00 | 0.47 | 0.45 | 0.46 | 0.51 | 0.44 |
NFLX | 0.23 | 0.18 | 0.42 | 0.47 | 1.00 | 0.51 | 0.52 | 0.57 | 0.53 |
AAPL | 0.23 | 0.25 | 0.46 | 0.45 | 0.51 | 1.00 | 0.56 | 0.62 | 0.69 |
NVDA | 0.25 | 0.30 | 0.49 | 0.46 | 0.52 | 0.56 | 1.00 | 0.59 | 0.64 |
AMZN | 0.21 | 0.22 | 0.50 | 0.51 | 0.57 | 0.62 | 0.59 | 1.00 | 0.70 |
MSFT | 0.19 | 0.24 | 0.52 | 0.44 | 0.53 | 0.69 | 0.64 | 0.70 | 1.00 |