delete
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 14.29% |
ADBE Adobe Inc | Technology | 14.29% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14.29% |
GOOGL Alphabet Inc. | Communication Services | 14.29% |
MA Mastercard Inc | Financial Services | 14.29% |
META Meta Platforms, Inc. | Communication Services | 14.29% |
MSFT Microsoft Corporation | Technology | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in delete, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Aug 27, 2024, the delete returned 17.69% Year-To-Date and 25.20% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
delete | 17.69% | 2.80% | 8.58% | 31.87% | 23.14% | 25.20% |
Portfolio components: | ||||||
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
GOOGL Alphabet Inc. | 19.09% | -0.50% | 19.78% | 26.98% | 22.84% | 19.10% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
ADBE Adobe Inc | -6.23% | 3.13% | 1.26% | 5.57% | 14.37% | 22.84% |
META Meta Platforms, Inc. | 47.53% | 11.90% | 7.10% | 79.90% | 23.09% | 21.51% |
MA Mastercard Inc | 10.37% | 6.95% | -1.00% | 15.70% | 11.41% | 20.79% |
Monthly Returns
The table below presents the monthly returns of delete, 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 | 3.31% | 5.55% | -0.06% | -4.15% | 4.38% | 8.97% | -1.59% | 17.69% | |||||
2023 | 12.83% | -1.72% | 13.80% | 4.46% | 8.19% | 7.24% | 5.19% | -0.13% | -5.10% | 0.92% | 10.61% | 2.54% | 74.55% |
2022 | -4.41% | -8.29% | 2.73% | -11.78% | -1.51% | -10.11% | 12.13% | -5.49% | -14.27% | -0.03% | 6.62% | -6.47% | -36.30% |
2021 | -2.65% | 1.59% | 3.18% | 9.35% | -2.55% | 7.42% | 4.75% | 3.59% | -7.30% | 5.98% | 1.11% | 0.77% | 26.87% |
2020 | 5.68% | -6.19% | -8.05% | 17.14% | 6.33% | 6.96% | 7.88% | 14.02% | -8.18% | -3.72% | 8.05% | 3.79% | 48.10% |
2019 | 11.28% | 2.23% | 5.31% | 8.45% | -6.93% | 6.96% | 3.65% | -1.85% | -0.20% | 4.29% | 5.83% | 4.36% | 51.27% |
2018 | 11.15% | 1.10% | -3.46% | 2.79% | 8.87% | 1.19% | 1.97% | 8.39% | -0.24% | -9.61% | -1.69% | -8.47% | 10.17% |
2017 | 6.96% | 4.40% | 4.32% | 4.21% | 5.17% | -2.49% | 4.80% | 3.75% | -0.76% | 10.11% | 2.03% | -0.35% | 50.37% |
2016 | -4.25% | -4.37% | 8.65% | -1.93% | 4.95% | -4.22% | 8.18% | 1.88% | 4.31% | 0.86% | -4.06% | 1.25% | 10.48% |
2015 | -0.30% | 8.24% | -2.90% | 5.12% | 1.27% | 0.23% | 8.99% | -4.60% | 0.00% | 13.78% | 2.57% | -0.21% | 35.39% |
2014 | -1.45% | 5.82% | -4.13% | -1.93% | 4.92% | 3.53% | 0.93% | 4.50% | -0.53% | 1.33% | 4.85% | -3.48% | 14.59% |
2013 | 3.29% | -0.62% | 1.69% | 4.18% | 0.83% | 0.07% | 10.58% | 2.19% | 9.40% | 8.75% | 4.56% | 4.98% | 61.92% |
Expense Ratio
delete 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 delete is 45, 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 | |
---|---|---|---|---|---|
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
GOOGL Alphabet Inc. | 1.02 | 1.44 | 1.20 | 1.53 | 4.54 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
ADBE Adobe Inc | 0.27 | 0.60 | 1.09 | 0.25 | 0.63 |
META Meta Platforms, Inc. | 2.23 | 3.11 | 1.41 | 3.25 | 13.63 |
MA Mastercard Inc | 1.14 | 1.52 | 1.22 | 1.47 | 3.43 |
Dividends
Dividend yield
delete granted a 0.29% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
delete | 0.29% | 0.25% | 0.33% | 0.24% | 0.29% | 0.38% | 0.57% | 0.56% | 0.72% | 0.70% | 0.67% | 0.71% |
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% |
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% |
GOOGL Alphabet Inc. | 0.12% | 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% |
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% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MA Mastercard Inc | 0.54% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
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 delete. 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 delete was 43.52%, occurring on Nov 3, 2022. Recovery took 212 trading sessions.
The current delete drawdown is 5.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.52% | Nov 22, 2021 | 240 | Nov 3, 2022 | 212 | Sep 11, 2023 | 452 |
-27.72% | Feb 20, 2020 | 18 | Mar 16, 2020 | 53 | Jun 1, 2020 | 71 |
-25.13% | Oct 2, 2018 | 58 | Dec 24, 2018 | 73 | Apr 10, 2019 | 131 |
-16.35% | Dec 30, 2015 | 28 | Feb 9, 2016 | 76 | May 27, 2016 | 104 |
-15.05% | Sep 3, 2020 | 14 | Sep 23, 2020 | 98 | Feb 12, 2021 | 112 |
Volatility
Volatility Chart
The current delete volatility is 6.45%, 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
AAPL | META | MA | AMZN | ADBE | MSFT | GOOGL | |
---|---|---|---|---|---|---|---|
AAPL | 1.00 | 0.45 | 0.46 | 0.50 | 0.50 | 0.56 | 0.54 |
META | 0.45 | 1.00 | 0.43 | 0.56 | 0.52 | 0.50 | 0.60 |
MA | 0.46 | 0.43 | 1.00 | 0.51 | 0.57 | 0.56 | 0.55 |
AMZN | 0.50 | 0.56 | 0.51 | 1.00 | 0.59 | 0.60 | 0.65 |
ADBE | 0.50 | 0.52 | 0.57 | 0.59 | 1.00 | 0.67 | 0.60 |
MSFT | 0.56 | 0.50 | 0.56 | 0.60 | 0.67 | 1.00 | 0.65 |
GOOGL | 0.54 | 0.60 | 0.55 | 0.65 | 0.60 | 0.65 | 1.00 |