Mine
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 60% |
VGT Vanguard Information Technology ETF | Technology Equities | 0% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mine, 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 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Jul 25, 2024, the Mine returned 81.24% Year-To-Date and 51.12% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Mine | 79.04% | -7.39% | 55.68% | 91.72% | 61.31% | 50.99% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.67% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
Monthly Returns
The table below presents the monthly returns of Mine, 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 | 15.20% | 20.35% | 10.83% | -4.23% | 18.13% | 9.44% | 79.04% | ||||||
| 2023 | 22.75% | 11.46% | 14.84% | 0.58% | 21.86% | 9.86% | 7.64% | 2.88% | -9.30% | -4.63% | 12.44% | 5.37% | 140.07% |
| 2022 | -12.13% | -1.52% | 8.46% | -22.73% | 0.48% | -13.98% | 15.53% | -12.02% | -15.21% | 9.97% | 17.63% | -10.88% | -37.74% |
| 2021 | -0.71% | 4.45% | 0.28% | 9.64% | 5.38% | 15.66% | -0.53% | 9.92% | -6.38% | 16.95% | 17.50% | -5.53% | 84.69% |
| 2020 | 0.28% | 5.42% | -5.92% | 11.64% | 14.74% | 5.07% | 9.44% | 18.72% | -0.61% | -5.45% | 8.57% | 0.04% | 77.47% |
| 2019 | 7.78% | 5.74% | 10.68% | 2.09% | -17.47% | 14.68% | 2.22% | -1.02% | 3.14% | 10.19% | 6.32% | 6.50% | 58.68% |
| 2018 | 18.37% | -2.29% | -3.75% | -1.62% | 8.28% | -3.46% | 3.44% | 10.05% | 0.26% | -17.94% | -11.70% | -13.62% | -18.22% |
| 2017 | 2.08% | -2.52% | 4.20% | -2.13% | 23.19% | 0.41% | 8.24% | 2.81% | 4.17% | 10.39% | -0.70% | -1.72% | 56.76% |
| 2016 | -8.64% | 4.26% | 10.93% | -0.03% | 19.75% | 0.55% | 14.33% | 4.89% | 7.58% | 1.61% | 19.75% | 11.66% | 122.94% |
| 2015 | -3.67% | 11.36% | -3.75% | 4.02% | 0.58% | -6.30% | 0.39% | 5.28% | 5.13% | 12.46% | 7.74% | 1.92% | 38.91% |
| 2014 | -2.60% | 12.42% | -1.26% | 2.15% | 2.94% | -0.65% | -3.92% | 8.50% | -3.67% | 4.50% | 5.81% | -2.83% | 21.85% |
| 2013 | 2.07% | 2.83% | 2.30% | 5.24% | 4.36% | -2.43% | 3.80% | 0.37% | 4.66% | 0.35% | 3.15% | 2.67% | 33.33% |
Expense Ratio
Mine has an expense ratio of 0.01%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Mine is 94, placing it in the top 6% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
Dividends
Dividend yield
Mine granted a 0.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mine | 0.55% | 0.60% | 0.74% | 0.53% | 0.69% | 0.92% | 1.10% | 0.89% | 1.08% | 1.55% | 1.75% | 1.90% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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% |
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mine. 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 Mine was 52.25%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Mine drawdown is 10.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.25% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -42.92% | Feb 18, 2011 | 157 | Oct 3, 2011 | 671 | Jun 5, 2014 | 828 |
| -42.01% | Oct 2, 2018 | 58 | Dec 24, 2018 | 263 | Jan 10, 2020 | 321 |
| -34.76% | Feb 20, 2020 | 18 | Mar 16, 2020 | 44 | May 18, 2020 | 62 |
| -19.9% | Dec 7, 2015 | 46 | Feb 11, 2016 | 26 | Mar 21, 2016 | 72 |
Volatility
Volatility Chart
The current Mine volatility is 10.08%, 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
| NVDA | VOO | VGT | |
|---|---|---|---|
| NVDA | 1.00 | 0.60 | 0.71 |
| VOO | 0.60 | 1.00 | 0.89 |
| VGT | 0.71 | 0.89 | 1.00 |