1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Dec 10, 2020, corresponding to the inception date of ABNB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
1 | 17.74% | 1.31% | 17.90% | 31.81% | N/A | N/A |
Portfolio components: | ||||||
Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
Intel Corporation | -53.82% | -4.22% | -24.06% | -34.76% | -14.36% | -1.24% |
Alibaba Group Holding Limited | 29.89% | -6.99% | 34.51% | 22.71% | -10.43% | 0.34% |
Pfizer Inc. | 3.29% | -2.17% | 14.35% | -1.35% | -0.73% | 3.99% |
Walmart Inc. | 56.98% | 2.41% | 38.53% | 52.38% | 17.75% | 14.73% |
General Motors Company | 44.65% | 10.89% | 16.34% | 90.45% | 7.77% | 7.82% |
NIO Inc. | -38.26% | -14.11% | 18.64% | -25.53% | 31.14% | N/A |
Baidu, Inc. | -21.41% | -11.01% | -9.49% | -11.85% | -1.68% | -8.96% |
PayPal Holdings, Inc. | 30.73% | 3.08% | 18.20% | 57.26% | -5.08% | N/A |
Airbnb, Inc. | 1.20% | 7.43% | -13.11% | 17.81% | N/A | N/A |
Xiaomi Corp | 66.48% | 17.77% | 50.30% | 81.65% | 24.44% | N/A |
CSPC Pharmaceutical Group Ltd | -12.41% | 9.73% | -1.63% | -4.94% | -7.96% | 7.35% |
The Coca-Cola Company | 13.79% | -8.68% | 7.69% | 20.37% | 7.08% | 7.97% |
Li Auto Inc. | -24.07% | 10.24% | 8.14% | -19.08% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 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 | -4.69% | 4.08% | 1.80% | -1.11% | 2.95% | -0.80% | 2.55% | 1.78% | 9.91% | 17.74% | |||
2023 | 11.79% | -3.40% | 5.48% | -3.55% | -3.24% | 8.74% | 9.51% | -7.59% | -4.35% | -3.91% | 6.85% | 4.51% | 20.05% |
2022 | -4.14% | -6.47% | 1.86% | -9.09% | -2.81% | -3.68% | 6.79% | -0.98% | -10.51% | -0.39% | 8.81% | -7.33% | -26.14% |
2021 | 3.19% | 0.49% | -0.78% | 1.40% | 0.18% | 5.14% | -2.78% | 0.25% | -4.84% | 3.78% | -2.56% | 1.85% | 4.96% |
2020 | 5.51% | 5.51% |
Expense Ratio
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 1 is 12, indicating that it is in the bottom 12% 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 | |
---|---|---|---|---|---|
Apple Inc | 1.31 | 1.97 | 1.25 | 1.76 | 4.15 |
S&P 500 | 2.79 | 3.74 | 1.53 | 3.55 | 17.71 |
Intel Corporation | -0.82 | -0.95 | 0.86 | -0.58 | -1.11 |
Alibaba Group Holding Limited | 0.53 | 1.02 | 1.13 | 0.26 | 1.56 |
Pfizer Inc. | -0.15 | -0.05 | 0.99 | -0.06 | -0.47 |
Walmart Inc. | 2.66 | 3.56 | 1.56 | 4.62 | 13.69 |
General Motors Company | 2.65 | 3.47 | 1.49 | 1.41 | 16.60 |
NIO Inc. | -0.42 | -0.23 | 0.97 | -0.31 | -0.68 |
Baidu, Inc. | -0.34 | -0.25 | 0.97 | -0.18 | -0.65 |
PayPal Holdings, Inc. | 1.40 | 1.94 | 1.26 | 0.57 | 7.16 |
Airbnb, Inc. | 0.42 | 0.78 | 1.10 | 0.29 | 0.92 |
Xiaomi Corp | 1.57 | 2.30 | 1.28 | 0.98 | 4.94 |
CSPC Pharmaceutical Group Ltd | -0.20 | -0.01 | 1.00 | -0.14 | -0.50 |
The Coca-Cola Company | 1.51 | 2.20 | 1.28 | 1.73 | 8.85 |
Li Auto Inc. | -0.44 | -0.29 | 0.97 | -0.47 | -0.68 |
Dividends
Dividend yield
1 provided a 0.75% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 0.75% | 0.83% | 0.79% | 0.64% | 0.72% | 0.87% | 1.07% | 0.95% | 1.17% | 1.16% | 0.97% | 0.92% |
Portfolio components: | ||||||||||||
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Intel Corporation | 2.18% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
Alibaba Group Holding Limited | 1.65% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Pfizer Inc. | 5.87% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
Walmart Inc. | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
General Motors Company | 0.87% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
NIO 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% |
Baidu, 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% |
PayPal Holdings, 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% |
Airbnb, 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% |
Xiaomi Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSPC Pharmaceutical Group Ltd | 2.26% | 3.44% | 2.44% | 2.01% | 2.05% | 0.97% | 1.33% | 0.76% | 1.33% | 1.26% | 1.17% | 1.63% |
The Coca-Cola Company | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Li Auto 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% |
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 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 1 was 33.93%, occurring on Nov 3, 2022. The portfolio has not yet recovered.
The current 1 drawdown is 3.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.93% | Feb 17, 2021 | 445 | Nov 3, 2022 | — | — | — |
-4.21% | Jan 27, 2021 | 3 | Jan 29, 2021 | 4 | Feb 4, 2021 | 7 |
-2.83% | Jan 15, 2021 | 1 | Jan 15, 2021 | 3 | Jan 20, 2021 | 4 |
-1.72% | Jan 6, 2021 | 1 | Jan 6, 2021 | 2 | Jan 8, 2021 | 3 |
-1.27% | Dec 11, 2020 | 2 | Dec 14, 2020 | 1 | Dec 15, 2020 | 3 |
Volatility
Volatility Chart
The current 1 volatility is 4.28%, 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
PFE | 1093.HK | 1810.HK | KO | WMT | LI | GM | ABNB | INTC | AAPL | BABA | PYPL | BIDU | NIO | ^GSPC | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFE | 1.00 | 0.01 | 0.01 | 0.32 | 0.23 | 0.02 | 0.17 | 0.06 | 0.14 | 0.17 | 0.08 | 0.15 | 0.06 | 0.11 | 0.26 |
1093.HK | 0.01 | 1.00 | 0.46 | 0.05 | 0.02 | 0.21 | 0.05 | 0.10 | 0.12 | 0.05 | 0.25 | 0.10 | 0.26 | 0.18 | 0.09 |
1810.HK | 0.01 | 0.46 | 1.00 | -0.06 | -0.04 | 0.29 | 0.10 | 0.11 | 0.10 | 0.05 | 0.32 | 0.09 | 0.33 | 0.24 | 0.09 |
KO | 0.32 | 0.05 | -0.06 | 1.00 | 0.41 | 0.01 | 0.22 | 0.08 | 0.18 | 0.28 | 0.07 | 0.16 | 0.07 | 0.06 | 0.40 |
WMT | 0.23 | 0.02 | -0.04 | 0.41 | 1.00 | 0.07 | 0.19 | 0.14 | 0.19 | 0.26 | 0.09 | 0.19 | 0.07 | 0.12 | 0.38 |
LI | 0.02 | 0.21 | 0.29 | 0.01 | 0.07 | 1.00 | 0.23 | 0.32 | 0.28 | 0.23 | 0.52 | 0.30 | 0.54 | 0.68 | 0.29 |
GM | 0.17 | 0.05 | 0.10 | 0.22 | 0.19 | 0.23 | 1.00 | 0.43 | 0.37 | 0.32 | 0.29 | 0.42 | 0.29 | 0.37 | 0.55 |
ABNB | 0.06 | 0.10 | 0.11 | 0.08 | 0.14 | 0.32 | 0.43 | 1.00 | 0.39 | 0.41 | 0.36 | 0.51 | 0.36 | 0.45 | 0.55 |
INTC | 0.14 | 0.12 | 0.10 | 0.18 | 0.19 | 0.28 | 0.37 | 0.39 | 1.00 | 0.47 | 0.32 | 0.43 | 0.37 | 0.35 | 0.63 |
AAPL | 0.17 | 0.05 | 0.05 | 0.28 | 0.26 | 0.23 | 0.32 | 0.41 | 0.47 | 1.00 | 0.28 | 0.48 | 0.31 | 0.33 | 0.74 |
BABA | 0.08 | 0.25 | 0.32 | 0.07 | 0.09 | 0.52 | 0.29 | 0.36 | 0.32 | 0.28 | 1.00 | 0.37 | 0.74 | 0.57 | 0.36 |
PYPL | 0.15 | 0.10 | 0.09 | 0.16 | 0.19 | 0.30 | 0.42 | 0.51 | 0.43 | 0.48 | 0.37 | 1.00 | 0.41 | 0.44 | 0.62 |
BIDU | 0.06 | 0.26 | 0.33 | 0.07 | 0.07 | 0.54 | 0.29 | 0.36 | 0.37 | 0.31 | 0.74 | 0.41 | 1.00 | 0.57 | 0.41 |
NIO | 0.11 | 0.18 | 0.24 | 0.06 | 0.12 | 0.68 | 0.37 | 0.45 | 0.35 | 0.33 | 0.57 | 0.44 | 0.57 | 1.00 | 0.42 |
^GSPC | 0.26 | 0.09 | 0.09 | 0.40 | 0.38 | 0.29 | 0.55 | 0.55 | 0.63 | 0.74 | 0.36 | 0.62 | 0.41 | 0.42 | 1.00 |