Special1 with Weights
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Special1 with Weights, 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 Sep 21, 2024, the Special1 with Weights returned 54.13% Year-To-Date and 23.33% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Special1 with Weights | 54.13% | 4.54% | 10.71% | 83.75% | 25.38% | 23.33% |
Portfolio components: | ||||||
Meta Platforms, Inc. | 59.07% | 4.99% | 10.37% | 90.39% | 24.32% | 21.86% |
Microsoft Corporation | 16.38% | 2.62% | 1.89% | 37.24% | 26.77% | 27.08% |
Apple Inc | 18.98% | 0.80% | 32.79% | 31.87% | 34.14% | 25.97% |
Netflix, Inc. | 43.98% | 0.56% | 11.63% | 82.49% | 20.99% | 27.22% |
Amazon.com, Inc. | 26.10% | 6.38% | 7.12% | 48.15% | 16.42% | 28.10% |
Alphabet Inc. | 17.40% | -1.23% | 8.77% | 25.72% | 21.71% | 18.73% |
Monthly Returns
The table below presents the monthly returns of Special1 with Weights, 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 | 9.28% | 22.72% | -0.57% | -10.06% | 8.51% | 8.00% | -5.46% | 8.44% | 54.13% | ||||
2023 | 22.30% | 14.31% | 20.06% | 11.70% | 10.40% | 8.06% | 9.75% | -6.17% | 0.17% | 0.77% | 9.00% | 7.29% | 171.87% |
2022 | -7.49% | -28.26% | 4.89% | -11.69% | -3.21% | -15.53% | 1.57% | 1.20% | -15.19% | -25.99% | 21.72% | -0.05% | -60.55% |
2021 | -4.47% | -0.18% | 12.08% | 9.99% | 0.52% | 5.92% | 2.61% | 6.47% | -9.54% | -2.46% | 0.30% | 3.05% | 24.70% |
2020 | -0.32% | -4.63% | -11.70% | 21.83% | 8.99% | 2.00% | 11.29% | 15.05% | -10.35% | 0.15% | 5.43% | -0.35% | 37.32% |
2019 | 24.76% | -2.35% | 3.53% | 14.53% | -8.21% | 8.43% | 0.79% | -4.21% | -3.40% | 7.29% | 5.29% | 2.20% | 54.82% |
2018 | 7.64% | -3.43% | -9.06% | 6.90% | 11.12% | 1.65% | -9.20% | 3.16% | -5.35% | -8.32% | -6.67% | -7.03% | -19.50% |
2017 | 12.36% | 3.99% | 4.62% | 5.51% | 1.60% | -1.01% | 11.31% | 1.66% | -0.63% | 6.09% | -1.15% | -0.24% | 52.58% |
2016 | 4.84% | -4.57% | 7.01% | 1.63% | 2.11% | -3.97% | 8.33% | 1.85% | 2.00% | 2.60% | -8.64% | -1.83% | 10.50% |
2015 | -1.14% | 4.63% | 2.49% | -1.58% | 1.00% | 6.74% | 10.27% | -4.64% | 0.01% | 13.51% | 2.69% | 0.00% | 37.88% |
2014 | 12.24% | 8.73% | -11.28% | -1.05% | 6.43% | 5.84% | 6.70% | 3.56% | 4.56% | -4.75% | 3.40% | -0.39% | 36.78% |
2013 | 16.33% | -9.46% | -4.99% | 8.14% | -9.74% | 1.31% | 41.72% | 11.30% | 19.93% | 1.61% | -4.01% | 13.50% | 107.22% |
Expense Ratio
Special1 with Weights 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 risk-adjusted rank of Special1 with Weights is 76, placing it in the top 24% 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 | |
---|---|---|---|---|---|
Meta Platforms, Inc. | 2.39 | 3.28 | 1.44 | 3.58 | 14.48 |
Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
Netflix, Inc. | 2.55 | 3.66 | 1.48 | 1.63 | 18.83 |
Amazon.com, Inc. | 1.46 | 2.02 | 1.26 | 1.16 | 7.43 |
Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.02 | 2.93 |
Dividends
Dividend yield
Special1 with Weights granted a 0.27% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Special1 with Weights | 0.27% | 0.04% | 0.05% | 0.04% | 0.05% | 0.07% | 0.10% | 0.10% | 0.13% | 0.13% | 0.12% | 0.14% |
Portfolio components: | ||||||||||||
Meta Platforms, Inc. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
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% |
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% |
Alphabet Inc. | 0.24% | 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 Special1 with Weights. 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 Special1 with Weights was 72.35%, occurring on Nov 3, 2022. Recovery took 296 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-72.35% | Sep 8, 2021 | 293 | Nov 3, 2022 | 296 | Jan 10, 2024 | 589 |
-45.57% | May 21, 2012 | 74 | Sep 4, 2012 | 222 | Jul 25, 2013 | 296 |
-40.25% | Jul 26, 2018 | 105 | Dec 24, 2018 | 257 | Jan 2, 2020 | 362 |
-32.26% | Jan 30, 2020 | 32 | Mar 16, 2020 | 46 | May 20, 2020 | 78 |
-20.52% | Mar 11, 2014 | 34 | Apr 28, 2014 | 60 | Jul 23, 2014 | 94 |
Volatility
Volatility Chart
The current Special1 with Weights volatility is 6.56%, 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
NFLX | AAPL | META | MSFT | AMZN | GOOGL | |
---|---|---|---|---|---|---|
NFLX | 1.00 | 0.39 | 0.46 | 0.44 | 0.52 | 0.46 |
AAPL | 0.39 | 1.00 | 0.45 | 0.56 | 0.50 | 0.54 |
META | 0.46 | 0.45 | 1.00 | 0.50 | 0.56 | 0.60 |
MSFT | 0.44 | 0.56 | 0.50 | 1.00 | 0.60 | 0.65 |
AMZN | 0.52 | 0.50 | 0.56 | 0.60 | 1.00 | 0.65 |
GOOGL | 0.46 | 0.54 | 0.60 | 0.65 | 0.65 | 1.00 |