mo41n
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 81% |
QQQ Invesco QQQ | Large Cap Blend Equities | 19% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in mo41n, 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 Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of Aug 27, 2024, the mo41n returned 11.71% Year-To-Date and 25.18% 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% |
| mo41n | 11.71% | -1.58% | 3.21% | 29.13% | 25.02% | 25.18% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
Monthly Returns
The table below presents the monthly returns of mo41n, 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 | 4.99% | 4.42% | 1.63% | -6.87% | 6.69% | 7.43% | -5.50% | 11.71% | |||||
| 2023 | 4.73% | 0.65% | 14.37% | 5.42% | 7.25% | 4.17% | -0.37% | -2.08% | -3.94% | 5.35% | 12.04% | 0.34% | 57.61% |
| 2022 | -7.77% | -3.86% | 3.46% | -10.68% | -1.77% | -6.16% | 9.93% | -6.37% | -10.85% | 0.49% | 9.30% | -6.57% | -28.87% |
| 2021 | 3.52% | 0.31% | 1.51% | 6.76% | -0.85% | 8.08% | 4.73% | 5.80% | -6.44% | 15.77% | 0.25% | 1.63% | 47.47% |
| 2020 | 7.01% | -4.84% | -3.48% | 13.89% | 3.32% | 10.11% | 1.99% | 10.41% | -6.51% | -3.61% | 7.00% | 4.10% | 43.94% |
| 2019 | 3.99% | 6.79% | 5.02% | 9.74% | -5.55% | 8.19% | 1.84% | 0.85% | 0.86% | 3.36% | 5.59% | 4.12% | 53.95% |
| 2018 | 10.63% | -0.93% | -2.93% | 2.09% | 6.06% | 0.02% | 6.67% | 6.20% | 1.43% | -6.99% | 3.42% | -8.45% | 16.60% |
| 2017 | 4.25% | 0.49% | 2.76% | 3.72% | 2.84% | -1.50% | 5.20% | 3.15% | -0.36% | 10.33% | 1.75% | 1.44% | 39.25% |
| 2016 | -1.88% | -6.00% | 8.23% | -8.47% | 6.49% | -3.22% | 10.08% | 1.83% | 0.61% | 2.98% | 1.10% | 2.76% | 13.61% |
| 2015 | -10.94% | 8.87% | -6.25% | 16.27% | -2.16% | -5.20% | 5.54% | -6.31% | 0.97% | 17.49% | 3.34% | 1.44% | 20.54% |
| 2014 | 0.56% | 2.59% | 5.13% | -1.23% | 2.51% | 2.10% | 3.06% | 5.75% | 1.52% | 1.53% | 2.87% | -2.73% | 26.04% |
| 2013 | 2.75% | 1.77% | 2.93% | 13.21% | 5.73% | -1.25% | -5.12% | 4.35% | 0.70% | 6.13% | 7.57% | -1.02% | 43.34% |
Expense Ratio
mo41n has an expense ratio of 0.04%, 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 rank of mo41n is 29, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
Dividends
Dividend yield
mo41n granted a 0.70% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| mo41n | 0.70% | 0.72% | 1.01% | 0.63% | 0.87% | 1.11% | 1.54% | 1.66% | 2.12% | 2.07% | 2.27% | 2.29% |
| Portfolio components: | ||||||||||||
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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 mo41n. 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 mo41n was 67.94%, occurring on Mar 9, 2009. Recovery took 1265 trading sessions.
The current mo41n drawdown is 10.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.94% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 1265 | Mar 18, 2014 | 3515 |
| -36.72% | Nov 22, 2021 | 240 | Nov 3, 2022 | 153 | Jun 15, 2023 | 393 |
| -27.86% | Feb 11, 2020 | 24 | Mar 16, 2020 | 57 | Jun 5, 2020 | 81 |
| -19.07% | Oct 2, 2018 | 58 | Dec 24, 2018 | 55 | Mar 15, 2019 | 113 |
| -17.85% | Apr 6, 1999 | 36 | May 25, 1999 | 31 | Jul 9, 1999 | 67 |
Volatility
Volatility Chart
The current mo41n volatility is 5.88%, 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
| MSFT | QQQ | |
|---|---|---|
| MSFT | 1.00 | 0.74 |
| QQQ | 0.74 | 1.00 |