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mo41n
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 81%QQQ 19%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

81%

QQQ
Invesco QQQ
Large Cap Blend Equities

19%

S&P 500

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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.36%
15.74%
mo41n
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ

Returns By Period

As of Apr 16, 2024, the mo41n returned 9.29% Year-To-Date and 26.68% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
mo41n9.29%-0.65%23.36%43.95%27.22%26.68%
MSFT
Microsoft Corporation
10.20%-0.67%24.83%45.75%29.08%28.51%
QQQ
Invesco QQQ
5.40%-0.53%17.14%36.22%19.03%18.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.99%4.42%1.63%
2023-3.94%5.35%12.04%0.34%

Expense Ratio

The mo41n has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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.


mo41n
Sharpe ratio
The chart of Sharpe ratio for mo41n, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for mo41n, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for mo41n, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for mo41n, currently valued at 2.18, compared to the broader market0.002.004.006.008.0010.002.18
Martin ratio
The chart of Martin ratio for mo41n, currently valued at 9.16, compared to the broader market0.0010.0020.0030.0040.0050.009.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
2.002.821.352.348.61
QQQ
Invesco QQQ
2.233.111.381.6011.46

Sharpe Ratio

The current mo41n Sharpe ratio is 2.10. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.10

The Sharpe ratio of mo41n lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.10
1.89
mo41n
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

mo41n granted a 0.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
mo41n0.68%0.72%1.01%0.63%0.87%1.11%1.54%1.66%2.12%2.07%2.27%2.29%
MSFT
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%
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.61%
-3.66%
mo41n
Benchmark (^GSPC)
Portfolio components

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 3.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.94%Mar 27, 20002250Mar 9, 20091265Mar 18, 20143515
-36.72%Nov 22, 2021240Nov 3, 2022153Jun 15, 2023393
-27.86%Feb 11, 202024Mar 16, 202057Jun 5, 202081
-19.07%Oct 2, 201858Dec 24, 201855Mar 15, 2019113
-17.85%Apr 6, 199936May 25, 199931Jul 9, 199967

Volatility

Volatility Chart

The current mo41n volatility is 4.59%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.59%
3.44%
mo41n
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MSFTQQQ
MSFT1.000.74
QQQ0.741.00