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Aapl liks
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Aapl liks

Last updated Oct 30, 2024

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Asset Allocation

AAPL 6.67%HLAL 6.67%XLK 6.67%TECL 6.67%VGT 6.67%VOOG 6.67%FTEC 6.67%IYW 6.67%XLG 6.67%IWY 6.67%SPYG 6.67%ROM 6.67%MGK 6.67%SPUS 6.67%IXN 6.67%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
6.67%
FTEC
Fidelity MSCI Information Technology Index ETF		Technology Equities
6.67%
HLAL
Wahed FTSE USA Shariah ETF		Large Cap Growth Equities
6.67%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
6.67%
IXN
iShares Global Tech ETF		Technology Equities
6.67%
IYW
iShares U.S. Technology ETF		Technology Equities
6.67%
MGK
Vanguard Mega Cap Growth ETF		Large Cap Blend Equities
6.67%
ROM
ProShares Ultra Technology		Leveraged Equities, Leveraged
6.67%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		Large Cap Growth Equities
6.67%
SPYG
SPDR Portfolio S&P 500 Growth ETF		Large Cap Growth Equities
6.67%
TECL
Direxion Daily Technology Bull 3X Shares		Leveraged Equities, Leveraged
6.67%
VGT
Vanguard Information Technology ETF		Technology Equities
6.67%
VOOG
Vanguard S&P 500 Growth ETF		Large Cap Blend Equities
6.67%
XLG
Invesco S&P 500® Top 50 ETF		Large Cap Growth Equities
6.67%
XLK
Technology Select Sector SPDR Fund		Technology Equities
6.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aapl liks, 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

0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
23.96%
15.83%
Aapl liks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2019, corresponding to the inception date of SPUS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
Aapl liks28.17%3.79%23.96%54.60%N/AN/A
Portfolio components:
AAPL
Apple Inc		21.83%2.58%37.53%37.92%31.28%25.64%
HLAL
Wahed FTSE USA Shariah ETF		15.28%0.40%12.68%31.16%16.71%N/A
XLK
Technology Select Sector SPDR Fund		21.85%3.65%19.30%44.34%24.01%20.72%
TECL
Direxion Daily Technology Bull 3X Shares		42.96%9.63%45.19%130.22%39.53%40.61%
VGT
Vanguard Information Technology ETF		26.76%4.34%23.72%51.83%23.35%21.01%
VOOG
Vanguard S&P 500 Growth ETF		31.63%3.31%21.53%49.25%17.76%15.06%
FTEC
Fidelity MSCI Information Technology Index ETF		26.96%4.44%23.84%51.72%23.52%20.75%
IYW
iShares U.S. Technology ETF		28.76%4.47%23.24%53.59%25.06%20.99%
XLG
Invesco S&P 500® Top 50 ETF		29.74%2.92%20.39%47.04%18.79%15.04%
IWY
iShares Russell Top 200 Growth ETF		29.62%3.47%21.03%49.84%21.29%17.67%
SPYG
SPDR Portfolio S&P 500 Growth ETF		31.61%3.32%21.58%49.13%17.80%15.09%
ROM
ProShares Ultra Technology		34.28%6.64%33.38%85.83%34.08%32.06%
MGK
Vanguard Mega Cap Growth ETF		28.29%3.60%21.58%49.33%20.38%16.42%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		24.63%1.84%16.80%43.01%N/AN/A
IXN
iShares Global Tech ETF		23.88%2.22%19.84%47.42%22.28%19.56%

Monthly Returns

The table below presents the monthly returns of Aapl liks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.31%6.03%1.15%-5.76%8.53%8.91%-2.31%1.32%2.68%28.17%
202310.62%-0.54%11.81%0.73%7.98%7.54%3.26%-2.07%-7.29%-1.38%14.22%4.89%59.36%
2022-8.48%-5.60%4.30%-13.61%-2.02%-10.29%15.32%-6.93%-13.31%7.28%5.86%-9.99%-34.91%
2021-0.49%0.38%2.18%7.01%-1.39%7.94%4.55%4.67%-7.11%9.99%3.78%3.56%39.72%
20203.61%-9.10%-12.63%16.71%8.22%7.65%8.30%14.38%-7.17%-4.84%12.91%6.38%47.02%
20192.28%2.28%

Expense Ratio

Aapl liks features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TECL
Direxion Daily Technology Bull 3X Shares
Expense ratio chart for TECL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
ROM
ProShares Ultra Technology
Expense ratio chart for ROM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
HLAL
Wahed FTSE USA Shariah ETF
Expense ratio chart for HLAL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Expense ratio chart for SPUS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
IXN
iShares Global Tech ETF
Expense ratio chart for IXN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
IYW
iShares U.S. Technology ETF
Expense ratio chart for IYW: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
XLG
Invesco S&P 500® Top 50 ETF
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
FTEC
Fidelity MSCI Information Technology Index ETF
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
MGK
Vanguard Mega Cap Growth ETF
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Aapl liks is 32, 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.

The Risk-Adjusted Performance Rank of Aapl liks is 3232
Combined Rank
The Sharpe Ratio Rank of Aapl liks is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of Aapl liks is 2323Sortino Ratio Rank
The Omega Ratio Rank of Aapl liks is 2727Omega Ratio Rank
The Calmar Ratio Rank of Aapl liks is 5757Calmar Ratio Rank
The Martin Ratio Rank of Aapl liks is 2222Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Aapl liks
Sharpe ratio
The chart of Sharpe ratio for Aapl liks, currently valued at 2.60, compared to the broader market0.002.004.006.002.60
Sortino ratio
The chart of Sortino ratio for Aapl liks, currently valued at 3.20, compared to the broader market-2.000.002.004.006.003.20
Omega ratio
The chart of Omega ratio for Aapl liks, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.802.001.44
Calmar ratio
The chart of Calmar ratio for Aapl liks, currently valued at 3.33, compared to the broader market0.005.0010.0015.003.33
Martin ratio
The chart of Martin ratio for Aapl liks, currently valued at 11.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.762.521.322.395.67
HLAL
Wahed FTSE USA Shariah ETF		2.533.321.453.4813.25
XLK
Technology Select Sector SPDR Fund		2.152.731.382.709.46
TECL
Direxion Daily Technology Bull 3X Shares		2.172.441.332.558.65
VGT
Vanguard Information Technology ETF		2.583.181.443.4912.68
VOOG
Vanguard S&P 500 Growth ETF		3.063.851.562.5015.91
FTEC
Fidelity MSCI Information Technology Index ETF		2.573.181.443.4912.66
IYW
iShares U.S. Technology ETF		2.663.271.453.4311.98
XLG
Invesco S&P 500® Top 50 ETF		3.404.341.624.3518.20
IWY
iShares Russell Top 200 Growth ETF		3.063.841.553.7614.39
SPYG
SPDR Portfolio S&P 500 Growth ETF		3.053.841.552.5215.91
ROM
ProShares Ultra Technology		2.092.481.342.138.65
MGK
Vanguard Mega Cap Growth ETF		3.023.811.543.5214.56
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		2.953.821.543.8715.67
IXN
iShares Global Tech ETF		2.302.911.402.919.59

Sharpe Ratio

The current Aapl liks Sharpe ratio is 2.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Aapl liks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.60
3.43
Aapl liks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Aapl liks provided a 0.52% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Aapl liks0.52%0.66%0.82%0.56%0.75%0.89%1.05%0.92%1.11%1.12%1.03%0.99%
Portfolio components:
AAPL
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%
HLAL
Wahed FTSE USA Shariah ETF		0.70%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund		0.67%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
TECL
Direxion Daily Technology Bull 3X Shares		0.30%0.28%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF		0.61%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOOG
Vanguard S&P 500 Growth ETF		0.61%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
FTEC
Fidelity MSCI Information Technology Index ETF		0.62%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
IYW
iShares U.S. Technology ETF		0.31%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
XLG
Invesco S&P 500® Top 50 ETF		0.74%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%
IWY
iShares Russell Top 200 Growth ETF		0.50%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.66%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
ROM
ProShares Ultra Technology		0.16%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%0.03%
MGK
Vanguard Mega Cap Growth ETF		0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		0.70%0.87%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXN
iShares Global Tech ETF		0.44%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%

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.

-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.49%
-0.54%
Aapl liks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Aapl liks. 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 Aapl liks was 38.81%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Aapl liks drawdown is 1.49%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.81%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-36.62%Feb 20, 202023Mar 23, 202064Jun 23, 202087
-17.03%Jul 11, 202420Aug 7, 2024———
-15.47%Sep 3, 202014Sep 23, 202059Dec 16, 202073
-11.37%Feb 16, 202115Mar 8, 202122Apr 8, 202137

Volatility

Volatility Chart

The current Aapl liks volatility is 5.13%, 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%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.13%
2.71%
Aapl liks
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.
AAPLHLALSPUSXLGIXNROMIYWSPYGVOOGMGKTECLFTECXLKVGTIWY
AAPL1.000.790.790.810.800.810.810.800.800.810.820.810.820.810.82
HLAL0.791.000.940.940.910.890.900.940.940.920.910.910.910.910.92
SPUS0.790.941.000.960.940.940.940.970.970.960.940.940.940.940.96
XLG0.810.940.961.000.940.940.950.980.980.970.950.950.950.950.98
IXN0.800.910.940.941.000.980.980.960.960.960.990.990.990.990.96
ROM0.810.890.940.940.981.000.990.960.960.970.990.990.990.990.97
IYW0.810.900.940.950.980.991.000.960.960.980.980.990.990.990.97
SPYG0.800.940.970.980.960.960.961.001.000.980.960.960.960.960.99
VOOG0.800.940.970.980.960.960.961.001.000.980.960.960.960.970.99
MGK0.810.920.960.970.960.970.980.980.981.000.970.970.970.971.00
TECL0.820.910.940.950.990.990.980.960.960.971.000.991.000.990.97
FTEC0.810.910.940.950.990.990.990.960.960.970.991.000.991.000.97
XLK0.820.910.940.950.990.990.990.960.960.971.000.991.000.990.97
VGT0.810.910.940.950.990.990.990.960.970.970.991.000.991.000.97
IWY0.820.920.960.980.960.970.970.990.991.000.970.970.970.971.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2019