Aapl liks
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Asset Allocation
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
The earliest data available for this chart is Dec 18, 2019, corresponding to the inception date of SPUS
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% |
Aapl liks | 28.17% | 3.79% | 23.96% | 54.60% | N/A | N/A |
Portfolio components: | ||||||
Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
Wahed FTSE USA Shariah ETF | 15.28% | 0.40% | 12.68% | 31.16% | 16.71% | N/A |
Technology Select Sector SPDR Fund | 21.85% | 3.65% | 19.30% | 44.34% | 24.01% | 20.72% |
Direxion Daily Technology Bull 3X Shares | 42.96% | 9.63% | 45.19% | 130.22% | 39.53% | 40.61% |
Vanguard Information Technology ETF | 26.76% | 4.34% | 23.72% | 51.83% | 23.35% | 21.01% |
Vanguard S&P 500 Growth ETF | 31.63% | 3.31% | 21.53% | 49.25% | 17.76% | 15.06% |
Fidelity MSCI Information Technology Index ETF | 26.96% | 4.44% | 23.84% | 51.72% | 23.52% | 20.75% |
iShares U.S. Technology ETF | 28.76% | 4.47% | 23.24% | 53.59% | 25.06% | 20.99% |
Invesco S&P 500® Top 50 ETF | 29.74% | 2.92% | 20.39% | 47.04% | 18.79% | 15.04% |
iShares Russell Top 200 Growth ETF | 29.62% | 3.47% | 21.03% | 49.84% | 21.29% | 17.67% |
SPDR Portfolio S&P 500 Growth ETF | 31.61% | 3.32% | 21.58% | 49.13% | 17.80% | 15.09% |
ProShares Ultra Technology | 34.28% | 6.64% | 33.38% | 85.83% | 34.08% | 32.06% |
Vanguard Mega Cap Growth ETF | 28.29% | 3.60% | 21.58% | 49.33% | 20.38% | 16.42% |
SP Funds S&P 500 Sharia Industry Exclusions ETF | 24.63% | 1.84% | 16.80% | 43.01% | N/A | N/A |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.31% | 6.03% | 1.15% | -5.76% | 8.53% | 8.91% | -2.31% | 1.32% | 2.68% | 28.17% | |||
2023 | 10.62% | -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% |
2020 | 3.61% | -9.10% | -12.63% | 16.71% | 8.22% | 7.65% | 8.30% | 14.38% | -7.17% | -4.84% | 12.91% | 6.38% | 47.02% |
2019 | 2.28% | 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.
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.
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 | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
Wahed FTSE USA Shariah ETF | 2.53 | 3.32 | 1.45 | 3.48 | 13.25 |
Technology Select Sector SPDR Fund | 2.15 | 2.73 | 1.38 | 2.70 | 9.46 |
Direxion Daily Technology Bull 3X Shares | 2.17 | 2.44 | 1.33 | 2.55 | 8.65 |
Vanguard Information Technology ETF | 2.58 | 3.18 | 1.44 | 3.49 | 12.68 |
Vanguard S&P 500 Growth ETF | 3.06 | 3.85 | 1.56 | 2.50 | 15.91 |
Fidelity MSCI Information Technology Index ETF | 2.57 | 3.18 | 1.44 | 3.49 | 12.66 |
iShares U.S. Technology ETF | 2.66 | 3.27 | 1.45 | 3.43 | 11.98 |
Invesco S&P 500® Top 50 ETF | 3.40 | 4.34 | 1.62 | 4.35 | 18.20 |
iShares Russell Top 200 Growth ETF | 3.06 | 3.84 | 1.55 | 3.76 | 14.39 |
SPDR Portfolio S&P 500 Growth ETF | 3.05 | 3.84 | 1.55 | 2.52 | 15.91 |
ProShares Ultra Technology | 2.09 | 2.48 | 1.34 | 2.13 | 8.65 |
Vanguard Mega Cap Growth ETF | 3.02 | 3.81 | 1.54 | 3.52 | 14.56 |
SP Funds S&P 500 Sharia Industry Exclusions ETF | 2.95 | 3.82 | 1.54 | 3.87 | 15.67 |
iShares Global Tech ETF | 2.30 | 2.91 | 1.40 | 2.91 | 9.59 |
Dividends
Dividend yield
Aapl liks provided a 0.52% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Aapl liks | 0.52% | 0.66% | 0.82% | 0.56% | 0.75% | 0.89% | 1.05% | 0.92% | 1.11% | 1.12% | 1.03% | 0.99% |
Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
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.
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, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
-36.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
-17.03% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-15.47% | Sep 3, 2020 | 14 | Sep 23, 2020 | 59 | Dec 16, 2020 | 73 |
-11.37% | Feb 16, 2021 | 15 | Mar 8, 2021 | 22 | Apr 8, 2021 | 37 |
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.
Diversification
Asset Correlations Table
AAPL | HLAL | SPUS | XLG | IXN | ROM | IYW | SPYG | VOOG | MGK | TECL | FTEC | XLK | VGT | IWY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL | 1.00 | 0.79 | 0.79 | 0.81 | 0.80 | 0.81 | 0.81 | 0.80 | 0.80 | 0.81 | 0.82 | 0.81 | 0.82 | 0.81 | 0.82 |
HLAL | 0.79 | 1.00 | 0.94 | 0.94 | 0.91 | 0.89 | 0.90 | 0.94 | 0.94 | 0.92 | 0.91 | 0.91 | 0.91 | 0.91 | 0.92 |
SPUS | 0.79 | 0.94 | 1.00 | 0.96 | 0.94 | 0.94 | 0.94 | 0.97 | 0.97 | 0.96 | 0.94 | 0.94 | 0.94 | 0.94 | 0.96 |
XLG | 0.81 | 0.94 | 0.96 | 1.00 | 0.94 | 0.94 | 0.95 | 0.98 | 0.98 | 0.97 | 0.95 | 0.95 | 0.95 | 0.95 | 0.98 |
IXN | 0.80 | 0.91 | 0.94 | 0.94 | 1.00 | 0.98 | 0.98 | 0.96 | 0.96 | 0.96 | 0.99 | 0.99 | 0.99 | 0.99 | 0.96 |
ROM | 0.81 | 0.89 | 0.94 | 0.94 | 0.98 | 1.00 | 0.99 | 0.96 | 0.96 | 0.97 | 0.99 | 0.99 | 0.99 | 0.99 | 0.97 |
IYW | 0.81 | 0.90 | 0.94 | 0.95 | 0.98 | 0.99 | 1.00 | 0.96 | 0.96 | 0.98 | 0.98 | 0.99 | 0.99 | 0.99 | 0.97 |
SPYG | 0.80 | 0.94 | 0.97 | 0.98 | 0.96 | 0.96 | 0.96 | 1.00 | 1.00 | 0.98 | 0.96 | 0.96 | 0.96 | 0.96 | 0.99 |
VOOG | 0.80 | 0.94 | 0.97 | 0.98 | 0.96 | 0.96 | 0.96 | 1.00 | 1.00 | 0.98 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 |
MGK | 0.81 | 0.92 | 0.96 | 0.97 | 0.96 | 0.97 | 0.98 | 0.98 | 0.98 | 1.00 | 0.97 | 0.97 | 0.97 | 0.97 | 1.00 |
TECL | 0.82 | 0.91 | 0.94 | 0.95 | 0.99 | 0.99 | 0.98 | 0.96 | 0.96 | 0.97 | 1.00 | 0.99 | 1.00 | 0.99 | 0.97 |
FTEC | 0.81 | 0.91 | 0.94 | 0.95 | 0.99 | 0.99 | 0.99 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 1.00 | 0.97 |
XLK | 0.82 | 0.91 | 0.94 | 0.95 | 0.99 | 0.99 | 0.99 | 0.96 | 0.96 | 0.97 | 1.00 | 0.99 | 1.00 | 0.99 | 0.97 |
VGT | 0.81 | 0.91 | 0.94 | 0.95 | 0.99 | 0.99 | 0.99 | 0.96 | 0.97 | 0.97 | 0.99 | 1.00 | 0.99 | 1.00 | 0.97 |
IWY | 0.82 | 0.92 | 0.96 | 0.98 | 0.96 | 0.97 | 0.97 | 0.99 | 0.99 | 1.00 | 0.97 | 0.97 | 0.97 | 0.97 | 1.00 |