Maxi Pro
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2.50% |
ASML ASML Holding N.V. | Technology | 2.50% |
GOOGL Alphabet Inc. | Communication Services | 2.50% |
LLY Eli Lilly and Company | Healthcare | 2.50% |
META Meta Platforms, Inc. | Communication Services | 2.50% |
MSFT Microsoft Corporation | Technology | 2.50% |
NVDA NVIDIA Corporation | Technology | 2.50% |
NVO Novo Nordisk A/S | Healthcare | 2.50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
TSLA Tesla, Inc. | Consumer Cyclical | 2.50% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 2.50% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Maxi Pro, 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 18, 2024, the Maxi Pro returned 25.47% Year-To-Date and 25.03% 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 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Maxi Pro | 25.47% | -2.15% | 8.81% | 42.54% | 31.19% | 25.03% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 15.96% | -0.32% | 8.13% | 28.44% | 20.55% | 17.81% |
XLK Technology Select Sector SPDR Fund | 14.25% | -1.01% | 5.88% | 30.15% | 23.15% | 20.00% |
SMH VanEck Vectors Semiconductor ETF | 33.65% | -5.27% | 7.31% | 59.63% | 34.14% | 27.98% |
NVDA NVIDIA Corporation | 133.46% | -7.21% | 29.32% | 162.99% | 92.64% | 74.16% |
LLY Eli Lilly and Company | 56.21% | -1.73% | 17.63% | 59.69% | 53.59% | 32.50% |
NVO Novo Nordisk A/S | 28.74% | -2.14% | 1.38% | 42.73% | 38.85% | 18.64% |
TSLA Tesla, Inc. | -8.29% | 5.44% | 33.01% | -14.10% | 69.47% | 29.50% |
AAPL Apple Inc | 13.03% | -4.10% | 23.43% | 22.44% | 32.43% | 25.54% |
MSFT Microsoft Corporation | 16.35% | 3.99% | 3.63% | 33.23% | 26.52% | 26.83% |
ASML ASML Holding N.V. | 7.05% | -12.30% | -15.03% | 35.91% | 27.71% | 24.36% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 62.67% | -3.77% | 24.93% | 91.34% | 32.86% | 26.61% |
GOOGL Alphabet Inc. | 14.33% | -2.10% | 8.63% | 15.56% | 20.93% | 18.14% |
META Meta Platforms, Inc. | 51.97% | 1.78% | 8.29% | 77.80% | 23.20% | 21.37% |
Monthly Returns
The table below presents the monthly returns of Maxi Pro, 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 | 4.14% | 8.94% | 2.99% | -4.26% | 8.59% | 8.03% | -3.35% | 0.70% | 25.47% | ||||
| 2023 | 13.35% | 1.25% | 10.68% | -1.18% | 11.49% | 6.27% | 3.69% | -1.08% | -5.95% | -1.89% | 12.57% | 5.89% | 67.78% |
| 2022 | -8.74% | -4.51% | 3.95% | -12.86% | 0.69% | -10.93% | 13.61% | -7.18% | -11.69% | 3.44% | 11.24% | -8.58% | -30.66% |
| 2021 | 2.26% | 2.00% | 1.17% | 4.43% | 0.40% | 6.81% | 2.96% | 4.47% | -5.86% | 9.02% | 5.31% | 1.92% | 40.02% |
| 2020 | 2.93% | -4.95% | -8.54% | 14.93% | 6.52% | 7.83% | 8.10% | 11.66% | -4.39% | -2.78% | 13.90% | 6.26% | 60.43% |
| 2019 | 8.23% | 5.17% | 4.04% | 5.90% | -10.80% | 9.26% | 4.06% | -1.50% | 2.61% | 6.23% | 4.61% | 7.68% | 53.82% |
| 2018 | 8.66% | -1.19% | -3.81% | -1.61% | 7.15% | -0.41% | 3.09% | 5.12% | -1.33% | -8.70% | -0.16% | -7.45% | -2.18% |
| 2017 | 4.83% | 3.39% | 3.26% | 2.15% | 5.85% | -2.50% | 4.39% | 3.25% | 1.83% | 6.59% | 0.27% | 0.41% | 38.97% |
| 2016 | -5.41% | -0.78% | 8.61% | -3.97% | 5.76% | -1.15% | 8.92% | 1.19% | 2.94% | -1.39% | 1.00% | 3.03% | 19.14% |
| 2015 | -2.60% | 7.30% | -2.51% | 2.64% | 3.66% | -4.17% | 1.58% | -5.31% | -0.49% | 9.18% | 2.04% | -0.84% | 9.84% |
| 2014 | -1.14% | 6.90% | -0.16% | -0.66% | 3.72% | 4.19% | 0.22% | 5.05% | -0.70% | 1.54% | 5.35% | -1.81% | 24.39% |
| 2013 | 4.26% | 0.45% | 1.47% | 4.79% | 5.20% | -1.69% | 5.80% | 0.01% | 5.48% | 3.69% | 1.77% | 4.13% | 41.25% |
Expense Ratio
Maxi Pro has an expense ratio of 0.17%, 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 Maxi Pro is 40, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.62 | 2.17 | 1.29 | 2.07 | 7.55 |
XLK Technology Select Sector SPDR Fund | 1.44 | 1.95 | 1.26 | 1.81 | 6.53 |
SMH VanEck Vectors Semiconductor ETF | 1.78 | 2.31 | 1.31 | 2.42 | 7.60 |
NVDA NVIDIA Corporation | 3.16 | 3.43 | 1.44 | 6.04 | 19.24 |
LLY Eli Lilly and Company | 1.93 | 2.68 | 1.35 | 3.12 | 11.44 |
NVO Novo Nordisk A/S | 1.29 | 1.96 | 1.24 | 2.12 | 7.24 |
TSLA Tesla, Inc. | -0.31 | -0.11 | 0.99 | -0.26 | -0.70 |
AAPL Apple Inc | 1.11 | 1.69 | 1.21 | 1.48 | 3.48 |
MSFT Microsoft Corporation | 1.65 | 2.19 | 1.28 | 2.12 | 6.45 |
ASML ASML Holding N.V. | 0.89 | 1.38 | 1.18 | 1.05 | 3.39 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.43 | 3.09 | 1.39 | 2.39 | 13.35 |
GOOGL Alphabet Inc. | 0.57 | 0.92 | 1.13 | 0.73 | 2.13 |
META Meta Platforms, Inc. | 2.16 | 3.04 | 1.41 | 3.22 | 13.02 |
Dividends
Dividend yield
Maxi Pro granted a 0.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Maxi Pro | 0.50% | 0.63% | 1.24% | 0.64% | 0.85% | 2.20% | 1.83% | 1.49% | 1.38% | 2.05% | 1.65% | 1.80% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
XLK Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NVO Novo Nordisk A/S | 0.78% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% |
TSLA Tesla, 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% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
ASML ASML Holding N.V. | 0.82% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.28% | 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 Maxi Pro. 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 Maxi Pro was 37.81%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.
The current Maxi Pro drawdown is 10.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.81% | Dec 28, 2021 | 202 | Oct 14, 2022 | 166 | Jun 14, 2023 | 368 |
| -30.97% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -22.82% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -18.49% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -14.97% | Dec 7, 2015 | 46 | Feb 11, 2016 | 34 | Apr 1, 2016 | 80 |
Volatility
Volatility Chart
The current Maxi Pro volatility is 8.38%, 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
| LLY | NVO | TSLA | META | TSM | AAPL | ASML | NVDA | GOOGL | MSFT | SMH | XLK | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.39 | 0.14 | 0.25 | 0.19 | 0.24 | 0.25 | 0.23 | 0.29 | 0.33 | 0.26 | 0.35 | 0.37 |
| NVO | 0.39 | 1.00 | 0.17 | 0.26 | 0.23 | 0.24 | 0.33 | 0.25 | 0.30 | 0.32 | 0.30 | 0.36 | 0.37 |
| TSLA | 0.14 | 0.17 | 1.00 | 0.33 | 0.34 | 0.37 | 0.35 | 0.39 | 0.36 | 0.36 | 0.43 | 0.46 | 0.51 |
| META | 0.25 | 0.26 | 0.33 | 1.00 | 0.37 | 0.45 | 0.41 | 0.47 | 0.60 | 0.50 | 0.49 | 0.59 | 0.65 |
| TSM | 0.19 | 0.23 | 0.34 | 0.37 | 1.00 | 0.46 | 0.60 | 0.56 | 0.45 | 0.47 | 0.76 | 0.63 | 0.62 |
| AAPL | 0.24 | 0.24 | 0.37 | 0.45 | 0.46 | 1.00 | 0.48 | 0.48 | 0.54 | 0.56 | 0.57 | 0.77 | 0.74 |
| ASML | 0.25 | 0.33 | 0.35 | 0.41 | 0.60 | 0.48 | 1.00 | 0.59 | 0.49 | 0.54 | 0.78 | 0.69 | 0.68 |
| NVDA | 0.23 | 0.25 | 0.39 | 0.47 | 0.56 | 0.48 | 0.59 | 1.00 | 0.51 | 0.56 | 0.78 | 0.71 | 0.70 |
| GOOGL | 0.29 | 0.30 | 0.36 | 0.60 | 0.45 | 0.54 | 0.49 | 0.51 | 1.00 | 0.65 | 0.56 | 0.72 | 0.76 |
| MSFT | 0.33 | 0.32 | 0.36 | 0.50 | 0.47 | 0.56 | 0.54 | 0.56 | 0.65 | 1.00 | 0.63 | 0.82 | 0.80 |
| SMH | 0.26 | 0.30 | 0.43 | 0.49 | 0.76 | 0.57 | 0.78 | 0.78 | 0.56 | 0.63 | 1.00 | 0.84 | 0.82 |
| XLK | 0.35 | 0.36 | 0.46 | 0.59 | 0.63 | 0.77 | 0.69 | 0.71 | 0.72 | 0.82 | 0.84 | 1.00 | 0.96 |
| QQQ | 0.37 | 0.37 | 0.51 | 0.65 | 0.62 | 0.74 | 0.68 | 0.70 | 0.76 | 0.80 | 0.82 | 0.96 | 1.00 |