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IRA Retirement
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 10%AAPL 10%ADSK 10%ADBE 10%CRM 10%NFLX 10%GOOGL 10%AMZN 10%SHOP 10%IBM 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

10%

ADBE
Adobe Inc
Technology

10%

ADSK
Autodesk, Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

CRM
salesforce.com, inc.
Technology

10%

GOOGL
Alphabet Inc.
Communication Services

10%

IBM
International Business Machines Corporation
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

NFLX
Netflix, Inc.
Communication Services

10%

SHOP
Shopify Inc.
Technology

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IRA Retirement , 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


100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%FebruaryMarchAprilMayJuneJuly
724.07%
154.70%
IRA Retirement
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
IRA Retirement 8.06%-0.66%2.88%23.67%19.78%N/A
MSFT
Microsoft Corporation
14.47%-4.19%6.93%23.16%26.14%27.53%
AAPL
Apple Inc
13.81%5.00%12.66%13.47%34.37%26.10%
ADSK
Autodesk, Inc.
-1.66%0.12%-5.23%13.61%7.37%15.83%
ADBE
Adobe Inc
-10.99%1.31%-12.44%1.09%11.31%22.06%
CRM
salesforce.com, inc.
-4.81%4.26%-9.53%10.82%9.41%16.43%
NFLX
Netflix, Inc.
30.63%-4.94%16.72%48.70%13.67%26.63%
GOOGL
Alphabet Inc.
23.72%-3.68%16.23%41.42%22.73%19.22%
AMZN
Amazon.com, Inc.
19.01%-2.55%15.27%40.04%13.28%27.35%
SHOP
Shopify Inc.
-23.92%-7.84%-26.58%-8.80%12.03%N/A
IBM
International Business Machines Corporation
14.67%5.15%7.83%36.71%10.10%4.27%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.95%2.23%0.24%-7.18%0.97%10.71%8.06%
202315.85%-6.88%12.54%-0.12%10.74%6.10%4.69%0.55%-8.26%0.37%16.68%3.60%66.96%
2022-11.02%-7.83%1.63%-18.72%-0.35%-7.96%14.35%-6.35%-10.02%11.14%4.58%-9.37%-36.93%
2021-1.96%1.42%0.04%7.34%-0.67%7.51%3.06%4.71%-5.13%8.31%-1.70%-1.59%22.31%
20208.59%-4.19%-8.30%19.14%6.98%10.86%5.88%12.48%-6.73%-4.03%9.33%3.84%63.14%
201913.29%5.44%3.16%7.51%-5.81%6.20%2.11%-1.27%-1.97%2.54%7.57%4.87%51.50%
201815.61%2.59%-1.90%2.19%7.64%2.06%0.73%9.49%2.23%-13.82%2.24%-8.57%18.65%
20179.51%5.41%4.39%3.51%8.43%-4.43%5.27%4.46%-0.34%8.08%0.41%-0.93%52.31%
2016-10.39%-1.21%11.79%-1.66%5.20%-3.65%7.03%4.87%2.76%2.42%-1.89%1.91%16.51%
2015-0.86%0.73%8.73%-6.94%0.57%10.19%3.46%-1.76%13.79%

Expense Ratio

IRA Retirement has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IRA Retirement is 35, 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 IRA Retirement is 3535
IRA Retirement
The Sharpe Ratio Rank of IRA Retirement is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of IRA Retirement is 2626Sortino Ratio Rank
The Omega Ratio Rank of IRA Retirement is 3131Omega Ratio Rank
The Calmar Ratio Rank of IRA Retirement is 4040Calmar Ratio Rank
The Martin Ratio Rank of IRA Retirement is 4646Martin 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.


IRA Retirement
Sharpe ratio
The chart of Sharpe ratio for IRA Retirement , currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.27
Sortino ratio
The chart of Sortino ratio for IRA Retirement , currently valued at 1.71, compared to the broader market-2.000.002.004.006.001.71
Omega ratio
The chart of Omega ratio for IRA Retirement , currently valued at 1.22, compared to the broader market0.801.001.201.401.601.22
Calmar ratio
The chart of Calmar ratio for IRA Retirement , currently valued at 1.13, compared to the broader market0.002.004.006.008.001.13
Martin ratio
The chart of Martin ratio for IRA Retirement , currently valued at 5.30, compared to the broader market0.0010.0020.0030.0040.005.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
1.251.721.221.945.78
AAPL
Apple Inc
0.621.031.120.841.67
ADSK
Autodesk, Inc.
0.500.861.110.321.47
ADBE
Adobe Inc
0.040.291.040.040.10
CRM
salesforce.com, inc.
0.330.631.110.301.01
NFLX
Netflix, Inc.
1.462.321.290.977.36
GOOGL
Alphabet Inc.
1.512.031.292.299.14
AMZN
Amazon.com, Inc.
1.452.201.261.128.16
SHOP
Shopify Inc.
-0.200.071.01-0.14-0.54
IBM
International Business Machines Corporation
1.832.641.382.225.43

Sharpe Ratio

The current IRA Retirement Sharpe ratio is 1.27. 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 1.24 to 1.94, 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 IRA Retirement 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 Ratio1.001.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.27
1.66
IRA Retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IRA Retirement granted a 0.52% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IRA Retirement 0.52%0.53%0.64%0.59%0.67%0.70%0.89%0.72%0.76%0.79%0.68%0.67%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc
0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ADSK
Autodesk, 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%
ADBE
Adobe 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%
CRM
salesforce.com, inc.
0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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%
GOOGL
Alphabet Inc.
0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
SHOP
Shopify 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%
IBM
International Business Machines Corporation
3.61%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.28%
-4.24%
IRA Retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IRA Retirement . 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 IRA Retirement was 44.98%, occurring on Oct 11, 2022. Recovery took 319 trading sessions.

The current IRA Retirement drawdown is 6.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.98%Nov 22, 2021223Oct 11, 2022319Jan 19, 2024542
-29.48%Feb 20, 202018Mar 16, 202039May 11, 202057
-27.3%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-22.69%Dec 7, 201544Feb 9, 2016117Jul 27, 2016161
-14.48%Sep 3, 202014Sep 23, 202081Jan 20, 202195

Volatility

Volatility Chart

The current IRA Retirement volatility is 5.35%, 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%FebruaryMarchAprilMayJuneJuly
5.35%
3.80%
IRA Retirement
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.

IBMSHOPNFLXAAPLADSKCRMAMZNGOOGLADBEMSFT
IBM1.000.190.220.370.390.320.290.380.360.41
SHOP0.191.000.450.420.520.530.510.440.540.48
NFLX0.220.451.000.460.460.490.550.490.530.51
AAPL0.370.420.461.000.530.510.580.610.560.65
ADSK0.390.520.460.531.000.640.540.560.670.62
CRM0.320.530.490.510.641.000.590.560.690.63
AMZN0.290.510.550.580.540.591.000.680.620.67
GOOGL0.380.440.490.610.560.560.681.000.640.72
ADBE0.360.540.530.560.670.690.620.641.000.73
MSFT0.410.480.510.650.620.630.670.720.731.00
The correlation results are calculated based on daily price changes starting from May 22, 2015