P1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AOM iShares Core Moderate Allocation ETF | Diversified Portfolio | 30% |
QQQ Invesco QQQ | Large Cap Blend Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in P1, 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 Nov 11, 2008, corresponding to the inception date of AOM
Returns By Period
As of Jul 25, 2024, the P1 returned 10.90% Year-To-Date and 13.97% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| P1 | 10.04% | -3.10% | 7.53% | 18.56% | 15.01% | 13.90% |
| Portfolio components: | ||||||
AOM iShares Core Moderate Allocation ETF | 4.74% | 0.39% | 5.09% | 9.31% | 4.29% | 4.39% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
Monthly Returns
The table below presents the monthly returns of P1, 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 | 1.29% | 4.04% | 1.46% | -3.87% | 5.10% | 4.89% | 10.04% | ||||||
| 2023 | 8.98% | -1.06% | 7.53% | 0.63% | 5.17% | 5.11% | 3.19% | -1.45% | -4.52% | -2.00% | 9.38% | 5.17% | 41.20% |
| 2022 | -7.00% | -3.66% | 2.93% | -11.12% | -0.90% | -7.48% | 10.03% | -4.63% | -9.24% | 3.42% | 5.53% | -7.03% | -27.37% |
| 2021 | 0.06% | -0.05% | 1.52% | 4.80% | -0.64% | 4.65% | 2.32% | 3.23% | -4.67% | 6.08% | 1.20% | 1.23% | 21.07% |
| 2020 | 2.19% | -4.99% | -7.00% | 11.85% | 5.50% | 4.94% | 6.06% | 8.38% | -4.51% | -2.48% | 9.39% | 4.13% | 36.32% |
| 2019 | 7.43% | 2.46% | 3.27% | 4.31% | -6.29% | 6.24% | 1.76% | -1.18% | 0.83% | 3.35% | 3.18% | 3.20% | 31.73% |
| 2018 | 6.65% | -1.59% | -2.95% | 0.25% | 4.15% | 0.71% | 2.39% | 4.21% | -0.25% | -7.10% | 0.17% | -6.61% | -0.94% |
| 2017 | 3.88% | 3.61% | 1.56% | 2.26% | 3.19% | -1.58% | 3.25% | 1.64% | -0.03% | 3.51% | 1.65% | 0.63% | 26.09% |
| 2016 | -5.30% | -1.04% | 5.86% | -2.01% | 3.15% | -1.38% | 5.75% | 0.78% | 1.67% | -1.50% | 0.06% | 1.13% | 6.79% |
| 2015 | -1.46% | 5.50% | -1.73% | 1.61% | 1.55% | -2.21% | 3.43% | -5.68% | -1.89% | 8.89% | 0.37% | -1.47% | 6.24% |
| 2014 | -1.73% | 4.33% | -1.82% | -0.07% | 3.55% | 2.50% | 0.43% | 4.10% | -1.13% | 2.27% | 3.42% | -1.73% | 14.72% |
| 2013 | 2.39% | 0.32% | 2.55% | 2.25% | 2.26% | -2.21% | 5.22% | -0.75% | 4.20% | 4.16% | 2.73% | 2.28% | 28.28% |
Expense Ratio
P1 has an expense ratio of 0.22%, 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 P1 is 51, 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 | |
|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 1.27 | 1.87 | 1.23 | 0.62 | 3.80 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
Dividends
Dividend yield
P1 granted a 1.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| P1 | 1.30% | 1.27% | 1.24% | 0.77% | 0.99% | 1.32% | 1.40% | 1.58% | 1.38% | 1.28% | 1.61% | 1.27% |
| Portfolio components: | ||||||||||||
AOM iShares Core Moderate Allocation ETF | 2.85% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% | 2.08% | 1.87% |
QQQ Invesco QQQ | 0.63% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the P1. 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 P1 was 30.62%, occurring on Oct 14, 2022. Recovery took 294 trading sessions.
The current P1 drawdown is 5.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.62% | Dec 28, 2021 | 202 | Oct 14, 2022 | 294 | Dec 15, 2023 | 496 |
| -24.83% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -18.05% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -16.63% | Jan 6, 2009 | 43 | Mar 9, 2009 | 20 | Apr 6, 2009 | 63 |
| -13.01% | Jul 25, 2011 | 20 | Aug 19, 2011 | 104 | Jan 19, 2012 | 124 |
Volatility
Volatility Chart
The current P1 volatility is 4.67%, 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
| AOM | QQQ | |
|---|---|---|
| AOM | 1.00 | 0.75 |
| QQQ | 0.75 | 1.00 |