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M1 Finance Ultra Aggressive
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in M1 Finance Ultra Aggressive, 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 every 3 months.


160.00%180.00%200.00%220.00%240.00%260.00%280.00%NovemberDecember2025FebruaryMarchApril
180.19%
238.68%
M1 Finance Ultra Aggressive
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 26, 2025, the M1 Finance Ultra Aggressive returned -2.15% Year-To-Date and 8.20% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
M1 Finance Ultra Aggressive-2.15%-2.39%-2.54%9.47%13.45%8.20%
VOO
Vanguard S&P 500 ETF
-5.74%-3.16%-4.28%10.88%16.04%12.07%
VEA
Vanguard FTSE Developed Markets ETF
10.15%1.27%5.84%11.52%11.96%5.34%
VB
Vanguard Small-Cap ETF
-10.25%-5.60%-8.46%1.18%13.19%7.36%
VO
Vanguard Mid-Cap ETF
-3.51%-3.22%-3.47%7.90%13.60%8.70%
VWO
Vanguard FTSE Emerging Markets ETF
1.99%-2.01%-2.21%10.69%8.34%2.96%
VNQ
Vanguard Real Estate ETF
-1.32%-3.39%-7.30%13.10%7.70%4.69%
BNDX
Vanguard Total International Bond ETF
1.38%1.87%1.95%6.72%0.16%1.85%
*Annualized

Monthly Returns

The table below presents the monthly returns of M1 Finance Ultra Aggressive, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.28%-0.72%-3.84%-0.76%-2.15%
2024-0.54%4.40%3.50%-4.29%4.40%1.03%3.00%2.28%2.20%-2.02%5.13%-4.06%15.45%
20238.00%-3.11%1.46%1.06%-1.64%6.34%3.52%-2.95%-4.67%-3.34%9.21%6.06%20.33%
2022-5.52%-2.21%2.39%-7.69%0.16%-8.48%7.96%-4.16%-9.72%7.15%7.39%-4.65%-17.95%
2021-0.17%3.40%3.19%4.41%1.38%1.24%0.96%2.30%-4.06%5.43%-2.57%4.43%21.33%
2020-1.31%-7.75%-15.73%11.00%5.29%2.64%4.85%5.03%-2.65%-1.74%12.44%4.83%14.28%
20198.87%2.93%1.27%3.19%-5.64%6.18%0.30%-1.84%2.14%2.26%2.50%2.98%27.37%
20184.28%-4.50%-0.60%0.42%1.36%-0.03%2.64%1.46%-0.10%-7.72%1.91%-7.99%-9.34%
20172.44%2.61%0.87%1.34%1.41%0.95%2.26%0.07%2.22%1.73%2.16%1.28%21.13%
2016-5.60%-0.81%7.81%0.96%0.92%0.34%4.19%-0.01%0.55%-2.60%2.04%2.05%9.65%
2015-0.68%5.00%-0.32%0.86%0.51%-2.29%1.23%-6.51%-2.99%6.85%0.01%-2.10%-1.10%
2014-3.60%5.16%0.40%0.60%2.02%2.19%-2.03%2.85%-3.67%2.35%1.35%-1.22%6.15%

Expense Ratio

M1 Finance Ultra Aggressive has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%
Expense ratio chart for VWO: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWO: 0.08%
Expense ratio chart for BNDX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDX: 0.07%
Expense ratio chart for VEA: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEA: 0.05%
Expense ratio chart for VB: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VB: 0.05%
Expense ratio chart for VO: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VO: 0.04%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of M1 Finance Ultra Aggressive is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of M1 Finance Ultra Aggressive is 4141
Overall Rank
The Sharpe Ratio Rank of M1 Finance Ultra Aggressive is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of M1 Finance Ultra Aggressive is 3737
Sortino Ratio Rank
The Omega Ratio Rank of M1 Finance Ultra Aggressive is 3838
Omega Ratio Rank
The Calmar Ratio Rank of M1 Finance Ultra Aggressive is 4040
Calmar Ratio Rank
The Martin Ratio Rank of M1 Finance Ultra Aggressive is 5151
Martin 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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.51, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.51
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.84, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.84
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.12
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.54, compared to the broader market0.002.004.006.00
Portfolio: 0.54
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 2.40, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.40
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
0.540.881.130.552.27
VEA
Vanguard FTSE Developed Markets ETF
0.620.991.130.802.41
VB
Vanguard Small-Cap ETF
0.030.201.030.020.08
VO
Vanguard Mid-Cap ETF
0.460.761.110.441.68
VWO
Vanguard FTSE Emerging Markets ETF
0.620.991.130.591.96
VNQ
Vanguard Real Estate ETF
0.701.051.140.512.38
BNDX
Vanguard Total International Bond ETF
1.642.381.290.697.43

The current M1 Finance Ultra Aggressive Sharpe ratio is 0.51. 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 0.39 to 0.88, 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 M1 Finance Ultra Aggressive 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.46
M1 Finance Ultra Aggressive
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

M1 Finance Ultra Aggressive provided a 2.32% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.32%2.34%2.40%2.41%2.10%1.84%2.39%2.68%2.24%2.48%2.44%2.56%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VEA
Vanguard FTSE Developed Markets ETF
2.98%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%
VB
Vanguard Small-Cap ETF
1.57%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%
VO
Vanguard Mid-Cap ETF
1.63%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%
VWO
Vanguard FTSE Emerging Markets ETF
3.16%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
BNDX
Vanguard Total International Bond ETF
4.24%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.00%
-10.07%
M1 Finance Ultra Aggressive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the M1 Finance Ultra Aggressive. 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 M1 Finance Ultra Aggressive was 35.88%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current M1 Finance Ultra Aggressive drawdown is 7.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.88%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-25.83%Nov 9, 2021235Oct 14, 2022331Feb 9, 2024566
-18.86%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-18.53%May 22, 2015183Feb 11, 2016128Aug 15, 2016311
-16.75%Feb 19, 202535Apr 8, 2025

Volatility

Volatility Chart

The current M1 Finance Ultra Aggressive volatility is 12.71%, 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%14.00%NovemberDecember2025FebruaryMarchApril
12.71%
14.23%
M1 Finance Ultra Aggressive
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.006.007.00
Effective Assets: 4.26

The portfolio contains 7 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCBNDXVNQVWOVEAVBVOOVOPortfolio
^GSPC1.00-0.010.600.680.810.871.000.920.96
BNDX-0.011.000.180.000.01-0.01-0.000.010.02
VNQ0.600.181.000.420.540.630.600.660.67
VWO0.680.000.421.000.790.640.680.670.77
VEA0.810.010.540.791.000.770.810.800.91
VB0.87-0.010.630.640.771.000.870.950.92
VOO1.00-0.000.600.680.810.871.000.920.96
VO0.920.010.660.670.800.950.921.000.95
Portfolio0.960.020.670.770.910.920.960.951.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013