M1 Finance Ultra Aggressive
25% VOO – S&P 500 25% VEA – Developed Markets 25% VWO – Emerging Markets 10% IVOV – US Mid-cap Value 10% VIOV – US Small-cap Value 5% VNQ – US REITsImproving M1 Finance’s Ultra Aggressive Portfolio Pie Last Updated: July 23, 2023 1 Comment – 2 min. read
M1 Finance provides Expert Pies that are pre-built portfolios available for you to invest in if you prefer not to choose your own investments. They are comprised of low-cost Vanguard ETF's. This is ideal for the investor who wants a lazy portfolio to be completely hands-off. M1's category of “General Investing” Expert Pies allows you to select a portfolio based on your personal risk tolerance. This is all great. The not-so-great is the fact that these portfolios have some wonky assets and allocations.
Here are my attempts at improving the other variations of M1's General Investing Expert Pies.
M1 maintains that these portfolios are mean-variance optimized (think Modern Portfolio Theory and Harry Markowitz). This is unnecessary and likely just overfitting in my opinion, and makes them complicated and uneven. This specific pie isn't so bad because it contains basically no bonds, which is where the weirdness usually lies, but it still:
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 Quarterly
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Dec 19, 2024, the M1 Finance Ultra Aggressive returned 12.36% Year-To-Date and 8.44% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| M1 Finance Ultra Aggressive | 12.98% | -2.69% | 5.41% | 13.65% | 8.66% | 8.40% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.02% | -0.44% | 9.64% | 26.45% | 14.80% | 13.05% |
VEA Vanguard FTSE Developed Markets ETF | 2.61% | -2.46% | -2.23% | 3.45% | 4.78% | 5.22% |
VB Vanguard Small-Cap ETF | 14.92% | -5.81% | 11.44% | 14.66% | 9.43% | 9.10% |
VO Vanguard Mid-Cap ETF | 16.91% | -4.94% | 10.59% | 17.45% | 10.26% | 9.61% |
VWO Vanguard FTSE Emerging Markets ETF | 11.50% | 0.14% | 3.84% | 13.82% | 3.25% | 4.07% |
VNQ Vanguard Real Estate ETF | 4.10% | -7.18% | 7.78% | 4.87% | 3.19% | 4.87% |
BNDX Vanguard Total International Bond ETF | 3.75% | 0.41% | 3.78% | 3.67% | 0.10% | 1.95% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.99% | 4.03% | 3.45% | -4.09% | 4.27% | 0.51% | 3.31% | 2.35% | 2.26% | -2.57% | 4.21% | 12.98% | |
| 2023 | 8.26% | -3.34% | 1.44% | 1.12% | -2.10% | 6.03% | 3.54% | -3.27% | -4.53% | -3.44% | 9.12% | 6.14% | 19.14% |
| 2022 | -5.14% | -2.28% | 1.91% | -7.37% | 0.29% | -8.38% | 7.28% | -4.27% | -9.77% | 6.51% | 8.38% | -4.14% | -17.55% |
| 2021 | -0.11% | 3.25% | 3.02% | 4.19% | 1.65% | 0.97% | 0.72% | 2.14% | -3.93% | 4.95% | -2.90% | 4.38% | 19.45% |
| 2020 | -1.60% | -7.59% | -15.82% | 10.44% | 5.30% | 2.85% | 4.64% | 4.80% | -2.47% | -1.78% | 12.56% | 5.00% | 13.68% |
| 2019 | 8.82% | 2.78% | 1.24% | 3.08% | -5.54% | 6.06% | 0.01% | -1.82% | 2.20% | 2.39% | 2.28% | 3.13% | 26.73% |
| 2018 | 4.26% | -4.59% | -0.50% | 0.42% | 1.13% | -0.14% | 2.60% | 1.03% | -0.11% | -7.71% | 1.90% | -7.60% | -9.68% |
| 2017 | 2.61% | 2.46% | 1.10% | 1.40% | 1.54% | 0.94% | 2.36% | 0.13% | 2.16% | 1.71% | 2.02% | 1.34% | 21.62% |
| 2016 | -5.60% | -0.92% | 7.89% | 1.06% | 0.75% | 0.27% | 4.21% | 0.06% | 0.67% | -2.53% | 1.68% | 2.03% | 9.36% |
| 2015 | -0.57% | 5.03% | -0.39% | 1.12% | 0.41% | -2.33% | 1.17% | -6.58% | -2.96% | 6.80% | -0.08% | -2.13% | -1.18% |
| 2014 | -3.56% | 5.14% | 0.43% | 0.64% | 2.03% | 2.17% | -1.98% | 2.82% | -3.71% | 2.32% | 1.28% | -1.28% | 6.07% |
| 2013 | -2.33% | 4.81% | -2.81% | 5.61% | 3.73% | 1.20% | 2.00% | 12.51% |
Expense Ratio
M1 Finance Ultra Aggressive has an expense ratio of 0.05%, 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 M1 Finance Ultra Aggressive is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.25 | 2.98 | 1.42 | 3.31 | 14.77 |
VEA Vanguard FTSE Developed Markets ETF | 0.42 | 0.66 | 1.08 | 0.58 | 1.65 |
VB Vanguard Small-Cap ETF | 1.01 | 1.46 | 1.18 | 1.49 | 5.27 |
VO Vanguard Mid-Cap ETF | 1.56 | 2.15 | 1.27 | 1.88 | 8.76 |
VWO Vanguard FTSE Emerging Markets ETF | 1.05 | 1.54 | 1.19 | 0.66 | 4.30 |
VNQ Vanguard Real Estate ETF | 0.39 | 0.62 | 1.08 | 0.24 | 1.32 |
BNDX Vanguard Total International Bond ETF | 0.90 | 1.32 | 1.15 | 0.39 | 3.03 |
Dividends
Dividend yield
M1 Finance Ultra Aggressive provided a 2.10% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.10% | 2.40% | 2.41% | 2.10% | 1.84% | 2.39% | 2.68% | 2.24% | 2.48% | 2.44% | 2.56% | 2.19% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VEA Vanguard FTSE Developed Markets ETF | 3.37% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VB Vanguard Small-Cap ETF | 0.92% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VO Vanguard Mid-Cap ETF | 1.42% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
VWO Vanguard FTSE Emerging Markets ETF | 3.17% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VNQ Vanguard Real Estate ETF | 2.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
BNDX Vanguard Total International Bond ETF | 2.06% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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 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 35.69%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current M1 Finance Ultra Aggressive drawdown is 4.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.69% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -26.4% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -18.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -18.85% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -8.68% | Sep 8, 2014 | 29 | Oct 16, 2014 | 74 | Feb 3, 2015 | 103 |
Volatility
Volatility Chart
The current M1 Finance Ultra Aggressive volatility is 3.72%, 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
| BNDX | VNQ | VWO | VEA | VB | VOO | VO | |
|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.18 | 0.00 | 0.00 | -0.02 | -0.01 | 0.00 |
| VNQ | 0.18 | 1.00 | 0.42 | 0.53 | 0.63 | 0.60 | 0.66 |
| VWO | 0.00 | 0.42 | 1.00 | 0.79 | 0.63 | 0.68 | 0.67 |
| VEA | 0.00 | 0.53 | 0.79 | 1.00 | 0.77 | 0.81 | 0.80 |
| VB | -0.02 | 0.63 | 0.63 | 0.77 | 1.00 | 0.86 | 0.95 |
| VOO | -0.01 | 0.60 | 0.68 | 0.81 | 0.86 | 1.00 | 0.92 |
| VO | 0.00 | 0.66 | 0.67 | 0.80 | 0.95 | 0.92 | 1.00 |