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m1

Last updated Mar 2, 2024

Mimi 30.sept 2023

Asset Allocation


IEF 50%BTC-USD 2.5%SPY 22.5%QQQ 10%XLK 10%NVDA 3%TSLA 2%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

50%

BTC-USD
Bitcoin

2.50%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

22.50%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

XLK
Technology Select Sector SPDR Fund
Technology Equities

10%

NVDA
NVIDIA Corporation
Technology

3%

TSLA
Tesla, Inc.
Consumer Cyclical

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in m1, 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024FebruaryMarch
1,112.62%
382.41%
m1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD

Returns

As of Mar 2, 2024, the m1 returned 5.55% Year-To-Date and 8.89% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
m15.55%3.34%12.56%25.95%10.33%8.94%
IEF
iShares 7-10 Year Treasury Bond ETF
-1.56%-0.95%2.08%2.25%-0.14%0.82%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%39.33%18.97%
BTC-USD
Bitcoin
47.74%45.24%141.90%178.31%46.79%37.39%
SPY
SPDR S&P 500 ETF
7.90%3.74%14.53%28.81%10.11%8.52%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%14.47%12.29%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%17.19%13.96%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%53.14%43.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.10%3.41%
2023-1.18%-4.21%-1.52%7.72%4.51%

Sharpe Ratio

The current m1 Sharpe ratio is 1.66. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.66

The Sharpe ratio of m1 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.66
2.44
m1
Benchmark (^GSPC)
Portfolio components

Dividend yield

m1 granted a 1.95% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
m11.95%1.91%1.54%0.80%1.03%1.63%1.85%1.54%1.66%1.73%1.81%1.63%
IEF
iShares 7-10 Year Treasury Bond ETF
3.06%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
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%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.29%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
QQQ
Invesco QQQ
0.57%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
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Expense Ratio

The m1 features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
m1
1.66
IEF
iShares 7-10 Year Treasury Bond ETF
-0.06
TSLA
Tesla, Inc.
-0.53
BTC-USD
Bitcoin
2.99
SPY
SPDR S&P 500 ETF
2.01
QQQ
Invesco QQQ
1.76
XLK
Technology Select Sector SPDR Fund
1.80
NVDA
NVIDIA Corporation
2.75

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDIEFTSLANVDASPYXLKQQQ
BTC-USD1.00-0.010.060.090.090.090.09
IEF-0.011.00-0.11-0.14-0.26-0.20-0.19
TSLA0.06-0.111.000.370.400.410.46
NVDA0.09-0.140.371.000.540.640.64
SPY0.09-0.260.400.541.000.830.84
XLK0.09-0.200.410.640.831.000.93
QQQ0.09-0.190.460.640.840.931.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
m1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the m1. 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 was 25.52%, occurring on Oct 15, 2022. Recovery took 466 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.52%Dec 28, 2021292Oct 15, 2022466Jan 24, 2024758
-24.78%Jun 10, 20113Jun 12, 2011636Mar 9, 2013639
-15.87%Feb 20, 202028Mar 18, 202061May 18, 202089
-10.57%Sep 4, 2018113Dec 25, 201885Mar 20, 2019198
-9.3%Nov 30, 201319Dec 18, 2013160May 27, 2014179

Volatility Chart

The current m1 volatility is 2.70%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.70%
3.47%
m1
Benchmark (^GSPC)
Portfolio components
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