m1
Mimi 30.sept 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 2.50% | |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 50% |
NVDA NVIDIA Corporation | Technology | 3% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 22.50% |
TSLA Tesla, Inc. | Consumer Cyclical | 2% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 10% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Jul 25, 2024, the m1 returned 10.50% Year-To-Date and 13.21% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| m1 | 10.50% | 0.07% | 9.60% | 16.19% | 13.51% | 13.21% |
| Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.43% | 0.22% | 1.32% | 1.56% | -1.09% | 0.97% |
TSLA Tesla, Inc. | -13.08% | 18.30% | 3.93% | -18.58% | 70.02% | 30.65% |
BTC-USD Bitcoin | 54.67% | 8.45% | 63.12% | 123.67% | 45.95% | 60.02% |
SPY SPDR S&P 500 ETF | 14.59% | -0.28% | 12.21% | 20.50% | 14.16% | 12.58% |
QQQ Invesco QQQ | 13.48% | -2.23% | 9.14% | 23.18% | 19.66% | 17.92% |
XLK Technology Select Sector SPDR Fund | 12.54% | -2.94% | 6.58% | 21.91% | 22.36% | 20.00% |
NVDA NVIDIA Corporation | 130.74% | -3.27% | 86.21% | 150.19% | 92.24% | 75.03% |
Monthly Returns
The table below presents the monthly returns of m1, 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 | 1.10% | 3.42% | 2.30% | -3.91% | 4.34% | 3.36% | 10.50% | ||||||
| 2023 | 8.01% | -0.93% | 6.21% | 0.43% | 2.38% | 3.40% | 1.33% | -1.18% | -4.21% | -1.52% | 7.72% | 4.51% | 28.50% |
| 2022 | -4.95% | -1.60% | 0.33% | -8.28% | -0.40% | -5.43% | 7.79% | -5.07% | -7.47% | 2.43% | 4.45% | -4.99% | -21.97% |
| 2021 | -0.24% | 0.44% | 1.34% | 3.28% | -0.68% | 3.28% | 2.63% | 2.19% | -3.38% | 5.57% | 1.80% | 0.00% | 17.16% |
| 2020 | 4.29% | -1.33% | -3.67% | 8.03% | 3.85% | 2.71% | 4.70% | 6.41% | -2.76% | -1.78% | 7.28% | 4.35% | 36.05% |
| 2019 | 3.63% | 2.09% | 3.11% | 2.32% | -0.93% | 6.23% | 1.04% | 0.98% | 0.07% | 2.79% | 1.34% | 1.94% | 27.33% |
| 2018 | 2.09% | -1.56% | -2.19% | 0.48% | 1.93% | 0.18% | 1.45% | 2.65% | -0.83% | -3.64% | -0.49% | -2.69% | -2.82% |
| 2017 | 1.83% | 2.46% | 0.70% | 2.05% | 5.01% | 0.05% | 2.05% | 3.38% | -0.50% | 3.24% | 2.85% | 2.15% | 28.26% |
| 2016 | -1.60% | 1.18% | 3.45% | -0.53% | 2.53% | 1.95% | 3.04% | -0.36% | 1.05% | -0.93% | -0.15% | 2.56% | 12.71% |
| 2015 | -0.18% | 2.12% | -0.89% | 0.85% | 0.70% | -1.73% | 2.18% | -2.86% | 0.30% | 4.78% | 1.25% | -0.23% | 6.26% |
| 2014 | 0.87% | 2.52% | -1.16% | 0.57% | 3.31% | 1.12% | -0.65% | 2.94% | -1.68% | 1.57% | 2.73% | -1.10% | 11.41% |
| 2013 | 2.37% | 2.94% | 12.32% | 3.98% | 1.76% | -2.47% | 2.83% | -0.07% | 2.91% | 3.30% | 17.02% | -5.17% | 48.05% |
Expense Ratio
m1 has an expense ratio of 0.13%, 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 risk-adjusted rank of m1 is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 1.06 | 1.53 | 1.18 | 0.07 | 3.06 |
TSLA Tesla, Inc. | -0.29 | -0.07 | 0.99 | -0.30 | -0.61 |
BTC-USD Bitcoin | 2.29 | 2.77 | 1.29 | 1.34 | 12.79 |
SPY SPDR S&P 500 ETF | 3.08 | 4.20 | 1.58 | 2.03 | 24.72 |
QQQ Invesco QQQ | 2.05 | 2.71 | 1.37 | 1.31 | 16.21 |
XLK Technology Select Sector SPDR Fund | 1.54 | 2.06 | 1.28 | 0.99 | 11.17 |
NVDA NVIDIA Corporation | 4.91 | 4.72 | 1.62 | 7.70 | 41.80 |
Dividends
Dividend yield
m1 granted a 2.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| m1 | 2.06% | 1.91% | 1.54% | 0.80% | 1.03% | 1.63% | 1.85% | 1.54% | 1.66% | 1.73% | 1.81% | 1.63% |
| Portfolio components: | ||||||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 3.28% | 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 | 1.26% | 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 | 0.62% | 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 | 0.70% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 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.
The current m1 drawdown is 3.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.52% | Dec 28, 2021 | 292 | Oct 15, 2022 | 466 | Jan 24, 2024 | 758 |
| -24.78% | Jun 10, 2011 | 3 | Jun 12, 2011 | 636 | Mar 9, 2013 | 639 |
| -15.87% | Feb 20, 2020 | 28 | Mar 18, 2020 | 61 | May 18, 2020 | 89 |
| -10.57% | Sep 4, 2018 | 113 | Dec 25, 2018 | 85 | Mar 20, 2019 | 198 |
| -9.3% | Nov 30, 2013 | 19 | Dec 18, 2013 | 160 | May 27, 2014 | 179 |
Volatility
Volatility Chart
The current m1 volatility is 3.26%, 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
| BTC-USD | IEF | TSLA | NVDA | SPY | XLK | QQQ | |
|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | -0.00 | 0.06 | 0.09 | 0.09 | 0.09 | 0.09 |
| IEF | -0.00 | 1.00 | -0.10 | -0.13 | -0.24 | -0.19 | -0.18 |
| TSLA | 0.06 | -0.10 | 1.00 | 0.36 | 0.40 | 0.41 | 0.46 |
| NVDA | 0.09 | -0.13 | 0.36 | 1.00 | 0.54 | 0.64 | 0.64 |
| SPY | 0.09 | -0.24 | 0.40 | 0.54 | 1.00 | 0.83 | 0.84 |
| XLK | 0.09 | -0.19 | 0.41 | 0.64 | 0.83 | 1.00 | 0.93 |
| QQQ | 0.09 | -0.18 | 0.46 | 0.64 | 0.84 | 0.93 | 1.00 |