M1 portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 14% |
CMG Chipotle Mexican Grill, Inc. | Consumer Cyclical | 5% |
COST Costco Wholesale Corporation | Consumer Defensive | 11% |
CP Canadian Pacific Railway Limited | Industrials | 5.50% |
INTU Intuit Inc. | Technology | 4% |
MA Mastercard Inc | Financial Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
SPGI S&P Global Inc. | Financial Services | 14% |
TXRH Texas Roadhouse, Inc. | Consumer Cyclical | 7% |
UNP Union Pacific Corporation | Industrials | 5.50% |
VICI VICI Properties Inc. | Real Estate | 14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in M1 portfolio, 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.
The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -1.00% | -4.87% | 8.34% | 14.11% | 10.27% |
| M1 portfolio | -2.60% | -0.53% | -2.01% | 12.32% | 21.11% | N/A |
| Portfolio components: | ||||||
SPGI S&P Global Inc. | -3.45% | -4.48% | -1.81% | 16.31% | 11.14% | 17.71% |
MA Mastercard Inc | 1.63% | -1.16% | 5.47% | 16.05% | 15.77% | 20.25% |
INTU Intuit Inc. | -0.36% | 4.39% | 2.79% | -1.32% | 19.37% | 21.08% |
AAPL Apple Inc | -16.34% | -3.96% | -9.36% | 24.20% | 25.47% | 22.38% |
MSFT Microsoft Corporation | -6.85% | 3.45% | -8.11% | -2.82% | 19.33% | 25.12% |
VICI VICI Properties Inc. | 11.80% | 0.66% | 3.18% | 19.61% | 20.08% | N/A |
TXRH Texas Roadhouse, Inc. | -10.06% | -5.50% | -13.12% | 4.14% | 28.56% | 19.05% |
CMG Chipotle Mexican Grill, Inc. | -14.13% | 3.75% | -12.89% | -18.76% | 24.53% | 15.39% |
COST Costco Wholesale Corporation | 6.76% | 5.11% | 9.91% | 34.53% | 28.48% | 23.39% |
CP Canadian Pacific Railway Limited | 0.34% | 4.41% | -5.66% | -10.63% | 10.30% | 7.62% |
UNP Union Pacific Corporation | -5.95% | -8.12% | -6.34% | -10.18% | 8.10% | 9.68% |
Monthly Returns
The table below presents the monthly returns of M1 portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.03% | 2.51% | -5.40% | -1.55% | -2.60% | ||||||||
| 2024 | 1.17% | 3.64% | 0.28% | -2.72% | 4.43% | 3.82% | 3.06% | 3.73% | 1.23% | -3.15% | 6.25% | -3.60% | 19.05% |
| 2023 | 8.56% | -2.76% | 5.35% | 4.17% | -0.45% | 6.21% | 1.18% | -1.68% | -4.91% | -0.79% | 10.96% | 6.05% | 35.28% |
| 2022 | -5.61% | -2.81% | 4.85% | -5.93% | -3.83% | -4.74% | 14.10% | -3.95% | -10.07% | 7.56% | 5.90% | -7.59% | -13.99% |
| 2021 | -2.59% | 3.86% | 3.08% | 7.65% | -1.78% | 4.52% | 4.51% | 1.48% | -4.80% | 8.05% | -0.84% | 6.47% | 32.72% |
| 2020 | 5.75% | -8.30% | -12.68% | 13.34% | 8.68% | 4.24% | 7.27% | 10.68% | -2.54% | -4.18% | 9.95% | 3.37% | 36.98% |
| 2019 | 10.04% | 4.81% | 5.86% | 3.67% | -4.43% | 6.92% | 3.93% | 1.97% | -0.48% | 4.02% | 4.54% | 3.58% | 53.65% |
| 2018 | 6.38% | -0.52% | -1.36% | 3.19% | 5.64% | 2.45% | 1.85% | 7.81% | 0.79% | -5.28% | -0.38% | -10.01% | 9.57% |
| 2017 | 1.02% | 5.43% | 1.57% | 8.18% |
Expense Ratio
M1 portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of M1 portfolio is 70, 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 | |
|---|---|---|---|---|---|
SPGI S&P Global Inc. | 0.78 | 1.17 | 1.16 | 0.88 | 3.20 |
MA Mastercard Inc | 0.76 | 1.15 | 1.17 | 0.95 | 3.94 |
INTU Intuit Inc. | -0.01 | 0.22 | 1.03 | -0.02 | -0.04 |
AAPL Apple Inc | 0.80 | 1.30 | 1.19 | 0.78 | 2.94 |
MSFT Microsoft Corporation | -0.13 | -0.01 | 1.00 | -0.13 | -0.30 |
VICI VICI Properties Inc. | 0.96 | 1.50 | 1.18 | 1.28 | 3.24 |
TXRH Texas Roadhouse, Inc. | 0.17 | 0.45 | 1.05 | 0.18 | 0.49 |
CMG Chipotle Mexican Grill, Inc. | -0.33 | -0.24 | 0.97 | -0.34 | -0.64 |
COST Costco Wholesale Corporation | 1.63 | 2.19 | 1.30 | 2.08 | 6.27 |
CP Canadian Pacific Railway Limited | -0.65 | -0.82 | 0.91 | -0.65 | -1.63 |
UNP Union Pacific Corporation | -0.33 | -0.33 | 0.96 | -0.40 | -1.11 |
Dividends
Dividend yield
M1 portfolio provided a 1.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.40% | 1.44% | 1.64% | 1.48% | 1.23% | 1.59% | 1.50% | 1.83% | 1.41% | 1.21% | 1.58% | 1.11% |
| Portfolio components: | ||||||||||||
SPGI S&P Global Inc. | 0.77% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
MA Mastercard Inc | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
INTU Intuit Inc. | 0.64% | 0.60% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% |
AAPL Apple Inc | 0.48% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
VICI VICI Properties Inc. | 5.32% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% |
TXRH Texas Roadhouse, Inc. | 1.55% | 1.35% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% |
CMG Chipotle Mexican Grill, 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% |
COST Costco Wholesale Corporation | 0.36% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
CP Canadian Pacific Railway Limited | 0.75% | 0.76% | 0.72% | 0.77% | 0.84% | 0.76% | 0.93% | 1.07% | 0.93% | 0.98% | 0.85% | 0.65% |
UNP Union Pacific Corporation | 2.49% | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% |
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 portfolio. 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 portfolio was 35.61%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current M1 portfolio drawdown is 6.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -21.45% | Sep 14, 2018 | 70 | Dec 24, 2018 | 56 | Mar 18, 2019 | 126 |
| -21.31% | Dec 30, 2021 | 117 | Jun 16, 2022 | 231 | May 18, 2023 | 348 |
| -15.75% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
| -11.75% | Jul 27, 2023 | 65 | Oct 26, 2023 | 24 | Nov 30, 2023 | 89 |
Volatility
Volatility Chart
The current M1 portfolio volatility is 12.57%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 9.44, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TXRH | VICI | CMG | CP | COST | UNP | AAPL | SPGI | MA | INTU | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.44 | 0.46 | 0.49 | 0.56 | 0.59 | 0.59 | 0.72 | 0.68 | 0.70 | 0.72 | 0.77 | 0.90 |
| TXRH | 0.44 | 1.00 | 0.29 | 0.37 | 0.28 | 0.26 | 0.33 | 0.26 | 0.29 | 0.33 | 0.33 | 0.28 | 0.50 |
| VICI | 0.46 | 0.29 | 1.00 | 0.26 | 0.35 | 0.26 | 0.38 | 0.29 | 0.36 | 0.36 | 0.32 | 0.26 | 0.55 |
| CMG | 0.49 | 0.37 | 0.26 | 1.00 | 0.28 | 0.38 | 0.30 | 0.39 | 0.39 | 0.39 | 0.46 | 0.45 | 0.58 |
| CP | 0.56 | 0.28 | 0.35 | 0.28 | 1.00 | 0.34 | 0.64 | 0.38 | 0.43 | 0.44 | 0.37 | 0.40 | 0.58 |
| COST | 0.59 | 0.26 | 0.26 | 0.38 | 0.34 | 1.00 | 0.35 | 0.46 | 0.47 | 0.42 | 0.48 | 0.50 | 0.63 |
| UNP | 0.59 | 0.33 | 0.38 | 0.30 | 0.64 | 0.35 | 1.00 | 0.36 | 0.47 | 0.48 | 0.36 | 0.37 | 0.60 |
| AAPL | 0.72 | 0.26 | 0.29 | 0.39 | 0.38 | 0.46 | 0.36 | 1.00 | 0.49 | 0.52 | 0.56 | 0.67 | 0.75 |
| SPGI | 0.68 | 0.29 | 0.36 | 0.39 | 0.43 | 0.47 | 0.47 | 0.49 | 1.00 | 0.60 | 0.60 | 0.58 | 0.76 |
| MA | 0.70 | 0.33 | 0.36 | 0.39 | 0.44 | 0.42 | 0.48 | 0.52 | 0.60 | 1.00 | 0.60 | 0.59 | 0.75 |
| INTU | 0.72 | 0.33 | 0.32 | 0.46 | 0.37 | 0.48 | 0.36 | 0.56 | 0.60 | 0.60 | 1.00 | 0.69 | 0.74 |
| MSFT | 0.77 | 0.28 | 0.26 | 0.45 | 0.40 | 0.50 | 0.37 | 0.67 | 0.58 | 0.59 | 0.69 | 1.00 | 0.77 |
| Portfolio | 0.90 | 0.50 | 0.55 | 0.58 | 0.58 | 0.63 | 0.60 | 0.75 | 0.76 | 0.75 | 0.74 | 0.77 | 1.00 |