Mar1
owned
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMD Advanced Micro Devices, Inc. | Technology | 20% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mar1, 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Mar1 returned 13.38% Year-To-Date and 44.82% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Mar1 | 11.52% | -9.76% | 3.86% | 27.82% | 47.19% | 44.64% |
| Portfolio components: | ||||||
CELH Celsius Holdings, Inc. | -14.90% | -17.97% | -11.49% | -3.63% | 94.50% | 70.99% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 20.00% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
Monthly Returns
The table below presents the monthly returns of Mar1, 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 | 2.38% | 19.47% | -0.47% | -6.03% | 8.89% | -0.90% | 11.52% | ||||||
| 2023 | 11.95% | 1.70% | 16.15% | 2.92% | 17.93% | 6.60% | 3.95% | 3.37% | -5.61% | -4.08% | 9.72% | 9.51% | 99.99% |
| 2022 | -14.36% | -1.72% | -2.38% | -12.86% | 7.53% | -11.02% | 16.93% | 0.39% | -15.49% | -5.43% | 15.30% | -9.72% | -33.10% |
| 2021 | -0.16% | 3.13% | -3.02% | 11.56% | 2.06% | 10.71% | 4.06% | 7.96% | -4.62% | 7.33% | 2.60% | 1.20% | 50.30% |
| 2020 | 5.05% | -3.17% | -13.01% | 17.77% | 23.04% | 10.79% | 21.14% | 19.68% | -4.50% | -3.13% | 20.90% | 14.18% | 162.98% |
| 2019 | 18.16% | -3.21% | 8.88% | 5.72% | -6.44% | 8.72% | 6.83% | -5.14% | -3.24% | 8.06% | 13.87% | 6.32% | 71.77% |
| 2018 | 11.48% | -4.62% | -11.57% | 7.09% | 8.18% | 2.78% | 3.19% | 14.39% | 3.29% | -12.34% | -3.50% | -9.31% | 4.71% |
| 2017 | 11.30% | 11.04% | 3.72% | 1.19% | 0.83% | 0.20% | 3.86% | 5.85% | 3.17% | -0.78% | -1.33% | 0.50% | 46.23% |
| 2016 | -4.02% | -5.33% | 15.37% | 3.72% | 9.68% | -0.36% | 10.81% | 2.36% | 0.31% | 0.87% | 5.35% | 8.47% | 55.81% |
| 2015 | 9.46% | 21.94% | 0.76% | 15.49% | -1.40% | 8.16% | -0.47% | -8.55% | -0.08% | 10.70% | 1.09% | 7.25% | 80.79% |
| 2014 | -1.17% | 1.05% | 3.43% | 0.70% | 3.78% | -7.33% | -4.52% | 1.26% | -0.85% | -4.11% |
Expense Ratio
Mar1 has an expense ratio of 0.00%, indicating no management fees are charged. 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 Mar1 is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -0.08 | 0.32 | 1.04 | -0.10 | -0.23 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
Dividends
Dividend yield
Mar1 granted a 0.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mar1 | 0.16% | 0.10% | 0.14% | 0.10% | 0.12% | 0.21% | 0.36% | 0.29% | 0.39% | 0.39% | 0.33% | 0.42% |
| Portfolio components: | ||||||||||||
CELH Celsius Holdings, 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% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMD Advanced Micro Devices, 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% |
META Meta Platforms, Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Mar1. 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 Mar1 was 42.02%, occurring on Nov 9, 2022. Recovery took 130 trading sessions.
The current Mar1 drawdown is 14.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.02% | Nov 9, 2021 | 253 | Nov 9, 2022 | 130 | May 18, 2023 | 383 |
| -34.19% | Feb 20, 2020 | 18 | Mar 16, 2020 | 45 | May 19, 2020 | 63 |
| -31.12% | Sep 17, 2018 | 69 | Dec 24, 2018 | 89 | May 3, 2019 | 158 |
| -19.86% | Apr 28, 2015 | 84 | Aug 25, 2015 | 83 | Dec 22, 2015 | 167 |
| -19.02% | Jan 24, 2018 | 45 | Mar 28, 2018 | 46 | Jun 4, 2018 | 91 |
Volatility
Volatility Chart
The current Mar1 volatility is 8.70%, 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.
Diversification
Asset Correlations Table
| CELH | AMD | AAPL | META | GOOG | |
|---|---|---|---|---|---|
| CELH | 1.00 | 0.20 | 0.21 | 0.22 | 0.21 |
| AMD | 0.20 | 1.00 | 0.43 | 0.41 | 0.43 |
| AAPL | 0.21 | 0.43 | 1.00 | 0.51 | 0.58 |
| META | 0.22 | 0.41 | 0.51 | 1.00 | 0.66 |
| GOOG | 0.21 | 0.43 | 0.58 | 0.66 | 1.00 |