Mine
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACHR Archer Aviation Inc. | Industrials | 50% |
MBLY Mobileye Global Inc. Class A Common Stock | Consumer Cyclical | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mine, 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 Oct 26, 2022, corresponding to the inception date of MBLY
Returns By Period
| 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% |
| Mine | -37.65% | 1.68% | -14.19% | -26.53% | N/A | N/A |
| Portfolio components: | ||||||
MBLY Mobileye Global Inc. Class A Common Stock | -48.55% | -16.61% | -19.30% | -44.81% | N/A | N/A |
ACHR Archer Aviation Inc. | -28.66% | 17.11% | -12.57% | -8.37% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Mine, 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 | -30.84% | -0.65% | 8.77% | -15.16% | -11.23% | 8.63% | -37.65% | ||||||
| 2023 | 32.72% | 1.99% | 2.15% | -21.89% | 32.64% | 12.30% | 31.46% | -0.41% | -11.80% | -10.12% | 20.76% | 3.99% | 109.63% |
| 2022 | -0.53% | -2.54% | -0.10% | -3.16% |
Expense Ratio
Mine 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 Mine is 1, indicating that it is in the bottom 1% 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 | |
|---|---|---|---|---|---|
MBLY Mobileye Global Inc. Class A Common Stock | -0.86 | -1.16 | 0.85 | -0.86 | -1.65 |
ACHR Archer Aviation Inc. | -0.05 | 0.57 | 1.06 | -0.07 | -0.13 |
Dividends
Dividend yield
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 Mine. 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 Mine was 48.28%, occurring on May 29, 2024. The portfolio has not yet recovered.
The current Mine drawdown is 40.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.28% | Dec 15, 2023 | 113 | May 29, 2024 | — | — | — |
| -28.67% | Feb 16, 2023 | 49 | Apr 27, 2023 | 21 | May 26, 2023 | 70 |
| -25.51% | Aug 24, 2023 | 44 | Oct 25, 2023 | 35 | Dec 14, 2023 | 79 |
| -21.73% | Jun 15, 2023 | 7 | Jun 26, 2023 | 6 | Jul 5, 2023 | 13 |
| -13.87% | Jul 19, 2023 | 7 | Jul 27, 2023 | 2 | Jul 31, 2023 | 9 |
Volatility
Volatility Chart
The current Mine volatility is 16.18%, 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
| ACHR | MBLY | |
|---|---|---|
| ACHR | 1.00 | 0.27 |
| MBLY | 0.27 | 1.00 |