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Max Aggressive

Last updated Feb 21, 2024

Asset Allocation


QQQ 70%SMH 15%AAPL 15%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

70%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

15%

AAPL
Apple Inc.
Technology

15%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
17.85%
13.40%
Max Aggressive
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 5, 2000, corresponding to the inception date of SMH

Returns

As of Feb 21, 2024, the Max Aggressive returned 4.11% Year-To-Date and 21.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Max Aggressive4.11%1.10%17.85%42.26%25.11%21.06%
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%
SMH
VanEck Vectors Semiconductor ETF
13.10%5.66%33.06%63.92%34.08%28.18%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.58%
20233.72%-2.08%-5.94%-2.11%11.59%5.56%

Sharpe Ratio

The current Max Aggressive Sharpe ratio is 2.38. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.38

The Sharpe ratio of Max Aggressive 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
2.38
1.75
Max Aggressive
Benchmark (^GSPC)
Portfolio components

Dividend yield

Max Aggressive granted a 0.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Max Aggressive0.57%0.60%1.02%0.52%0.68%1.58%1.47%1.23%1.27%1.62%1.58%1.49%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMH
VanEck Vectors Semiconductor ETF
0.53%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Expense Ratio

The Max Aggressive features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%

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
QQQ
Invesco QQQ
2.53
SMH
VanEck Vectors Semiconductor ETF
2.33
AAPL
Apple Inc.
0.97

Asset Correlations Table

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

AAPLSMHQQQ
AAPL1.000.560.70
SMH0.561.000.83
QQQ0.700.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.58%
-1.08%
Max Aggressive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Max Aggressive. 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 Max Aggressive was 78.40%, occurring on Oct 9, 2002. Recovery took 2084 trading sessions.

The current Max Aggressive drawdown is 2.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.4%May 8, 2000612Oct 9, 20022084Jan 11, 20112696
-34.99%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-28.97%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-24.64%Sep 4, 201878Dec 24, 201877Apr 16, 2019155
-16.58%Dec 7, 201546Feb 11, 2016115Jul 27, 2016161

Volatility Chart

The current Max Aggressive volatility is 4.28%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.28%
3.37%
Max Aggressive
Benchmark (^GSPC)
Portfolio components
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