Max Aggressive
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 15% |
QQQ Invesco QQQ | Large Cap Blend Equities | 70% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 15% |
Performance
Performance Chart
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
The earliest data available for this chart is May 5, 2000, corresponding to the inception date of SMH
Returns By Period
As of Jul 25, 2024, the Max Aggressive returned 17.62% Year-To-Date and 21.11% 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% |
| Max Aggressive | 16.31% | -4.33% | 12.29% | 25.83% | 24.19% | 20.99% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.88% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
Monthly Returns
The table below presents the monthly returns of Max Aggressive, 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 | 1.58% | 5.65% | 1.23% | -3.89% | 8.13% | 7.28% | 16.31% | ||||||
| 2023 | 11.63% | 0.25% | 9.94% | -0.11% | 8.62% | 6.65% | 3.72% | -2.08% | -5.94% | -2.11% | 11.59% | 5.56% | 56.80% |
| 2022 | -7.98% | -4.36% | 4.24% | -13.20% | -1.02% | -10.02% | 14.07% | -5.49% | -11.24% | 4.76% | 6.33% | -9.43% | -31.53% |
| 2021 | 0.66% | -0.28% | 1.47% | 5.24% | -1.25% | 6.65% | 3.03% | 4.03% | -5.81% | 7.40% | 4.66% | 2.31% | 31.06% |
| 2020 | 2.53% | -6.61% | -7.82% | 14.94% | 6.72% | 7.91% | 8.92% | 11.83% | -5.74% | -2.97% | 12.21% | 6.05% | 54.88% |
| 2019 | 8.73% | 3.81% | 4.61% | 6.10% | -9.98% | 9.05% | 3.71% | -1.92% | 2.38% | 5.79% | 4.68% | 6.25% | 50.71% |
| 2018 | 7.31% | 0.03% | -4.04% | -0.90% | 7.49% | 0.05% | 2.85% | 7.47% | -0.66% | -8.30% | -2.56% | -8.69% | -1.67% |
| 2017 | 4.90% | 5.47% | 2.82% | 1.91% | 4.91% | -3.20% | 4.06% | 3.53% | -0.36% | 6.01% | 1.47% | 0.24% | 36.26% |
| 2016 | -6.97% | -0.90% | 8.10% | -5.04% | 5.36% | -2.17% | 8.07% | 1.75% | 3.30% | -1.21% | 0.59% | 1.88% | 12.17% |
| 2015 | -1.07% | 7.80% | -2.56% | 1.48% | 3.42% | -3.64% | 2.03% | -6.54% | -1.80% | 10.51% | 0.78% | -2.76% | 6.58% |
| 2014 | -3.41% | 5.37% | -0.99% | 0.94% | 4.92% | 3.59% | 1.04% | 5.57% | -0.97% | 3.03% | 6.00% | -2.62% | 24.21% |
| 2013 | 0.57% | 0.29% | 2.32% | 2.43% | 3.35% | -3.60% | 6.89% | 0.54% | 3.99% | 5.39% | 3.57% | 3.09% | 32.44% |
Expense Ratio
Max Aggressive has an expense ratio of 0.19%, 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 rank of Max Aggressive is 60, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
Dividends
Dividend yield
Max Aggressive granted a 0.58% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Max Aggressive | 0.58% | 0.60% | 1.02% | 0.52% | 0.68% | 1.58% | 1.47% | 1.23% | 1.27% | 1.62% | 1.58% | 1.49% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 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 | 0.44% | 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 | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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 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 8.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.4% | May 8, 2000 | 612 | Oct 9, 2002 | 2084 | Jan 11, 2011 | 2696 |
| -34.99% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -28.97% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -24.64% | Sep 4, 2018 | 78 | Dec 24, 2018 | 77 | Apr 16, 2019 | 155 |
| -16.58% | Dec 7, 2015 | 46 | Feb 11, 2016 | 115 | Jul 27, 2016 | 161 |
Volatility
Volatility Chart
The current Max Aggressive volatility is 6.90%, 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
| AAPL | SMH | QQQ | |
|---|---|---|---|
| AAPL | 1.00 | 0.56 | 0.69 |
| SMH | 0.56 | 1.00 | 0.83 |
| QQQ | 0.69 | 0.83 | 1.00 |