t1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 50% |
MSFT Microsoft Corporation | Technology | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in t1, 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
Returns
As of Sep 23, 2023, the t1 returned 34.17% Year-To-Date and 28.54% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| t1 | -1.99% | 11.42% | 34.17% | 25.43% | 26.24% | 28.56% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -2.14% | 9.37% | 35.10% | 16.88% | 26.96% | 27.78% |
MSFT Microsoft Corporation | -1.85% | 13.47% | 33.09% | 34.53% | 24.02% | 27.80% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AAPL | MSFT | |
|---|---|---|
| AAPL | 1.00 | 0.45 |
| MSFT | 0.45 | 1.00 |
Dividend yield
t1 granted a 0.70% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| t1 | 0.70% | 0.88% | 0.59% | 0.79% | 1.15% | 1.82% | 1.76% | 2.33% | 2.36% | 2.36% | 2.73% | 2.48% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
Expense Ratio
The t1 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
MSFT Microsoft Corporation | 1.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the t1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the t1 is 69.34%, recorded on Dec 20, 2000. It took 1041 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.34% | Mar 24, 2000 | 189 | Dec 20, 2000 | 1041 | Feb 15, 2005 | 1230 |
| -56.67% | Dec 27, 2007 | 301 | Mar 9, 2009 | 203 | Dec 24, 2009 | 504 |
| -48.67% | Oct 6, 1987 | 42 | Dec 3, 1987 | 577 | Mar 16, 1990 | 619 |
| -42.95% | Jan 15, 1993 | 168 | Sep 14, 1993 | 280 | Oct 21, 1994 | 448 |
| -39.3% | Aug 8, 1997 | 97 | Dec 24, 1997 | 46 | Mar 4, 1998 | 143 |
Volatility Chart
The current t1 volatility is 5.51%, 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.