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t1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 50%MSFT 50%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

50%

MSFT
Microsoft Corporation
Technology

50%

S&P 500

Performance

Performance Chart

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


0.00%200,000.00%400,000.00%600,000.00%800,000.00%1,000,000.00%1,200,000.00%FebruaryMarchAprilMayJuneJuly
1,071,743.97%
2,260.74%
t1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 13, 1986, corresponding to the inception date of MSFT

Returns By Period

As of Jul 17, 2024, the t1 returned 22.35% Year-To-Date and 28.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
t117.88%1.28%14.70%23.02%32.36%28.11%
AAPL
Apple Inc
16.81%4.68%17.40%16.76%35.69%26.82%
MSFT
Microsoft Corporation
16.67%-2.07%10.04%27.00%27.44%27.68%

Monthly Returns

The table below presents the monthly returns of t1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.77%1.35%-1.47%-4.08%10.02%8.68%17.88%
20237.21%1.64%13.64%4.74%5.88%6.49%-0.03%-3.25%-6.29%3.42%11.85%0.25%53.69%
2022-4.54%-4.59%4.50%-9.85%-3.63%-6.82%14.07%-4.82%-11.52%5.28%3.13%-9.04%-26.91%
20211.88%-3.66%1.13%7.29%-2.91%9.20%5.84%5.19%-6.71%11.75%4.90%4.56%43.76%
20206.67%-7.99%-4.67%14.59%5.57%13.04%8.56%16.33%-8.70%-4.87%7.76%7.72%62.92%
20194.16%6.09%7.48%8.19%-8.59%10.51%4.67%-0.11%4.08%7.12%6.89%7.15%73.30%
20185.03%2.75%-4.22%0.49%9.73%-0.59%5.19%13.01%0.44%-4.83%-7.16%-9.89%7.73%
20174.41%6.51%3.99%1.97%4.65%-3.51%4.37%7.00%-3.26%10.67%1.86%0.06%45.10%
2016-4.11%-3.68%10.64%-11.84%7.10%-3.85%9.89%2.18%3.37%2.23%-0.43%3.94%13.92%
2015-3.47%9.73%-4.95%10.14%0.41%-4.78%1.21%-6.40%-0.18%13.66%1.80%-4.03%11.32%
2014-4.84%3.77%4.55%4.20%5.10%2.27%3.18%6.84%0.14%4.25%6.67%-5.15%34.62%
2013-5.98%-0.04%1.58%7.98%4.38%-5.79%3.20%7.16%-1.29%8.01%7.74%-0.50%28.15%

Expense Ratio

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of t1 is 36, 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.


The Risk-Adjusted Performance Rank of t1 is 3636
t1
The Sharpe Ratio Rank of t1 is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of t1 is 2727Sortino Ratio Rank
The Omega Ratio Rank of t1 is 2626Omega Ratio Rank
The Calmar Ratio Rank of t1 is 6565Calmar Ratio Rank
The Martin Ratio Rank of t1 is 3333Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


t1
Sharpe ratio
The chart of Sharpe ratio for t1, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.005.001.15
Sortino ratio
The chart of Sortino ratio for t1, currently valued at 1.69, compared to the broader market-2.000.002.004.006.001.69
Omega ratio
The chart of Omega ratio for t1, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for t1, currently valued at 1.70, compared to the broader market0.002.004.006.008.0010.001.70
Martin ratio
The chart of Martin ratio for t1, currently valued at 4.43, compared to the broader market0.0010.0020.0030.0040.004.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.691.141.140.941.86
MSFT
Microsoft Corporation
1.211.681.211.855.57

Sharpe Ratio

The current t1 Sharpe ratio is 1.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.48, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of t1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.15
1.82
t1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

t1 granted a 0.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
t10.55%0.62%0.88%0.59%0.77%1.12%1.74%1.66%2.15%2.13%2.07%2.35%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.95%
-2.86%
t1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the t1. 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 t1 was 69.34%, occurring on Dec 20, 2000. Recovery took 1041 trading sessions.

The current t1 drawdown is 1.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.34%Mar 24, 2000189Dec 20, 20001041Feb 15, 20051230
-56.67%Dec 27, 2007301Mar 9, 2009203Dec 24, 2009504
-51.46%Oct 6, 198715Oct 26, 1987604Mar 16, 1990619
-42.95%Jan 15, 1993168Sep 14, 1993280Oct 21, 1994448
-39.3%Aug 8, 199797Dec 24, 199746Mar 4, 1998143

Volatility

Volatility Chart

The current t1 volatility is 5.86%, 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%7.00%FebruaryMarchAprilMayJuneJuly
5.86%
2.76%
t1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AAPLMSFT
AAPL1.000.45
MSFT0.451.00
The correlation results are calculated based on daily price changes starting from Mar 14, 1986