M1(LONG)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in M1(LONG), 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 every 3 months.
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| M1(LONG) | -17.45% | -11.21% | -16.14% | 2.79% | N/A | N/A |
| Portfolio components: | ||||||
IYW iShares U.S. Technology ETF | -19.84% | -12.60% | -18.12% | 2.68% | 18.47% | 17.57% |
IGM iShares Expanded Tech Sector ETF | -18.77% | -12.34% | -15.64% | 3.83% | 16.76% | 17.23% |
DIVB iShares U.S. Dividend and Buyback ETF | -6.01% | -7.98% | -8.88% | 7.31% | 15.48% | N/A |
SMH VanEck Vectors Semiconductor ETF | -22.44% | -16.43% | -25.38% | -5.29% | 24.50% | 22.39% |
XHB SPDR S&P Homebuilders ETF | -14.74% | -8.54% | -26.61% | -10.68% | 24.29% | 10.42% |
VOO Vanguard S&P 500 ETF | -12.03% | -8.89% | -11.37% | 5.19% | 14.80% | 11.29% |
FBTC Fidelity Wise Origin Bitcoin Trust | -6.37% | 4.23% | 28.94% | 35.62% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of M1(LONG), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.12% | -4.35% | -7.93% | -8.20% | -17.45% | ||||||||
| 2024 | 2.54% | 8.46% | 3.56% | -5.65% | 7.39% | 5.75% | -0.48% | 0.59% | 3.03% | -1.06% | 6.65% | -1.54% | 32.24% |
Expense Ratio
M1(LONG) has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of M1(LONG) is 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | -0.03 | 0.16 | 1.02 | -0.04 | -0.13 |
IGM iShares Expanded Tech Sector ETF | 0.01 | 0.22 | 1.03 | 0.02 | 0.06 |
DIVB iShares U.S. Dividend and Buyback ETF | 0.50 | 0.79 | 1.11 | 0.52 | 2.23 |
SMH VanEck Vectors Semiconductor ETF | -0.26 | -0.09 | 0.99 | -0.31 | -0.79 |
XHB SPDR S&P Homebuilders ETF | -0.40 | -0.41 | 0.95 | -0.37 | -0.95 |
VOO Vanguard S&P 500 ETF | 0.22 | 0.43 | 1.06 | 0.22 | 0.94 |
FBTC Fidelity Wise Origin Bitcoin Trust | 0.79 | 1.43 | 1.17 | 1.53 | 3.39 |
Dividends
Dividend yield
M1(LONG) provided a 0.56% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.45% | 0.71% | 0.81% | 0.45% | 0.67% | 0.91% | 1.10% | 0.91% | 1.09% | 1.16% | 1.09% |
| Portfolio components: | ||||||||||||
IYW iShares U.S. Technology ETF | 0.26% | 0.21% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
DIVB iShares U.S. Dividend and Buyback ETF | 2.93% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.51% | 0.37% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.57% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
XHB SPDR S&P Homebuilders ETF | 0.86% | 0.59% | 0.77% | 1.06% | 0.50% | 0.73% | 0.89% | 1.25% | 0.71% | 0.67% | 0.50% | 0.78% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
FBTC Fidelity Wise Origin Bitcoin Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the M1(LONG). 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 M1(LONG) was 25.06%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current M1(LONG) drawdown is 21.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.06% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -13.67% | Jul 17, 2024 | 16 | Aug 7, 2024 | 46 | Oct 11, 2024 | 62 |
| -7.98% | Apr 2, 2024 | 14 | Apr 19, 2024 | 18 | May 15, 2024 | 32 |
| -5.68% | Dec 17, 2024 | 17 | Jan 13, 2025 | 6 | Jan 22, 2025 | 23 |
| -4.05% | Oct 15, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |
Volatility
Volatility Chart
The current M1(LONG) volatility is 16.79%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| FBTC | XHB | DIVB | SMH | IYW | IGM | VOO | |
|---|---|---|---|---|---|---|---|
| FBTC | 1.00 | 0.30 | 0.30 | 0.31 | 0.31 | 0.34 | 0.36 |
| XHB | 0.30 | 1.00 | 0.73 | 0.43 | 0.44 | 0.46 | 0.64 |
| DIVB | 0.30 | 0.73 | 1.00 | 0.41 | 0.44 | 0.46 | 0.70 |
| SMH | 0.31 | 0.43 | 0.41 | 1.00 | 0.91 | 0.91 | 0.79 |
| IYW | 0.31 | 0.44 | 0.44 | 0.91 | 1.00 | 0.98 | 0.90 |
| IGM | 0.34 | 0.46 | 0.46 | 0.91 | 0.98 | 1.00 | 0.90 |
| VOO | 0.36 | 0.64 | 0.70 | 0.79 | 0.90 | 0.90 | 1.00 |