PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
M1(LONG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

M1(LONG)

Last updated Sep 17, 2024

Asset Allocation

FBTC 3%IYW 17%IGM 17%DIVB 17%SMH 11%XNTK 11%XHB 11%VOO 7%IWF 6%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
DIVB
iShares U.S. Dividend and Buyback ETF		Large Cap Blend Equities, Dividend
17%
FBTC
Fidelity Wise Origin Bitcoin Trust		Blockchain
3%
IGM
iShares Expanded Tech Sector ETF		Technology Equities
17%
IWF
iShares Russell 1000 Growth ETF		Large Cap Growth Equities
6%
IYW
iShares U.S. Technology ETF		Technology Equities
17%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
11%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
7%
XHB
SPDR S&P Homebuilders ETF		Building & Construction
11%
XNTK
SPDR NYSE Technology ETF		Technology Equities
11%

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 Quarterly

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.25%
8.78%
M1(LONG)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%9.39%26.58%13.42%10.88%
M1(LONG)N/A0.69%9.24%N/AN/AN/A
Portfolio components:
IYW
iShares U.S. Technology ETF		19.11%-1.31%8.99%35.71%23.76%19.99%
IGM
iShares Expanded Tech Sector ETF		23.66%-0.58%8.23%43.67%22.86%22.80%
DIVB
iShares U.S. Dividend and Buyback ETF		18.09%3.01%11.75%27.24%13.68%N/A
SMH
VanEck Vectors Semiconductor ETF		33.70%-5.23%7.35%60.21%34.04%28.00%
XNTK
SPDR NYSE Technology ETF		14.49%-1.49%4.73%32.76%20.87%18.24%
XHB
SPDR S&P Homebuilders ETF		26.31%9.34%13.25%53.81%23.82%15.60%
VOO
Vanguard S&P 500 ETF		19.24%1.55%9.52%28.44%15.24%12.92%
IWF
iShares Russell 1000 Growth ETF		20.90%0.53%9.37%33.04%18.61%15.84%
FBTC
Fidelity Wise Origin Bitcoin Trust		N/A-3.01%-10.08%N/AN/AN/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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.26%8.15%4.16%-5.53%6.55%4.69%1.13%0.67%22.88%

Expense Ratio

M1(LONG) features an expense ratio of 0.33%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IGM
iShares Expanded Tech Sector ETF
Expense ratio chart for IGM: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
IYW
iShares U.S. Technology ETF
Expense ratio chart for IYW: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XNTK
SPDR NYSE Technology ETF
Expense ratio chart for XNTK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XHB
SPDR S&P Homebuilders ETF
Expense ratio chart for XHB: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
DIVB
iShares U.S. Dividend and Buyback ETF
Expense ratio chart for DIVB: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
FBTC
Fidelity Wise Origin Bitcoin Trust
Expense ratio chart for FBTC: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
IWF
iShares Russell 1000 Growth ETF
Expense ratio chart for IWF: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.

M1(LONG)
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IYW
iShares U.S. Technology ETF		1.572.081.272.067.30
IGM
iShares Expanded Tech Sector ETF		1.912.511.332.749.78
DIVB
iShares U.S. Dividend and Buyback ETF		2.223.131.381.7911.26
SMH
VanEck Vectors Semiconductor ETF		1.632.161.282.237.06
XNTK
SPDR NYSE Technology ETF		1.321.801.241.196.17
XHB
SPDR S&P Homebuilders ETF		1.962.751.332.779.81
VOO
Vanguard S&P 500 ETF		2.112.851.382.3111.43
IWF
iShares Russell 1000 Growth ETF		1.812.401.321.968.83
FBTC
Fidelity Wise Origin Bitcoin Trust		—————

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for M1(LONG). We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

M1(LONG) granted a 0.81% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
M1(LONG)0.81%1.01%1.16%0.68%0.92%1.57%4.71%1.02%0.91%1.18%0.99%1.01%
Portfolio components:
IYW
iShares U.S. Technology ETF		0.33%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
IGM
iShares Expanded Tech Sector ETF		0.31%0.39%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.78%0.87%0.78%
DIVB
iShares U.S. Dividend and Buyback ETF		2.63%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.45%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
XNTK
SPDR NYSE Technology ETF		0.33%0.34%0.85%0.34%0.30%0.61%29.64%1.29%0.81%0.93%0.87%1.05%
XHB
SPDR S&P Homebuilders ETF		0.42%0.77%1.06%0.51%0.73%0.89%1.25%0.72%0.67%0.50%0.78%0.29%
VOO
Vanguard S&P 500 ETF		1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IWF
iShares Russell 1000 Growth ETF		0.54%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%1.32%1.29%
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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.71%
-0.60%
M1(LONG)
Benchmark (^GSPC)
Portfolio components

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 12.25%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current M1(LONG) drawdown is 3.71%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.25%Jul 17, 202416Aug 7, 2024———
-7.7%Apr 2, 202414Apr 19, 202418May 15, 202432
-2.75%Jun 20, 20243Jun 24, 20249Jul 8, 202412
-2.51%Mar 8, 20246Mar 15, 20244Mar 21, 202410
-2.42%Jan 30, 20242Jan 31, 20242Feb 2, 20244

Volatility

Volatility Chart

The current M1(LONG) volatility is 6.20%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.20%
4.09%
M1(LONG)
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.
FBTCDIVBXHBSMHIYWIWFXNTKIGMVOO
FBTC1.000.310.310.280.260.270.290.300.32
DIVB0.311.000.750.410.430.460.480.450.67
XHB0.310.751.000.500.510.550.540.530.67
SMH0.280.410.501.000.910.840.920.910.78
IYW0.260.430.510.911.000.970.950.980.90
IWF0.270.460.550.840.971.000.930.960.95
XNTK0.290.480.540.920.950.931.000.970.89
IGM0.300.450.530.910.980.960.971.000.90
VOO0.320.670.670.780.900.950.890.901.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024