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Aapl corre

Last updated Mar 2, 2024

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Asset Allocation


HLAL 6.67%XLK 6.67%TECL 6.67%VGT 6.67%VOOG 6.67%IVW 6.67%SPYG 6.67%ROM 6.67%MGK 6.67%SPUS 6.67%IXN 6.67%IUSG 6.67%TMFC 6.67%IYW 6.67%QTAP 6.67%EquityEquity
PositionCategory/SectorWeight
HLAL
Wahed FTSE USA Shariah ETF
Large Cap Growth Equities

6.67%

XLK
Technology Select Sector SPDR Fund
Technology Equities

6.67%

TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged

6.67%

VGT
Vanguard Information Technology ETF
Technology Equities

6.67%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

6.67%

IVW
iShares S&P 500 Growth ETF
Large Cap Growth Equities

6.67%

SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities

6.67%

ROM
ProShares Ultra Technology
Leveraged Equities, Leveraged

6.67%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

6.67%

SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Large Cap Growth Equities

6.67%

IXN
iShares Global Tech ETF
Technology Equities

6.67%

IUSG
iShares Core S&P U.S. Growth ETF
Large Cap Growth Equities

6.67%

TMFC
Motley Fool 100 Index ETF
Large Cap Growth Equities

6.67%

IYW
iShares U.S. Technology ETF
Technology Equities

6.67%

QTAP
Innovator Growth Accelerated Plus ETF - April
Actively Managed, Leveraged, Leveraged Equities

6.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Aapl corre, 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%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
48.62%
27.79%
Aapl corre
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 1, 2021, corresponding to the inception date of QTAP

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Aapl corre11.01%6.47%21.10%54.55%N/AN/A
HLAL
Wahed FTSE USA Shariah ETF
5.57%3.96%10.49%28.29%N/AN/A
XLK
Technology Select Sector SPDR Fund
9.50%5.29%20.13%51.70%25.50%20.86%
TECL
Direxion Daily Technology Bull 3X Shares
26.07%14.44%55.86%180.31%47.13%43.21%
VGT
Vanguard Information Technology ETF
8.96%5.42%18.52%47.19%23.23%20.34%
VOOG
Vanguard S&P 500 Growth ETF
11.67%6.89%16.84%37.40%15.92%14.16%
IVW
iShares S&P 500 Growth ETF
11.65%6.90%16.69%37.26%15.81%14.09%
SPYG
SPDR Portfolio S&P 500 Growth ETF
11.65%6.85%16.81%37.45%15.96%14.20%
ROM
ProShares Ultra Technology
17.50%9.88%37.15%112.45%36.94%32.95%
MGK
Vanguard Mega Cap Growth ETF
10.69%6.35%19.37%50.56%19.61%15.67%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
9.37%5.85%14.67%36.66%N/AN/A
IXN
iShares Global Tech ETF
9.69%5.65%20.77%48.77%23.09%19.26%
IUSG
iShares Core S&P U.S. Growth ETF
11.54%6.97%16.69%36.36%15.66%13.73%
TMFC
Motley Fool 100 Index ETF
10.11%5.94%18.49%47.16%19.07%N/A
IYW
iShares U.S. Technology ETF
10.31%5.89%21.47%58.59%24.73%20.45%
QTAP
Innovator Growth Accelerated Plus ETF - April
1.64%0.63%7.15%29.50%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.65%6.37%
2023-1.75%-6.69%-1.57%13.54%4.87%

Sharpe Ratio

The current Aapl corre Sharpe ratio is 3.24. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.24

The Sharpe ratio of Aapl corre is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.24
2.44
Aapl corre
Benchmark (^GSPC)
Portfolio components

Dividend yield

Aapl corre granted a 0.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Aapl corre0.57%0.63%0.72%0.47%0.67%0.83%0.85%0.72%0.86%0.85%0.79%0.78%
HLAL
Wahed FTSE USA Shariah ETF
0.68%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
TECL
Direxion Daily Technology Bull 3X Shares
0.22%0.28%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOOG
Vanguard S&P 500 Growth ETF
1.01%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
IVW
iShares S&P 500 Growth ETF
0.92%1.03%0.89%0.46%0.82%1.62%1.27%1.30%1.51%1.51%1.36%1.44%
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.03%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
ROM
ProShares Ultra Technology
0.01%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%0.03%
MGK
Vanguard Mega Cap Growth ETF
0.45%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.80%0.87%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXN
iShares Global Tech ETF
0.51%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
IUSG
iShares Core S&P U.S. Growth ETF
1.00%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%1.22%
TMFC
Motley Fool 100 Index ETF
0.23%0.26%0.27%0.23%0.42%0.50%0.61%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.36%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Aapl corre has a high expense ratio of 0.39%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.08%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Aapl corre
3.24
HLAL
Wahed FTSE USA Shariah ETF
2.49
XLK
Technology Select Sector SPDR Fund
3.19
TECL
Direxion Daily Technology Bull 3X Shares
3.91
VGT
Vanguard Information Technology ETF
2.89
VOOG
Vanguard S&P 500 Growth ETF
2.99
IVW
iShares S&P 500 Growth ETF
3.00
SPYG
SPDR Portfolio S&P 500 Growth ETF
3.02
ROM
ProShares Ultra Technology
3.53
MGK
Vanguard Mega Cap Growth ETF
3.39
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
2.97
IXN
iShares Global Tech ETF
3.02
IUSG
iShares Core S&P U.S. Growth ETF
2.94
TMFC
Motley Fool 100 Index ETF
3.34
IYW
iShares U.S. Technology ETF
3.43
QTAP
Innovator Growth Accelerated Plus ETF - April
3.33

Asset Correlations Table

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

QTAPHLALSPUSIXNTMFCROMTECLXLKIUSGIYWVGTIVWVOOGSPYGMGK
QTAP1.000.890.920.910.940.930.910.920.920.930.920.920.920.920.94
HLAL0.891.000.970.930.940.920.930.930.960.930.930.960.960.960.94
SPUS0.920.971.000.950.970.960.960.960.980.960.960.980.980.980.97
IXN0.910.930.951.000.950.980.990.990.950.980.990.960.960.960.96
TMFC0.940.940.970.951.000.960.960.960.970.970.960.980.980.980.99
ROM0.930.920.960.980.961.000.990.990.960.990.990.960.960.960.97
TECL0.910.930.960.990.960.991.001.000.960.990.990.960.960.960.97
XLK0.920.930.960.990.960.991.001.000.960.990.990.960.960.960.97
IUSG0.920.960.980.950.970.960.960.961.000.960.961.001.001.000.98
IYW0.930.930.960.980.970.990.990.990.961.000.990.970.970.970.98
VGT0.920.930.960.990.960.990.990.990.960.991.000.960.970.960.97
IVW0.920.960.980.960.980.960.960.961.000.970.961.001.001.000.98
VOOG0.920.960.980.960.980.960.960.961.000.970.971.001.001.000.98
SPYG0.920.960.980.960.980.960.960.961.000.970.961.001.001.000.98
MGK0.940.940.970.960.990.970.970.970.980.980.970.980.980.981.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Aapl corre
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Aapl corre. 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 Aapl corre was 39.19%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.19%Dec 28, 2021202Oct 14, 2022301Dec 27, 2023503
-8.62%Apr 27, 202112May 12, 202122Jun 14, 202134
-8.55%Sep 8, 202119Oct 4, 202118Oct 28, 202137
-5.52%Dec 13, 20216Dec 20, 20214Dec 27, 202110
-5.32%Nov 22, 20219Dec 3, 20213Dec 8, 202112

Volatility Chart

The current Aapl corre volatility is 5.68%, 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%OctoberNovemberDecember2024FebruaryMarch
5.68%
3.47%
Aapl corre
Benchmark (^GSPC)
Portfolio components
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