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Aapl corre
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Aapl corre

Last updated Jul 22, 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%

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

6.67%

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

6.67%

IXN
iShares Global Tech ETF		Technology Equities

6.67%

IYW
iShares U.S. Technology ETF		Technology Equities

6.67%

MGK
Vanguard Mega Cap Growth ETF		Large Cap Blend Equities

6.67%

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

6.67%

ROM
ProShares Ultra Technology		Leveraged Equities, Leveraged

6.67%

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

6.67%

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

6.67%

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

6.67%

TMFC
Motley Fool 100 Index ETF		Large Cap Growth Equities

6.67%

VGT
Vanguard Information Technology ETF		Technology Equities

6.67%

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

6.67%

XLK
Technology Select Sector SPDR Fund		Technology Equities

6.67%

S&P 500

Performance

Performance Chart

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

20.00%30.00%40.00%50.00%60.00%70.00%FebruaryMarchAprilMayJuneJuly
63.60%
38.21%
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 By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		16.48%1.67%14.21%21.98%13.13%10.91%
Aapl corre22.20%-0.25%16.80%33.20%N/AN/A
Portfolio components:
HLAL
Wahed FTSE USA Shariah ETF		13.27%1.90%11.15%18.73%16.62%N/A
XLK
Technology Select Sector SPDR Fund		15.14%-3.13%9.79%26.15%23.54%20.32%
TECL
Direxion Daily Technology Bull 3X Shares		41.44%-5.55%24.56%68.98%39.54%41.18%
VGT
Vanguard Information Technology ETF		20.93%1.07%15.89%31.03%22.49%20.78%
VOOG
Vanguard S&P 500 Growth ETF		24.84%1.25%20.23%31.30%16.55%14.87%
IVW
iShares S&P 500 Growth ETF		24.73%1.26%20.17%31.10%16.44%14.79%
SPYG
SPDR Portfolio S&P 500 Growth ETF		22.92%-0.28%18.37%29.36%16.39%14.69%
ROM
ProShares Ultra Technology		29.82%-3.29%18.93%49.33%33.67%32.04%
MGK
Vanguard Mega Cap Growth ETF		21.88%0.75%17.56%32.78%19.54%16.27%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		18.53%-0.28%15.03%24.26%N/AN/A
IXN
iShares Global Tech ETF		21.53%-0.64%16.65%32.52%22.50%19.50%
IUSG
iShares Core S&P U.S. Growth ETF		24.22%1.30%19.90%30.57%16.27%14.65%
TMFC
Motley Fool 100 Index ETF		22.26%1.79%18.01%31.80%19.41%N/A
IYW
iShares U.S. Technology ETF		22.93%0.24%16.89%36.92%24.36%20.68%
QTAP
Innovator Growth Accelerated Plus ETF - April		9.46%0.59%8.54%16.11%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.65%6.39%1.53%-5.84%7.91%8.43%22.20%
202310.30%-0.87%11.28%0.63%7.51%7.26%3.31%-1.75%-6.69%-1.57%13.54%4.87%56.73%
2022-8.79%-5.31%4.37%-13.99%-1.80%-10.41%15.15%-7.06%-13.17%6.47%6.44%-9.83%-35.24%
20214.75%-1.02%7.35%4.25%4.60%-6.91%9.97%2.94%3.13%31.91%

Expense Ratio

Aapl corre features an expense ratio of 0.39%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TECL
Direxion Daily Technology Bull 3X Shares
Expense ratio chart for TECL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
ROM
ProShares Ultra Technology
Expense ratio chart for ROM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
QTAP
Innovator Growth Accelerated Plus ETF - April
Expense ratio chart for QTAP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
HLAL
Wahed FTSE USA Shariah ETF
Expense ratio chart for HLAL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
TMFC
Motley Fool 100 Index ETF
Expense ratio chart for TMFC: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Expense ratio chart for SPUS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
IXN
iShares Global Tech ETF
Expense ratio chart for IXN: 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%
IVW
iShares S&P 500 Growth ETF
Expense ratio chart for IVW: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
MGK
Vanguard Mega Cap Growth ETF
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
IUSG
iShares Core S&P U.S. Growth ETF
Expense ratio chart for IUSG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Aapl corre is 49, 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 Aapl corre is 4949
Aapl corre
The Sharpe Ratio Rank of Aapl corre is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of Aapl corre is 3939Sortino Ratio Rank
The Omega Ratio Rank of Aapl corre is 4343Omega Ratio Rank
The Calmar Ratio Rank of Aapl corre is 5555Calmar Ratio Rank
The Martin Ratio Rank of Aapl corre is 6565Martin 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.

Aapl corre
Sharpe ratio
The chart of Sharpe ratio for Aapl corre, currently valued at 1.80, compared to the broader market-1.000.001.002.003.004.001.80
Sortino ratio
The chart of Sortino ratio for Aapl corre, currently valued at 2.42, compared to the broader market-2.000.002.004.006.002.42
Omega ratio
The chart of Omega ratio for Aapl corre, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Aapl corre, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.001.86
Martin ratio
The chart of Martin ratio for Aapl corre, currently valued at 8.61, compared to the broader market0.0010.0020.0030.0040.008.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
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 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HLAL
Wahed FTSE USA Shariah ETF		1.572.181.271.956.69
XLK
Technology Select Sector SPDR Fund		1.472.001.262.416.94
TECL
Direxion Daily Technology Bull 3X Shares		1.291.801.231.255.69
VGT
Vanguard Information Technology ETF		1.702.301.292.397.38
VOOG
Vanguard S&P 500 Growth ETF		2.203.031.391.5211.96
IVW
iShares S&P 500 Growth ETF		2.203.041.391.5011.75
SPYG
SPDR Portfolio S&P 500 Growth ETF		2.082.891.371.4311.11
ROM
ProShares Ultra Technology		1.361.851.231.146.13
MGK
Vanguard Mega Cap Growth ETF		2.092.831.362.0411.38
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		1.832.561.322.167.67
IXN
iShares Global Tech ETF		1.802.421.312.588.08
IUSG
iShares Core S&P U.S. Growth ETF		2.193.031.391.5011.46
TMFC
Motley Fool 100 Index ETF		2.203.021.382.1911.13
IYW
iShares U.S. Technology ETF		1.972.601.332.8910.06
QTAP
Innovator Growth Accelerated Plus ETF - April		1.892.661.412.6612.22

Sharpe Ratio

The current Aapl corre Sharpe ratio is 1.54. 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 1.33 to 2.10, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Aapl corre 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.80
1.99
Aapl corre
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Aapl corre granted a 0.48% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Aapl corre0.48%0.63%0.72%0.47%0.67%0.83%0.85%0.72%0.86%0.85%0.79%0.78%
Portfolio components:
HLAL
Wahed FTSE USA Shariah ETF		0.42%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		0.30%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		0.63%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		0.71%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		0.63%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		0.77%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		0.08%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		0.43%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		0.74%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		0.45%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		0.77%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		0.21%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		0.32%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%

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
-5.49%
-1.97%
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.

The current Aapl corre drawdown is 6.97%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.19%Dec 28, 2021202Oct 14, 2022301Dec 27, 2023503
-8.97%Mar 25, 202419Apr 19, 202418May 15, 202437
-8.62%Apr 27, 202112May 12, 202122Jun 14, 202134
-8.55%Sep 8, 202119Oct 4, 202118Oct 28, 202137
-6.97%Jul 11, 20247Jul 19, 2024———

Volatility

Volatility Chart

The current Aapl corre volatility is 6.55%, 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
6.55%
2.94%
Aapl corre
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.
QTAPHLALIXNSPUSTMFCXLKROMTECLVGTIYWIUSGSPYGMGKIVWVOOG
QTAP1.000.880.910.910.930.910.920.910.910.920.910.910.930.910.91
HLAL0.881.000.920.970.940.920.910.920.920.920.950.950.940.950.95
IXN0.910.921.000.950.950.990.980.990.990.980.950.950.960.950.96
SPUS0.910.970.951.000.960.960.950.950.950.960.980.980.970.980.98
TMFC0.930.940.950.961.000.950.960.950.960.960.970.980.990.980.98
XLK0.910.920.990.960.951.000.991.000.990.980.950.960.960.960.96
ROM0.920.910.980.950.960.991.000.990.990.990.960.960.970.960.96
TECL0.910.920.990.950.951.000.991.000.990.980.950.960.970.960.96
VGT0.910.920.990.950.960.990.990.991.000.990.960.960.970.960.96
IYW0.920.920.980.960.960.980.990.980.991.000.960.960.980.970.97
IUSG0.910.950.950.980.970.950.960.950.960.961.001.000.981.001.00
SPYG0.910.950.950.980.980.960.960.960.960.961.001.000.981.001.00
MGK0.930.940.960.970.990.960.970.970.970.980.980.981.000.980.98
IVW0.910.950.950.980.980.960.960.960.960.971.001.000.981.001.00
VOOG0.910.950.960.980.980.960.960.960.960.971.001.000.981.001.00
The correlation results are calculated based on daily price changes starting from Apr 5, 2021