Mine
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 14.29% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14.29% |
GOOG Alphabet Inc. | Communication Services | 14.29% |
MSFT Microsoft Corporation | Technology | 14.29% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 14.29% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 14.29% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | Large Cap Growth Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mine, 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
The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Mine | 20.58% | 0.67% | 12.28% | 34.62% | N/A | N/A |
Portfolio components: | ||||||
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 19.87% | 3.06% | 11.18% | 28.68% | N/A | N/A |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.64% | 25.95% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.57% | 19.48% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 26.23% | 26.77% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.80% | 26.41% |
QQQM Invesco NASDAQ 100 ETF | 16.49% | 2.67% | 8.97% | 30.57% | N/A | N/A |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 37.49% | 28.54% |
Monthly Returns
The table below presents the monthly returns of Mine, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.04% | 5.88% | 2.60% | -2.29% | 7.18% | 7.51% | -2.50% | 20.58% | |||||
2023 | 11.91% | -2.33% | 11.28% | 1.69% | 9.58% | 5.26% | 3.54% | -0.77% | -5.96% | -0.36% | 10.91% | 4.10% | 58.60% |
2022 | -7.40% | -2.73% | 4.05% | -14.07% | -1.02% | -9.08% | 14.42% | -6.02% | -11.30% | 1.75% | 5.78% | -9.52% | -32.67% |
2021 | 1.73% | 1.13% | 1.38% | 7.70% | -1.70% | 6.42% | 3.37% | 4.75% | -6.29% | 8.74% | 3.56% | 1.95% | 36.89% |
2020 | -7.40% | 9.66% | 4.52% | 6.14% |
Expense Ratio
Mine has an expense ratio of 0.14%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mine is 39, 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.
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 | |
---|---|---|---|---|---|
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 2.03 | 2.75 | 1.36 | 2.66 | 9.29 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
QQQM Invesco NASDAQ 100 ETF | 1.89 | 2.53 | 1.33 | 2.37 | 9.09 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
Dividends
Dividend yield
Mine granted a 0.43% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Mine | 0.43% | 0.48% | 0.88% | 0.50% | 0.59% | 1.18% | 1.03% | 0.88% | 0.84% | 1.22% | 0.92% | 1.11% |
Portfolio components: | ||||||||||||
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.67% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 Mine. 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 Mine was 36.36%, occurring on Nov 3, 2022. Recovery took 258 trading sessions.
The current Mine drawdown is 8.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.36% | Dec 28, 2021 | 216 | Nov 3, 2022 | 258 | Nov 14, 2023 | 474 |
-15.74% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-9.61% | Feb 16, 2021 | 15 | Mar 8, 2021 | 19 | Apr 5, 2021 | 34 |
-8.13% | Sep 8, 2021 | 19 | Oct 4, 2021 | 18 | Oct 28, 2021 | 37 |
-7.51% | Oct 14, 2020 | 11 | Oct 28, 2020 | 6 | Nov 5, 2020 | 17 |
Volatility
Volatility Chart
The current Mine volatility is 7.87%, 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
Asset Correlations Table
AMZN | AAPL | GOOG | SMH | MSFT | SPUS | QQQM | |
---|---|---|---|---|---|---|---|
AMZN | 1.00 | 0.62 | 0.67 | 0.61 | 0.69 | 0.72 | 0.78 |
AAPL | 0.62 | 1.00 | 0.63 | 0.62 | 0.69 | 0.79 | 0.79 |
GOOG | 0.67 | 0.63 | 1.00 | 0.59 | 0.73 | 0.76 | 0.77 |
SMH | 0.61 | 0.62 | 0.59 | 1.00 | 0.68 | 0.83 | 0.87 |
MSFT | 0.69 | 0.69 | 0.73 | 0.68 | 1.00 | 0.84 | 0.85 |
SPUS | 0.72 | 0.79 | 0.76 | 0.83 | 0.84 | 1.00 | 0.96 |
QQQM | 0.78 | 0.79 | 0.77 | 0.87 | 0.85 | 0.96 | 1.00 |