PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Mine

Last updated Mar 2, 2024

Asset Allocation


SPUS 14.29%AAPL 14.29%GOOG 14.29%MSFT 14.29%AMZN 14.29%QQQM 14.29%SMH 14.29%EquityEquity
PositionCategory/SectorWeight
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Large Cap Growth Equities

14.29%

AAPL
Apple Inc.
Technology

14.29%

GOOG
Alphabet Inc.
Communication Services

14.29%

MSFT
Microsoft Corporation
Technology

14.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

14.29%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

14.29%

S&P 500

Performance

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


20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
69.04%
46.28%
Mine
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

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%
Mine8.95%3.09%17.76%54.51%N/AN/A
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
9.37%4.37%14.67%36.66%N/AN/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.69%26.85%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.35%N/A
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.17%29.07%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
QQQM
Invesco NASDAQ 100 ETF
8.86%3.85%18.55%49.91%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.55%29.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.04%5.83%
2023-0.77%-5.96%-0.36%10.91%4.10%

Sharpe Ratio

The current Mine Sharpe ratio is 3.26. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.26

The Sharpe ratio of Mine 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
3.26
2.44
Mine
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mine granted a 0.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mine0.44%0.48%0.88%0.50%0.59%1.18%1.03%0.88%0.84%1.22%0.92%1.11%
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%
AAPL
Apple Inc.
0.53%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.
0.00%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
0.69%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
0.60%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
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Expense Ratio

The Mine features an expense ratio of 0.14%, falling within the medium range. 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%0.49%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.15%

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
Mine
3.26
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
2.97
AAPL
Apple Inc.
1.27
GOOG
Alphabet Inc.
1.88
MSFT
Microsoft Corporation
3.10
AMZN
Amazon.com, Inc.
3.07
QQQM
Invesco NASDAQ 100 ETF
3.28
SMH
VanEck Vectors Semiconductor ETF
3.14

Asset Correlations Table

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

AMZNGOOGSMHAAPLMSFTSPUSQQQM
AMZN1.000.690.630.650.700.720.80
GOOG0.691.000.630.660.750.780.79
SMH0.630.631.000.660.690.830.87
AAPL0.650.660.661.000.720.810.82
MSFT0.700.750.690.721.000.840.86
SPUS0.720.780.830.810.841.000.96
QQQM0.800.790.870.820.860.961.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Mine
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.36%Dec 28, 2021216Nov 3, 2022258Nov 14, 2023474
-9.61%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-8.13%Sep 8, 202119Oct 4, 202118Oct 28, 202137
-7.51%Oct 14, 202011Oct 28, 20206Nov 5, 202017
-7.47%Apr 27, 202112May 12, 202122Jun 14, 202134

Volatility Chart

The current Mine volatility is 5.24%, 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%OctoberNovemberDecember2024FebruaryMarch
5.24%
3.47%
Mine
Benchmark (^GSPC)
Portfolio components
0 comments