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m1
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in m1, 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 Every 3 months.


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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
m1
-0.47%-4.37%18.73%33.18%73.93%29.61%20.90%
GDX
VanEck Gold Miners ETF
-1.48%-10.12%10.28%23.58%108.21%43.61%24.72%18.24%
NEM
Newmont Goldcorp Corporation
0.23%-3.77%14.45%32.61%137.09%35.39%16.48%18.66%
AEM
Agnico Eagle Mines Limited
-0.73%-11.08%23.23%24.54%95.94%61.65%31.59%21.55%
SIL
Global X Silver Miners ETF
-0.65%-13.05%10.93%31.44%138.87%45.80%19.00%15.27%
BHP
BHP Group
-0.44%-4.66%23.71%34.56%59.42%10.35%13.32%21.30%
RIO
Rio Tinto Group
-0.38%1.87%21.32%46.53%66.02%18.61%11.87%21.01%
FCX
Freeport-McMoRan Inc.
0.29%-6.39%21.15%58.87%62.92%15.81%14.12%21.75%
VALE
Vale S.A.
0.87%1.38%24.25%49.54%68.87%9.34%8.69%22.93%
CVX
Chevron Corporation
0.79%5.40%31.83%32.46%24.90%9.95%18.30%12.53%
XOM
Exxon Mobil Corporation
-0.06%5.84%34.42%46.62%40.06%15.29%27.66%11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 22, 2020, m1's average daily return is +0.11%, while the average monthly return is +2.17%. At this rate, your investment would double in approximately 2.7 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +15.9%, while the worst month was Jun 2022 at -13.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, m1 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.70%15.65%-10.18%1.41%18.73%
20256.28%1.59%5.81%-0.78%4.20%4.91%1.17%9.05%9.07%2.40%4.33%5.33%67.79%
2024-5.89%-1.32%10.85%2.16%5.39%-4.47%4.91%0.70%6.02%-2.93%-0.03%-8.73%5.03%
20238.91%-9.09%5.18%-0.79%-8.25%5.97%5.38%-4.24%-3.52%-2.70%9.04%5.89%9.87%
20220.77%8.87%10.08%-8.80%-0.15%-13.63%2.61%-4.23%-4.36%7.60%15.86%-0.28%10.99%
2021-0.95%6.96%2.26%4.99%7.92%-5.64%0.47%-5.07%-7.54%4.77%-1.54%5.66%11.34%

Benchmark Metrics

m1 has an annualized alpha of 15.54%, beta of 0.80, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.

  • This portfolio captured 114.51% of S&P 500 Index gains but only 62.62% of its losses — a favorable profile for investors.
  • R² of 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
15.54%
Beta
0.80
0.36
Upside Capture
114.51%
Downside Capture
62.62%

Expense Ratio

m1 has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

m1 ranks 95 for risk / return — in the top 95% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


m1 Risk / Return Rank: 9595
Overall Rank
m1 Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
m1 Sortino Ratio Rank: 9696
Sortino Ratio Rank
m1 Omega Ratio Rank: 9696
Omega Ratio Rank
m1 Calmar Ratio Rank: 9292
Calmar Ratio Rank
m1 Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.91

0.88

+2.03

Sortino ratio

Return per unit of downside risk

3.37

1.37

+2.00

Omega ratio

Gain probability vs. loss probability

1.51

1.21

+0.30

Calmar ratio

Return relative to maximum drawdown

4.20

1.39

+2.81

Martin ratio

Return relative to average drawdown

17.91

6.43

+11.47


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GDX
VanEck Gold Miners ETF
902.352.551.373.5012.47
NEM
Newmont Goldcorp Corporation
932.983.021.445.1116.85
AEM
Agnico Eagle Mines Limited
872.192.451.353.2711.15
SIL
Global X Silver Miners ETF
932.802.831.414.2514.39
BHP
BHP Group
851.842.421.312.8510.64
RIO
Rio Tinto Group
912.362.931.394.2914.31
FCX
Freeport-McMoRan Inc.
761.241.681.252.546.63
VALE
Vale S.A.
882.112.641.353.4611.57
CVX
Chevron Corporation
660.981.371.201.192.67
XOM
Exxon Mobil Corporation
801.582.061.282.516.57

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

m1 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 2.91
  • 5-Year: 0.94
  • All Time: 1.20

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of m1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

m1 provided a 2.41% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.41%2.83%3.68%3.34%5.24%4.68%2.75%3.02%2.68%1.83%3.86%4.20%
GDX
VanEck Gold Miners ETF
0.67%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
NEM
Newmont Goldcorp Corporation
0.89%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%
AEM
Agnico Eagle Mines Limited
0.79%0.94%2.05%2.92%3.08%2.63%2.36%0.89%1.09%0.89%0.86%1.22%
SIL
Global X Silver Miners ETF
1.07%1.18%2.40%0.59%0.48%1.59%1.92%1.53%1.21%0.02%3.34%0.38%
BHP
BHP Group
3.63%3.64%5.98%4.98%22.44%9.98%3.67%8.59%4.89%3.61%1.68%9.38%
RIO
Rio Tinto Group
4.26%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%
FCX
Freeport-McMoRan Inc.
0.98%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%
VALE
Vale S.A.
3.55%7.29%11.41%7.75%8.63%19.70%2.72%2.63%4.16%3.77%1.06%7.48%
CVX
Chevron Corporation
3.47%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
XOM
Exxon Mobil Corporation
2.51%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the m1. 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 was 31.73%, occurring on Sep 26, 2022. Recovery took 378 trading sessions.

The current m1 drawdown is 8.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.73%Apr 19, 2022111Sep 26, 2022378Mar 28, 2024489
-18.73%May 18, 202188Sep 21, 2021112Mar 2, 2022200
-17.54%Mar 3, 202614Mar 20, 2026
-14.74%Mar 26, 202510Apr 8, 202519May 6, 202529
-13.12%Oct 23, 202447Dec 30, 202451Mar 17, 202598

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 19 assets, with an effective number of assets of 17.48, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

BenchmarkTLTHWMDEXOMJEPICVXAEMCNQNEMVALECATGDXGDXJSILRIOSCCOBHPFCXPICKPortfolio
Benchmark1.000.030.560.460.280.800.320.230.360.240.360.570.280.300.340.420.480.470.520.580.54
TLT0.031.00-0.07-0.06-0.160.09-0.160.15-0.140.14-0.01-0.100.160.140.12-0.04-0.01-0.02-0.06-0.040.04
HWM0.56-0.071.000.420.320.480.350.160.370.150.270.530.190.220.230.300.360.340.450.450.47
DE0.46-0.060.421.000.410.490.420.110.390.150.330.670.160.180.200.390.410.420.450.480.49
XOM0.28-0.160.320.411.000.290.870.130.710.190.340.460.180.200.210.380.350.420.420.450.51
JEPI0.800.090.480.490.291.000.320.230.290.270.300.540.270.270.280.350.380.390.410.480.48
CVX0.32-0.160.350.420.870.321.000.140.710.190.340.480.190.210.220.390.350.430.420.460.52
AEM0.230.150.160.110.130.230.141.000.220.800.300.180.910.870.840.350.420.350.390.410.68
CNQ0.36-0.140.370.390.710.290.710.221.000.230.380.480.270.290.300.420.430.460.480.520.56
NEM0.240.140.150.150.190.270.190.800.231.000.350.230.870.810.790.390.450.390.420.450.70
VALE0.36-0.010.270.330.340.300.340.300.380.351.000.410.380.400.420.750.610.730.600.750.69
CAT0.57-0.100.530.670.460.540.480.180.480.230.411.000.230.250.280.480.540.510.590.610.61
GDX0.280.160.190.160.180.270.190.910.270.870.380.231.000.980.930.440.510.440.480.510.78
GDXJ0.300.140.220.180.200.270.210.870.290.810.400.250.981.000.960.460.520.460.500.540.79
SIL0.340.120.230.200.210.280.220.840.300.790.420.280.930.961.000.480.550.490.530.570.80
RIO0.42-0.040.300.390.380.350.390.350.420.390.750.480.440.460.481.000.700.890.690.870.77
SCCO0.48-0.010.360.410.350.380.350.420.430.450.610.540.510.520.550.701.000.700.830.810.78
BHP0.47-0.020.340.420.420.390.430.350.460.390.730.510.440.460.490.890.701.000.700.880.79
FCX0.52-0.060.450.450.420.410.420.390.480.420.600.590.480.500.530.690.830.701.000.840.81
PICK0.58-0.040.450.480.450.480.460.410.520.450.750.610.510.540.570.870.810.880.841.000.87
Portfolio0.540.040.470.490.510.480.520.680.560.700.690.610.780.790.800.770.780.790.810.871.00
The correlation results are calculated based on daily price changes starting from May 22, 2020