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Apple

Last updated Mar 2, 2024

Asset Allocation


AAPL 100%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Apple, 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%50,000.00%100,000.00%150,000.00%200,000.00%OctoberNovemberDecember2024FebruaryMarch
181,008.87%
3,875.15%
Apple
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 1980, corresponding to the inception date of AAPL

Returns

As of Mar 2, 2024, the Apple returned -6.57% Year-To-Date and 26.85% of annualized return in the last 10 years.


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%
Apple-6.57%-3.21%-4.93%19.59%33.86%26.91%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.22%-1.85%
2023-4.24%-8.87%-0.26%11.38%1.36%

Sharpe Ratio

The current Apple Sharpe ratio is 1.27. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.27

The Sharpe ratio of Apple is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.27
2.44
Apple
Benchmark (^GSPC)
Portfolio components

Dividend yield

Apple granted a 0.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Apple0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%

Expense Ratio

The Apple has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
Apple
1.27
AAPL
Apple Inc.
1.27

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-9.20%
0
Apple
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Apple. 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 Apple was 81.80%, occurring on Apr 17, 2003. Recovery took 447 trading sessions.

The current Apple drawdown is 9.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.8%Mar 23, 2000770Apr 17, 2003447Jan 26, 20051217
-81.24%Apr 3, 19911703Dec 23, 1997426Sep 2, 19992129
-76.91%Jun 7, 1983556Aug 15, 1985379Feb 17, 1987935
-69.4%Dec 30, 1980385Jul 8, 1982137Jan 20, 1983522
-60.87%Dec 31, 2007266Jan 20, 2009191Oct 21, 2009457

Volatility Chart

The current Apple volatility is 3.52%, 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%8.00%OctoberNovemberDecember2024FebruaryMarch
3.52%
3.47%
Apple
Benchmark (^GSPC)
Portfolio components
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