Apple
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Dec 12, 1980, corresponding to the inception date of AAPL
Returns By Period
As of Jul 25, 2024, the Apple returned 13.81% Year-To-Date and 26.10% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of Apple, 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 | -4.22% | -1.85% | -5.13% | -0.67% | 13.02% | 9.56% | 13.26% | ||||||
| 2023 | 11.05% | 2.32% | 11.86% | 2.90% | 4.61% | 9.43% | 1.28% | -4.24% | -8.87% | -0.26% | 11.38% | 1.36% | 49.01% |
| 2022 | -1.57% | -5.41% | 5.75% | -9.71% | -5.45% | -8.14% | 18.86% | -3.12% | -12.10% | 10.96% | -3.30% | -12.23% | -26.40% |
| 2021 | -0.55% | -7.97% | 0.73% | 7.62% | -5.05% | 9.91% | 6.50% | 4.25% | -6.80% | 5.87% | 10.51% | 7.42% | 34.65% |
| 2020 | 5.40% | -11.47% | -6.98% | 15.54% | 8.51% | 14.74% | 16.51% | 21.66% | -10.25% | -6.00% | 9.55% | 11.46% | 82.31% |
| 2019 | 5.52% | 4.48% | 9.70% | 5.64% | -12.42% | 13.05% | 7.64% | -1.65% | 7.30% | 11.07% | 7.76% | 9.88% | 88.96% |
| 2018 | -1.06% | 6.82% | -5.81% | -1.50% | 13.51% | -0.94% | 2.80% | 20.04% | -0.83% | -3.05% | -18.12% | -11.67% | -5.39% |
| 2017 | 4.77% | 13.38% | 4.87% | -0.01% | 6.78% | -5.72% | 3.27% | 10.70% | -6.02% | 9.68% | 2.03% | -1.52% | 48.46% |
| 2016 | -7.52% | -0.13% | 12.72% | -13.99% | 7.18% | -4.27% | 9.01% | 2.36% | 6.55% | 0.43% | -2.16% | 4.80% | 12.48% |
| 2015 | 6.14% | 10.08% | -3.14% | 0.58% | 4.53% | -3.72% | -3.29% | -6.62% | -2.18% | 8.34% | -0.58% | -11.02% | -3.01% |
| 2014 | -10.77% | 5.75% | 1.99% | 9.94% | 7.87% | 2.77% | 2.87% | 7.75% | -1.71% | 7.20% | 10.60% | -7.19% | 40.62% |
| 2013 | -14.41% | -2.53% | 0.29% | 0.03% | 2.24% | -11.83% | 14.12% | 8.38% | -2.15% | 9.64% | 7.00% | 0.89% | 8.07% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Apple is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
Dividends
Dividend yield
Apple granted a 0.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Apple | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 6.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.8% | Mar 23, 2000 | 770 | Apr 17, 2003 | 447 | Jan 26, 2005 | 1217 |
| -81.23% | Apr 3, 1991 | 1703 | Dec 23, 1997 | 426 | Sep 2, 1999 | 2129 |
| -76.92% | Jun 7, 1983 | 556 | Aug 15, 1985 | 379 | Feb 17, 1987 | 935 |
| -69.44% | Dec 30, 1980 | 385 | Jul 8, 1982 | 137 | Jan 20, 1983 | 522 |
| -60.87% | Dec 31, 2007 | 266 | Jan 20, 2009 | 191 | Oct 21, 2009 | 457 |
Volatility
Volatility Chart
The current Apple volatility is 7.64%, 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.