Megapihel
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TSLA Tesla, Inc. | Consumer Cyclical | 22.40% |
XEQT.TO iShares Core Equity ETF Portfolio | Global Equities | 77.60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Megapihel, 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 Aug 14, 2019, corresponding to the inception date of XEQT.TO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Megapihel | 9.97% | 1.17% | 11.46% | 14.47% | 27.10% | N/A |
| Portfolio components: | ||||||
XEQT.TO iShares Core Equity ETF Portfolio | 13.82% | 0.91% | 6.78% | 22.23% | 10.39% | N/A |
TSLA Tesla, Inc. | -8.56% | 2.01% | 29.34% | -14.75% | 68.51% | 29.45% |
Monthly Returns
The table below presents the monthly returns of Megapihel, 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 | -5.44% | 4.22% | 0.39% | -1.99% | 2.83% | 2.88% | 5.93% | 0.04% | 9.97% | ||||
| 2023 | 15.41% | 2.83% | 1.29% | -3.47% | 2.84% | 11.02% | 3.06% | -3.09% | -3.95% | -7.26% | 11.29% | 5.03% | 37.76% |
| 2022 | -5.80% | -3.01% | 6.99% | -10.63% | -1.79% | -9.27% | 12.48% | -5.10% | -8.05% | 2.16% | 3.87% | -9.64% | -26.75% |
| 2021 | 2.69% | -0.76% | 2.05% | 4.74% | -0.92% | 2.39% | 0.75% | 3.12% | -1.72% | 14.29% | -1.34% | 0.04% | 27.29% |
| 2020 | 11.79% | -4.57% | -18.08% | 19.75% | 5.52% | 10.22% | 11.17% | 25.17% | -7.63% | -4.35% | 20.14% | 9.61% | 97.05% |
| 2019 | 0.95% | 4.84% | 8.15% | 3.42% | 9.34% | 29.43% |
Expense Ratio
Megapihel has an expense ratio of 0.16%, 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 Megapihel is 11, indicating that it is in the bottom 11% 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 | |
|---|---|---|---|---|---|
XEQT.TO iShares Core Equity ETF Portfolio | 2.02 | 2.84 | 1.36 | 1.52 | 13.20 |
TSLA Tesla, Inc. | -0.15 | 0.16 | 1.02 | -0.12 | -0.34 |
Dividends
Dividend yield
Megapihel granted a 1.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
| Megapihel | 1.47% | 1.62% | 1.66% | 1.28% | 1.30% | 0.93% |
| Portfolio components: | ||||||
XEQT.TO iShares Core Equity ETF Portfolio | 1.89% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Megapihel. 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 Megapihel was 44.14%, occurring on Mar 18, 2020. Recovery took 77 trading sessions.
The current Megapihel drawdown is 2.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.14% | Feb 20, 2020 | 20 | Mar 18, 2020 | 77 | Jul 6, 2020 | 97 |
| -32.45% | Nov 8, 2021 | 297 | Jan 3, 2023 | 383 | Jul 2, 2024 | 680 |
| -15.48% | Sep 1, 2020 | 5 | Sep 8, 2020 | 51 | Nov 18, 2020 | 56 |
| -11.99% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
| -9.97% | Feb 9, 2021 | 19 | Mar 8, 2021 | 25 | Apr 13, 2021 | 44 |
Volatility
Volatility Chart
The current Megapihel volatility is 5.97%, 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
| TSLA | XEQT.TO | |
|---|---|---|
| TSLA | 1.00 | 0.47 |
| XEQT.TO | 0.47 | 1.00 |