m-tech
semi+others
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ALGN Align Technology, Inc. | Healthcare | 7.45% |
AMD Advanced Micro Devices, Inc. | Technology | 7.45% |
DVN Devon Energy Corporation | Energy | 7.45% |
GOOG Alphabet Inc. | Communication Services | 7.45% |
INTC Intel Corporation | Technology | 7.45% |
META Meta Platforms, Inc. | Communication Services | 7.45% |
MRNA Moderna, Inc. | Healthcare | 7.45% |
MRO Marathon Oil Corporation | Energy | 7.45% |
MU Micron Technology, Inc. | Technology | 7.45% |
NVDA NVIDIA Corporation | Technology | 7.45% |
QCOM QUALCOMM Incorporated | Technology | 7.45% |
VLO Valero Energy Corporation | Energy | 7.45% |
WE WeWork Inc. | Real Estate | 3.15% |
ZIM ZIM Integrated Shipping Services Ltd. | Industrials | 7.45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in m-tech, 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 Jan 28, 2021, corresponding to the inception date of ZIM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
m-tech | 24.16% | -8.06% | 16.37% | 24.32% | N/A | N/A |
Portfolio components: | ||||||
MRNA Moderna, Inc. | 21.07% | -1.67% | 18.26% | 1.59% | 53.67% | N/A |
ZIM ZIM Integrated Shipping Services Ltd. | 78.00% | -19.54% | 30.72% | 22.09% | N/A | N/A |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.24% | 1.78% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.62% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.99% |
QCOM QUALCOMM Incorporated | 22.38% | -11.12% | 17.44% | 42.54% | 21.29% | 11.99% |
ALGN Align Technology, Inc. | -17.50% | -7.21% | -14.47% | -41.33% | 2.60% | 15.27% |
DVN Devon Energy Corporation | 3.91% | -0.94% | 10.45% | -7.36% | 19.22% | -1.72% |
VLO Valero Energy Corporation | 22.53% | 2.23% | 15.50% | 29.01% | 18.37% | 16.88% |
MRO Marathon Oil Corporation | 16.47% | -2.11% | 21.23% | 9.70% | 16.87% | -2.03% |
MU Micron Technology, Inc. | 26.14% | -24.46% | 22.26% | 51.92% | 18.23% | 13.13% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.16% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 19.79% |
WE WeWork Inc. | 0.00% | 0.00% | 0.00% | -94.27% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of m-tech, 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 | 6.31% | 5.37% | 8.30% | -3.44% | 15.05% | -0.20% | 24.16% | ||||||
2023 | 14.14% | -0.29% | 9.81% | -3.41% | 1.17% | 4.32% | 8.81% | -5.02% | -4.56% | -9.62% | 6.52% | 12.29% | 35.84% |
2022 | -5.73% | 1.39% | 4.73% | -13.68% | 10.10% | -18.89% | 10.18% | -7.24% | -16.51% | 7.20% | 8.83% | -9.70% | -30.64% |
2021 | -0.57% | 15.85% | 1.73% | 11.55% | 5.06% | 7.86% | 1.41% | 5.75% | -0.65% | 4.99% | 8.17% | 0.98% | 80.94% |
Expense Ratio
m-tech 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 m-tech is 32, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
MRNA Moderna, Inc. | -0.02 | 0.40 | 1.04 | -0.01 | -0.06 |
ZIM ZIM Integrated Shipping Services Ltd. | 0.37 | 1.05 | 1.13 | 0.34 | 0.97 |
INTC Intel Corporation | -0.20 | -0.02 | 1.00 | -0.14 | -0.35 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
QCOM QUALCOMM Incorporated | 1.30 | 1.76 | 1.24 | 1.03 | 4.68 |
ALGN Align Technology, Inc. | -0.69 | -0.75 | 0.89 | -0.43 | -1.09 |
DVN Devon Energy Corporation | -0.37 | -0.35 | 0.96 | -0.22 | -0.74 |
VLO Valero Energy Corporation | 1.09 | 1.62 | 1.19 | 1.47 | 2.73 |
MRO Marathon Oil Corporation | 0.34 | 0.69 | 1.08 | 0.29 | 0.81 |
MU Micron Technology, Inc. | 1.61 | 2.33 | 1.28 | 1.89 | 8.71 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
META Meta Platforms, Inc. | 1.47 | 2.27 | 1.29 | 2.10 | 8.33 |
WE WeWork Inc. | -0.37 | -0.23 | 0.96 | -0.95 | -1.11 |
Dividends
Dividend yield
m-tech granted a 1.06% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
m-tech | 1.06% | 5.98% | 13.57% | 1.70% | 1.26% | 0.88% | 1.06% | 0.81% | 0.90% | 1.38% | 0.95% | 0.91% |
Portfolio components: | ||||||||||||
MRNA Moderna, 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% |
ZIM ZIM Integrated Shipping Services Ltd. | 1.32% | 64.84% | 160.27% | 7.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTC Intel Corporation | 1.61% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
AMD Advanced Micro Devices, 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
QCOM QUALCOMM Incorporated | 1.85% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
ALGN Align Technology, 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% |
DVN Devon Energy Corporation | 4.43% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
VLO Valero Energy Corporation | 2.66% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.62% |
MRO Marathon Oil Corporation | 1.54% | 1.70% | 1.18% | 1.10% | 1.20% | 1.47% | 1.39% | 1.18% | 1.16% | 5.40% | 2.83% | 2.04% |
MU Micron Technology, Inc. | 0.43% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WE WeWork 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% |
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 m-tech. 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 m-tech was 36.18%, occurring on Sep 30, 2022. Recovery took 345 trading sessions.
The current m-tech drawdown is 9.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.18% | Mar 30, 2022 | 128 | Sep 30, 2022 | 345 | Feb 15, 2024 | 473 |
-13.16% | Nov 30, 2021 | 72 | Mar 14, 2022 | 11 | Mar 29, 2022 | 83 |
-10.79% | Jun 6, 2024 | 34 | Jul 25, 2024 | — | — | — |
-8.32% | Apr 12, 2024 | 6 | Apr 19, 2024 | 16 | May 13, 2024 | 22 |
-7.42% | Mar 18, 2021 | 5 | Mar 24, 2021 | 6 | Apr 1, 2021 | 11 |
Volatility
Volatility Chart
The current m-tech volatility is 5.76%, 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
WE | VLO | MRNA | ZIM | MRO | DVN | ALGN | META | GOOG | INTC | NVDA | AMD | MU | QCOM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
WE | 1.00 | 0.12 | 0.19 | 0.17 | 0.13 | 0.13 | 0.26 | 0.26 | 0.25 | 0.27 | 0.25 | 0.21 | 0.25 | 0.24 |
VLO | 0.12 | 1.00 | 0.02 | 0.23 | 0.69 | 0.65 | 0.06 | 0.11 | 0.15 | 0.22 | 0.11 | 0.14 | 0.20 | 0.21 |
MRNA | 0.19 | 0.02 | 1.00 | 0.21 | 0.06 | 0.08 | 0.34 | 0.30 | 0.30 | 0.26 | 0.30 | 0.32 | 0.29 | 0.31 |
ZIM | 0.17 | 0.23 | 0.21 | 1.00 | 0.26 | 0.24 | 0.22 | 0.22 | 0.18 | 0.22 | 0.25 | 0.26 | 0.32 | 0.26 |
MRO | 0.13 | 0.69 | 0.06 | 0.26 | 1.00 | 0.88 | 0.15 | 0.13 | 0.17 | 0.23 | 0.15 | 0.17 | 0.23 | 0.22 |
DVN | 0.13 | 0.65 | 0.08 | 0.24 | 0.88 | 1.00 | 0.20 | 0.15 | 0.21 | 0.27 | 0.17 | 0.20 | 0.24 | 0.26 |
ALGN | 0.26 | 0.06 | 0.34 | 0.22 | 0.15 | 0.20 | 1.00 | 0.48 | 0.46 | 0.45 | 0.46 | 0.46 | 0.44 | 0.48 |
META | 0.26 | 0.11 | 0.30 | 0.22 | 0.13 | 0.15 | 0.48 | 1.00 | 0.64 | 0.49 | 0.59 | 0.55 | 0.52 | 0.53 |
GOOG | 0.25 | 0.15 | 0.30 | 0.18 | 0.17 | 0.21 | 0.46 | 0.64 | 1.00 | 0.49 | 0.58 | 0.56 | 0.48 | 0.53 |
INTC | 0.27 | 0.22 | 0.26 | 0.22 | 0.23 | 0.27 | 0.45 | 0.49 | 0.49 | 1.00 | 0.54 | 0.59 | 0.59 | 0.65 |
NVDA | 0.25 | 0.11 | 0.30 | 0.25 | 0.15 | 0.17 | 0.46 | 0.59 | 0.58 | 0.54 | 1.00 | 0.75 | 0.64 | 0.67 |
AMD | 0.21 | 0.14 | 0.32 | 0.26 | 0.17 | 0.20 | 0.46 | 0.55 | 0.56 | 0.59 | 0.75 | 1.00 | 0.61 | 0.67 |
MU | 0.25 | 0.20 | 0.29 | 0.32 | 0.23 | 0.24 | 0.44 | 0.52 | 0.48 | 0.59 | 0.64 | 0.61 | 1.00 | 0.68 |
QCOM | 0.24 | 0.21 | 0.31 | 0.26 | 0.22 | 0.26 | 0.48 | 0.53 | 0.53 | 0.65 | 0.67 | 0.67 | 0.68 | 1.00 |