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m-tech
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MRNA 7.45%ZIM 7.45%INTC 7.45%AMD 7.45%NVDA 7.45%QCOM 7.45%ALGN 7.45%DVN 7.45%VLO 7.45%MRO 7.45%MU 7.45%GOOG 7.45%META 7.45%WE 3.15%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


20.00%40.00%60.00%80.00%100.00%120.00%140.00%2024FebruaryMarchAprilMayJune
128.90%
43.84%
m-tech
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2021, corresponding to the inception date of ZIM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.22%2.70%14.58%25.29%13.38%10.79%
m-tech34.27%-0.47%34.16%45.82%N/AN/A
MRNA
Moderna, Inc.
37.76%-17.77%44.38%15.61%58.72%N/A
ZIM
ZIM Integrated Shipping Services Ltd.
107.39%-2.71%76.77%68.06%N/AN/A
INTC
Intel Corporation
-38.74%-0.49%-35.87%-6.07%-6.29%2.64%
AMD
Advanced Micro Devices, Inc.
8.71%-3.67%14.79%45.67%40.03%44.39%
NVDA
NVIDIA Corporation
138.53%10.94%141.91%179.91%97.65%75.31%
QCOM
QUALCOMM Incorporated
40.14%-4.13%41.26%81.10%24.74%13.07%
ALGN
Align Technology, Inc.
-13.47%-7.25%-12.80%-27.90%-2.44%15.50%
DVN
Devon Energy Corporation
6.97%-0.30%5.78%5.61%17.13%-1.64%
VLO
Valero Energy Corporation
17.64%-6.56%15.68%39.62%17.25%15.81%
MRO
Marathon Oil Corporation
20.02%12.44%17.68%33.19%16.52%-1.54%
MU
Micron Technology, Inc.
63.05%7.35%61.09%114.19%30.86%16.26%
GOOG
Alphabet Inc.
28.43%2.65%26.82%47.13%27.47%20.25%
META
Meta Platforms, Inc.
41.24%4.43%41.47%73.15%21.72%22.22%
WE
WeWork Inc.
0.00%0.00%0.00%-94.03%N/AN/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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.31%5.37%8.30%-3.44%15.05%34.27%
202314.14%-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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of m-tech is 61, 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.


The Risk-Adjusted Performance Rank of m-tech is 6161
m-tech
The Sharpe Ratio Rank of m-tech is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of m-tech is 6969Sortino Ratio Rank
The Omega Ratio Rank of m-tech is 6363Omega Ratio Rank
The Calmar Ratio Rank of m-tech is 5555Calmar Ratio Rank
The Martin Ratio Rank of m-tech is 4646Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


m-tech
Sharpe ratio
The chart of Sharpe ratio for m-tech, currently valued at 2.23, compared to the broader market0.002.004.002.23
Sortino ratio
The chart of Sortino ratio for m-tech, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for m-tech, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for m-tech, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for m-tech, currently valued at 6.26, compared to the broader market0.0010.0020.0030.0040.0050.006.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0010.0020.0030.0040.0050.008.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MRNA
Moderna, Inc.
0.250.821.090.160.62
ZIM
ZIM Integrated Shipping Services Ltd.
0.911.621.210.802.35
INTC
Intel Corporation
-0.140.061.01-0.10-0.28
AMD
Advanced Micro Devices, Inc.
0.991.601.201.063.25
NVDA
NVIDIA Corporation
3.884.241.538.8225.44
QCOM
QUALCOMM Incorporated
2.432.981.401.819.08
ALGN
Align Technology, Inc.
-0.63-0.650.91-0.39-1.06
DVN
Devon Energy Corporation
0.170.411.050.100.36
VLO
Valero Energy Corporation
1.502.091.251.664.19
MRO
Marathon Oil Corporation
1.111.711.210.962.78
MU
Micron Technology, Inc.
2.923.741.463.0021.16
GOOG
Alphabet Inc.
1.672.211.312.0510.24
META
Meta Platforms, Inc.
2.103.031.392.7812.31
WE
WeWork Inc.
-0.36-0.110.98-0.94-1.13

Sharpe Ratio

The current m-tech Sharpe ratio is 2.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.51 to 2.35, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of m-tech with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
2.23
2.16
m-tech
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

m-tech granted a 1.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
m-tech1.01%5.98%13.57%1.70%1.26%0.88%1.06%0.81%0.90%1.38%0.95%0.91%
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.
1.14%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
1.64%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
1.62%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
4.30%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
2.77%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
1.50%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.
0.33%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.
0.11%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.
0.20%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.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-2.77%
-0.71%
m-tech
Benchmark (^GSPC)
Portfolio components

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 2.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.18%Mar 30, 2022128Sep 30, 2022345Feb 15, 2024473
-13.16%Nov 30, 202172Mar 14, 202211Mar 29, 202283
-8.32%Apr 12, 20246Apr 19, 202416May 13, 202422
-7.42%Mar 18, 20215Mar 24, 20216Apr 1, 202111
-6.9%Apr 30, 202110May 13, 20217May 24, 202117

Volatility

Volatility Chart

The current m-tech volatility is 5.74%, 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%2024FebruaryMarchAprilMayJune
5.74%
2.39%
m-tech
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

WEVLOMRNAZIMMRODVNALGNMETAGOOGINTCNVDAAMDMUQCOM
WE1.000.120.190.180.130.130.260.260.250.270.260.210.260.24
VLO0.121.000.020.230.700.650.070.120.160.240.120.160.200.22
MRNA0.190.021.000.220.060.080.350.300.300.270.310.320.300.31
ZIM0.180.230.221.000.260.250.220.210.170.230.250.260.320.26
MRO0.130.700.060.261.000.880.150.140.180.240.150.170.230.23
DVN0.130.650.080.250.881.000.200.160.220.270.180.210.250.27
ALGN0.260.070.350.220.150.201.000.490.470.460.480.470.450.50
META0.260.120.300.210.140.160.491.000.640.500.590.550.530.54
GOOG0.250.160.300.170.180.220.470.641.000.490.580.550.480.53
INTC0.270.240.270.230.240.270.460.500.491.000.540.590.600.65
NVDA0.260.120.310.250.150.180.480.590.580.541.000.770.640.67
AMD0.210.160.320.260.170.210.470.550.550.590.771.000.620.67
MU0.260.200.300.320.230.250.450.530.480.600.640.621.000.69
QCOM0.240.220.310.260.230.270.500.540.530.650.670.670.691.00
The correlation results are calculated based on daily price changes starting from Jan 29, 2021