PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

m-tech

Last updated Sep 23, 2023

semi+others

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
MRNA
Moderna, Inc.
Healthcare7.45%
ZIM
ZIM Integrated Shipping Services Ltd.
Industrials7.45%
INTC
Intel Corporation
Technology7.45%
AMD
Advanced Micro Devices, Inc.
Technology7.45%
NVDA
NVIDIA Corporation
Technology7.45%
QCOM
QUALCOMM Incorporated
Technology7.45%
ALGN
Align Technology, Inc.
Healthcare7.45%
DVN
Devon Energy Corporation
Energy7.45%
VLO
Valero Energy Corporation
Energy7.45%
MRO
Marathon Oil Corporation
Energy7.45%
MU
Micron Technology, Inc.
Technology7.45%
GOOG
Alphabet Inc.
Communication Services7.45%
META
Meta Platforms, Inc.
Communication Services7.45%
WE
WeWork Inc.
Real Estate3.15%

Performance

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


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
1.04%
7.68%
m-tech
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.55%9.05%12.97%17.44%5.25%N/A
m-tech-2.94%3.31%23.27%26.65%17.73%N/A
MRNA
Moderna, Inc.
-12.29%-33.83%-45.35%-20.60%-16.74%N/A
ZIM
ZIM Integrated Shipping Services Ltd.
-8.18%-33.16%-12.90%-31.98%37.37%N/A
INTC
Intel Corporation
3.13%18.42%32.33%28.81%-14.25%N/A
AMD
Advanced Micro Devices, Inc.
-4.76%0.80%50.35%43.29%4.11%N/A
NVDA
NVIDIA Corporation
-8.24%59.17%189.02%237.55%55.85%N/A
QCOM
QUALCOMM Incorporated
0.81%-9.40%2.48%-6.44%-10.12%N/A
ALGN
Align Technology, Inc.
-16.37%-2.59%41.31%33.98%-19.90%N/A
DVN
Devon Energy Corporation
-5.42%-0.40%-21.83%-14.85%52.57%N/A
VLO
Valero Energy Corporation
10.08%13.04%18.37%50.36%47.80%N/A
MRO
Marathon Oil Corporation
3.86%17.16%-0.53%23.30%63.13%N/A
MU
Micron Technology, Inc.
7.63%15.15%37.75%38.02%-4.41%N/A
GOOG
Alphabet Inc.
1.13%28.25%48.96%33.28%14.11%N/A
META
Meta Platforms, Inc.
5.37%48.31%149.98%114.25%4.90%N/A
WE
WeWork Inc.
-41.69%-90.45%-94.90%-97.66%-84.72%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VLOMRNAWEZIMMRODVNALGNMETAGOOGINTCMUAMDNVDAQCOM
VLO1.000.010.130.270.720.680.040.110.160.270.220.170.140.23
MRNA0.011.000.230.240.060.070.360.340.340.270.320.350.380.33
WE0.130.231.000.210.150.160.320.310.300.320.310.270.300.29
ZIM0.270.240.211.000.270.260.270.250.250.270.340.320.320.29
MRO0.720.060.150.271.000.890.150.150.210.270.250.200.190.26
DVN0.680.070.160.260.891.000.190.180.250.310.280.240.240.30
ALGN0.040.360.320.270.150.191.000.530.520.490.500.510.540.53
META0.110.340.310.250.150.180.531.000.670.560.560.560.610.58
GOOG0.160.340.300.250.210.250.520.671.000.540.540.600.640.59
INTC0.270.270.320.270.270.310.490.560.541.000.640.600.600.67
MU0.220.320.310.340.250.280.500.560.540.641.000.650.650.70
AMD0.170.350.270.320.200.240.510.560.600.600.651.000.810.71
NVDA0.140.380.300.320.190.240.540.610.640.600.650.811.000.71
QCOM0.230.330.290.290.260.300.530.580.590.670.700.710.711.00

Sharpe Ratio

The current m-tech Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.67

The Sharpe ratio of m-tech lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.76
0.89
m-tech
Benchmark (^GSPC)
Portfolio components

Dividend yield

m-tech granted a 7.49% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
m-tech7.49%18.07%2.19%1.38%1.00%1.23%0.96%1.10%1.67%1.19%1.16%1.20%
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.
85.86%220.36%17.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INTC
Intel Corporation
2.86%5.63%2.86%2.88%2.35%2.92%2.73%3.45%3.47%3.18%4.59%5.80%
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
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
QCOM
QUALCOMM Incorporated
2.81%2.72%1.53%1.79%3.06%4.82%4.11%3.87%4.70%2.82%2.33%2.12%
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
4.10%8.51%1.10%4.77%1.59%1.54%0.59%1.04%3.69%1.93%1.77%1.99%
VLO
Valero Energy Corporation
2.76%3.17%5.54%7.77%4.59%5.31%3.92%4.70%3.35%3.04%2.42%2.85%
MRO
Marathon Oil Corporation
1.47%1.20%1.12%1.25%1.55%1.49%1.27%1.26%6.01%3.24%2.39%2.65%
MU
Micron Technology, Inc.
0.67%0.89%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet 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%
META
Meta Platforms, 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%
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%

Expense Ratio

The 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

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
MRNA
Moderna, Inc.
-0.41
ZIM
ZIM Integrated Shipping Services Ltd.
-0.59
INTC
Intel Corporation
0.66
AMD
Advanced Micro Devices, Inc.
0.78
NVDA
NVIDIA Corporation
4.29
QCOM
QUALCOMM Incorporated
-0.22
ALGN
Align Technology, Inc.
0.65
DVN
Devon Energy Corporation
-0.57
VLO
Valero Energy Corporation
1.07
MRO
Marathon Oil Corporation
0.24
MU
Micron Technology, Inc.
1.00
GOOG
Alphabet Inc.
0.91
META
Meta Platforms, Inc.
2.11
WE
WeWork Inc.
-0.59

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-17.12%
-9.57%
m-tech
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the m-tech. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the m-tech is 36.18%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.18%Mar 30, 2022128Sep 30, 2022
-13.27%Nov 30, 202172Mar 14, 202211Mar 29, 202283
-7.42%Mar 18, 20215Mar 24, 20216Apr 1, 202111
-6.9%Apr 30, 202110May 13, 20217May 24, 202117
-6.3%Aug 10, 20218Aug 19, 20214Aug 25, 202112

Volatility Chart

The current m-tech volatility is 5.66%, 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%AprilMayJuneJulyAugustSeptember
5.66%
3.36%
m-tech
Benchmark (^GSPC)
Portfolio components