m-tech
semi+others
Asset Allocation
Position | Category/Sector | Target 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
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The earliest data available for this chart is Jan 28, 2021, corresponding to the inception date of ZIM
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
m-tech | -8.27% | 9.07% | -15.95% | -15.72% | N/A | N/A |
Portfolio components: | ||||||
MRNA Moderna, Inc. | -41.68% | -1.02% | -48.22% | -79.33% | -16.40% | N/A |
ZIM ZIM Integrated Shipping Services Ltd. | -19.15% | 13.25% | -16.02% | 25.63% | N/A | N/A |
INTC Intel Corporation | 6.83% | 7.75% | -18.24% | -27.79% | -16.67% | -1.58% |
AMD Advanced Micro Devices, Inc. | -14.86% | 15.94% | -30.49% | -32.31% | 14.13% | 46.05% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 72.07% | 72.66% |
QCOM QUALCOMM Incorporated | -4.98% | 8.02% | -14.15% | -18.67% | 15.00% | 10.96% |
ALGN Align Technology, Inc. | -12.77% | 13.58% | -17.52% | -33.06% | -2.84% | 12.02% |
DVN Devon Energy Corporation | 0.10% | 17.23% | -15.17% | -32.96% | 27.94% | -3.65% |
VLO Valero Energy Corporation | 1.10% | 12.77% | -8.64% | -18.93% | 18.19% | 12.22% |
MRO Marathon Oil Corporation | 0.00% | 0.00% | 0.56% | 8.66% | N/A | N/A |
MU Micron Technology, Inc. | 2.15% | 22.57% | -23.07% | -28.86% | 12.76% | 12.61% |
GOOG Alphabet Inc | -18.84% | -0.64% | -13.97% | -8.91% | 17.49% | 19.40% |
META Meta Platforms, Inc. | 1.28% | 8.46% | 0.71% | 24.87% | 22.96% | 22.68% |
WE WeWork Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.87% | -2.71% | -5.73% | -3.71% | 1.96% | -8.27% | |||||||
2024 | 6.31% | 5.37% | 8.30% | -3.44% | 15.05% | -0.20% | -5.11% | -6.12% | 3.12% | -4.71% | 0.20% | -3.87% | 13.41% |
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% | 0.97% | 80.94% |
Expense Ratio
m-tech has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of m-tech is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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. | -1.16 | -2.49 | 0.70 | -0.84 | -1.24 |
ZIM ZIM Integrated Shipping Services Ltd. | 0.47 | 1.42 | 1.18 | 0.87 | 3.12 |
INTC Intel Corporation | -0.45 | -0.35 | 0.95 | -0.42 | -0.89 |
AMD Advanced Micro Devices, Inc. | -0.62 | -0.74 | 0.91 | -0.53 | -1.13 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
QCOM QUALCOMM Incorporated | -0.42 | -0.32 | 0.96 | -0.40 | -0.69 |
ALGN Align Technology, Inc. | -0.87 | -1.29 | 0.86 | -0.46 | -1.49 |
DVN Devon Energy Corporation | -0.85 | -1.12 | 0.85 | -0.56 | -1.43 |
VLO Valero Energy Corporation | -0.55 | -0.51 | 0.93 | -0.47 | -1.10 |
MRO Marathon Oil Corporation | 0.32 | 0.71 | 1.11 | 0.33 | 1.66 |
MU Micron Technology, Inc. | -0.43 | -0.27 | 0.97 | -0.48 | -0.80 |
GOOG Alphabet Inc | -0.32 | -0.28 | 0.97 | -0.35 | -0.77 |
META Meta Platforms, Inc. | 0.70 | 1.26 | 1.16 | 0.79 | 2.47 |
WE WeWork Inc. | — | — | — | 0.00 | — |
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Dividends
Dividend yield
m-tech provided a 5.13% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 5.13% | 2.77% | 5.98% | 13.57% | 1.70% | 1.26% | 0.88% | 1.06% | 0.81% | 0.90% | 1.38% | 0.96% |
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. | 55.92% | 22.40% | 64.84% | 160.27% | 7.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTC Intel Corporation | 0.58% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
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 | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
QCOM QUALCOMM Incorporated | 2.34% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
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 | 3.84% | 4.43% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% |
VLO Valero Energy Corporation | 3.53% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% |
MRO Marathon Oil Corporation | 1.16% | 1.54% | 1.70% | 1.18% | 1.10% | 1.20% | 1.47% | 1.39% | 1.18% | 1.16% | 5.40% | 2.83% |
MU Micron Technology, Inc. | 0.54% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 25.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.18% | Mar 30, 2022 | 128 | Sep 30, 2022 | 345 | Feb 15, 2024 | 473 |
-35.61% | Jun 6, 2024 | 210 | Apr 8, 2025 | — | — | — |
-13.16% | Nov 30, 2021 | 72 | Mar 14, 2022 | 11 | Mar 29, 2022 | 83 |
-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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 13.67, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | WE | VLO | ZIM | MRO | MRNA | DVN | ALGN | META | GOOG | INTC | MU | NVDA | AMD | QCOM | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.28 | 0.29 | 0.30 | 0.30 | 0.37 | 0.36 | 0.61 | 0.67 | 0.72 | 0.61 | 0.62 | 0.71 | 0.66 | 0.72 | 0.81 |
WE | 0.28 | 1.00 | 0.10 | 0.15 | 0.11 | 0.16 | 0.10 | 0.22 | 0.23 | 0.22 | 0.22 | 0.22 | 0.22 | 0.18 | 0.22 | 0.32 |
VLO | 0.29 | 0.10 | 1.00 | 0.22 | 0.64 | 0.04 | 0.64 | 0.10 | 0.11 | 0.15 | 0.22 | 0.21 | 0.12 | 0.16 | 0.23 | 0.41 |
ZIM | 0.30 | 0.15 | 0.22 | 1.00 | 0.23 | 0.22 | 0.23 | 0.21 | 0.21 | 0.19 | 0.22 | 0.28 | 0.25 | 0.26 | 0.26 | 0.53 |
MRO | 0.30 | 0.11 | 0.64 | 0.23 | 1.00 | 0.05 | 0.83 | 0.16 | 0.12 | 0.16 | 0.20 | 0.20 | 0.13 | 0.14 | 0.20 | 0.44 |
MRNA | 0.37 | 0.16 | 0.04 | 0.22 | 0.05 | 1.00 | 0.09 | 0.34 | 0.29 | 0.30 | 0.28 | 0.30 | 0.30 | 0.33 | 0.34 | 0.49 |
DVN | 0.36 | 0.10 | 0.64 | 0.23 | 0.83 | 0.09 | 1.00 | 0.22 | 0.14 | 0.20 | 0.26 | 0.24 | 0.18 | 0.20 | 0.26 | 0.49 |
ALGN | 0.61 | 0.22 | 0.10 | 0.21 | 0.16 | 0.34 | 0.22 | 1.00 | 0.46 | 0.45 | 0.44 | 0.44 | 0.44 | 0.45 | 0.48 | 0.57 |
META | 0.67 | 0.23 | 0.11 | 0.21 | 0.12 | 0.29 | 0.14 | 0.46 | 1.00 | 0.63 | 0.45 | 0.50 | 0.58 | 0.54 | 0.52 | 0.63 |
GOOG | 0.72 | 0.22 | 0.15 | 0.19 | 0.16 | 0.30 | 0.20 | 0.45 | 0.63 | 1.00 | 0.44 | 0.46 | 0.56 | 0.55 | 0.52 | 0.63 |
INTC | 0.61 | 0.22 | 0.22 | 0.22 | 0.20 | 0.28 | 0.26 | 0.44 | 0.45 | 0.44 | 1.00 | 0.57 | 0.50 | 0.57 | 0.61 | 0.66 |
MU | 0.62 | 0.22 | 0.21 | 0.28 | 0.20 | 0.30 | 0.24 | 0.44 | 0.50 | 0.46 | 0.57 | 1.00 | 0.64 | 0.61 | 0.67 | 0.73 |
NVDA | 0.71 | 0.22 | 0.12 | 0.25 | 0.13 | 0.30 | 0.18 | 0.44 | 0.58 | 0.56 | 0.50 | 0.64 | 1.00 | 0.73 | 0.66 | 0.73 |
AMD | 0.66 | 0.18 | 0.16 | 0.26 | 0.14 | 0.33 | 0.20 | 0.45 | 0.54 | 0.55 | 0.57 | 0.61 | 0.73 | 1.00 | 0.67 | 0.74 |
QCOM | 0.72 | 0.22 | 0.23 | 0.26 | 0.20 | 0.34 | 0.26 | 0.48 | 0.52 | 0.52 | 0.61 | 0.67 | 0.66 | 0.67 | 1.00 | 0.75 |
Portfolio | 0.81 | 0.32 | 0.41 | 0.53 | 0.44 | 0.49 | 0.49 | 0.57 | 0.63 | 0.63 | 0.66 | 0.73 | 0.73 | 0.74 | 0.75 | 1.00 |