m-tech
semi+others
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MRNA Moderna, Inc. | Healthcare | 7.45% |
ZIM ZIM Integrated Shipping Services Ltd. | Industrials | 7.45% |
INTC Intel Corporation | Technology | 7.45% |
AMD Advanced Micro Devices, Inc. | Technology | 7.45% |
NVDA NVIDIA Corporation | Technology | 7.45% |
QCOM QUALCOMM Incorporated | Technology | 7.45% |
ALGN Align Technology, Inc. | Healthcare | 7.45% |
DVN Devon Energy Corporation | Energy | 7.45% |
VLO Valero Energy Corporation | Energy | 7.45% |
MRO Marathon Oil Corporation | Energy | 7.45% |
MU Micron Technology, Inc. | Technology | 7.45% |
GOOG Alphabet Inc. | Communication Services | 7.45% |
META Meta Platforms, Inc. | Communication Services | 7.45% |
WE WeWork Inc. | Real Estate | 3.15% |
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VLO | MRNA | WE | ZIM | MRO | DVN | ALGN | META | GOOG | INTC | MU | AMD | NVDA | QCOM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VLO | 1.00 | 0.01 | 0.13 | 0.27 | 0.72 | 0.68 | 0.04 | 0.11 | 0.16 | 0.27 | 0.22 | 0.17 | 0.14 | 0.23 |
| MRNA | 0.01 | 1.00 | 0.23 | 0.24 | 0.06 | 0.07 | 0.36 | 0.34 | 0.34 | 0.27 | 0.32 | 0.35 | 0.38 | 0.33 |
| WE | 0.13 | 0.23 | 1.00 | 0.21 | 0.15 | 0.16 | 0.32 | 0.31 | 0.30 | 0.32 | 0.31 | 0.27 | 0.30 | 0.29 |
| ZIM | 0.27 | 0.24 | 0.21 | 1.00 | 0.27 | 0.26 | 0.27 | 0.25 | 0.25 | 0.27 | 0.34 | 0.32 | 0.32 | 0.29 |
| MRO | 0.72 | 0.06 | 0.15 | 0.27 | 1.00 | 0.89 | 0.15 | 0.15 | 0.21 | 0.27 | 0.25 | 0.20 | 0.19 | 0.26 |
| DVN | 0.68 | 0.07 | 0.16 | 0.26 | 0.89 | 1.00 | 0.19 | 0.18 | 0.25 | 0.31 | 0.28 | 0.24 | 0.24 | 0.30 |
| ALGN | 0.04 | 0.36 | 0.32 | 0.27 | 0.15 | 0.19 | 1.00 | 0.53 | 0.52 | 0.49 | 0.50 | 0.51 | 0.54 | 0.53 |
| META | 0.11 | 0.34 | 0.31 | 0.25 | 0.15 | 0.18 | 0.53 | 1.00 | 0.67 | 0.56 | 0.56 | 0.56 | 0.61 | 0.58 |
| GOOG | 0.16 | 0.34 | 0.30 | 0.25 | 0.21 | 0.25 | 0.52 | 0.67 | 1.00 | 0.54 | 0.54 | 0.60 | 0.64 | 0.59 |
| INTC | 0.27 | 0.27 | 0.32 | 0.27 | 0.27 | 0.31 | 0.49 | 0.56 | 0.54 | 1.00 | 0.64 | 0.60 | 0.60 | 0.67 |
| MU | 0.22 | 0.32 | 0.31 | 0.34 | 0.25 | 0.28 | 0.50 | 0.56 | 0.54 | 0.64 | 1.00 | 0.65 | 0.65 | 0.70 |
| AMD | 0.17 | 0.35 | 0.27 | 0.32 | 0.20 | 0.24 | 0.51 | 0.56 | 0.60 | 0.60 | 0.65 | 1.00 | 0.81 | 0.71 |
| NVDA | 0.14 | 0.38 | 0.30 | 0.32 | 0.19 | 0.24 | 0.54 | 0.61 | 0.64 | 0.60 | 0.65 | 0.81 | 1.00 | 0.71 |
| QCOM | 0.23 | 0.33 | 0.29 | 0.29 | 0.26 | 0.30 | 0.53 | 0.58 | 0.59 | 0.67 | 0.70 | 0.71 | 0.71 | 1.00 |
Dividend yield
m-tech granted a 7.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| m-tech | 7.49% | 18.07% | 2.19% | 1.38% | 1.00% | 1.23% | 0.96% | 1.10% | 1.67% | 1.19% | 1.16% | 1.20% |
| 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. | 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2022 | 128 | Sep 30, 2022 | — | — | — |
| -13.27% | Nov 30, 2021 | 72 | Mar 14, 2022 | 11 | Mar 29, 2022 | 83 |
| -7.42% | Mar 18, 2021 | 5 | Mar 24, 2021 | 6 | Apr 1, 2021 | 11 |
| -6.9% | Apr 30, 2021 | 10 | May 13, 2021 | 7 | May 24, 2021 | 17 |
| -6.3% | Aug 10, 2021 | 8 | Aug 19, 2021 | 4 | Aug 25, 2021 | 12 |
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.