TECH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 25% |
AVGO Broadcom Inc. | Technology | 25% |
NVDA NVIDIA Corporation | Technology | 25% |
TSLA Tesla, Inc. | Consumer Cyclical | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Dec 3, 2024, the TECH returned 69.87% Year-To-Date and 58.99% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| TECH | 69.87% | 10.96% | 31.63% | 96.16% | 69.03% | 58.99% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 180.00% | 2.39% | 19.08% | 204.71% | 93.36% | 75.58% |
TSLA Tesla, Inc. | 43.71% | 43.42% | 104.32% | 51.58% | 74.96% | 37.50% |
AMD Advanced Micro Devices, Inc. | -3.63% | 0.14% | -11.21% | 19.81% | 29.23% | 49.02% |
AVGO Broadcom Inc. | 50.77% | -1.43% | 25.93% | 82.99% | 44.29% | 35.53% |
Monthly Returns
The table below presents the monthly returns of 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 | 4.89% | 16.51% | 1.20% | -3.62% | 7.74% | 11.02% | 0.25% | -0.82% | 10.45% | -2.24% | 8.30% | 69.87% | |
| 2023 | 23.78% | 11.84% | 12.87% | -8.17% | 30.67% | 10.50% | 4.19% | -0.52% | -7.14% | -7.27% | 16.62% | 13.49% | 144.77% |
| 2022 | -15.16% | -0.01% | 7.63% | -21.20% | 2.60% | -17.90% | 21.47% | -10.25% | -14.37% | -0.58% | 15.56% | -13.70% | -43.90% |
| 2021 | 2.12% | -2.01% | -2.67% | 5.30% | -0.49% | 13.39% | 3.48% | 6.95% | -2.93% | 23.34% | 16.36% | -3.10% | 72.86% |
| 2020 | 13.75% | 1.10% | -10.45% | 22.89% | 9.28% | 12.26% | 23.19% | 33.41% | -6.48% | -7.29% | 22.62% | 8.54% | 194.44% |
| 2019 | 9.63% | 2.19% | 6.36% | 0.09% | -16.82% | 16.41% | 2.97% | -1.73% | 0.38% | 17.29% | 8.93% | 13.97% | 70.83% |
| 2018 | 17.69% | -4.64% | -12.03% | 3.31% | 11.21% | 5.42% | 0.96% | 14.98% | 8.48% | -13.21% | 0.52% | -5.00% | 24.81% |
| 2017 | 6.20% | 8.17% | 5.67% | 0.14% | 9.89% | 3.22% | 4.14% | 2.73% | -0.84% | 2.01% | -1.23% | -4.00% | 41.47% |
| 2016 | -15.66% | 1.51% | 19.85% | 5.88% | 15.40% | 3.52% | 17.43% | 3.88% | -0.09% | 1.05% | 12.79% | 16.30% | 109.66% |
| 2015 | -3.54% | 15.39% | -6.36% | 0.56% | 9.56% | -1.72% | -6.80% | 0.53% | 1.61% | 5.16% | 10.29% | 11.34% | 38.74% |
| 2014 | 2.55% | 19.41% | -2.53% | 0.87% | 3.02% | 4.83% | -5.75% | 14.35% | -6.54% | -3.19% | 4.52% | -2.03% | 29.85% |
| 2013 | 8.04% | -3.14% | 4.51% | 12.24% | 40.68% | 4.23% | 4.51% | 6.53% | 12.01% | -6.63% | -2.09% | 10.95% | 127.68% |
Expense Ratio
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 TECH is 39, 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.77 | 3.82 | 1.49 | 7.27 | 23.09 |
TSLA Tesla, Inc. | 0.79 | 1.56 | 1.19 | 0.75 | 2.13 |
AMD Advanced Micro Devices, Inc. | 0.36 | 0.82 | 1.10 | 0.44 | 0.76 |
AVGO Broadcom Inc. | 1.80 | 2.44 | 1.31 | 3.27 | 9.66 |
Dividends
Dividend yield
TECH provided a 0.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.32% | 0.43% | 0.78% | 0.57% | 0.79% | 0.95% | 0.89% | 0.54% | 0.47% | 0.58% | 0.73% | 0.90% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
TSLA Tesla, 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% |
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% |
AVGO Broadcom Inc. | 1.26% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 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 TECH was 52.27%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
The current TECH drawdown is 2.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.27% | Jan 4, 2022 | 197 | Oct 14, 2022 | 154 | May 26, 2023 | 351 |
| -46.5% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -37.89% | Feb 18, 2011 | 425 | Oct 24, 2012 | 134 | May 10, 2013 | 559 |
| -30.54% | Dec 30, 2015 | 29 | Feb 10, 2016 | 32 | Mar 29, 2016 | 61 |
| -28.59% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
Volatility
Volatility Chart
The current TECH volatility is 9.58%, 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
| TSLA | AVGO | AMD | NVDA | |
|---|---|---|---|---|
| TSLA | 1.00 | 0.37 | 0.35 | 0.38 |
| AVGO | 0.37 | 1.00 | 0.48 | 0.57 |
| AMD | 0.35 | 0.48 | 1.00 | 0.60 |
| NVDA | 0.38 | 0.57 | 0.60 | 1.00 |