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

p1_tech_cloud_semi

Last updated Sep 21, 2023

Asset Allocation


ARKK 10%GOOG 10%MSFT 10%NVDA 10%AMZN 10%QFIN 10%SMH 10%SOXL 10%TECL 10%META 5%SVOL 5%EquityEquityVolatilityVolatility
PositionCategory/SectorWeight
ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities10%
GOOG
Alphabet Inc.
Communication Services10%
MSFT
Microsoft Corporation
Technology10%
NVDA
NVIDIA Corporation
Technology10%
AMZN
Amazon.com, Inc.
Consumer Cyclical10%
QFIN
360 DigiTech, Inc.
Financial Services10%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities10%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
Leveraged Equities, Leveraged10%
TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged10%
META
Meta Platforms, Inc.
Communication Services5%
SVOL
Simplify Volatility Premium ETF
Volatility, Actively Managed5%

Performance

The chart shows the growth of an initial investment of $10,000 in p1_tech_cloud_semi, 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


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
22.48%
10.85%
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%2.94%N/A
p1_tech_cloud_semi-2.24%21.27%63.29%58.40%10.12%N/A
ARKK
ARK Innovation ETF
0.27%8.78%31.63%1.93%-31.06%N/A
GOOG
Alphabet Inc.
3.78%26.66%51.68%34.58%7.67%N/A
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%13.58%N/A
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%61.66%N/A
AMZN
Amazon.com, Inc.
0.77%37.06%61.06%14.13%-6.40%N/A
QFIN
360 DigiTech, Inc.
-2.94%-16.47%-24.76%11.62%-11.57%N/A
SMH
VanEck Vectors Semiconductor ETF
-3.95%11.04%41.55%46.41%12.28%N/A
SVOL
Simplify Volatility Premium ETF
3.07%16.95%17.98%25.09%11.23%N/A
SOXL
Direxion Daily Semiconductor Bull 3x Shares
-13.30%6.00%92.01%63.45%-17.36%N/A
TECL
Direxion Daily Technology Bull 3X Shares
-3.64%35.90%106.62%74.60%5.01%N/A
META
Meta Platforms, Inc.
4.20%46.70%149.02%110.86%-0.78%N/A

Asset Correlations Table

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

QFINSVOLMETAAMZNARKKGOOGMSFTNVDASOXLSMHTECL
QFIN1.000.310.380.300.470.300.280.360.410.410.36
SVOL0.311.000.520.490.540.530.510.500.570.570.60
META0.380.521.000.600.650.670.630.610.660.660.70
AMZN0.300.490.601.000.670.720.690.630.650.650.74
ARKK0.470.540.650.671.000.600.580.660.680.680.70
GOOG0.300.530.670.720.601.000.770.650.690.700.79
MSFT0.280.510.630.690.580.771.000.710.720.740.90
NVDA0.360.500.610.630.660.650.711.000.870.890.82
SOXL0.410.570.660.650.680.690.720.871.000.990.89
SMH0.410.570.660.650.680.700.740.890.991.000.90
TECL0.360.600.700.740.700.790.900.820.890.901.00

Sharpe Ratio

The current p1_tech_cloud_semi Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.31

The Sharpe ratio of p1_tech_cloud_semi is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.31
0.82
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

Dividend yield

p1_tech_cloud_semi granted a 1.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
p1_tech_cloud_semi1.73%1.91%0.74%0.44%0.88%1.15%0.72%1.00%1.15%0.76%0.91%1.44%
ARKK
ARK Innovation ETF
0.00%0.00%0.83%1.33%0.39%3.26%1.41%0.00%2.46%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%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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%
AMZN
Amazon.com, 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%
QFIN
360 DigiTech, Inc.
5.40%4.06%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
1.67%2.37%1.04%1.42%6.29%4.18%3.31%1.92%5.19%2.93%4.02%9.94%
SVOL
Simplify Volatility Premium ETF
16.59%20.38%6.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.72%1.08%0.05%0.05%0.38%1.33%0.09%4.99%0.00%0.00%0.00%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
0.36%0.22%0.33%0.52%0.26%0.48%0.10%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%

Expense Ratio

The p1_tech_cloud_semi has a high expense ratio of 0.34%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.75%
0.00%2.15%
1.08%
0.00%2.15%
0.99%
0.00%2.15%
0.50%
0.00%2.15%
0.35%
0.00%2.15%

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
ARKK
ARK Innovation ETF
-0.07
GOOG
Alphabet Inc.
0.87
MSFT
Microsoft Corporation
1.05
NVDA
NVIDIA Corporation
3.98
AMZN
Amazon.com, Inc.
0.22
QFIN
360 DigiTech, Inc.
0.12
SMH
VanEck Vectors Semiconductor ETF
1.29
SVOL
Simplify Volatility Premium ETF
2.36
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.52
TECL
Direxion Daily Technology Bull 3X Shares
0.86
META
Meta Platforms, Inc.
2.00

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-20.31%
-8.22%
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the p1_tech_cloud_semi. 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 p1_tech_cloud_semi is 57.89%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.89%Nov 22, 2021240Nov 3, 2022
-13.54%Sep 8, 202119Oct 4, 202119Oct 29, 202138
-7.44%Jun 30, 202135Aug 18, 20215Aug 25, 202140
-2.97%Nov 10, 20211Nov 10, 20212Nov 12, 20213
-2.58%Jun 3, 20211Jun 3, 20211Jun 4, 20212

Volatility Chart

The current p1_tech_cloud_semi volatility is 7.59%, 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%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.59%
3.27%
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components