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p1_tech_cloud_semi
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 Every 3 months.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
103.82%
37.72%
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 13, 2021, corresponding to the inception date of SVOL

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
p1_tech_cloud_semi-13.25%25.67%-14.78%5.57%N/AN/A
ARKK
ARK Innovation ETF
-9.34%27.06%-2.32%15.85%-1.83%10.57%
GOOG
Alphabet Inc
-18.12%6.26%-14.36%-8.57%17.71%19.36%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
QFIN
360 DigiTech, Inc.
14.14%22.17%32.43%124.77%43.42%N/A
SMH
VanEck Vectors Semiconductor ETF
-8.35%23.34%-14.59%0.69%27.53%24.32%
SVOL
Simplify Volatility Premium ETF
-16.62%19.27%-18.48%-15.08%N/AN/A
SOXL
Direxion Daily Semiconductor Bull 3x Shares
-49.83%65.58%-62.05%-65.84%8.71%20.59%
TECL
Direxion Daily Technology Bull 3X Shares
-32.23%63.89%-38.06%-17.10%28.58%32.60%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
*Annualized

Monthly Returns

The table below presents the monthly returns of p1_tech_cloud_semi, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.43%-7.12%-10.95%-3.02%5.59%-13.25%
20243.07%14.37%6.17%-6.46%10.57%9.18%-5.48%1.63%4.31%-1.41%7.45%0.67%51.03%
202322.80%-0.26%14.41%-2.95%15.71%9.65%8.37%-4.90%-8.89%-4.21%18.85%9.94%102.81%
2022-14.60%-5.77%0.71%-21.38%0.97%-12.36%17.06%-10.50%-17.82%-1.24%18.82%-9.87%-48.66%
202113.23%16.26%-3.76%6.55%-9.05%11.64%9.21%-0.19%49.42%

Expense Ratio

p1_tech_cloud_semi has an expense ratio of 0.34%, placing it in the medium range. 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 p1_tech_cloud_semi is 11, meaning it’s performing worse than 89% 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.


The Risk-Adjusted Performance Rank of p1_tech_cloud_semi is 1111
Overall Rank
The Sharpe Ratio Rank of p1_tech_cloud_semi is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of p1_tech_cloud_semi is 1212
Sortino Ratio Rank
The Omega Ratio Rank of p1_tech_cloud_semi is 1212
Omega Ratio Rank
The Calmar Ratio Rank of p1_tech_cloud_semi is 1111
Calmar Ratio Rank
The Martin Ratio Rank of p1_tech_cloud_semi is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ARKK
ARK Innovation ETF
0.360.651.080.150.79
GOOG
Alphabet Inc
-0.28-0.150.98-0.27-0.59
MSFT
Microsoft Corporation
0.300.571.070.290.63
NVDA
NVIDIA Corporation
0.511.021.130.741.85
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
QFIN
360 DigiTech, Inc.
2.503.101.382.5315.57
SMH
VanEck Vectors Semiconductor ETF
0.020.301.040.000.01
SVOL
Simplify Volatility Premium ETF
-0.45-0.470.92-0.45-1.77
SOXL
Direxion Daily Semiconductor Bull 3x Shares
-0.52-0.310.96-0.75-1.23
TECL
Direxion Daily Technology Bull 3X Shares
-0.190.311.04-0.26-0.61
META
Meta Platforms, Inc.
0.751.321.170.852.66

The current p1_tech_cloud_semi Sharpe ratio is 0.13. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of p1_tech_cloud_semi with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.13
0.48
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

p1_tech_cloud_semi provided a 1.84% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.84%1.46%1.45%1.68%0.60%0.36%0.40%0.89%0.51%0.85%0.79%0.53%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%
GOOG
Alphabet Inc
0.51%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%
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.
3.02%3.07%4.17%4.03%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.48%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
SVOL
Simplify Volatility Premium ETF
20.56%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
2.57%1.18%0.51%1.08%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%
TECL
Direxion Daily Technology Bull 3X Shares
0.58%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%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%

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-20.66%
-7.82%
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the p1_tech_cloud_semi. 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 p1_tech_cloud_semi was 57.91%, occurring on Nov 3, 2022. Recovery took 301 trading sessions.

The current p1_tech_cloud_semi drawdown is 20.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.91%Nov 22, 2021240Nov 3, 2022301Jan 18, 2024541
-36.86%Jan 23, 202553Apr 8, 2025
-24.52%Jul 11, 202418Aug 5, 202467Nov 7, 202485
-13.54%Sep 8, 202119Oct 4, 202119Oct 29, 202138
-12.38%Apr 12, 20246Apr 19, 202418May 15, 202424

Volatility

Volatility Chart

The current p1_tech_cloud_semi volatility is 21.31%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
21.31%
11.21%
p1_tech_cloud_semi
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 10.53, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCQFINSVOLMETAGOOGARKKAMZNMSFTNVDASOXLSMHTECLPortfolio
^GSPC1.000.330.710.670.720.720.710.780.710.810.810.920.88
QFIN0.331.000.290.300.260.400.260.220.280.340.340.310.49
SVOL0.710.291.000.490.510.580.500.510.500.580.570.630.63
META0.670.300.491.000.630.590.620.630.580.600.620.670.71
GOOG0.720.260.510.631.000.560.690.720.560.600.610.720.73
ARKK0.720.400.580.590.561.000.630.550.590.670.650.690.77
AMZN0.710.260.500.620.690.631.000.700.600.610.620.720.75
MSFT0.780.220.510.630.720.550.701.000.650.670.690.860.79
NVDA0.710.280.500.580.560.590.600.651.000.820.870.810.85
SOXL0.810.340.580.600.600.670.610.670.821.000.980.890.92
SMH0.810.340.570.620.610.650.620.690.870.981.000.900.93
TECL0.920.310.630.670.720.690.720.860.810.890.901.000.94
Portfolio0.880.490.630.710.730.770.750.790.850.920.930.941.00
The correlation results are calculated based on daily price changes starting from May 14, 2021