p1_tech_cloud_semi
Asset Allocation
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
Returns
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.33% | 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 |
Portfolio components: | ||||||
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 |
Returns over 1 year are annualized |
Asset Correlations Table
QFIN | SVOL | META | AMZN | ARKK | GOOG | MSFT | NVDA | SOXL | SMH | TECL | |
---|---|---|---|---|---|---|---|---|---|---|---|
QFIN | 1.00 | 0.31 | 0.38 | 0.30 | 0.47 | 0.30 | 0.28 | 0.36 | 0.41 | 0.41 | 0.36 |
SVOL | 0.31 | 1.00 | 0.52 | 0.49 | 0.54 | 0.53 | 0.51 | 0.50 | 0.57 | 0.57 | 0.60 |
META | 0.38 | 0.52 | 1.00 | 0.60 | 0.65 | 0.67 | 0.63 | 0.61 | 0.66 | 0.66 | 0.70 |
AMZN | 0.30 | 0.49 | 0.60 | 1.00 | 0.67 | 0.72 | 0.69 | 0.63 | 0.65 | 0.65 | 0.74 |
ARKK | 0.47 | 0.54 | 0.65 | 0.67 | 1.00 | 0.60 | 0.58 | 0.66 | 0.68 | 0.68 | 0.70 |
GOOG | 0.30 | 0.53 | 0.67 | 0.72 | 0.60 | 1.00 | 0.77 | 0.65 | 0.69 | 0.70 | 0.79 |
MSFT | 0.28 | 0.51 | 0.63 | 0.69 | 0.58 | 0.77 | 1.00 | 0.71 | 0.72 | 0.74 | 0.90 |
NVDA | 0.36 | 0.50 | 0.61 | 0.63 | 0.66 | 0.65 | 0.71 | 1.00 | 0.87 | 0.89 | 0.82 |
SOXL | 0.41 | 0.57 | 0.66 | 0.65 | 0.68 | 0.69 | 0.72 | 0.87 | 1.00 | 0.99 | 0.89 |
SMH | 0.41 | 0.57 | 0.66 | 0.65 | 0.68 | 0.70 | 0.74 | 0.89 | 0.99 | 1.00 | 0.90 |
TECL | 0.36 | 0.60 | 0.70 | 0.74 | 0.70 | 0.79 | 0.90 | 0.82 | 0.89 | 0.90 | 1.00 |
Dividend yield
p1_tech_cloud_semi granted a 1.73% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
p1_tech_cloud_semi | 1.73% | 1.91% | 0.74% | 0.44% | 0.88% | 1.15% | 0.72% | 1.00% | 1.15% | 0.76% | 0.91% | 1.44% |
Portfolio components: | ||||||||||||
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.
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 | |
---|---|---|---|---|---|
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.
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, 2021 | 240 | Nov 3, 2022 | — | — | — |
-13.54% | Sep 8, 2021 | 19 | Oct 4, 2021 | 19 | Oct 29, 2021 | 38 |
-7.44% | Jun 30, 2021 | 35 | Aug 18, 2021 | 5 | Aug 25, 2021 | 40 |
-2.97% | Nov 10, 2021 | 1 | Nov 10, 2021 | 2 | Nov 12, 2021 | 3 |
-2.58% | Jun 3, 2021 | 1 | Jun 3, 2021 | 1 | Jun 4, 2021 | 2 |
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.