p1_tech_cloud_semi
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 Quarterly
The earliest data available for this chart is May 13, 2021, corresponding to the inception date of SVOL
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
p1_tech_cloud_semi | 45.67% | 7.15% | 27.85% | 88.60% | N/A | N/A |
Portfolio components: | ||||||
ARK Innovation ETF | -8.29% | 2.41% | 12.75% | 33.31% | 3.50% | N/A |
Alphabet Inc. | 17.40% | 0.25% | 4.75% | 21.00% | 21.62% | 20.26% |
Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.13% | 27.04% |
NVIDIA Corporation | 178.72% | 18.97% | 73.57% | 233.54% | 96.47% | 77.97% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.58% | 28.26% |
360 DigiTech, Inc. | 121.91% | 32.33% | 86.38% | 152.38% | 33.89% | N/A |
VanEck Vectors Semiconductor ETF | 43.83% | 5.72% | 23.88% | 78.06% | 35.87% | 29.71% |
Simplify Volatility Premium ETF | 7.98% | -1.36% | 6.41% | 17.06% | N/A | N/A |
Direxion Daily Semiconductor Bull 3x Shares | 12.93% | 5.31% | 10.48% | 113.59% | 24.97% | 37.85% |
Direxion Daily Technology Bull 3X Shares | 38.95% | 10.52% | 44.74% | 118.18% | 41.36% | 42.12% |
Meta Platforms, Inc. | 63.35% | 2.69% | 19.90% | 87.33% | 25.53% | 22.12% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.07% | 14.37% | 6.17% | -6.46% | 10.57% | 9.18% | -5.48% | 1.63% | 4.31% | 45.67% | |||
2023 | 22.80% | -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% | -17.83% | -1.24% | 18.82% | -9.76% | -48.60% |
2021 | 13.23% | 16.26% | -3.76% | 6.55% | -9.05% | 11.64% | 9.21% | -0.14% | 49.50% |
Expense Ratio
p1_tech_cloud_semi features an expense ratio of 0.34%, falling within the medium range. 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 p1_tech_cloud_semi is 34, 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 | |
---|---|---|---|---|---|
ARK Innovation ETF | 0.79 | 1.29 | 1.15 | 0.39 | 2.01 |
Alphabet Inc. | 0.68 | 1.03 | 1.15 | 0.84 | 2.21 |
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
NVIDIA Corporation | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
360 DigiTech, Inc. | 3.05 | 3.94 | 1.45 | 2.09 | 16.96 |
VanEck Vectors Semiconductor ETF | 2.15 | 2.64 | 1.36 | 2.99 | 8.61 |
Simplify Volatility Premium ETF | 1.36 | 1.79 | 1.34 | 1.47 | 10.70 |
Direxion Daily Semiconductor Bull 3x Shares | 0.94 | 1.68 | 1.22 | 1.18 | 3.42 |
Direxion Daily Technology Bull 3X Shares | 1.62 | 2.06 | 1.28 | 1.84 | 6.59 |
Meta Platforms, Inc. | 2.27 | 3.18 | 1.44 | 3.36 | 13.94 |
Dividends
Dividend yield
p1_tech_cloud_semi granted a 1.45% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
p1_tech_cloud_semi | 1.45% | 1.45% | 1.80% | 0.65% | 0.43% | 0.85% | 1.08% | 0.65% | 0.93% | 1.01% | 0.65% | 0.76% |
Portfolio components: | ||||||||||||
ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% |
360 DigiTech, Inc. | 3.54% | 4.17% | 4.03% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Simplify Volatility Premium ETF | 16.43% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Direxion Daily Semiconductor Bull 3x Shares | 0.87% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
Direxion Daily Technology Bull 3X Shares | 0.30% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Meta Platforms, Inc. | 0.26% | 0.00% | 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.
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 57.89%, occurring on Nov 3, 2022. Recovery took 301 trading sessions.
The current p1_tech_cloud_semi drawdown is 5.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-57.89% | Nov 22, 2021 | 240 | Nov 3, 2022 | 301 | Jan 18, 2024 | 541 |
-24.52% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-13.54% | Sep 8, 2021 | 19 | Oct 4, 2021 | 19 | Oct 29, 2021 | 38 |
-12.38% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
-7.44% | Jun 30, 2021 | 35 | Aug 18, 2021 | 5 | Aug 25, 2021 | 40 |
Volatility
Volatility Chart
The current p1_tech_cloud_semi volatility is 6.88%, 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
QFIN | SVOL | META | ARKK | GOOG | AMZN | MSFT | NVDA | SOXL | SMH | TECL | |
---|---|---|---|---|---|---|---|---|---|---|---|
QFIN | 1.00 | 0.29 | 0.32 | 0.42 | 0.27 | 0.27 | 0.23 | 0.30 | 0.35 | 0.35 | 0.32 |
SVOL | 0.29 | 1.00 | 0.48 | 0.54 | 0.49 | 0.48 | 0.49 | 0.47 | 0.54 | 0.54 | 0.59 |
META | 0.32 | 0.48 | 1.00 | 0.59 | 0.63 | 0.60 | 0.63 | 0.58 | 0.60 | 0.62 | 0.67 |
ARKK | 0.42 | 0.54 | 0.59 | 1.00 | 0.54 | 0.62 | 0.54 | 0.58 | 0.66 | 0.64 | 0.67 |
GOOG | 0.27 | 0.49 | 0.63 | 0.54 | 1.00 | 0.68 | 0.73 | 0.56 | 0.60 | 0.60 | 0.72 |
AMZN | 0.27 | 0.48 | 0.60 | 0.62 | 0.68 | 1.00 | 0.69 | 0.59 | 0.60 | 0.62 | 0.71 |
MSFT | 0.23 | 0.49 | 0.63 | 0.54 | 0.73 | 0.69 | 1.00 | 0.65 | 0.67 | 0.69 | 0.87 |
NVDA | 0.30 | 0.47 | 0.58 | 0.58 | 0.56 | 0.59 | 0.65 | 1.00 | 0.83 | 0.88 | 0.81 |
SOXL | 0.35 | 0.54 | 0.60 | 0.66 | 0.60 | 0.60 | 0.67 | 0.83 | 1.00 | 0.99 | 0.89 |
SMH | 0.35 | 0.54 | 0.62 | 0.64 | 0.60 | 0.62 | 0.69 | 0.88 | 0.99 | 1.00 | 0.90 |
TECL | 0.32 | 0.59 | 0.67 | 0.67 | 0.72 | 0.71 | 0.87 | 0.81 | 0.89 | 0.90 | 1.00 |