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 Every 3 months.
The earliest data available for this chart is May 13, 2021, corresponding to the inception date of SVOL
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 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/A | N/A |
Portfolio components: | ||||||
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/A | N/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% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.43% | -7.12% | -10.95% | -3.02% | 5.59% | -13.25% | |||||||
2024 | 3.07% | 14.37% | 6.17% | -6.46% | 10.57% | 9.18% | -5.48% | 1.63% | 4.31% | -1.41% | 7.45% | 0.67% | 51.03% |
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% | -17.82% | -1.24% | 18.82% | -9.87% | -48.66% |
2021 | 13.23% | 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.
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 | |
---|---|---|---|---|---|
ARKK ARK Innovation ETF | 0.36 | 0.65 | 1.08 | 0.15 | 0.79 |
GOOG Alphabet Inc | -0.28 | -0.15 | 0.98 | -0.27 | -0.59 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
NVDA NVIDIA Corporation | 0.51 | 1.02 | 1.13 | 0.74 | 1.85 |
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
QFIN 360 DigiTech, Inc. | 2.50 | 3.10 | 1.38 | 2.53 | 15.57 |
SMH VanEck Vectors Semiconductor ETF | 0.02 | 0.30 | 1.04 | 0.00 | 0.01 |
SVOL Simplify Volatility Premium ETF | -0.45 | -0.47 | 0.92 | -0.45 | -1.77 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | -0.52 | -0.31 | 0.96 | -0.75 | -1.23 |
TECL Direxion Daily Technology Bull 3X Shares | -0.19 | 0.31 | 1.04 | -0.26 | -0.61 |
META Meta Platforms, Inc. | 0.75 | 1.32 | 1.17 | 0.85 | 2.66 |
Dividends
Dividend yield
p1_tech_cloud_semi provided a 1.84% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.84% | 1.46% | 1.45% | 1.68% | 0.60% | 0.36% | 0.40% | 0.89% | 0.51% | 0.85% | 0.79% | 0.53% |
Portfolio components: | ||||||||||||
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.
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, 2021 | 240 | Nov 3, 2022 | 301 | Jan 18, 2024 | 541 |
-36.86% | Jan 23, 2025 | 53 | Apr 8, 2025 | — | — | — |
-24.52% | Jul 11, 2024 | 18 | Aug 5, 2024 | 67 | Nov 7, 2024 | 85 |
-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 |
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.
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
^GSPC | QFIN | SVOL | META | GOOG | ARKK | AMZN | MSFT | NVDA | SOXL | SMH | TECL | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.33 | 0.71 | 0.67 | 0.72 | 0.72 | 0.71 | 0.78 | 0.71 | 0.81 | 0.81 | 0.92 | 0.88 |
QFIN | 0.33 | 1.00 | 0.29 | 0.30 | 0.26 | 0.40 | 0.26 | 0.22 | 0.28 | 0.34 | 0.34 | 0.31 | 0.49 |
SVOL | 0.71 | 0.29 | 1.00 | 0.49 | 0.51 | 0.58 | 0.50 | 0.51 | 0.50 | 0.58 | 0.57 | 0.63 | 0.63 |
META | 0.67 | 0.30 | 0.49 | 1.00 | 0.63 | 0.59 | 0.62 | 0.63 | 0.58 | 0.60 | 0.62 | 0.67 | 0.71 |
GOOG | 0.72 | 0.26 | 0.51 | 0.63 | 1.00 | 0.56 | 0.69 | 0.72 | 0.56 | 0.60 | 0.61 | 0.72 | 0.73 |
ARKK | 0.72 | 0.40 | 0.58 | 0.59 | 0.56 | 1.00 | 0.63 | 0.55 | 0.59 | 0.67 | 0.65 | 0.69 | 0.77 |
AMZN | 0.71 | 0.26 | 0.50 | 0.62 | 0.69 | 0.63 | 1.00 | 0.70 | 0.60 | 0.61 | 0.62 | 0.72 | 0.75 |
MSFT | 0.78 | 0.22 | 0.51 | 0.63 | 0.72 | 0.55 | 0.70 | 1.00 | 0.65 | 0.67 | 0.69 | 0.86 | 0.79 |
NVDA | 0.71 | 0.28 | 0.50 | 0.58 | 0.56 | 0.59 | 0.60 | 0.65 | 1.00 | 0.82 | 0.87 | 0.81 | 0.85 |
SOXL | 0.81 | 0.34 | 0.58 | 0.60 | 0.60 | 0.67 | 0.61 | 0.67 | 0.82 | 1.00 | 0.98 | 0.89 | 0.92 |
SMH | 0.81 | 0.34 | 0.57 | 0.62 | 0.61 | 0.65 | 0.62 | 0.69 | 0.87 | 0.98 | 1.00 | 0.90 | 0.93 |
TECL | 0.92 | 0.31 | 0.63 | 0.67 | 0.72 | 0.69 | 0.72 | 0.86 | 0.81 | 0.89 | 0.90 | 1.00 | 0.94 |
Portfolio | 0.88 | 0.49 | 0.63 | 0.71 | 0.73 | 0.77 | 0.75 | 0.79 | 0.85 | 0.92 | 0.93 | 0.94 | 1.00 |