SuperTech
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
BHP BHP Group | Basic Materials | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in SuperTech, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| SuperTech | 96.92% | 13.20% | 17.67% | 91.58% | 33.06% | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 59.27% | 15.03% | 14.21% | 54.34% | 29.22% | 28.06% |
META Meta Platforms, Inc. | 178.13% | 12.80% | 27.73% | 200.42% | 19.67% | 21.74% |
NVDA NVIDIA Corporation | 230.23% | 19.12% | 23.89% | 196.69% | 65.08% | 63.03% |
GOOG Alphabet Inc. | 55.58% | 11.87% | 10.06% | 41.44% | 20.58% | N/A |
BHP BHP Group | 4.56% | 7.20% | 11.23% | 8.71% | 14.71% | 5.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.43% | 12.29% | 6.00% | 7.05% | -1.65% | -3.59% | -0.70% |
Dividend yield
SuperTech granted a 1.26% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SuperTech | 1.26% | 2.29% | 2.06% | 0.92% | 1.94% | 1.37% | 1.12% | 0.89% | 2.49% | 1.82% | 1.56% | 1.29% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
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% |
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
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% |
BHP BHP Group | 5.55% | 10.27% | 9.56% | 3.52% | 8.23% | 4.68% | 3.46% | 1.61% | 8.93% | 4.90% | 3.26% | 2.74% |
Expense Ratio
The SuperTech has an expense ratio of 0.00%, indicating no management fees are charged. 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 2.04 | ||||
META Meta Platforms, Inc. | 4.73 | ||||
NVDA NVIDIA Corporation | 3.77 | ||||
GOOG Alphabet Inc. | 1.26 | ||||
BHP BHP Group | 0.29 |
Asset Correlations Table
| BHP | NVDA | META | MSFT | GOOG | |
|---|---|---|---|---|---|
| BHP | 1.00 | 0.31 | 0.28 | 0.35 | 0.33 |
| NVDA | 0.31 | 1.00 | 0.51 | 0.59 | 0.54 |
| META | 0.28 | 0.51 | 1.00 | 0.57 | 0.67 |
| MSFT | 0.35 | 0.59 | 0.57 | 1.00 | 0.69 |
| GOOG | 0.33 | 0.54 | 0.67 | 0.69 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SuperTech. 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 SuperTech was 46.19%, occurring on Nov 3, 2022. Recovery took 139 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.19% | Dec 28, 2021 | 216 | Nov 3, 2022 | 139 | May 25, 2023 | 355 |
| -32.79% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -27.03% | Jul 26, 2018 | 105 | Dec 24, 2018 | 81 | Apr 23, 2019 | 186 |
| -15.4% | Dec 30, 2015 | 14 | Jan 20, 2016 | 41 | Mar 18, 2016 | 55 |
| -14.45% | Sep 3, 2020 | 14 | Sep 23, 2020 | 52 | Dec 7, 2020 | 66 |
Volatility Chart
The current SuperTech volatility is 4.72%, 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.