SuperTech
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BHP BHP Group | Basic Materials | 20% |
GOOG Alphabet Inc. | Communication Services | 20% |
META Meta Platforms, Inc. | Communication Services | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
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 By Period
As of Nov 20, 2024, the SuperTech returned 47.86% Year-To-Date and 33.00% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 0.89% | 11.19% | 30.12% | 13.82% | 11.14% |
| SuperTech | 47.86% | 0.49% | 12.80% | 52.47% | 37.18% | 33.00% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 11.71% | -0.24% | -2.78% | 12.60% | 23.96% | 26.11% |
META Meta Platforms, Inc. | 59.00% | -2.45% | 20.18% | 67.01% | 23.24% | 22.59% |
NVDA NVIDIA Corporation | 196.92% | 2.30% | 54.85% | 194.44% | 95.27% | 77.10% |
GOOG Alphabet Inc. | 27.74% | 8.31% | 1.14% | 29.87% | 22.79% | 21.04% |
BHP BHP Group | -18.70% | -6.46% | -7.76% | -11.17% | 9.13% | 6.73% |
Monthly Returns
The table below presents the monthly returns of SuperTech, 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 | 6.09% | 11.53% | 5.95% | -3.87% | 11.09% | 6.15% | -5.16% | 1.22% | 6.59% | -0.90% | 47.86% | ||
| 2023 | 17.31% | 3.79% | 16.53% | 3.43% | 12.29% | 6.00% | 7.05% | -1.65% | -3.59% | -0.69% | 9.88% | 5.96% | 105.02% |
| 2022 | -6.37% | -4.72% | 7.96% | -16.58% | -0.02% | -12.30% | 6.49% | -6.06% | -12.40% | -5.32% | 19.87% | -6.81% | -34.71% |
| 2021 | 1.07% | 6.15% | 1.37% | 10.25% | 2.15% | 8.35% | 4.18% | 3.57% | -9.09% | 10.01% | 5.99% | -0.19% | 51.50% |
| 2020 | 1.49% | -3.21% | -8.35% | 14.85% | 11.01% | 4.55% | 7.09% | 13.49% | -5.97% | -1.50% | 8.48% | 3.34% | 51.45% |
| 2019 | 11.13% | 2.91% | 7.03% | 5.13% | -9.42% | 9.15% | 2.44% | -3.15% | 1.36% | 5.77% | 5.66% | 4.68% | 49.68% |
| 2018 | 12.44% | -3.45% | -5.15% | 2.20% | 8.62% | -0.33% | 2.70% | 2.93% | -0.03% | -11.44% | -5.05% | -5.27% | -4.09% |
| 2017 | 7.68% | -1.69% | 2.71% | 2.56% | 9.01% | -1.18% | 9.89% | 2.99% | 0.22% | 7.99% | -0.23% | 2.01% | 49.73% |
| 2016 | -4.35% | -1.79% | 10.22% | 1.36% | 5.58% | -1.17% | 11.12% | 2.72% | 6.17% | 2.40% | 5.20% | 3.77% | 48.39% |
| 2015 | -4.09% | 9.23% | -3.91% | 6.04% | -2.23% | -3.76% | 5.86% | -0.75% | 0.26% | 13.65% | 1.23% | 1.40% | 23.42% |
| 2014 | -1.72% | 2.69% | 1.92% | 1.79% | 3.31% | -1.64% | -0.04% | -0.42% | -3.50% | 2.20% |
Expense Ratio
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
Risk-Adjusted Performance Rank
The current rank of SuperTech is 51, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.69 | 1.00 | 1.13 | 0.88 | 2.10 |
META Meta Platforms, Inc. | 1.88 | 2.76 | 1.38 | 3.69 | 11.36 |
NVDA NVIDIA Corporation | 3.81 | 3.86 | 1.49 | 7.33 | 23.08 |
GOOG Alphabet Inc. | 1.19 | 1.69 | 1.23 | 1.41 | 3.57 |
BHP BHP Group | -0.35 | -0.33 | 0.96 | -0.37 | -0.63 |
Dividends
Dividend yield
SuperTech provided a 1.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.32% | 1.15% | 2.29% | 2.14% | 0.95% | 2.01% | 1.41% | 1.15% | 0.90% | 2.57% | 1.86% | 1.59% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
META Meta Platforms, Inc. | 0.27% | 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 | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
GOOG Alphabet Inc. | 0.22% | 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 | 5.54% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
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 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 45.68%, occurring on Nov 3, 2022. Recovery took 136 trading sessions.
The current SuperTech drawdown is 3.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.68% | Dec 28, 2021 | 216 | Nov 3, 2022 | 136 | May 22, 2023 | 352 |
| -32.78% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -27.01% | Jul 26, 2018 | 105 | Dec 24, 2018 | 81 | Apr 23, 2019 | 186 |
| -15.68% | Jul 11, 2024 | 18 | Aug 5, 2024 | 67 | Nov 7, 2024 | 85 |
| -15.4% | Dec 30, 2015 | 14 | Jan 20, 2016 | 41 | Mar 18, 2016 | 55 |
Volatility
Volatility Chart
The current SuperTech volatility is 7.16%, 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
| BHP | NVDA | META | GOOG | MSFT | |
|---|---|---|---|---|---|
| BHP | 1.00 | 0.30 | 0.28 | 0.33 | 0.34 |
| NVDA | 0.30 | 1.00 | 0.50 | 0.52 | 0.58 |
| META | 0.28 | 0.50 | 1.00 | 0.65 | 0.58 |
| GOOG | 0.33 | 0.52 | 0.65 | 1.00 | 0.68 |
| MSFT | 0.34 | 0.58 | 0.58 | 0.68 | 1.00 |