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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 8, 2024, the SuperTech returned 27.32% Year-To-Date and 32.34% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 8.76% | -0.32% | 18.48% | 25.36% | 12.60% | 10.71% |
| SuperTech | 27.32% | -0.05% | 39.49% | 76.15% | 36.44% | 32.34% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 9.06% | -3.80% | 13.98% | 33.71% | 28.00% | 28.51% |
META Meta Platforms, Inc. | 32.43% | -11.21% | 47.02% | 100.94% | 20.02% | 23.45% |
NVDA NVIDIA Corporation | 82.86% | 2.89% | 97.08% | 210.74% | 84.86% | 71.02% |
GOOG Alphabet Inc. | 22.74% | 12.37% | 30.65% | 59.81% | 24.44% | 20.97% |
BHP BHP Group | -13.75% | -0.33% | 2.41% | -0.48% | 10.85% | 5.51% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.09% | 11.53% | 5.95% | -3.85% | ||||||||
| 2023 | -0.69% | 9.88% | 5.96% |
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 risk-adjusted rank of SuperTech is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
SuperTech
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 | 1.55 | 2.15 | 1.26 | 2.53 | 6.19 |
META Meta Platforms, Inc. | 2.82 | 3.72 | 1.49 | 2.60 | 19.10 |
NVDA NVIDIA Corporation | 4.36 | 4.96 | 1.61 | 10.91 | 31.46 |
GOOG Alphabet Inc. | 2.18 | 2.75 | 1.39 | 2.22 | 13.23 |
BHP BHP Group | -0.01 | 0.16 | 1.02 | -0.02 | -0.04 |
Dividends
Dividend yield
SuperTech granted a 1.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SuperTech | 1.22% | 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 | 0.70% | 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. | 0.11% | 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. | 0.00% | 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 | 5.29% | 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.
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 2.04%.
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 |
| -15.4% | Dec 30, 2015 | 14 | Jan 20, 2016 | 41 | Mar 18, 2016 | 55 |
| -14.44% | Sep 3, 2020 | 14 | Sep 23, 2020 | 51 | Dec 4, 2020 | 65 |
Volatility
Volatility Chart
The current SuperTech volatility is 8.01%, 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 | MSFT | GOOG | |
|---|---|---|---|---|---|
| BHP | 1.00 | 0.30 | 0.28 | 0.34 | 0.33 |
| NVDA | 0.30 | 1.00 | 0.51 | 0.59 | 0.53 |
| META | 0.28 | 0.51 | 1.00 | 0.58 | 0.66 |
| MSFT | 0.34 | 0.59 | 0.58 | 1.00 | 0.69 |
| GOOG | 0.33 | 0.53 | 0.66 | 0.69 | 1.00 |