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SuperTech

Last updated Nov 28, 2023

Asset Allocation


MSFT 20%META 20%NVDA 20%GOOG 20%BHP 20%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology20%
META
Meta Platforms, Inc.
Communication Services20%
NVDA
NVIDIA Corporation
Technology20%
GOOG
Alphabet Inc.
Communication Services20%
BHP
BHP Group
Basic Materials20%

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


200.00%400.00%600.00%800.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
1,071.80%
140.92%
SuperTech
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
SuperTech96.92%13.20%17.67%91.58%33.06%N/A
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


JanFebMarAprMayJunJulAugSepOctNovDec
20233.43%12.29%6.00%7.05%-1.65%-3.59%-0.70%

Sharpe Ratio

The current SuperTech Sharpe ratio is 3.37. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.003.37

The Sharpe ratio of SuperTech is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.37
0.91
SuperTech
Benchmark (^GSPC)
Portfolio components

Dividend yield

SuperTech granted a 1.26% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SuperTech1.26%2.29%2.06%0.92%1.94%1.37%1.12%0.89%2.49%1.82%1.56%1.29%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BHPNVDAMETAMSFTGOOG
BHP1.000.310.280.350.33
NVDA0.311.000.510.590.54
META0.280.511.000.570.67
MSFT0.350.590.571.000.69
GOOG0.330.540.670.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.26%
-5.13%
SuperTech
Benchmark (^GSPC)
Portfolio components

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, 2021216Nov 3, 2022139May 25, 2023355
-32.79%Feb 20, 202018Mar 16, 202046May 20, 202064
-27.03%Jul 26, 2018105Dec 24, 201881Apr 23, 2019186
-15.4%Dec 30, 201514Jan 20, 201641Mar 18, 201655
-14.45%Sep 3, 202014Sep 23, 202052Dec 7, 202066

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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.72%
3.31%
SuperTech
Benchmark (^GSPC)
Portfolio components

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