FULL BODY TECH
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
MSFT Microsoft Corporation | Technology | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
TCEHY Tencent Holdings Limited | Communication Services | 10% |
ASML ASML Holding N.V. | Technology | 10% |
TXN Texas Instruments Incorporated | Technology | 10% |
CRM salesforce.com, inc. | Technology | 10% |
PDD Pinduoduo Inc. | Consumer Cyclical | 10% |
FTNT Fortinet, Inc. | Technology | 10% |
CDNS Cadence Design Systems, Inc. | Technology | 10% |
SNPS Synopsys, Inc. | Technology | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in FULL BODY TECH, 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
Returns
As of Jun 3, 2023, the FULL BODY TECH returned 29.79% Year-To-Date and 27.33% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 4.68% | 11.53% | 5.17% | 2.53% | 8.87% | 8.87% |
FULL BODY TECH | 12.15% | 29.79% | 21.99% | 23.70% | 27.33% | 27.33% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | 10.42% | 40.51% | 32.14% | 23.33% | 27.42% | 27.42% |
GOOGL Alphabet Inc. | 18.27% | 41.30% | 24.12% | 5.99% | 14.65% | 14.65% |
TCEHY Tencent Holdings Limited | -0.31% | 6.03% | 19.32% | -0.84% | -0.33% | -0.33% |
ASML ASML Holding N.V. | 14.16% | 33.30% | 20.25% | 26.04% | 29.54% | 29.54% |
TXN Texas Instruments Incorporated | 8.10% | 7.64% | 0.10% | 2.10% | 12.55% | 12.55% |
CRM salesforce.com, inc. | 10.60% | 60.67% | 47.36% | 13.07% | 7.87% | 7.87% |
PDD Pinduoduo Inc. | 9.48% | -14.73% | -19.46% | 32.03% | 21.84% | 21.84% |
FTNT Fortinet, Inc. | 12.63% | 39.35% | 27.08% | 12.34% | 39.21% | 39.21% |
CDNS Cadence Design Systems, Inc. | 10.72% | 42.98% | 33.21% | 42.30% | 39.20% | 39.20% |
SNPS Synopsys, Inc. | 22.11% | 40.74% | 29.06% | 35.84% | 38.37% | 38.37% |
Returns over 1 year are annualized |
Asset Correlations Table
TCEHY | PDD | FTNT | TXN | CRM | GOOGL | ASML | MSFT | CDNS | SNPS | |
---|---|---|---|---|---|---|---|---|---|---|
TCEHY | 1.00 | 0.29 | 0.12 | 0.15 | 0.14 | 0.16 | 0.18 | 0.14 | 0.15 | 0.15 |
PDD | 0.29 | 1.00 | 0.30 | 0.32 | 0.37 | 0.35 | 0.37 | 0.36 | 0.34 | 0.34 |
FTNT | 0.12 | 0.30 | 1.00 | 0.54 | 0.64 | 0.55 | 0.57 | 0.63 | 0.67 | 0.67 |
TXN | 0.15 | 0.32 | 0.54 | 1.00 | 0.53 | 0.62 | 0.75 | 0.64 | 0.66 | 0.67 |
CRM | 0.14 | 0.37 | 0.64 | 0.53 | 1.00 | 0.61 | 0.56 | 0.70 | 0.65 | 0.68 |
GOOGL | 0.16 | 0.35 | 0.55 | 0.62 | 0.61 | 1.00 | 0.62 | 0.76 | 0.63 | 0.65 |
ASML | 0.18 | 0.37 | 0.57 | 0.75 | 0.56 | 0.62 | 1.00 | 0.66 | 0.68 | 0.68 |
MSFT | 0.14 | 0.36 | 0.63 | 0.64 | 0.70 | 0.76 | 0.66 | 1.00 | 0.72 | 0.74 |
CDNS | 0.15 | 0.34 | 0.67 | 0.66 | 0.65 | 0.63 | 0.68 | 0.72 | 1.00 | 0.89 |
SNPS | 0.15 | 0.34 | 0.67 | 0.67 | 0.68 | 0.65 | 0.68 | 0.74 | 0.89 | 1.00 |
Dividend yield
FULL BODY TECH granted a 1.60% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FULL BODY TECH | 1.60% | 0.88% | 0.39% | 0.42% | 0.55% | 0.62% | 0.52% | 0.65% | 0.68% | 0.67% | 0.71% | 2.86% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 1.16% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
GOOGL 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% |
TCEHY Tencent Holdings Limited | 9.38% | 3.70% | 0.38% | 0.23% | 0.29% | 0.28% | 0.17% | 0.27% | 0.26% | 0.24% | 0.22% | 0.33% |
ASML ASML Holding N.V. | 1.32% | 1.14% | 0.50% | 0.60% | 1.22% | 0.97% | 0.67% | 0.97% | 0.78% | 0.72% | 0.68% | 21.42% |
TXN Texas Instruments Incorporated | 4.09% | 2.88% | 2.33% | 2.42% | 2.75% | 3.15% | 2.35% | 2.67% | 3.12% | 2.91% | 3.14% | 3.09% |
CRM salesforce.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% |
PDD Pinduoduo 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% |
FTNT Fortinet, 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% |
CDNS Cadence Design Systems, 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% |
SNPS Synopsys, 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% |
Expense Ratio
The FULL BODY TECH 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 | 0.74 | ||||
GOOGL Alphabet Inc. | 0.25 | ||||
TCEHY Tencent Holdings Limited | -0.03 | ||||
ASML ASML Holding N.V. | 0.65 | ||||
TXN Texas Instruments Incorporated | 0.12 | ||||
CRM salesforce.com, inc. | 0.50 | ||||
PDD Pinduoduo Inc. | 0.57 | ||||
FTNT Fortinet, Inc. | 0.40 | ||||
CDNS Cadence Design Systems, Inc. | 1.45 | ||||
SNPS Synopsys, Inc. | 1.21 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the FULL BODY TECH. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the FULL BODY TECH is 35.29%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.29% | Nov 17, 2021 | 243 | Nov 3, 2022 | — | — | — |
-28.35% | Feb 20, 2020 | 18 | Mar 16, 2020 | 38 | May 8, 2020 | 56 |
-18.99% | Sep 14, 2018 | 70 | Dec 24, 2018 | 37 | Feb 19, 2019 | 107 |
-14.28% | Feb 17, 2021 | 14 | Mar 8, 2021 | 76 | Jun 24, 2021 | 90 |
-12.83% | Sep 3, 2020 | 14 | Sep 23, 2020 | 30 | Nov 4, 2020 | 44 |
Volatility Chart
The current FULL BODY TECH volatility is 6.17%, 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.