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FULL BODY TECH

Last updated Jun 3, 2023

Asset Allocation


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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%2023FebruaryMarchAprilMayJune
23.64%
7.09%
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark4.68%11.53%5.17%2.53%8.87%8.87%
FULL BODY TECH12.15%29.79%21.99%23.70%27.33%27.33%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TCEHYPDDFTNTTXNCRMGOOGLASMLMSFTCDNSSNPS
TCEHY1.000.290.120.150.140.160.180.140.150.15
PDD0.291.000.300.320.370.350.370.360.340.34
FTNT0.120.301.000.540.640.550.570.630.670.67
TXN0.150.320.541.000.530.620.750.640.660.67
CRM0.140.370.640.531.000.610.560.700.650.68
GOOGL0.160.350.550.620.611.000.620.760.630.65
ASML0.180.370.570.750.560.621.000.660.680.68
MSFT0.140.360.630.640.700.760.661.000.720.74
CDNS0.150.340.670.660.650.630.680.721.000.89
SNPS0.150.340.670.670.680.650.680.740.891.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FULL BODY TECH Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.002023FebruaryMarchAprilMayJune
0.97
0.21
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

Dividend yield

FULL BODY TECH granted a 1.60% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
FULL BODY TECH1.60%0.88%0.39%0.42%0.55%0.62%0.52%0.65%0.68%0.67%0.71%2.86%
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.


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
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.


-25.00%-20.00%-15.00%-10.00%-5.00%2023FebruaryMarchAprilMayJune
-2.38%
-10.72%
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

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, 2021243Nov 3, 2022
-28.35%Feb 20, 202018Mar 16, 202038May 8, 202056
-18.99%Sep 14, 201870Dec 24, 201837Feb 19, 2019107
-14.28%Feb 17, 202114Mar 8, 202176Jun 24, 202190
-12.83%Sep 3, 202014Sep 23, 202030Nov 4, 202044

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.


2.00%4.00%6.00%8.00%10.00%12.00%2023FebruaryMarchAprilMayJune
6.17%
3.77%
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components