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FULL BODY TECH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

FULL BODY TECH

Last updated Jul 24, 2024

Asset Allocation

MSFT 10%GOOGL 10%TCEHY 10%ASML 10%TXN 10%CRM 10%PDD 10%FTNT 10%CDNS 10%SNPS 10%EquityEquity
PositionCategory/SectorWeight
ASML
ASML Holding N.V.		Technology

10%

CDNS
Cadence Design Systems, Inc.		Technology

10%

CRM
salesforce.com, inc.		Technology

10%

FTNT
Fortinet, Inc.		Technology

10%

GOOGL
Alphabet Inc.		Communication Services

10%

MSFT
Microsoft Corporation		Technology

10%

PDD
Pinduoduo Inc.		Consumer Cyclical

10%

SNPS
Synopsys, Inc.		Technology

10%

TCEHY
Tencent Holdings Limited		Communication Services

10%

TXN
Texas Instruments Incorporated		Technology

10%

S&P 500

Performance

Performance Chart

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

100.00%150.00%200.00%250.00%300.00%350.00%FebruaryMarchAprilMayJuneJuly
319.07%
95.80%
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2018, corresponding to the inception date of PDD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		16.48%1.67%14.21%21.98%13.13%10.91%
FULL BODY TECH12.45%-2.49%6.95%23.97%29.08%N/A
Portfolio components:
MSFT
Microsoft Corporation		18.73%-0.63%10.91%27.74%27.09%28.01%
GOOGL
Alphabet Inc.		30.29%1.43%22.39%48.92%24.03%19.85%
TCEHY
Tencent Holdings Limited		24.52%-4.68%29.27%7.97%1.43%12.38%
ASML
ASML Holding N.V.		23.71%-6.91%10.51%36.89%33.57%28.36%
TXN
Texas Instruments Incorporated		18.09%2.26%18.36%9.94%12.26%18.74%
CRM
salesforce.com, inc.		-2.41%6.88%-7.25%13.61%9.97%16.73%
PDD
Pinduoduo Inc.		-9.04%-5.97%-7.90%60.36%44.05%N/A
FTNT
Fortinet, Inc.		-1.01%-0.58%-12.36%-26.04%27.81%27.57%
CDNS
Cadence Design Systems, Inc.		3.90%-8.46%-4.04%18.76%30.24%32.66%
SNPS
Synopsys, Inc.		9.36%-5.45%4.19%23.37%32.80%30.64%

Monthly Returns

The table below presents the monthly returns of FULL BODY TECH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.07%4.82%1.93%-2.53%5.54%2.96%12.45%
202314.22%-2.07%9.73%-3.55%8.31%1.61%5.96%-2.95%-4.33%-0.58%14.93%2.27%49.79%
2022-8.10%-3.72%-0.94%-9.82%2.75%-1.91%8.11%-4.72%-9.98%-0.10%16.00%-6.24%-19.75%
20213.00%3.74%-0.07%3.70%1.16%4.18%0.64%8.63%-5.94%8.63%-3.25%0.55%26.81%
20202.75%-4.73%-5.79%15.96%14.02%10.31%3.76%8.13%-6.07%2.93%13.36%10.02%81.95%
201911.47%6.40%1.88%6.21%-10.46%7.04%5.55%3.38%0.29%3.76%4.82%4.00%52.26%
2018-5.36%4.94%1.77%-12.15%4.96%-5.31%-11.75%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of FULL BODY TECH is 45, 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.

The Risk-Adjusted Performance Rank of FULL BODY TECH is 4545
FULL BODY TECH
The Sharpe Ratio Rank of FULL BODY TECH is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of FULL BODY TECH is 2828Sortino Ratio Rank
The Omega Ratio Rank of FULL BODY TECH is 3030Omega Ratio Rank
The Calmar Ratio Rank of FULL BODY TECH is 7979Calmar Ratio Rank
The Martin Ratio Rank of FULL BODY TECH is 5959Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

FULL BODY TECH
Sharpe ratio
The chart of Sharpe ratio for FULL BODY TECH, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for FULL BODY TECH, currently valued at 1.88, compared to the broader market-2.000.002.004.006.001.88
Omega ratio
The chart of Omega ratio for FULL BODY TECH, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for FULL BODY TECH, currently valued at 2.63, compared to the broader market0.002.004.006.008.0010.002.63
Martin ratio
The chart of Martin ratio for FULL BODY TECH, currently valued at 6.90, compared to the broader market0.0010.0020.0030.0040.006.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		1.542.061.262.347.01
GOOGL
Alphabet Inc.		1.882.441.352.7311.28
TCEHY
Tencent Holdings Limited		0.370.771.090.180.81
ASML
ASML Holding N.V.		0.991.481.201.043.74
TXN
Texas Instruments Incorporated		0.470.821.100.431.05
CRM
salesforce.com, inc.		0.380.681.120.341.16
PDD
Pinduoduo Inc.		1.662.611.321.216.57
FTNT
Fortinet, Inc.		-0.65-0.620.89-0.68-1.14
CDNS
Cadence Design Systems, Inc.		0.611.021.121.112.76
SNPS
Synopsys, Inc.		0.841.331.161.584.24

Sharpe Ratio

The current FULL BODY TECH Sharpe ratio is 1.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.11, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of FULL BODY TECH with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.35
1.99
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FULL BODY TECH granted a 0.53% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
FULL BODY TECH0.53%1.13%0.94%0.38%0.40%0.52%0.59%0.48%0.59%0.60%0.56%0.60%
Portfolio components:
MSFT
Microsoft Corporation		0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet 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%
TCEHY
Tencent Holdings Limited		0.93%6.80%4.27%0.35%0.22%0.27%0.29%0.15%0.25%0.24%0.04%0.20%
ASML
ASML Holding N.V.		0.70%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
TXN
Texas Instruments Incorporated		2.59%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
CRM
salesforce.com, inc.		0.31%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%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.81%
-1.97%
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FULL BODY TECH. 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 FULL BODY TECH was 35.19%, occurring on Nov 3, 2022. Recovery took 153 trading sessions.

The current FULL BODY TECH drawdown is 5.77%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.19%Nov 17, 2021243Nov 3, 2022153Jun 15, 2023396
-28.73%Feb 20, 202018Mar 16, 202038May 8, 202056
-19.27%Sep 14, 201870Dec 24, 201837Feb 19, 2019107
-14.34%Feb 17, 202114Mar 8, 202171Jun 17, 202185
-12.92%Sep 3, 202014Sep 23, 202030Nov 4, 202044

Volatility

Volatility Chart

The current FULL BODY TECH volatility is 5.72%, 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%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.72%
2.94%
FULL BODY TECH
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
PDDTCEHYFTNTTXNCRMGOOGLASMLMSFTCDNSSNPS
PDD1.000.570.280.300.350.340.360.340.320.32
TCEHY0.571.000.310.370.350.380.420.380.360.35
FTNT0.280.311.000.500.590.510.550.590.630.63
TXN0.300.370.501.000.500.560.730.600.630.63
CRM0.350.350.590.501.000.580.540.660.620.64
GOOGL0.340.380.510.560.581.000.580.740.600.60
ASML0.360.420.550.730.540.581.000.630.680.67
MSFT0.340.380.590.600.660.740.631.000.700.72
CDNS0.320.360.630.630.620.600.680.701.000.88
SNPS0.320.350.630.630.640.600.670.720.881.00
The correlation results are calculated based on daily price changes starting from Jul 27, 2018