app
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
ADBE Adobe Inc | Technology | 5.56% |
ADI Analog Devices, Inc. | Technology | 5.56% |
AGYS Agilysys, Inc. | Technology | 5.56% |
ANET Arista Networks, Inc. | Technology | 5.56% |
ANSS ANSYS, Inc. | Technology | 5.56% |
CDNS Cadence Design Systems, Inc. | Technology | 5.56% |
CRM salesforce.com, inc. | Technology | 5.56% |
FTNT Fortinet, Inc. | Technology | 5.56% |
JNPR Juniper Networks, Inc. | Technology | 5.56% |
MPWR Monolithic Power Systems, Inc. | Technology | 5.56% |
MSFT Microsoft Corporation | Technology | 5.56% |
NOW ServiceNow, Inc. | Technology | 5.56% |
ORCL Oracle Corporation | Technology | 5.56% |
SNPS Synopsys, Inc. | Technology | 5.56% |
STX Seagate Technology plc | Technology | 5.56% |
SWKS Skyworks Solutions, Inc. | Technology | 5.56% |
TYL Tyler Technologies, Inc. | Technology | 5.56% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 5.56% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
As of May 11, 2025, the app returned -6.15% Year-To-Date and 22.49% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
app | -6.15% | 15.59% | -8.95% | 8.86% | 21.16% | 22.49% |
Portfolio components: | ||||||
ANET Arista Networks, Inc. | -21.72% | 19.09% | -13.58% | 10.21% | 44.04% | 35.62% |
FTNT Fortinet, Inc. | 3.11% | 1.14% | 5.85% | 67.50% | 28.34% | 29.00% |
CRM salesforce.com, inc. | -17.49% | 7.96% | -14.22% | 0.13% | 8.74% | 14.52% |
CDNS Cadence Design Systems, Inc. | 1.77% | 20.38% | 1.50% | 6.37% | 29.91% | 32.14% |
ANSS ANSYS, Inc. | -1.06% | 12.56% | -2.47% | 1.67% | 4.67% | 14.28% |
MPWR Monolithic Power Systems, Inc. | 8.08% | 31.58% | -15.83% | -8.52% | 25.82% | 29.66% |
TYL Tyler Technologies, Inc. | -2.84% | 0.48% | -10.10% | 15.57% | 10.83% | 16.48% |
SNPS Synopsys, Inc. | -0.51% | 18.68% | -14.01% | -13.26% | 24.57% | 25.99% |
ADI Analog Devices, Inc. | -1.90% | 16.34% | -7.31% | 1.85% | 16.00% | 15.19% |
SWKS Skyworks Solutions, Inc. | -22.27% | 26.69% | -22.08% | -23.60% | -7.20% | -1.64% |
ADBE Adobe Inc | -13.81% | 9.49% | -22.52% | -20.53% | 0.63% | 17.45% |
NOW ServiceNow, Inc. | -7.55% | 25.09% | -2.78% | 34.29% | 20.70% | 29.38% |
STX Seagate Technology plc | 11.80% | 37.24% | -7.22% | 4.82% | 18.39% | 10.62% |
ORCL Oracle Corporation | -9.22% | 12.74% | -20.07% | 30.32% | 24.87% | 14.94% |
JNPR Juniper Networks, Inc. | -2.34% | 4.94% | -5.43% | 7.49% | 12.01% | 5.57% |
AGYS Agilysys, Inc. | -38.52% | 15.65% | -31.85% | -1.03% | 35.04% | 23.78% |
MSFT Microsoft Corporation | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | 26.80% |
XLK Technology Select Sector SPDR Fund | -6.25% | 11.95% | -7.94% | 6.60% | 18.98% | 19.17% |
Monthly Returns
The table below presents the monthly returns of app, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 0.23% | -5.17% | -8.69% | 3.74% | 4.23% | -6.15% | |||||||
2024 | 3.58% | 3.63% | 0.95% | -5.67% | 3.26% | 9.54% | 0.18% | 2.86% | 1.55% | -2.49% | 6.59% | -2.78% | 22.25% |
2023 | 11.23% | 1.93% | 10.20% | -3.50% | 7.12% | 4.23% | 1.71% | -0.44% | -5.89% | 0.93% | 11.98% | 4.61% | 51.68% |
2022 | -10.54% | -1.71% | 2.03% | -12.65% | 0.67% | -6.09% | 12.86% | -6.70% | -10.55% | 5.81% | 8.10% | -4.59% | -23.84% |
2021 | -0.06% | 5.68% | -0.09% | 4.56% | 0.37% | 6.94% | 5.23% | 5.01% | -5.58% | 10.08% | 1.59% | 2.28% | 41.33% |
2020 | 5.05% | -6.91% | -8.45% | 14.18% | 9.25% | 2.97% | 6.20% | 6.47% | -3.30% | -0.79% | 11.58% | 7.22% | 49.24% |
2019 | 10.05% | 10.35% | 3.03% | 6.52% | -10.73% | 8.91% | 3.94% | -1.85% | 1.11% | 1.75% | 6.42% | 3.31% | 49.54% |
2018 | 9.01% | -0.30% | -0.39% | 0.99% | 6.96% | 0.76% | 1.04% | 8.72% | -0.97% | -8.64% | 1.03% | -7.79% | 9.10% |
2017 | 6.68% | 6.66% | 2.70% | 2.42% | 5.06% | -2.18% | 2.33% | 3.37% | 0.99% | 7.72% | 2.35% | -0.41% | 44.27% |
2016 | -8.96% | -0.70% | 7.63% | -1.96% | 5.22% | -2.47% | 6.51% | 3.48% | 2.77% | -1.16% | 2.52% | -1.59% | 10.57% |
2015 | -3.38% | 8.56% | -0.31% | 2.61% | 3.52% | -1.74% | 2.92% | -5.03% | -0.23% | 7.11% | 2.74% | -3.81% | 12.66% |
2014 | 3.72% | -1.29% | 6.25% | -2.64% | 3.84% | 4.15% | 1.10% | 15.80% |
Expense Ratio
app has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of app is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
ANET Arista Networks, Inc. | 0.32 | 0.95 | 1.14 | 0.52 | 1.39 |
FTNT Fortinet, Inc. | 1.63 | 2.60 | 1.36 | 2.06 | 8.82 |
CRM salesforce.com, inc. | 0.02 | 0.27 | 1.04 | -0.00 | -0.00 |
CDNS Cadence Design Systems, Inc. | 0.17 | 0.56 | 1.07 | 0.26 | 0.52 |
ANSS ANSYS, Inc. | 0.08 | 0.33 | 1.04 | 0.09 | 0.38 |
MPWR Monolithic Power Systems, Inc. | -0.14 | 0.27 | 1.04 | -0.16 | -0.33 |
TYL Tyler Technologies, Inc. | 0.63 | 1.13 | 1.14 | 0.85 | 2.45 |
SNPS Synopsys, Inc. | -0.30 | -0.16 | 0.98 | -0.31 | -0.65 |
ADI Analog Devices, Inc. | 0.07 | 0.45 | 1.06 | 0.11 | 0.32 |
SWKS Skyworks Solutions, Inc. | -0.46 | -0.36 | 0.94 | -0.33 | -0.86 |
ADBE Adobe Inc | -0.56 | -0.64 | 0.90 | -0.44 | -1.08 |
NOW ServiceNow, Inc. | 0.82 | 1.44 | 1.20 | 0.98 | 2.70 |
STX Seagate Technology plc | 0.18 | 0.61 | 1.09 | 0.25 | 0.70 |
ORCL Oracle Corporation | 0.72 | 1.23 | 1.17 | 0.81 | 2.23 |
JNPR Juniper Networks, Inc. | 0.56 | 0.78 | 1.14 | 0.63 | 1.57 |
AGYS Agilysys, Inc. | -0.00 | 0.35 | 1.05 | 0.01 | 0.01 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
XLK Technology Select Sector SPDR Fund | 0.23 | 0.54 | 1.07 | 0.28 | 0.89 |
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Dividends
Dividend yield
app provided a 0.85% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.85% | 0.79% | 0.77% | 0.94% | 0.60% | 0.81% | 0.86% | 1.09% | 0.90% | 1.02% | 1.02% | 0.72% |
Portfolio components: | ||||||||||||
ANET Arista Networks, 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% |
CRM salesforce.com, inc. | 0.59% | 0.48% | 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% |
ANSS ANSYS, 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% |
MPWR Monolithic Power Systems, Inc. | 0.83% | 0.85% | 0.63% | 0.85% | 0.49% | 0.55% | 0.90% | 1.03% | 0.71% | 0.98% | 1.26% | 0.90% |
TYL Tyler Technologies, 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% |
ADI Analog Devices, Inc. | 1.81% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% |
SWKS Skyworks Solutions, Inc. | 4.08% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% |
ADBE Adobe 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% |
NOW ServiceNow, 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% |
STX Seagate Technology plc | 2.97% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% |
ORCL Oracle Corporation | 1.13% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
JNPR Juniper Networks, Inc. | 2.42% | 2.35% | 2.99% | 2.63% | 2.24% | 3.55% | 3.09% | 2.68% | 1.40% | 1.42% | 1.45% | 0.90% |
AGYS Agilysys, 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% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
XLK Technology Select Sector SPDR Fund | 0.72% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the app. 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 app was 34.72%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.
The current app drawdown is 11.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.72% | Nov 17, 2021 | 229 | Oct 14, 2022 | 166 | Jun 14, 2023 | 395 |
-30.86% | Feb 14, 2020 | 21 | Mar 16, 2020 | 53 | Jun 1, 2020 | 74 |
-28.16% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
-22.2% | Aug 30, 2018 | 80 | Dec 24, 2018 | 38 | Feb 20, 2019 | 118 |
-20.67% | Dec 2, 2015 | 46 | Feb 8, 2016 | 117 | Jul 26, 2016 | 163 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 18 assets, with an effective number of assets of 18.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | AGYS | JNPR | STX | ORCL | ANET | TYL | FTNT | SWKS | CRM | ADI | NOW | MPWR | ADBE | MSFT | CDNS | ANSS | SNPS | XLK | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.43 | 0.54 | 0.57 | 0.65 | 0.56 | 0.58 | 0.58 | 0.65 | 0.63 | 0.69 | 0.60 | 0.66 | 0.67 | 0.75 | 0.68 | 0.71 | 0.71 | 0.90 | 0.84 |
AGYS | 0.43 | 1.00 | 0.27 | 0.27 | 0.30 | 0.29 | 0.35 | 0.33 | 0.32 | 0.33 | 0.35 | 0.33 | 0.36 | 0.32 | 0.30 | 0.34 | 0.37 | 0.37 | 0.39 | 0.49 |
JNPR | 0.54 | 0.27 | 1.00 | 0.44 | 0.39 | 0.44 | 0.35 | 0.41 | 0.44 | 0.36 | 0.44 | 0.34 | 0.43 | 0.36 | 0.41 | 0.39 | 0.41 | 0.39 | 0.50 | 0.55 |
STX | 0.57 | 0.27 | 0.44 | 1.00 | 0.41 | 0.41 | 0.36 | 0.37 | 0.47 | 0.37 | 0.50 | 0.36 | 0.48 | 0.38 | 0.44 | 0.43 | 0.43 | 0.44 | 0.56 | 0.60 |
ORCL | 0.65 | 0.30 | 0.39 | 0.41 | 1.00 | 0.43 | 0.41 | 0.47 | 0.40 | 0.47 | 0.45 | 0.47 | 0.44 | 0.51 | 0.56 | 0.53 | 0.53 | 0.54 | 0.64 | 0.64 |
ANET | 0.56 | 0.29 | 0.44 | 0.41 | 0.43 | 1.00 | 0.42 | 0.51 | 0.48 | 0.51 | 0.48 | 0.53 | 0.53 | 0.49 | 0.51 | 0.54 | 0.53 | 0.56 | 0.61 | 0.70 |
TYL | 0.58 | 0.35 | 0.35 | 0.36 | 0.41 | 0.42 | 1.00 | 0.53 | 0.44 | 0.58 | 0.45 | 0.59 | 0.50 | 0.59 | 0.53 | 0.54 | 0.59 | 0.56 | 0.60 | 0.68 |
FTNT | 0.58 | 0.33 | 0.41 | 0.37 | 0.47 | 0.51 | 0.53 | 1.00 | 0.46 | 0.56 | 0.47 | 0.61 | 0.51 | 0.57 | 0.54 | 0.57 | 0.58 | 0.58 | 0.62 | 0.72 |
SWKS | 0.65 | 0.32 | 0.44 | 0.47 | 0.40 | 0.48 | 0.44 | 0.46 | 1.00 | 0.46 | 0.73 | 0.47 | 0.71 | 0.49 | 0.51 | 0.55 | 0.54 | 0.55 | 0.69 | 0.72 |
CRM | 0.63 | 0.33 | 0.36 | 0.37 | 0.47 | 0.51 | 0.58 | 0.56 | 0.46 | 1.00 | 0.47 | 0.69 | 0.50 | 0.67 | 0.61 | 0.59 | 0.63 | 0.61 | 0.68 | 0.74 |
ADI | 0.69 | 0.35 | 0.44 | 0.50 | 0.45 | 0.48 | 0.45 | 0.47 | 0.73 | 0.47 | 1.00 | 0.47 | 0.74 | 0.52 | 0.54 | 0.59 | 0.58 | 0.59 | 0.71 | 0.74 |
NOW | 0.60 | 0.33 | 0.34 | 0.36 | 0.47 | 0.53 | 0.59 | 0.61 | 0.47 | 0.69 | 0.47 | 1.00 | 0.54 | 0.65 | 0.60 | 0.62 | 0.63 | 0.63 | 0.67 | 0.76 |
MPWR | 0.66 | 0.36 | 0.43 | 0.48 | 0.44 | 0.53 | 0.50 | 0.51 | 0.71 | 0.50 | 0.74 | 0.54 | 1.00 | 0.55 | 0.55 | 0.64 | 0.62 | 0.64 | 0.73 | 0.79 |
ADBE | 0.67 | 0.32 | 0.36 | 0.38 | 0.51 | 0.49 | 0.59 | 0.57 | 0.49 | 0.67 | 0.52 | 0.65 | 0.55 | 1.00 | 0.69 | 0.66 | 0.67 | 0.68 | 0.74 | 0.77 |
MSFT | 0.75 | 0.30 | 0.41 | 0.44 | 0.56 | 0.51 | 0.53 | 0.54 | 0.51 | 0.61 | 0.54 | 0.60 | 0.55 | 0.69 | 1.00 | 0.64 | 0.65 | 0.67 | 0.84 | 0.76 |
CDNS | 0.68 | 0.34 | 0.39 | 0.43 | 0.53 | 0.54 | 0.54 | 0.57 | 0.55 | 0.59 | 0.59 | 0.62 | 0.64 | 0.66 | 0.64 | 1.00 | 0.73 | 0.85 | 0.75 | 0.81 |
ANSS | 0.71 | 0.37 | 0.41 | 0.43 | 0.53 | 0.53 | 0.59 | 0.58 | 0.54 | 0.63 | 0.58 | 0.63 | 0.62 | 0.67 | 0.65 | 0.73 | 1.00 | 0.76 | 0.75 | 0.80 |
SNPS | 0.71 | 0.37 | 0.39 | 0.44 | 0.54 | 0.56 | 0.56 | 0.58 | 0.55 | 0.61 | 0.59 | 0.63 | 0.64 | 0.68 | 0.67 | 0.85 | 0.76 | 1.00 | 0.77 | 0.83 |
XLK | 0.90 | 0.39 | 0.50 | 0.56 | 0.64 | 0.61 | 0.60 | 0.62 | 0.69 | 0.68 | 0.71 | 0.67 | 0.73 | 0.74 | 0.84 | 0.75 | 0.75 | 0.77 | 1.00 | 0.90 |
Portfolio | 0.84 | 0.49 | 0.55 | 0.60 | 0.64 | 0.70 | 0.68 | 0.72 | 0.72 | 0.74 | 0.74 | 0.76 | 0.79 | 0.77 | 0.76 | 0.81 | 0.80 | 0.83 | 0.90 | 1.00 |