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app
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ANET 5.56%FTNT 5.56%CRM 5.56%CDNS 5.56%ANSS 5.56%MPWR 5.56%TYL 5.56%SNPS 5.56%ADI 5.56%SWKS 5.56%ADBE 5.56%NOW 5.56%STX 5.56%ORCL 5.56%JNPR 5.56%AGYS 5.56%MSFT 5.56%XLK 5.56%EquityEquity

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.


YTD1M6M1Y5Y*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%
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%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.23%-5.17%-8.69%3.74%4.23%-6.15%
20243.58%3.63%0.95%-5.67%3.26%9.54%0.18%2.86%1.55%-2.49%6.59%-2.78%22.25%
202311.23%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%
20205.05%-6.91%-8.45%14.18%9.25%2.97%6.20%6.47%-3.30%-0.79%11.58%7.22%49.24%
201910.05%10.35%3.03%6.52%-10.73%8.91%3.94%-1.85%1.11%1.75%6.42%3.31%49.54%
20189.01%-0.30%-0.39%0.99%6.96%0.76%1.04%8.72%-0.97%-8.64%1.03%-7.79%9.10%
20176.68%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%
20143.72%-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.


The Risk-Adjusted Performance Rank of app is 2222
Overall Rank
The Sharpe Ratio Rank of app is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of app is 2525
Sortino Ratio Rank
The Omega Ratio Rank of app is 2323
Omega Ratio Rank
The Calmar Ratio Rank of app is 2323
Calmar Ratio Rank
The Martin Ratio Rank of app is 2020
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ANET
Arista Networks, Inc.
0.320.951.140.521.39
FTNT
Fortinet, Inc.
1.632.601.362.068.82
CRM
salesforce.com, inc.
0.020.271.04-0.00-0.00
CDNS
Cadence Design Systems, Inc.
0.170.561.070.260.52
ANSS
ANSYS, Inc.
0.080.331.040.090.38
MPWR
Monolithic Power Systems, Inc.
-0.140.271.04-0.16-0.33
TYL
Tyler Technologies, Inc.
0.631.131.140.852.45
SNPS
Synopsys, Inc.
-0.30-0.160.98-0.31-0.65
ADI
Analog Devices, Inc.
0.070.451.060.110.32
SWKS
Skyworks Solutions, Inc.
-0.46-0.360.94-0.33-0.86
ADBE
Adobe Inc
-0.56-0.640.90-0.44-1.08
NOW
ServiceNow, Inc.
0.821.441.200.982.70
STX
Seagate Technology plc
0.180.611.090.250.70
ORCL
Oracle Corporation
0.721.231.170.812.23
JNPR
Juniper Networks, Inc.
0.560.781.140.631.57
AGYS
Agilysys, Inc.
-0.000.351.050.010.01
MSFT
Microsoft Corporation
0.280.631.080.340.75
XLK
Technology Select Sector SPDR Fund
0.230.541.070.280.89

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

app Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.36
  • 5-Year: 0.82
  • 10-Year: 0.90
  • All Time: 0.94

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of app compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

app provided a 0.85% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.85%0.79%0.77%0.94%0.60%0.81%0.86%1.09%0.90%1.02%1.02%0.72%
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, 2021229Oct 14, 2022166Jun 14, 2023395
-30.86%Feb 14, 202021Mar 16, 202053Jun 1, 202074
-28.16%Jan 24, 202552Apr 8, 2025
-22.2%Aug 30, 201880Dec 24, 201838Feb 20, 2019118
-20.67%Dec 2, 201546Feb 8, 2016117Jul 26, 2016163

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

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

^GSPCAGYSJNPRSTXORCLANETTYLFTNTSWKSCRMADINOWMPWRADBEMSFTCDNSANSSSNPSXLKPortfolio
^GSPC1.000.430.540.570.650.560.580.580.650.630.690.600.660.670.750.680.710.710.900.84
AGYS0.431.000.270.270.300.290.350.330.320.330.350.330.360.320.300.340.370.370.390.49
JNPR0.540.271.000.440.390.440.350.410.440.360.440.340.430.360.410.390.410.390.500.55
STX0.570.270.441.000.410.410.360.370.470.370.500.360.480.380.440.430.430.440.560.60
ORCL0.650.300.390.411.000.430.410.470.400.470.450.470.440.510.560.530.530.540.640.64
ANET0.560.290.440.410.431.000.420.510.480.510.480.530.530.490.510.540.530.560.610.70
TYL0.580.350.350.360.410.421.000.530.440.580.450.590.500.590.530.540.590.560.600.68
FTNT0.580.330.410.370.470.510.531.000.460.560.470.610.510.570.540.570.580.580.620.72
SWKS0.650.320.440.470.400.480.440.461.000.460.730.470.710.490.510.550.540.550.690.72
CRM0.630.330.360.370.470.510.580.560.461.000.470.690.500.670.610.590.630.610.680.74
ADI0.690.350.440.500.450.480.450.470.730.471.000.470.740.520.540.590.580.590.710.74
NOW0.600.330.340.360.470.530.590.610.470.690.471.000.540.650.600.620.630.630.670.76
MPWR0.660.360.430.480.440.530.500.510.710.500.740.541.000.550.550.640.620.640.730.79
ADBE0.670.320.360.380.510.490.590.570.490.670.520.650.551.000.690.660.670.680.740.77
MSFT0.750.300.410.440.560.510.530.540.510.610.540.600.550.691.000.640.650.670.840.76
CDNS0.680.340.390.430.530.540.540.570.550.590.590.620.640.660.641.000.730.850.750.81
ANSS0.710.370.410.430.530.530.590.580.540.630.580.630.620.670.650.731.000.760.750.80
SNPS0.710.370.390.440.540.560.560.580.550.610.590.630.640.680.670.850.761.000.770.83
XLK0.900.390.500.560.640.610.600.620.690.680.710.670.730.740.840.750.750.771.000.90
Portfolio0.840.490.550.600.640.700.680.720.720.740.740.760.790.770.760.810.800.830.901.00
The correlation results are calculated based on daily price changes starting from Jun 9, 2014