app
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ANET Arista Networks, Inc. | Technology | 5.56% |
FTNT Fortinet, Inc. | Technology | 5.56% |
CRM salesforce.com, inc. | Technology | 5.56% |
CDNS Cadence Design Systems, Inc. | Technology | 5.56% |
ANSS ANSYS, Inc. | Technology | 5.56% |
MPWR Monolithic Power Systems, Inc. | Technology | 5.56% |
TYL Tyler Technologies, Inc. | Technology | 5.56% |
SNPS Synopsys, Inc. | Technology | 5.56% |
ADI Analog Devices, Inc. | Technology | 5.56% |
SWKS Skyworks Solutions, Inc. | Technology | 5.56% |
ADBE Adobe Inc | Technology | 5.56% |
NOW ServiceNow, Inc. | Technology | 5.56% |
STX Seagate Technology plc | Technology | 5.56% |
ORCL Oracle Corporation | Technology | 5.56% |
JNPR Juniper Networks, Inc. | Technology | 5.56% |
AGYS Agilysys, Inc. | Technology | 5.56% |
MSFT Microsoft Corporation | Technology | 5.56% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 5.56% |
Performance
The chart shows the growth of an initial investment of $10,000 in app, 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 May 27, 2023, the app returned 28.76% Year-To-Date and 24.29% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 9.26% | 8.96% |
app | 6.73% | 28.76% | 28.78% | 22.52% | 23.69% | 24.29% |
Portfolio components: | ||||||
ANET Arista Networks, Inc. | 6.36% | 40.38% | 27.40% | 60.90% | 22.13% | 32.41% |
FTNT Fortinet, Inc. | 7.49% | 38.62% | 31.36% | 13.76% | 40.98% | 34.98% |
CRM salesforce.com, inc. | 8.61% | 62.49% | 42.04% | 30.49% | 10.78% | 17.23% |
CDNS Cadence Design Systems, Inc. | 9.01% | 42.14% | 39.63% | 46.14% | 40.15% | 33.56% |
ANSS ANSYS, Inc. | 1.75% | 32.21% | 32.73% | 20.70% | 14.48% | 17.40% |
MPWR Monolithic Power Systems, Inc. | 12.76% | 47.62% | 47.38% | 15.21% | 32.86% | 34.40% |
TYL Tyler Technologies, Inc. | 3.84% | 22.08% | 21.43% | 8.59% | 11.23% | 19.03% |
SNPS Synopsys, Inc. | 19.77% | 39.29% | 37.41% | 37.70% | 38.39% | 31.15% |
ADI Analog Devices, Inc. | -1.86% | 8.12% | 8.70% | 6.83% | 14.91% | 16.91% |
SWKS Skyworks Solutions, Inc. | -0.80% | 15.92% | 17.02% | -1.60% | 3.01% | 11.07% |
ADBE Adobe Inc | 10.02% | 23.43% | 27.12% | -3.00% | 10.79% | 22.59% |
NOW ServiceNow, Inc. | 16.99% | 38.42% | 35.43% | 12.84% | 24.88% | 28.54% |
STX Seagate Technology plc | 5.99% | 19.75% | 24.15% | -26.00% | 6.83% | 6.48% |
ORCL Oracle Corporation | 9.88% | 28.36% | 29.77% | 45.54% | 19.40% | 12.23% |
JNPR Juniper Networks, Inc. | 1.16% | -3.88% | -2.97% | 0.46% | 5.71% | 4.71% |
AGYS Agilysys, Inc. | -7.93% | -9.21% | 11.40% | 75.93% | 38.41% | 19.45% |
MSFT Microsoft Corporation | 8.58% | 39.46% | 39.16% | 23.01% | 29.02% | 28.33% |
XLK Technology Select Sector SPDR Fund | 9.25% | 32.71% | 27.93% | 17.66% | 20.13% | 19.37% |
Returns over 1 year are annualized |
Asset Correlations Table
AGYS | STX | JNPR | ORCL | ANET | TYL | SWKS | FTNT | ADI | NOW | CRM | MPWR | MSFT | ADBE | CDNS | ANSS | SNPS | XLK | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGYS | 1.00 | 0.27 | 0.28 | 0.28 | 0.28 | 0.34 | 0.32 | 0.32 | 0.34 | 0.32 | 0.32 | 0.36 | 0.31 | 0.34 | 0.35 | 0.36 | 0.37 | 0.39 |
STX | 0.27 | 1.00 | 0.46 | 0.41 | 0.41 | 0.37 | 0.47 | 0.39 | 0.50 | 0.37 | 0.39 | 0.48 | 0.45 | 0.39 | 0.42 | 0.43 | 0.44 | 0.55 |
JNPR | 0.28 | 0.46 | 1.00 | 0.44 | 0.48 | 0.36 | 0.46 | 0.44 | 0.48 | 0.36 | 0.39 | 0.47 | 0.44 | 0.39 | 0.43 | 0.44 | 0.45 | 0.55 |
ORCL | 0.28 | 0.41 | 0.44 | 1.00 | 0.40 | 0.43 | 0.42 | 0.48 | 0.45 | 0.44 | 0.47 | 0.44 | 0.56 | 0.52 | 0.50 | 0.53 | 0.51 | 0.62 |
ANET | 0.28 | 0.41 | 0.48 | 0.40 | 1.00 | 0.44 | 0.49 | 0.52 | 0.49 | 0.52 | 0.51 | 0.52 | 0.50 | 0.51 | 0.52 | 0.53 | 0.54 | 0.59 |
TYL | 0.34 | 0.37 | 0.36 | 0.43 | 0.44 | 1.00 | 0.45 | 0.56 | 0.46 | 0.61 | 0.60 | 0.53 | 0.56 | 0.62 | 0.57 | 0.61 | 0.60 | 0.63 |
SWKS | 0.32 | 0.47 | 0.46 | 0.42 | 0.49 | 0.45 | 1.00 | 0.49 | 0.73 | 0.49 | 0.49 | 0.72 | 0.54 | 0.52 | 0.58 | 0.56 | 0.58 | 0.71 |
FTNT | 0.32 | 0.39 | 0.44 | 0.48 | 0.52 | 0.56 | 0.49 | 1.00 | 0.49 | 0.62 | 0.58 | 0.55 | 0.57 | 0.62 | 0.60 | 0.61 | 0.62 | 0.65 |
ADI | 0.34 | 0.50 | 0.48 | 0.45 | 0.49 | 0.46 | 0.73 | 0.49 | 1.00 | 0.48 | 0.48 | 0.74 | 0.56 | 0.54 | 0.60 | 0.58 | 0.61 | 0.72 |
NOW | 0.32 | 0.37 | 0.36 | 0.44 | 0.52 | 0.61 | 0.49 | 0.62 | 0.48 | 1.00 | 0.70 | 0.55 | 0.61 | 0.67 | 0.62 | 0.64 | 0.64 | 0.67 |
CRM | 0.32 | 0.39 | 0.39 | 0.47 | 0.51 | 0.60 | 0.49 | 0.58 | 0.48 | 0.70 | 1.00 | 0.53 | 0.64 | 0.70 | 0.61 | 0.65 | 0.63 | 0.70 |
MPWR | 0.36 | 0.48 | 0.47 | 0.44 | 0.52 | 0.53 | 0.72 | 0.55 | 0.74 | 0.55 | 0.53 | 1.00 | 0.56 | 0.58 | 0.65 | 0.63 | 0.65 | 0.72 |
MSFT | 0.31 | 0.45 | 0.44 | 0.56 | 0.50 | 0.56 | 0.54 | 0.57 | 0.56 | 0.61 | 0.64 | 0.56 | 1.00 | 0.73 | 0.65 | 0.67 | 0.68 | 0.85 |
ADBE | 0.34 | 0.39 | 0.39 | 0.52 | 0.51 | 0.62 | 0.52 | 0.62 | 0.54 | 0.67 | 0.70 | 0.58 | 0.73 | 1.00 | 0.68 | 0.70 | 0.71 | 0.77 |
CDNS | 0.35 | 0.42 | 0.43 | 0.50 | 0.52 | 0.57 | 0.58 | 0.60 | 0.60 | 0.62 | 0.61 | 0.65 | 0.65 | 0.68 | 1.00 | 0.74 | 0.84 | 0.75 |
ANSS | 0.36 | 0.43 | 0.44 | 0.53 | 0.53 | 0.61 | 0.56 | 0.61 | 0.58 | 0.64 | 0.65 | 0.63 | 0.67 | 0.70 | 0.74 | 1.00 | 0.76 | 0.76 |
SNPS | 0.37 | 0.44 | 0.45 | 0.51 | 0.54 | 0.60 | 0.58 | 0.62 | 0.61 | 0.64 | 0.63 | 0.65 | 0.68 | 0.71 | 0.84 | 0.76 | 1.00 | 0.77 |
XLK | 0.39 | 0.55 | 0.55 | 0.62 | 0.59 | 0.63 | 0.71 | 0.65 | 0.72 | 0.67 | 0.70 | 0.72 | 0.85 | 0.77 | 0.75 | 0.76 | 0.77 | 1.00 |
Dividend yield
app granted a 1.09% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
app | 1.09% | 0.95% | 0.62% | 0.86% | 0.94% | 1.22% | 1.04% | 1.22% | 1.28% | 0.89% | 0.69% | 1.33% |
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. | 0.00% | 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% |
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. | 0.77% | 0.85% | 0.49% | 0.55% | 0.92% | 1.07% | 0.74% | 1.03% | 1.34% | 0.98% | 0.00% | 4.90% |
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. | 2.21% | 1.86% | 1.61% | 1.75% | 1.93% | 2.43% | 2.24% | 2.62% | 3.36% | 3.18% | 3.28% | 3.61% |
SWKS Skyworks Solutions, Inc. | 3.43% | 2.60% | 1.40% | 1.28% | 1.43% | 2.25% | 1.38% | 1.60% | 1.14% | 0.55% | 0.00% | 0.00% |
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 | 5.62% | 5.38% | 2.53% | 4.59% | 4.90% | 7.88% | 7.65% | 8.93% | 9.04% | 4.24% | 3.37% | 8.18% |
ORCL Oracle Corporation | 1.92% | 1.58% | 1.41% | 1.55% | 1.82% | 1.81% | 1.67% | 1.74% | 1.76% | 1.22% | 0.73% | 1.47% |
JNPR Juniper Networks, Inc. | 3.48% | 2.65% | 2.32% | 3.79% | 3.40% | 3.04% | 1.64% | 1.68% | 1.74% | 1.09% | 0.00% | 0.00% |
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 | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
XLK Technology Select Sector SPDR Fund | 0.97% | 1.04% | 0.65% | 0.94% | 1.19% | 1.68% | 1.45% | 1.88% | 1.96% | 1.96% | 1.94% | 2.02% |
Expense Ratio
The app has an expense ratio of 0.01% which is considered to be low. 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 | |
---|---|---|---|---|---|
ANET Arista Networks, Inc. | 1.60 | ||||
FTNT Fortinet, Inc. | 0.40 | ||||
CRM salesforce.com, inc. | 0.82 | ||||
CDNS Cadence Design Systems, Inc. | 1.65 | ||||
ANSS ANSYS, Inc. | 0.80 | ||||
MPWR Monolithic Power Systems, Inc. | 0.54 | ||||
TYL Tyler Technologies, Inc. | 0.41 | ||||
SNPS Synopsys, Inc. | 1.40 | ||||
ADI Analog Devices, Inc. | 0.33 | ||||
SWKS Skyworks Solutions, Inc. | 0.13 | ||||
ADBE Adobe Inc | 0.08 | ||||
NOW ServiceNow, Inc. | 0.39 | ||||
STX Seagate Technology plc | -0.50 | ||||
ORCL Oracle Corporation | 1.86 | ||||
JNPR Juniper Networks, Inc. | 0.16 | ||||
AGYS Agilysys, Inc. | 1.98 | ||||
MSFT Microsoft Corporation | 0.85 | ||||
XLK Technology Select Sector SPDR Fund | 0.86 |
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 app. 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 app is 34.72%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.72% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
-30.86% | Feb 14, 2020 | 21 | Mar 16, 2020 | 53 | Jun 1, 2020 | 74 |
-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 |
-12.49% | May 1, 2019 | 23 | Jun 3, 2019 | 22 | Jul 3, 2019 | 45 |
Volatility Chart
The current app volatility is 7.51%, 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.