PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

TechStocks

Last updated Sep 22, 2023

Asset Allocation


AAPL 3.03%MSFT 3.03%NVDA 3.03%TSLA 3.03%FSLR 3.03%CRWD 3.03%ADSK 3.03%GOOG 3.03%ABB 3.03%ISRG 3.03%LRN 3.03%LRCX 3.03%TRU 3.03%MCHP 3.03%PII 3.03%BIIB 3.03%BRK-B 3.03%FTNT 3.03%BLK 3.03%META 3.03%ALLE 3.03%VEEV 3.03%ZBH 3.03%TER 3.03%ECL 3.03%TYL 3.03%CMCSA 3.03%DIS 3.03%OTIS 3.03%MDT 3.03%MAS 3.03%EMR 3.03%MPWR 3.03%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology3.03%
MSFT
3.03%
NVDA
3.03%
TSLA
3.03%
FSLR
First Solar, Inc.
Technology3.03%
CRWD
CrowdStrike Holdings, Inc.
Technology3.03%
ADSK
Autodesk, Inc.
Technology3.03%
GOOG
Alphabet Inc.
Communication Services3.03%
ABB
ABB Ltd
Industrials3.03%
ISRG
Intuitive Surgical, Inc.
Healthcare3.03%
LRN
Stride, Inc.
Consumer Defensive3.03%
LRCX
Lam Research Corporation
Technology3.03%
TRU
3.03%
MCHP
Microchip Technology Incorporated
Technology3.03%
PII
3.03%
BIIB
Biogen Inc.
Healthcare3.03%
BRK-B
Berkshire Hathaway Inc.
Financial Services3.03%
FTNT
Fortinet, Inc.
Technology3.03%
BLK
BlackRock, Inc.
Financial Services3.03%
META
3.03%
ALLE
Allegion plc
Industrials3.03%
VEEV
3.03%
ZBH
3.03%
TER
3.03%
ECL
Ecolab Inc.
Basic Materials3.03%
TYL
3.03%
CMCSA
Comcast Corporation
Communication Services3.03%
DIS
The Walt Disney Company
Communication Services3.03%
OTIS
3.03%
MDT
3.03%
MAS
Masco Corporation
Industrials3.03%
EMR
Emerson Electric Co.
Industrials3.03%
MPWR
3.03%

Performance

The chart shows the growth of an initial investment of $10,000 in TechStocks, 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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
11.21%
8.86%
TechStocks
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%18.21%N/A
TechStocks-1.00%10.77%28.39%28.76%29.47%N/A
AAPL
Apple Inc.
-1.86%9.74%34.44%13.82%35.60%N/A
MSFT
-0.91%15.58%34.15%35.01%27.03%N/A
NVDA
-10.18%50.88%180.77%209.49%79.25%N/A
TSLA
9.65%33.02%107.58%-14.99%87.03%N/A
FSLR
First Solar, Inc.
-5.81%-20.91%10.98%22.62%58.01%N/A
CRWD
CrowdStrike Holdings, Inc.
6.70%20.80%54.36%-3.97%47.40%N/A
ADSK
Autodesk, Inc.
1.73%1.45%9.20%6.05%9.34%N/A
GOOG
Alphabet Inc.
1.29%23.62%48.04%31.35%27.70%N/A
ABB
ABB Ltd
0.00%24.19%36.09%56.19%34.99%N/A
ISRG
Intuitive Surgical, Inc.
-0.98%16.31%7.16%45.79%23.41%N/A
LRN
Stride, Inc.
9.22%16.47%41.98%8.19%30.64%N/A
LRCX
Lam Research Corporation
-8.19%17.25%46.60%55.14%40.44%N/A
TRU
-3.40%27.53%30.35%13.99%7.18%N/A
MCHP
Microchip Technology Incorporated
-5.16%-6.61%9.88%19.77%32.04%N/A
PII
-5.19%-0.45%5.24%1.86%24.33%N/A
BIIB
Biogen Inc.
-1.54%-2.35%-6.50%29.89%-2.99%N/A
BRK-B
Berkshire Hathaway Inc.
3.63%21.75%17.60%34.18%23.24%N/A
FTNT
Fortinet, Inc.
0.79%-7.07%20.23%18.03%41.93%N/A
BLK
BlackRock, Inc.
1.18%4.12%-3.54%13.18%18.94%N/A
META
2.83%44.77%145.75%108.08%20.66%N/A
ALLE
Allegion plc
-3.25%2.37%-0.12%15.80%4.26%N/A
VEEV
8.51%16.73%25.91%21.82%9.54%N/A
ZBH
1.77%-5.39%-7.28%7.72%10.04%N/A
TER
-6.85%-10.96%9.80%18.59%22.96%N/A
ECL
Ecolab Inc.
-4.40%10.24%19.34%14.86%3.31%N/A
TYL
2.31%19.14%19.19%9.39%11.29%N/A
CMCSA
Comcast Corporation
0.29%28.93%33.65%44.19%9.69%N/A
DIS
The Walt Disney Company
-3.57%-13.67%-4.78%-20.82%-3.85%N/A
OTIS
-2.44%1.63%4.54%22.59%19.66%N/A
MDT
-3.89%4.54%5.24%-2.98%3.10%N/A
MAS
Masco Corporation
-4.49%11.89%16.67%15.07%17.25%N/A
EMR
Emerson Electric Co.
0.43%17.49%2.25%29.09%26.58%N/A
MPWR
-12.03%-13.40%25.03%9.93%36.88%N/A

Asset Correlations Table

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

LRNBIIBFSLRCRWDTSLAMDTPIIZBHOTISCMCSABRK-BEMRVEEVALLEABBDISMASMETAFTNTTYLECLAAPLTRUNVDAGOOGLRCXISRGBLKMPWRMSFTMCHPTERADSK
LRN1.000.200.200.210.220.150.210.180.170.140.150.210.280.160.210.160.190.220.240.230.160.230.230.260.220.240.230.210.270.240.240.260.22
BIIB0.201.000.270.250.270.330.300.330.290.340.340.320.330.300.310.300.290.330.360.360.320.390.320.360.350.370.410.340.360.410.380.390.36
FSLR0.200.271.000.310.400.220.340.280.270.240.270.310.350.270.340.310.310.320.330.350.290.360.350.390.330.420.370.370.450.350.430.440.44
CRWD0.210.250.311.000.440.190.250.240.250.210.150.150.580.220.280.330.260.400.630.560.240.430.360.530.410.390.440.340.510.490.390.430.55
TSLA0.220.270.400.441.000.240.330.260.220.290.220.220.450.250.350.370.290.410.450.440.300.520.350.520.450.450.410.380.530.480.470.490.50
MDT0.150.330.220.190.241.000.360.660.410.510.550.510.310.500.420.480.420.350.330.360.550.370.490.280.400.300.600.480.300.400.360.340.42
PII0.210.300.340.250.330.361.000.390.430.400.480.530.320.500.470.500.530.350.310.330.450.400.460.360.390.430.350.520.420.360.450.450.42
ZBH0.180.330.280.240.260.660.391.000.390.460.510.490.330.470.410.490.430.360.330.380.520.360.500.300.380.330.580.490.360.380.410.370.44
OTIS0.170.290.270.250.220.410.430.391.000.370.530.560.290.610.510.430.510.340.350.390.520.400.500.340.380.400.420.520.390.400.420.420.45
CMCSA0.140.340.240.210.290.510.400.460.371.000.530.450.310.470.420.570.450.460.330.360.510.420.510.360.450.410.490.490.380.430.460.390.42
BRK-B0.150.340.270.150.220.550.480.510.530.531.000.680.220.580.540.550.500.340.290.270.600.430.520.330.440.400.450.640.340.390.450.400.39
EMR0.210.320.310.150.220.510.530.490.560.450.681.000.230.640.600.530.530.310.330.280.590.370.510.330.420.450.440.610.390.370.510.470.43
VEEV0.280.330.350.580.450.310.320.330.290.310.220.231.000.330.360.360.390.530.590.650.400.530.440.600.510.460.580.440.590.580.480.510.65
ALLE0.160.300.270.220.250.500.500.470.610.470.580.640.331.000.540.520.630.360.370.410.610.430.610.350.390.470.470.600.420.420.490.490.49
ABB0.210.310.340.280.350.420.470.410.510.420.540.600.360.541.000.470.520.390.400.390.570.460.520.430.470.500.470.610.470.450.520.510.48
DIS0.160.300.310.330.370.480.500.490.430.570.550.530.360.520.471.000.450.480.400.420.570.440.570.430.510.440.490.580.440.460.490.460.51
MAS0.190.290.310.260.290.420.530.430.510.450.500.530.390.630.520.451.000.420.410.440.580.450.600.430.430.510.460.580.480.450.510.530.52
META0.220.330.320.400.410.350.350.360.340.460.340.310.530.360.390.480.421.000.490.530.410.600.470.590.690.530.520.490.550.640.520.530.58
FTNT0.240.360.330.630.450.330.310.330.350.330.290.330.590.370.400.400.410.491.000.630.430.570.510.620.550.530.600.500.620.640.540.560.64
TYL0.230.360.350.560.440.360.330.380.390.360.270.280.650.410.390.420.440.530.631.000.480.570.540.600.540.510.600.480.590.620.510.560.67
ECL0.160.320.290.240.300.550.450.520.520.510.600.590.400.610.570.570.580.410.430.481.000.460.610.400.500.440.560.610.420.500.490.460.53
AAPL0.230.390.360.430.520.370.400.360.400.420.430.370.530.430.460.440.450.600.570.570.461.000.480.640.670.580.590.510.600.750.570.600.60
TRU0.230.320.350.360.350.490.460.500.500.510.520.510.440.610.520.570.600.470.510.540.610.481.000.460.520.510.600.610.500.540.500.540.58
NVDA0.260.360.390.530.520.280.360.300.340.360.330.330.600.350.430.430.430.590.620.600.400.640.461.000.620.700.570.530.760.700.680.700.64
GOOG0.220.350.330.410.450.400.390.380.380.450.440.420.510.390.470.510.430.690.550.540.500.670.520.621.000.560.590.550.580.760.560.570.62
LRCX0.240.370.420.390.450.300.430.330.400.410.400.450.460.470.500.440.510.530.530.510.440.580.510.700.561.000.520.560.760.600.790.850.59
ISRG0.230.410.370.440.410.600.350.580.420.490.450.440.580.470.470.490.460.520.600.600.560.590.600.570.590.521.000.570.550.660.540.570.64
BLK0.210.340.370.340.380.480.520.490.520.490.640.610.440.600.610.580.580.490.500.480.610.510.610.530.550.560.571.000.530.550.570.570.60
MPWR0.270.360.450.510.530.300.420.360.390.380.340.390.590.420.470.440.480.550.620.590.420.600.500.760.580.760.550.531.000.630.790.780.67
MSFT0.240.410.350.490.480.400.360.380.400.430.390.370.580.420.450.460.450.640.640.620.500.750.540.700.760.600.660.550.631.000.580.610.67
MCHP0.240.380.430.390.470.360.450.410.420.460.450.510.480.490.520.490.510.520.540.510.490.570.500.680.560.790.540.570.790.581.000.800.62
TER0.260.390.440.430.490.340.450.370.420.390.400.470.510.490.510.460.530.530.560.560.460.600.540.700.570.850.570.570.780.610.801.000.64
ADSK0.220.360.440.550.500.420.420.440.450.420.390.430.650.490.480.510.520.580.640.670.530.600.580.640.620.590.640.600.670.670.620.641.00

Sharpe Ratio

The current TechStocks Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.16

The Sharpe ratio of TechStocks is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.16
0.70
TechStocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

TechStocks granted a 0.92% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
TechStocks0.92%0.97%0.69%0.75%0.85%1.20%0.87%1.11%1.21%1.06%0.95%1.31%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
MSFT
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
NVDA
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
TSLA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSLR
First Solar, 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%
CRWD
CrowdStrike Holdings, 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%
ADSK
Autodesk, 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%
GOOG
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%
ABB
ABB Ltd
2.28%2.96%2.42%3.20%3.71%5.01%3.48%4.51%5.64%5.10%3.85%4.93%
ISRG
Intuitive Surgical, 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%
LRN
Stride, 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%
LRCX
Lam Research Corporation
1.18%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
TRU
0.57%0.71%0.31%0.31%0.36%0.40%0.00%0.00%0.00%0.00%0.00%0.00%
MCHP
Microchip Technology Incorporated
1.94%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PII
2.48%2.58%2.39%2.77%2.62%3.51%2.15%3.14%2.97%1.55%1.43%2.22%
BIIB
Biogen 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%
BRK-B
Berkshire Hathaway 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%
BLK
BlackRock, Inc.
2.97%2.82%1.90%2.16%2.89%3.47%2.26%2.86%3.12%2.70%2.72%3.81%
META
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ALLE
Allegion plc
1.69%1.58%1.12%1.14%0.91%1.12%0.86%0.81%0.66%0.63%0.00%0.00%
VEEV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZBH
0.81%0.76%0.76%0.63%0.66%0.96%0.83%0.98%0.91%0.83%0.93%1.18%
TER
0.46%0.51%0.25%0.34%0.54%1.17%0.69%0.98%1.22%0.97%0.00%0.00%
ECL
Ecolab Inc.
1.23%1.43%0.85%0.90%1.00%1.21%1.21%1.30%1.28%1.22%1.03%1.30%
TYL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMCSA
Comcast Corporation
2.45%3.10%2.04%1.84%1.53%2.99%1.34%2.25%2.03%1.39%1.82%2.15%
DIS
The Walt Disney Company
0.00%0.00%0.00%0.00%1.22%1.59%1.55%1.49%1.38%1.31%1.22%1.66%
OTIS
1.56%1.43%1.08%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
4.25%3.49%2.50%2.08%2.05%2.41%2.56%2.74%2.24%2.02%2.38%3.91%
MAS
Masco Corporation
2.12%2.44%1.25%1.30%1.10%1.61%1.01%1.35%1.36%1.49%1.52%2.11%
EMR
Emerson Electric Co.
2.16%2.19%2.27%2.66%2.83%3.68%3.21%4.10%4.91%3.68%3.14%4.14%
MPWR
0.79%0.85%0.49%0.56%0.92%1.07%0.75%1.03%1.34%0.98%0.00%4.91%

Expense Ratio

The TechStocks 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
AAPL
Apple Inc.
0.41
MSFT
N/A
NVDA
N/A
TSLA
N/A
FSLR
First Solar, Inc.
0.40
CRWD
CrowdStrike Holdings, Inc.
-0.15
ADSK
Autodesk, Inc.
0.10
GOOG
Alphabet Inc.
0.84
ABB
ABB Ltd
N/A
ISRG
Intuitive Surgical, Inc.
1.29
LRN
Stride, Inc.
0.16
LRCX
Lam Research Corporation
1.20
TRU
N/A
MCHP
Microchip Technology Incorporated
0.49
PII
N/A
BIIB
Biogen Inc.
0.53
BRK-B
Berkshire Hathaway Inc.
1.75
FTNT
Fortinet, Inc.
0.35
BLK
BlackRock, Inc.
0.37
META
N/A
ALLE
Allegion plc
0.53
VEEV
N/A
ZBH
N/A
TER
N/A
ECL
Ecolab Inc.
0.42
TYL
N/A
CMCSA
Comcast Corporation
1.52
DIS
The Walt Disney Company
-0.70
OTIS
N/A
MDT
N/A
MAS
Masco Corporation
0.41
EMR
Emerson Electric Co.
1.12
MPWR
N/A

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.33%
-9.73%
TechStocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the TechStocks. 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 TechStocks is 32.58%, recorded on Oct 14, 2022. It took 185 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.58%Nov 9, 2021235Oct 14, 2022185Jul 13, 2023420
-11.56%Sep 3, 202014Sep 23, 202032Nov 6, 202046
-8.94%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-8.33%Jul 19, 202346Sep 21, 2023
-8.07%Aug 31, 202124Oct 4, 202120Nov 1, 202144

Volatility Chart

The current TechStocks volatility is 4.42%, 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%AprilMayJuneJulyAugustSeptember
4.42%
3.66%
TechStocks
Benchmark (^GSPC)
Portfolio components