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TRAI

Last updated Sep 22, 2023

Asset Allocation


RUB=X 4.68%AI 2.54%NVDA 2.42%IBM 2.29%NOW 2.23%ROK 2.23%AMD 2.19%DT 2.16%KLAC 2.15%NATI 2.13%GOOGL 2.11%PTC 2.11%PRO 2.07%TER 2.06%ANSS 1.98%QCOM 1.96%TSLA 1.96%BIDU 1.9%AKAM 1.88%SNPS 1.87%ISRG 1.85%MSFT 1.83%JNJ 1.82%APTV 1.82%EQIX 1.82%EMR 1.78%ADSK 1.78%JBT 1.76%CDNS 1.75%MGA 1.72%GNTX 1.68%NICE 1.67%TSM 1.65%NXPI 1.64%ZBRA 1.62%DE 1.6%INTC 1.58%AMZN 1.57%BABA 1.5%OMCL 1.48%CGNX 1.47%SYK 1.46%TRMB 1.37%CIEN 1.34%PATH 1.33%MDT 1.31%AMBA 1.28%PEGA 1.26%DDD 1.23%MU 1.18%APPN 1.15%ILMN 1.1%EquityEquity
PositionCategory/SectorWeight
RUB=X
4.68%
AI
C3.ai, Inc.
Technology2.54%
NVDA
2.42%
IBM
2.29%
NOW
2.23%
ROK
2.23%
AMD
Advanced Micro Devices, Inc.
Technology2.19%
DT
Dynatrace, Inc.
Technology2.16%
KLAC
2.15%
NATI
2.13%
GOOGL
2.11%
PTC
2.11%
PRO
2.07%
TER
2.06%
ANSS
ANSYS, Inc.
Technology1.98%
QCOM
1.96%
TSLA
1.96%
BIDU
Baidu, Inc.
Communication Services1.9%
AKAM
Akamai Technologies, Inc.
Technology1.88%
SNPS
1.87%
ISRG
1.85%
MSFT
1.83%
JNJ
1.82%
APTV
Aptiv PLC
Consumer Cyclical1.82%
EQIX
1.82%
EMR
Emerson Electric Co.
Industrials1.78%
ADSK
Autodesk, Inc.
Technology1.78%
JBT
1.76%
CDNS
Cadence Design Systems, Inc.
Technology1.75%
MGA
1.72%
GNTX
1.68%
NICE
1.67%
TSM
1.65%
NXPI
1.64%
ZBRA
1.62%
DE
Deere & Company
Industrials1.6%
INTC
1.58%
AMZN
Amazon.com, Inc.
Consumer Cyclical1.57%
BABA
Alibaba Group Holding Limited
Consumer Cyclical1.5%
OMCL
1.48%
CGNX
Cognex Corporation
Technology1.47%
SYK
1.46%
TRMB
1.37%
CIEN
Ciena Corporation
Technology1.34%
PATH
1.33%
MDT
1.31%
AMBA
Ambarella, Inc.
Technology1.28%
PEGA
1.26%
DDD
3D Systems Corporation
Technology1.23%
MU
1.18%
APPN
Appian Corporation
Technology1.15%
ILMN
1.1%
PRLB
0.98%
LAZR
0.97%
JD
0.94%
AZTA
Azenta, Inc.
Healthcare0.81%
TDOC
0.73%
FARO
0.65%
DAVA
Endava plc
Technology0.59%

Performance

The chart shows the growth of an initial investment of $10,000 in TRAI, 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
5.20%
8.86%
TRAI
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.39%9.04%12.78%15.22%1.30%N/A
TRAI-4.88%5.14%21.23%23.32%-4.39%N/A
AI
C3.ai, Inc.
-21.32%1.50%129.22%95.21%-28.46%N/A
NVDA
-12.94%53.20%180.77%226.74%41.32%N/A
IBM
2.77%20.61%8.57%23.52%7.01%N/A
NOW
-3.25%26.94%41.53%42.01%0.20%N/A
ROK
-6.25%1.32%9.64%26.10%2.94%N/A
AMD
Advanced Micro Devices, Inc.
-12.17%-1.88%48.39%38.29%5.92%N/A
DT
Dynatrace, Inc.
-0.45%18.63%21.20%36.13%-3.12%N/A
KLAC
-9.59%19.88%19.65%44.60%12.26%N/A
NATI
0.80%15.25%63.75%55.65%12.85%N/A
GOOGL
-1.46%23.71%47.84%30.26%4.88%N/A
PTC
-0.75%16.51%18.12%29.68%-0.54%N/A
PRO
-10.03%27.95%34.54%41.24%-10.45%N/A
TER
-9.13%-9.90%9.80%20.35%-9.91%N/A
ANSS
ANSYS, Inc.
-0.68%-4.73%24.49%29.62%-6.66%N/A
QCOM
-2.20%-12.25%0.19%-10.37%-6.04%N/A
TSLA
7.95%34.29%107.58%-11.40%1.07%N/A
BIDU
Baidu, Inc.
-3.40%-18.09%11.91%7.73%-16.61%N/A
AKAM
Akamai Technologies, Inc.
5.36%41.92%28.03%31.48%0.79%N/A
SNPS
-0.89%17.98%39.14%44.73%21.96%N/A
ISRG
-2.08%10.89%7.16%48.81%-1.53%N/A
MSFT
-2.28%14.38%34.15%33.88%8.27%N/A
JNJ
-1.03%7.48%-6.46%0.08%1.29%N/A
APTV
Aptiv PLC
-0.18%-8.66%5.12%12.70%-11.63%N/A
EQIX
-3.51%8.60%13.57%22.70%1.90%N/A
EMR
Emerson Electric Co.
-0.14%17.78%2.25%30.78%3.68%N/A
ADSK
Autodesk, Inc.
-0.15%1.92%9.20%9.04%-11.50%N/A
JBT
-4.26%1.29%14.75%21.97%-9.01%N/A
CDNS
Cadence Design Systems, Inc.
-2.14%11.79%42.29%40.82%18.36%N/A
MGA
-4.79%9.18%-1.67%6.15%-16.44%N/A
GNTX
-1.40%19.75%18.10%28.78%-3.14%N/A
NICE
-14.02%-18.04%-10.47%-9.22%-10.40%N/A
TSM
-9.03%-7.33%15.91%14.67%-9.41%N/A
NXPI
-3.05%11.03%24.76%27.72%0.29%N/A
ZBRA
-15.33%-20.80%-10.81%-16.22%-23.57%N/A
DE
Deere & Company
-1.68%0.92%-9.03%13.38%2.08%N/A
INTC
1.97%18.93%33.72%27.61%-17.01%N/A
AMZN
Amazon.com, Inc.
-4.57%31.79%53.96%10.25%-8.80%N/A
BABA
Alibaba Group Holding Limited
-6.38%-3.21%-4.52%4.21%-29.72%N/A
OMCL
-10.18%-7.03%1.27%-40.83%-29.14%N/A
CGNX
Cognex Corporation
-10.81%-11.06%-9.25%1.19%-21.45%N/A
SYK
3.08%3.34%16.95%37.78%3.58%N/A
TRMB
-4.43%2.87%0.59%-10.44%-15.09%N/A
CIEN
Ciena Corporation
11.62%-4.75%-8.02%14.25%-5.40%N/A
PATH
5.97%2.45%28.40%25.15%-39.75%N/A
MDT
-3.85%2.17%5.24%-1.25%-13.68%N/A
AMBA
Ambarella, Inc.
-26.61%-31.37%-35.97%-13.18%-20.58%N/A
PEGA
-12.15%-4.87%24.75%29.98%-31.87%N/A
DDD
3D Systems Corporation
-27.09%-54.29%-37.43%-44.28%-41.86%N/A
MU
4.16%11.45%36.39%37.87%-8.80%N/A
APPN
Appian Corporation
-9.01%7.06%32.19%0.35%-31.11%N/A
ILMN
-18.67%-39.40%-34.06%-31.09%-32.23%N/A
PRLB
-9.92%-16.68%3.13%-28.14%-38.80%N/A
LAZR
-23.41%-30.36%-10.10%-43.38%-39.88%N/A
JD
-11.83%-24.90%-46.09%-43.41%-26.92%N/A
AZTA
Azenta, Inc.
-12.75%15.58%-16.42%5.97%-21.56%N/A
TDOC
-16.08%-22.94%-18.35%-30.94%-54.62%N/A
FARO
-9.51%-33.58%-47.60%-46.77%-45.61%N/A
DAVA
Endava plc
9.83%-16.78%-28.75%-27.28%-13.92%N/A
RUB=X
0.44%0.39%-0.22%0.05%0.19%N/A

Asset Correlations Table

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

RUB=XJNJIBMDEJDBABAMDTBIDUEQIXOMCLDAVALAZRTSLAEMRPRLBSYKAKAMILMNAIGNTXPROFAROJBTCIENNICEPATHTSMNATIINTCMUROKAPPNMGADTAZTATDOCPEGADDDISRGAMZNAPTVAMDGOOGLPTCCGNXQCOMMSFTCDNSNXPINOWNVDAZBRAAMBAKLACTERSNPSTRMBADSKANSS
RUB=X1.000.04-0.01-0.020.04-0.010.010.01-0.000.010.090.01-0.000.040.020.010.010.06-0.020.06-0.000.020.020.020.030.020.010.02-0.02-0.010.030.040.030.060.010.010.030.010.030.070.040.050.040.010.070.020.040.020.040.070.060.020.080.060.040.030.060.010.06
JNJ0.041.000.380.16-0.03-0.020.40-0.040.310.140.03-0.030.030.270.050.400.260.220.000.140.040.090.080.200.110.030.060.150.180.090.210.030.100.070.120.050.090.040.320.150.080.080.230.180.150.110.270.180.120.120.090.150.070.160.130.160.150.140.20
IBM-0.010.381.000.360.100.140.390.150.290.220.180.180.170.480.240.390.350.210.210.410.240.270.430.420.230.190.260.330.390.320.440.150.420.160.250.200.230.260.310.250.370.240.350.300.270.340.320.260.340.210.240.350.270.360.320.270.350.330.30
DE-0.020.160.361.000.190.200.270.230.200.190.200.260.250.600.300.320.300.200.230.440.220.310.440.340.240.220.300.320.330.280.410.220.490.210.260.250.220.310.300.260.430.260.240.310.320.340.270.260.410.230.320.370.360.340.370.270.380.320.25
JD0.04-0.030.100.191.000.760.180.760.190.180.300.360.320.240.280.190.200.300.360.260.280.290.280.260.330.400.410.300.310.330.240.310.390.310.330.420.340.370.260.330.370.360.330.330.320.350.310.260.340.330.340.350.380.340.340.280.330.340.33
BABA-0.01-0.020.140.200.761.000.210.770.230.210.300.380.340.250.350.190.230.330.390.280.300.310.300.270.350.410.380.310.340.340.210.350.400.320.320.460.320.420.270.360.390.350.330.350.300.350.300.260.300.330.320.330.370.330.350.280.370.350.34
MDT0.010.400.390.270.180.211.000.210.390.320.280.230.240.430.320.680.440.390.240.410.340.360.390.390.310.290.250.380.360.300.440.270.400.330.330.350.390.310.580.370.370.260.400.420.420.330.430.380.340.370.300.420.310.310.320.380.450.420.47
BIDU0.01-0.040.150.230.760.770.211.000.250.230.310.400.370.280.370.240.270.330.430.300.320.320.340.280.370.430.440.370.380.390.280.390.440.390.370.490.370.450.320.380.400.400.390.390.390.380.370.320.370.380.390.370.430.380.410.350.400.400.41
EQIX-0.000.310.290.200.190.230.390.251.000.380.320.310.310.310.300.460.460.410.320.300.330.350.340.410.400.350.300.350.320.260.440.370.300.370.360.390.430.330.510.430.300.330.370.450.460.330.460.450.310.470.400.440.360.360.360.440.480.440.51
OMCL0.010.140.220.190.180.210.320.230.381.000.400.360.360.340.420.380.370.430.370.320.410.420.440.320.390.400.310.340.350.360.370.420.360.390.430.460.450.460.450.430.390.380.430.420.430.370.370.410.380.460.380.460.420.410.420.440.470.440.49
DAVA0.090.030.180.200.300.300.280.310.320.401.000.390.420.320.360.330.350.410.420.370.410.430.350.430.530.460.410.400.340.370.410.470.400.460.410.430.480.420.440.430.420.400.450.420.440.440.460.490.410.530.460.520.510.450.470.510.520.530.54
LAZR0.01-0.030.180.260.360.380.230.400.310.360.391.000.480.270.420.270.310.380.610.370.500.460.400.380.420.560.410.400.380.390.320.540.480.450.440.580.510.600.360.450.490.470.410.420.440.440.390.420.460.450.480.450.530.430.450.440.470.490.45
TSLA-0.000.030.170.250.320.340.240.370.310.360.420.481.000.260.400.290.350.390.470.340.410.430.400.350.440.480.470.370.420.400.380.500.420.450.470.550.410.520.420.490.480.500.480.410.440.460.490.480.500.500.560.440.520.490.500.480.470.490.49
EMR0.040.270.480.600.240.250.430.280.310.340.320.270.261.000.370.500.420.360.270.530.340.420.560.510.300.300.420.470.480.450.670.280.600.350.410.300.330.390.440.390.540.370.460.460.490.470.440.420.530.350.420.590.450.500.500.440.540.470.47
PRLB0.020.050.240.300.280.350.320.370.300.420.360.420.400.371.000.320.360.440.500.420.510.530.510.390.400.490.370.420.400.390.400.540.450.460.500.550.490.640.400.400.450.430.400.470.450.420.390.380.450.460.410.490.490.430.460.430.540.500.47
SYK0.010.400.390.320.190.190.680.240.460.380.330.270.290.500.321.000.450.460.300.470.360.400.430.460.390.360.370.430.450.400.510.310.440.410.440.380.470.360.670.440.430.380.480.490.500.420.530.510.450.450.410.510.430.460.440.520.520.500.56
AKAM0.010.260.350.300.200.230.440.270.460.370.350.310.350.420.360.451.000.430.350.440.410.380.410.470.470.400.370.440.430.370.490.440.410.470.410.410.470.400.520.480.390.430.530.500.500.430.550.520.420.530.450.520.410.450.430.530.540.540.58
ILMN0.060.220.210.200.300.330.390.330.410.430.410.380.390.360.440.460.431.000.430.320.430.440.340.380.480.490.350.400.380.360.410.480.340.500.500.550.520.490.520.470.380.430.460.490.490.400.490.450.400.490.460.500.470.430.440.490.520.550.56
AI-0.020.000.210.230.360.390.240.430.320.370.420.610.470.270.500.300.350.431.000.350.500.460.380.370.480.620.370.380.390.380.330.610.420.550.440.600.540.610.420.480.450.470.420.480.460.440.440.450.430.570.510.430.540.410.450.510.480.550.54
GNTX0.060.140.410.440.260.280.410.300.300.320.370.370.340.530.420.470.440.320.351.000.410.450.600.500.400.380.400.480.460.480.520.380.730.400.430.410.430.460.450.400.680.400.440.460.490.490.400.410.520.380.420.530.500.520.510.430.550.510.48
PRO-0.000.040.240.220.280.300.340.320.330.410.410.500.410.340.510.360.410.430.500.411.000.470.430.410.470.540.420.420.420.420.390.580.440.550.430.550.590.520.430.490.480.440.450.520.460.460.440.460.440.540.470.490.490.440.450.500.510.550.54
FARO0.020.090.270.310.290.310.360.320.350.420.430.460.430.420.530.400.380.440.460.450.471.000.480.430.420.470.390.470.430.430.450.480.480.440.550.500.500.590.440.410.510.440.440.530.530.460.420.450.470.450.490.530.490.470.500.470.580.480.53
JBT0.020.080.430.440.280.300.390.340.340.440.350.400.400.560.510.430.410.340.380.600.430.481.000.450.380.420.420.480.470.490.590.390.630.380.490.450.410.520.410.460.590.430.440.430.500.530.420.450.550.420.460.520.540.490.520.480.580.520.52
CIEN0.020.200.420.340.260.270.390.280.410.320.430.380.350.510.390.460.470.380.370.500.410.430.451.000.420.400.440.490.500.500.520.400.520.400.450.400.420.470.500.460.490.460.530.490.500.530.540.520.530.470.500.570.540.570.560.530.590.560.56
NICE0.030.110.230.240.330.350.310.370.400.390.530.420.440.300.400.390.470.480.480.400.470.420.380.421.000.540.420.450.420.400.430.560.410.570.480.490.600.460.500.520.450.470.500.540.550.480.550.590.460.640.530.540.530.520.500.600.560.610.61
PATH0.020.030.190.220.400.410.290.430.350.400.460.560.480.300.490.360.400.490.620.380.540.470.420.400.541.000.410.400.430.410.370.660.410.610.480.660.620.570.400.550.440.520.480.500.490.470.460.490.490.630.520.500.550.480.470.520.530.590.56
TSM0.010.060.260.300.410.380.250.440.300.310.410.410.470.420.370.370.370.350.370.400.420.390.420.440.420.411.000.510.550.640.450.420.470.430.480.400.400.470.450.500.490.650.570.490.490.680.570.550.670.500.680.530.610.680.680.580.510.550.55
NATI0.020.150.330.320.300.310.380.370.350.340.400.400.370.470.420.430.440.400.380.480.420.470.480.490.450.400.511.000.480.500.490.430.510.460.510.430.450.480.490.460.520.500.550.520.530.590.530.570.580.520.540.550.530.580.590.570.580.560.59
INTC-0.020.180.390.330.310.340.360.380.320.350.340.380.420.480.400.450.430.380.390.460.420.430.470.500.420.430.550.481.000.590.470.420.520.370.500.410.410.460.480.490.490.560.540.520.500.630.550.520.660.470.570.570.540.630.630.540.550.540.56
MU-0.010.090.320.280.330.340.300.390.260.360.370.390.400.450.390.400.370.360.380.480.420.430.490.500.400.410.640.500.591.000.470.410.520.390.510.390.410.480.440.490.540.630.550.500.520.680.510.520.660.460.630.530.600.710.700.560.540.540.54
ROK0.030.210.440.410.240.210.440.280.440.370.410.320.380.670.400.510.490.410.330.520.390.450.590.520.430.370.450.490.470.471.000.390.560.420.450.370.430.410.510.450.570.460.490.530.560.510.530.550.590.490.510.640.520.560.560.570.610.560.62
APPN0.040.030.150.220.310.350.270.390.370.420.470.540.500.280.540.310.440.480.610.380.580.480.390.400.560.660.420.430.420.410.391.000.390.620.530.660.660.630.460.540.450.500.480.540.530.490.480.520.490.670.540.500.540.470.510.540.540.590.57
MGA0.030.100.420.490.390.400.400.440.300.360.400.480.420.600.450.440.410.340.420.730.440.480.630.520.410.410.470.510.520.520.560.391.000.390.480.460.410.530.430.430.770.430.470.510.490.520.430.430.570.400.480.580.550.530.550.450.580.510.49
DT0.060.070.160.210.310.320.330.390.370.390.460.450.450.350.460.410.470.500.550.400.550.440.380.400.570.610.430.460.370.390.420.620.391.000.480.620.620.520.530.570.450.520.520.580.590.430.560.590.460.720.560.510.530.510.470.620.550.640.65
AZTA0.010.120.250.260.330.320.330.370.360.430.410.440.470.410.500.440.410.500.440.430.430.550.490.450.480.480.480.510.500.510.450.530.480.481.000.520.480.560.540.480.490.510.530.520.530.530.500.540.560.500.530.600.610.590.600.550.620.550.57
TDOC0.010.050.200.250.420.460.350.490.390.460.430.580.550.300.550.380.410.550.600.410.550.500.450.400.490.660.400.430.410.390.370.660.460.620.521.000.610.690.510.520.490.480.480.500.500.450.470.490.450.610.520.520.530.450.480.510.550.590.58
PEGA0.030.090.230.220.340.320.390.370.430.450.480.510.410.330.490.470.470.520.540.430.590.500.410.420.600.620.400.450.410.410.430.660.410.620.480.611.000.530.520.510.480.470.520.570.550.460.540.560.460.700.520.540.510.470.460.580.570.630.62
DDD0.010.040.260.310.370.420.310.450.330.460.420.600.520.390.640.360.400.490.610.460.520.590.520.470.460.570.470.480.460.480.410.630.530.520.560.690.531.000.450.490.550.500.450.520.530.510.420.460.530.510.530.540.590.510.540.480.580.570.54
ISRG0.030.320.310.300.260.270.580.320.510.450.440.360.420.440.400.670.520.520.420.450.430.440.410.500.500.400.450.490.480.440.510.460.430.530.540.510.520.451.000.540.470.470.580.580.560.500.650.600.500.610.550.540.540.560.560.640.570.630.68
AMZN0.070.150.250.260.330.360.370.380.430.430.430.450.490.390.400.440.480.470.480.400.490.410.460.460.520.550.500.460.490.490.450.540.430.570.480.520.510.490.541.000.480.580.700.500.540.570.670.570.500.650.610.530.540.540.530.610.570.630.65
APTV0.040.080.370.430.370.390.370.400.300.390.420.490.480.540.450.430.390.380.450.680.480.510.590.490.450.440.490.520.490.540.570.450.770.450.490.490.480.550.470.481.000.500.530.540.500.560.460.470.610.460.520.600.600.560.600.520.610.560.55
AMD0.050.080.240.260.360.350.260.400.330.380.400.470.500.370.430.380.430.430.470.400.440.440.430.460.470.520.650.500.560.630.460.500.430.520.510.480.470.500.470.580.501.000.590.520.560.680.630.630.670.590.800.540.660.720.680.660.550.600.63
GOOGL0.040.230.350.240.330.330.400.390.370.430.450.410.480.460.400.480.530.460.420.440.450.440.440.530.500.480.570.550.540.550.490.480.470.520.530.480.520.450.580.700.530.591.000.520.550.580.750.610.550.590.630.590.540.610.590.630.580.630.66
PTC0.010.180.300.310.330.350.420.390.450.420.420.420.410.460.470.490.500.490.480.460.520.530.430.490.540.500.490.520.520.500.530.540.510.580.520.500.570.520.580.500.540.520.521.000.570.560.600.630.600.630.560.560.620.590.590.640.630.710.71
CGNX0.070.150.270.320.320.300.420.390.460.430.440.440.440.490.450.500.500.490.460.490.460.530.500.500.550.490.490.530.500.520.560.530.490.590.530.500.550.530.560.540.500.560.550.571.000.560.580.660.580.590.580.660.590.610.620.650.680.630.69
QCOM0.020.110.340.340.350.350.330.380.330.370.440.440.460.470.420.420.430.400.440.490.460.460.530.530.480.470.680.590.630.680.510.490.520.430.530.450.460.510.500.570.560.680.580.560.561.000.620.640.760.570.690.630.670.720.740.670.610.600.64
MSFT0.040.270.320.270.310.300.430.370.460.370.460.390.490.440.390.530.550.490.440.400.440.420.420.540.550.460.570.530.550.510.530.480.430.560.500.470.540.420.650.670.460.630.750.600.580.621.000.690.580.700.680.580.570.630.620.720.600.680.74
CDNS0.020.180.260.260.260.260.380.320.450.410.490.420.480.420.380.510.520.450.450.410.460.450.450.520.590.490.550.570.520.520.550.520.430.590.540.490.560.460.600.570.470.630.610.630.660.640.691.000.610.700.670.600.610.680.640.890.630.690.79
NXPI0.040.120.340.410.340.300.340.370.310.380.410.460.500.530.450.450.420.400.430.520.440.470.550.530.460.490.670.580.660.660.590.490.570.460.560.450.460.530.500.500.610.670.550.600.580.760.580.611.000.560.700.650.740.790.800.640.620.610.62
NOW0.070.120.210.230.330.330.370.380.470.460.530.450.500.350.460.450.530.490.570.380.540.450.420.470.640.630.500.520.470.460.490.670.400.720.500.610.700.510.610.650.460.590.590.630.590.570.700.700.561.000.640.570.600.610.570.740.600.710.74
NVDA0.060.090.240.320.340.320.300.390.400.380.460.480.560.420.410.410.450.460.510.420.470.490.460.500.530.520.680.540.570.630.510.540.480.560.530.520.520.530.550.610.520.800.630.560.580.690.680.670.700.641.000.590.700.730.700.710.600.660.68
ZBRA0.020.150.350.370.350.330.420.370.440.460.520.450.440.590.490.510.520.500.430.530.490.530.520.570.540.500.530.550.570.530.640.500.580.510.600.520.540.540.540.530.600.540.590.560.660.630.580.600.650.570.591.000.610.640.630.620.720.640.66
AMBA0.080.070.270.360.380.370.310.430.360.420.510.530.520.450.490.430.410.470.540.500.490.490.540.540.530.550.610.530.540.600.520.540.550.530.610.530.510.590.540.540.600.660.540.620.590.670.570.610.740.600.700.611.000.730.750.660.630.640.65
KLAC0.060.160.360.340.340.330.310.380.360.410.450.430.490.500.430.460.450.430.410.520.440.470.490.570.520.480.680.580.630.710.560.470.530.510.590.450.470.510.560.540.560.720.610.590.610.720.630.680.790.610.730.640.731.000.840.710.620.620.67
TER0.040.130.320.370.340.350.320.410.360.420.470.450.500.500.460.440.430.440.450.510.450.500.520.560.500.470.680.590.630.700.560.510.550.470.600.480.460.540.560.530.600.680.590.590.620.740.620.640.800.570.700.630.750.841.000.680.630.640.67
SNPS0.030.160.270.270.280.280.380.350.440.440.510.440.480.440.430.520.530.490.510.430.500.470.480.530.600.520.580.570.540.560.570.540.450.620.550.510.580.480.640.610.520.660.630.640.650.670.720.890.640.740.710.620.660.710.681.000.660.720.79
TRMB0.060.150.350.380.330.370.450.400.480.470.520.470.470.540.540.520.540.520.480.550.510.580.580.590.560.530.510.580.550.540.610.540.580.550.620.550.570.580.570.570.610.550.580.630.680.610.600.630.620.600.600.720.630.620.630.661.000.660.69
ADSK0.010.140.330.320.340.350.420.400.440.440.530.490.490.470.500.500.540.550.550.510.550.480.520.560.610.590.550.560.540.540.560.590.510.640.550.590.630.570.630.630.560.600.630.710.630.600.680.690.610.710.660.640.640.620.640.720.661.000.77
ANSS0.060.200.300.250.330.340.470.410.510.490.540.450.490.470.470.560.580.560.540.480.540.530.520.560.610.560.550.590.560.540.620.570.490.650.570.580.620.540.680.650.550.630.660.710.690.640.740.790.620.740.680.660.650.670.670.790.690.771.00

Sharpe Ratio

The current TRAI Sharpe ratio is 1.24. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.24

The Sharpe ratio of TRAI 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 Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.24
1.11
TRAI
Benchmark (^GSPC)
Portfolio components

Dividend yield

TRAI granted a 0.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
TRAI0.73%0.83%0.61%0.71%0.80%1.02%0.83%0.99%1.20%1.60%0.91%1.08%
AI
C3.ai, 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%
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%
IBM
4.49%4.85%5.16%5.91%5.77%6.89%5.07%4.53%5.16%3.89%2.96%2.64%
NOW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ROK
1.69%1.78%1.28%1.72%2.07%2.65%1.77%2.48%3.04%2.57%2.16%2.66%
AMD
Advanced Micro Devices, 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%
DT
Dynatrace, 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%
KLAC
1.16%1.26%0.93%1.40%1.83%3.42%2.38%3.03%3.44%31.69%4.08%5.01%
NATI
1.88%3.08%2.58%2.54%2.61%2.29%2.32%3.06%3.21%2.40%2.22%2.81%
GOOGL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PTC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
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%
QCOM
2.87%2.72%1.53%1.79%3.06%4.82%4.11%3.87%4.70%2.82%2.33%2.12%
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%
BIDU
Baidu, 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%
AKAM
Akamai 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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
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
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
JNJ
2.87%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
APTV
Aptiv PLC
0.00%0.00%0.00%0.17%0.93%1.45%1.17%1.79%1.23%1.47%1.23%0.00%
EQIX
1.82%1.92%1.40%1.56%1.80%2.81%1.96%2.22%6.77%4.12%0.00%0.00%
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%
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%
JBT
0.38%0.44%0.26%0.35%0.36%0.57%0.37%0.48%0.77%1.14%1.22%1.69%
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%
MGA
3.40%3.29%2.24%2.43%2.96%3.32%2.27%2.76%2.67%1.76%1.98%2.85%
GNTX
1.51%1.78%1.42%1.46%1.67%2.31%2.01%2.00%2.38%1.95%2.00%3.33%
NICE
0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.13%1.29%1.22%0.00%
TSM
1.67%1.95%1.27%1.29%2.93%3.09%2.63%3.04%3.04%2.19%2.87%2.96%
NXPI
2.00%2.17%1.02%0.99%1.04%0.73%0.00%0.00%0.00%0.00%0.00%0.00%
ZBRA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.25%1.06%1.16%1.16%1.84%1.96%1.67%2.58%3.59%3.06%2.69%2.63%
INTC
2.83%5.63%2.86%2.88%2.35%2.92%2.73%3.45%3.47%3.18%4.59%5.80%
AMZN
Amazon.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%
BABA
Alibaba Group Holding Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMCL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGNX
Cognex Corporation
0.66%0.56%0.32%2.80%0.37%0.49%0.28%0.48%0.64%0.00%0.00%4.35%
SYK
1.04%1.17%0.98%0.99%1.06%1.29%1.20%1.41%1.66%1.48%1.65%1.88%
TRMB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIEN
Ciena Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PATH
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MDT
3.41%3.49%2.50%2.08%2.05%2.41%2.56%2.74%2.24%2.02%2.38%3.91%
AMBA
Ambarella, 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%
PEGA
0.28%0.35%0.11%0.09%0.15%0.25%0.26%0.34%0.44%0.52%0.25%0.55%
DDD
3D Systems Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MU
0.68%0.89%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
APPN
Appian Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILMN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRLB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LAZR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JD
2.08%2.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AZTA
Azenta, Inc.
0.00%0.00%0.39%0.59%0.97%1.56%1.74%2.47%4.08%3.19%3.56%4.80%
TDOC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FARO
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DAVA
Endava plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RUB=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The TRAI 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
AI
C3.ai, Inc.
0.85
NVDA
N/A
IBM
N/A
NOW
N/A
ROK
N/A
AMD
Advanced Micro Devices, Inc.
0.53
DT
Dynatrace, Inc.
0.58
KLAC
N/A
NATI
N/A
GOOGL
N/A
PTC
N/A
PRO
N/A
TER
N/A
ANSS
ANSYS, Inc.
0.76
QCOM
N/A
TSLA
N/A
BIDU
Baidu, Inc.
0.03
AKAM
Akamai Technologies, Inc.
0.78
SNPS
N/A
ISRG
N/A
MSFT
N/A
JNJ
N/A
APTV
Aptiv PLC
0.15
EQIX
N/A
EMR
Emerson Electric Co.
1.12
ADSK
Autodesk, Inc.
0.10
JBT
N/A
CDNS
Cadence Design Systems, Inc.
1.15
MGA
N/A
GNTX
N/A
NICE
N/A
TSM
N/A
NXPI
N/A
ZBRA
N/A
DE
Deere & Company
0.37
INTC
N/A
AMZN
Amazon.com, Inc.
0.15
BABA
Alibaba Group Holding Limited
-0.04
OMCL
N/A
CGNX
Cognex Corporation
-0.10
SYK
N/A
TRMB
N/A
CIEN
Ciena Corporation
0.38
PATH
N/A
MDT
N/A
AMBA
Ambarella, Inc.
-0.34
PEGA
N/A
DDD
3D Systems Corporation
-0.79
MU
N/A
APPN
Appian Corporation
-0.16
ILMN
N/A
PRLB
N/A
LAZR
N/A
JD
N/A
AZTA
Azenta, Inc.
-0.03
TDOC
N/A
FARO
N/A
DAVA
Endava plc
-0.54
RUB=X
N/A

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-21.89%
-9.73%
TRAI
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the TRAI. 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 TRAI is 41.18%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.18%Nov 17, 2021283Oct 14, 2022
-10.58%Apr 27, 202114May 12, 202137Jun 24, 202151
-7.78%Sep 7, 202124Oct 4, 202124Nov 1, 202148
-5.07%Jun 30, 202117Jul 19, 202114Aug 4, 202131
-4.12%Aug 6, 202112Aug 19, 20217Aug 27, 202119

Volatility Chart

The current TRAI volatility is 4.18%, 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%8.00%AprilMayJuneJulyAugustSeptember
4.18%
3.32%
TRAI
Benchmark (^GSPC)
Portfolio components