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XLK TOP 5

Last updated Sep 22, 2023

Asset Allocation


AAPL 20%MSFT 20%NVDA 20%CRM 20%AVGO 20%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology20%
MSFT
Microsoft Corporation
Technology20%
NVDA
NVIDIA Corporation
Technology20%
CRM
salesforce.com, inc.
Technology20%
AVGO
Broadcom Inc.
Technology20%

Performance

The chart shows the growth of an initial investment of $10,000 in XLK TOP 5, 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%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
24.52%
8.86%
XLK TOP 5
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the XLK TOP 5 returned 68.44% Year-To-Date and 36.00% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%8.15%9.80%
XLK TOP 5-3.25%23.62%68.44%69.38%29.53%36.00%
AAPL
Apple Inc.
-1.86%9.74%34.44%13.82%27.33%27.57%
MSFT
Microsoft Corporation
-0.91%15.58%34.15%35.01%24.23%27.88%
NVDA
NVIDIA Corporation
-10.18%50.88%180.77%209.49%44.54%60.39%
CRM
salesforce.com, inc.
0.89%11.29%57.33%41.31%6.06%14.85%
AVGO
Broadcom Inc.
-5.03%27.82%47.19%72.12%31.15%38.14%

Asset Correlations Table

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

AVGOAAPLCRMNVDAMSFT
AVGO1.000.500.460.540.48
AAPL0.501.000.460.490.55
CRM0.460.461.000.520.56
NVDA0.540.490.521.000.54
MSFT0.480.550.560.541.00

Sharpe Ratio

The current XLK TOP 5 Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.23

The Sharpe ratio of XLK TOP 5 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-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.23
0.70
XLK TOP 5
Benchmark (^GSPC)
Portfolio components

Dividend yield

XLK TOP 5 granted a 0.74% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
XLK TOP 50.74%0.99%0.72%1.00%1.32%1.55%1.24%1.40%1.50%1.64%1.99%1.64%
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
Microsoft Corporation
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
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%
AVGO
Broadcom Inc.
2.28%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%

Expense Ratio

The XLK TOP 5 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
Microsoft Corporation
1.08
NVDA
NVIDIA Corporation
3.82
CRM
salesforce.com, inc.
1.10
AVGO
Broadcom Inc.
2.08

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-10.54%
-9.73%
XLK TOP 5
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the XLK TOP 5. 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 XLK TOP 5 is 40.94%, recorded on Oct 14, 2022. It took 148 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.94%Dec 28, 2021202Oct 14, 2022148May 18, 2023350
-33.3%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-28.2%Oct 4, 201856Dec 24, 201881Apr 23, 2019137
-22.97%Feb 18, 2011128Aug 22, 2011120Feb 13, 2012248
-21.35%Dec 7, 201543Feb 8, 201637Apr 1, 201680

Volatility Chart

The current XLK TOP 5 volatility is 5.79%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.79%
3.66%
XLK TOP 5
Benchmark (^GSPC)
Portfolio components