TECH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 25% |
TSLA Tesla, Inc. | Consumer Cyclical | 25% |
AMD Advanced Micro Devices, Inc. | Technology | 25% |
AVGO Broadcom Inc. | Technology | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in TECH, 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 Oct 3, 2023, the TECH returned 101.66% Year-To-Date and 52.44% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 7.98% | 9.78% |
| TECH | -3.91% | 31.35% | 101.66% | 99.95% | 51.92% | 52.44% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -7.68% | 60.17% | 206.54% | 269.14% | 44.68% | 61.92% |
TSLA Tesla, Inc. | 2.69% | 29.18% | 104.25% | -5.15% | 66.79% | 35.59% |
AMD Advanced Micro Devices, Inc. | -5.65% | 6.95% | 59.44% | 62.99% | 29.54% | 38.84% |
AVGO Broadcom Inc. | -3.78% | 31.36% | 52.03% | 93.04% | 31.90% | 38.10% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.87% | -8.17% | 30.67% | 10.50% | 4.19% | -0.52% | -7.14% |
Dividend yield
TECH granted a 0.56% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TECH | 0.56% | 0.80% | 0.60% | 0.86% | 1.07% | 1.03% | 0.66% | 0.58% | 0.69% | 0.87% | 1.12% | 0.81% |
| Portfolio components: | ||||||||||||
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% |
TSLA Tesla, 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% |
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% |
AVGO Broadcom Inc. | 2.20% | 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 TECH 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.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 4.87 | ||||
TSLA Tesla, Inc. | -0.10 | ||||
AMD Advanced Micro Devices, Inc. | 1.19 | ||||
AVGO Broadcom Inc. | 2.72 |
Asset Correlations Table
| TSLA | AVGO | AMD | NVDA | |
|---|---|---|---|---|
| TSLA | 1.00 | 0.37 | 0.35 | 0.40 |
| AVGO | 0.37 | 1.00 | 0.47 | 0.55 |
| AMD | 0.35 | 0.47 | 1.00 | 0.61 |
| NVDA | 0.40 | 0.55 | 0.61 | 1.00 |
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 TECH. 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 TECH is 52.27%, recorded on Oct 14, 2022. It took 154 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.27% | Jan 4, 2022 | 197 | Oct 14, 2022 | 154 | May 26, 2023 | 351 |
| -46.5% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -37.89% | Feb 18, 2011 | 425 | Oct 24, 2012 | 134 | May 10, 2013 | 559 |
| -30.52% | Dec 30, 2015 | 29 | Feb 10, 2016 | 32 | Mar 29, 2016 | 61 |
| -28.59% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
Volatility Chart
The current TECH volatility is 7.31%, 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.