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TECH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

TECH

Currency in USD · Last updated May 31, 2025

Asset Allocation

NVDA 25%TSLA 25%AMD 25%AVGO 25%EquityEquity
PositionCategory/SectorTarget Weight
AMD
Advanced Micro Devices, Inc.		Technology
25%
AVGO
Broadcom Inc.		Technology
25%
NVDA
NVIDIA Corporation		Technology
25%
TSLA
Tesla, Inc.		Consumer Cyclical
25%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of May 31, 2025, the TECH returned -3.49% Year-To-Date and 57.95% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
TECH-3.49%21.85%8.07%38.19%55.37%57.95%
Portfolio components:
NVDA
NVIDIA Corporation		0.63%24.06%-2.24%22.32%72.51%74.01%
TSLA
Tesla, Inc.		-14.21%22.79%0.38%93.78%44.15%35.54%
AMD
Advanced Micro Devices, Inc.		-8.33%13.74%-19.28%-33.60%15.53%47.32%
AVGO
Broadcom Inc.		4.73%25.77%50.21%79.63%56.68%36.05%
*Annualized

Monthly Returns

The table below presents the monthly returns of TECH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-4.75%-12.24%-9.55%4.75%21.85%-3.49%
20244.89%16.51%1.20%-3.62%7.74%11.02%0.25%-0.82%10.45%-2.24%8.30%11.98%85.64%
202323.78%11.84%12.87%-8.17%30.67%10.50%4.19%-0.52%-7.14%-7.27%16.62%13.49%144.77%
2022-15.16%-0.01%7.63%-21.20%2.60%-17.90%21.47%-10.25%-14.37%-0.58%15.56%-13.70%-43.90%
20212.12%-2.01%-2.67%5.30%-0.49%13.39%3.48%6.95%-2.93%23.34%16.36%-3.10%72.86%
202013.75%1.10%-10.45%22.89%9.28%12.26%23.19%33.41%-6.48%-7.29%22.62%8.54%194.44%
20199.63%2.19%6.36%0.09%-16.82%16.42%2.97%-1.73%0.38%17.29%8.93%13.97%70.83%
201817.69%-4.64%-12.03%3.31%11.21%5.42%0.96%14.98%8.48%-13.21%0.52%-5.00%24.81%
20176.20%8.16%5.67%0.14%9.89%3.22%4.14%2.73%-0.84%2.01%-1.23%-4.00%41.47%
2016-15.66%1.51%19.85%5.88%15.40%3.52%17.43%3.88%-0.09%1.05%12.79%16.30%109.65%
2015-3.54%15.40%-6.36%0.56%9.56%-1.71%-6.80%0.53%1.61%5.16%10.28%11.35%38.75%
20142.56%19.40%-2.53%0.87%3.02%4.83%-5.75%14.34%-6.54%-3.18%4.52%-2.03%29.85%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

TECH has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TECH is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of TECH is 4949
Overall Rank
The Sharpe Ratio Rank of TECH is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TECH is 5959
Sortino Ratio Rank
The Omega Ratio Rank of TECH is 4949
Omega Ratio Rank
The Calmar Ratio Rank of TECH is 6161
Calmar Ratio Rank
The Martin Ratio Rank of TECH is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.380.841.110.511.24
TSLA
Tesla, Inc.		1.312.101.251.643.87
AMD
Advanced Micro Devices, Inc.		-0.64-0.820.90-0.56-1.15
AVGO
Broadcom Inc.		1.271.911.251.794.93

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

TECH Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.75
  • 5-Year: 1.29
  • 10-Year: 1.44
  • All Time: 1.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of TECH compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

TECH provided a 0.24% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.24%0.24%0.43%0.78%0.57%0.79%0.95%0.89%0.54%0.47%0.58%0.73%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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.		0.92%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the TECH. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TECH was 52.27%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current TECH drawdown is 10.03%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.27%Jan 4, 2022197Oct 14, 2022154May 26, 2023351
-46.5%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-39.43%Dec 26, 202470Apr 8, 2025———
-37.89%Feb 18, 2011425Oct 24, 2012134May 10, 2013559
-30.54%Dec 30, 201529Feb 10, 201632Mar 29, 201661
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTSLAAMDAVGONVDAPortfolio
^GSPC1.000.450.530.630.610.67
TSLA0.451.000.360.380.390.71
AMD0.530.361.000.480.610.78
AVGO0.630.380.481.000.570.71
NVDA0.610.390.610.571.000.79
Portfolio0.670.710.780.710.791.00
The correlation results are calculated based on daily price changes starting from Jun 30, 2010
Go to the full Correlations tool for more customization options