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TECH

Last updated Oct 3, 2023

Asset Allocation


NVDA 25%TSLA 25%AMD 25%AVGO 25%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology25%
TSLA
Tesla, Inc.
Consumer Cyclical25%
AMD
Advanced Micro Devices, Inc.
Technology25%
AVGO
Broadcom Inc.
Technology25%

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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptemberOctober
36.41%
4.84%
TECH
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202312.87%-8.17%30.67%10.50%4.19%-0.52%-7.14%

Sharpe Ratio

The current TECH Sharpe ratio is 2.41. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.41

The Sharpe ratio of TECH 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-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
2.41
1.04
TECH
Benchmark (^GSPC)
Portfolio components

Dividend yield

TECH granted a 0.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
TECH0.56%0.80%0.60%0.86%1.07%1.03%0.66%0.58%0.69%0.87%1.12%0.81%
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.


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
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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TSLAAVGOAMDNVDA
TSLA1.000.370.350.40
AVGO0.371.000.470.55
AMD0.350.471.000.61
NVDA0.400.550.611.00

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%0.00%MayJuneJulyAugustSeptemberOctober
-9.90%
-10.59%
TECH
Benchmark (^GSPC)
Portfolio components

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, 2022197Oct 14, 2022154May 26, 2023351
-46.5%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-37.89%Feb 18, 2011425Oct 24, 2012134May 10, 2013559
-30.52%Dec 30, 201529Feb 10, 201632Mar 29, 201661
-28.59%Oct 2, 201858Dec 24, 2018145Jul 24, 2019203

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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
7.31%
3.15%
TECH
Benchmark (^GSPC)
Portfolio components