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Tech Stocks Dividend Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CSCO 10%MSFT 10%ORCL 10%GLW 10%HPQ 10%QCOM 10%TXN 10%INTC 10%AAPL 10%IBM 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
10%
CSCO
Cisco Systems, Inc.
Technology
10%
GLW
Corning Incorporated
Technology
10%
HPQ
HP Inc.
Technology
10%
IBM
International Business Machines Corporation
Technology
10%
INTC
Intel Corporation
Technology
10%
MSFT
Microsoft Corporation
Technology
10%
ORCL
Oracle Corporation
Technology
10%
QCOM
QUALCOMM Incorporated
Technology
10%
TXN
Texas Instruments Incorporated
Technology
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tech Stocks Dividend Portfolio, 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


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
16.46%
11.41%
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 1991, corresponding to the inception date of QCOM

Returns By Period

As of Oct 10, 2024, the Tech Stocks Dividend Portfolio returned 20.82% Year-To-Date and 16.79% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.43%5.87%12.23%32.90%14.34%11.78%
Tech Stocks Dividend Portfolio20.82%9.34%16.46%35.68%18.45%16.96%
CSCO
Cisco Systems, Inc.
9.47%10.62%9.90%3.06%6.11%12.34%
MSFT
Microsoft Corporation
11.62%0.79%-2.09%26.52%25.70%27.37%
ORCL
Oracle Corporation
70.79%14.37%45.08%64.23%27.64%18.48%
GLW
Corning Incorporated
57.03%13.53%46.90%65.92%13.37%13.28%
HPQ
HP Inc.
24.63%10.20%27.15%41.05%21.60%13.01%
QCOM
QUALCOMM Incorporated
19.39%5.28%-1.90%56.38%20.03%12.44%
TXN
Texas Instruments Incorporated
22.86%2.59%21.37%34.34%12.66%20.45%
INTC
Intel Corporation
-52.69%23.60%-37.01%-35.32%-12.51%-0.22%
AAPL
Apple Inc
19.68%4.28%31.47%28.32%32.15%26.40%
IBM
International Business Machines Corporation
47.28%14.11%28.40%70.08%16.85%7.47%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.55%1.11%4.02%-7.31%10.60%4.01%1.36%-0.37%4.81%20.82%
20237.46%-2.30%8.92%-2.86%2.87%6.92%3.01%-2.45%-6.17%-1.32%10.98%4.53%31.88%
2022-3.01%-4.16%2.08%-7.25%0.86%-8.64%8.61%-6.32%-12.58%11.11%7.46%-7.72%-20.51%
20210.69%2.88%7.76%2.83%-1.00%2.39%2.36%1.88%-5.28%2.89%6.44%4.55%31.62%
20201.03%-8.19%-8.58%10.14%4.09%6.65%3.85%7.72%-2.35%-4.61%13.19%5.04%28.44%
20196.09%4.90%2.80%7.95%-10.79%10.91%2.29%-5.25%4.52%0.52%3.72%3.49%33.56%
20186.07%0.01%-4.71%-1.63%5.35%-1.80%5.68%6.01%2.33%-8.54%0.05%-7.33%0.03%
20171.95%6.14%1.64%0.38%1.23%-1.67%1.83%1.75%2.06%7.47%4.16%0.28%30.46%
2016-6.78%2.65%10.50%-5.08%6.97%-1.01%8.87%1.80%3.22%-2.01%2.50%0.39%22.59%
2015-5.32%6.91%-4.70%2.89%1.59%-7.19%-0.22%-6.89%-0.78%9.49%-0.86%-2.82%-9.00%
2014-2.84%4.31%5.23%1.74%2.65%1.86%0.97%4.12%-2.36%0.88%5.99%0.55%25.21%
20133.29%3.15%4.45%1.27%5.81%-3.94%4.56%-2.61%1.39%5.95%3.69%3.53%34.52%

Expense Ratio

Tech Stocks Dividend Portfolio 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

Risk-Adjusted Performance Rank

The current rank of Tech Stocks Dividend Portfolio is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Tech Stocks Dividend Portfolio is 2727
Tech Stocks Dividend Portfolio
The Sharpe Ratio Rank of Tech Stocks Dividend Portfolio is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of Tech Stocks Dividend Portfolio is 2222Sortino Ratio Rank
The Omega Ratio Rank of Tech Stocks Dividend Portfolio is 2424Omega Ratio Rank
The Calmar Ratio Rank of Tech Stocks Dividend Portfolio is 5050Calmar Ratio Rank
The Martin Ratio Rank of Tech Stocks Dividend Portfolio is 1616Martin 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.


Tech Stocks Dividend Portfolio
Sharpe ratio
The chart of Sharpe ratio for Tech Stocks Dividend Portfolio, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for Tech Stocks Dividend Portfolio, currently valued at 2.69, compared to the broader market-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for Tech Stocks Dividend Portfolio, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for Tech Stocks Dividend Portfolio, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.0012.002.34
Martin ratio
The chart of Martin ratio for Tech Stocks Dividend Portfolio, currently valued at 8.19, compared to the broader market0.0010.0020.0030.0040.0050.008.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0010.0020.0030.0040.0050.0016.37

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSCO
Cisco Systems, Inc.
0.130.301.050.110.30
MSFT
Microsoft Corporation
1.441.951.251.815.06
ORCL
Oracle Corporation
1.932.761.413.1511.41
GLW
Corning Incorporated
2.473.611.470.9911.79
HPQ
HP Inc.
1.472.351.301.337.21
QCOM
QUALCOMM Incorporated
1.491.981.271.294.23
TXN
Texas Instruments Incorporated
1.311.901.231.337.83
INTC
Intel Corporation
-0.69-0.710.89-0.50-1.03
AAPL
Apple Inc
1.301.951.241.774.15
IBM
International Business Machines Corporation
3.314.351.654.2410.71

Sharpe Ratio

The current Tech Stocks Dividend Portfolio Sharpe ratio is 2.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.16 to 2.86, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Tech Stocks Dividend Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.06
2.68
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Tech Stocks Dividend Portfolio granted a 1.99% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Tech Stocks Dividend Portfolio1.99%2.36%2.93%2.08%2.34%2.50%2.84%2.40%2.72%2.72%2.08%2.14%
CSCO
Cisco Systems, Inc.
2.97%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
ORCL
Oracle Corporation
0.90%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
GLW
Corning Incorporated
2.40%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
HPQ
HP Inc.
3.01%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
QCOM
QUALCOMM Incorporated
1.94%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
TXN
Texas Instruments Incorporated
2.54%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
INTC
Intel Corporation
2.13%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
IBM
International Business Machines Corporation
2.84%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%

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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober00
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tech Stocks Dividend Portfolio. 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 Stocks Dividend Portfolio was 77.75%, occurring on Oct 9, 2002. Recovery took 1142 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.75%Mar 28, 2000636Oct 9, 20021142Apr 25, 20071778
-48.03%Nov 7, 2007263Nov 20, 2008280Jan 4, 2010543
-30.79%Feb 13, 202027Mar 23, 202092Aug 3, 2020119
-29.22%Jan 5, 2022194Oct 12, 2022292Dec 11, 2023486
-25.76%Aug 8, 199797Dec 24, 199778Apr 20, 1998175

Volatility

Volatility Chart

The current Tech Stocks Dividend Portfolio volatility is 4.36%, 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%MayJuneJulyAugustSeptemberOctober
4.36%
2.94%
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

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.

GLWAAPLQCOMIBMORCLHPQMSFTTXNCSCOINTC
GLW1.000.340.370.380.370.420.350.440.430.40
AAPL0.341.000.380.370.400.400.450.420.440.45
QCOM0.370.381.000.360.400.380.430.480.450.46
IBM0.380.370.361.000.440.470.440.440.480.47
ORCL0.370.400.400.441.000.440.510.460.530.48
HPQ0.420.400.380.470.441.000.450.490.490.49
MSFT0.350.450.430.440.510.451.000.480.530.55
TXN0.440.420.480.440.460.490.481.000.520.63
CSCO0.430.440.450.480.530.490.530.521.000.57
INTC0.400.450.460.470.480.490.550.630.571.00
The correlation results are calculated based on daily price changes starting from Dec 16, 1991