XLK TOP 5
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AVGO Broadcom Inc. | Technology | 20% |
CRM salesforce.com, inc. | Technology | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
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
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Dec 19, 2024, the XLK TOP 5 returned 67.22% Year-To-Date and 39.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| XLK TOP 5 | 69.60% | 8.88% | 19.45% | 68.92% | 43.64% | 39.68% |
| Portfolio components: | ||||||
AAPL Apple Inc | 32.83% | 11.13% | 22.93% | 31.36% | 30.37% | 26.14% |
MSFT Microsoft Corporation | 16.97% | 5.29% | -2.56% | 17.76% | 23.77% | 26.56% |
NVDA NVIDIA Corporation | 172.06% | -7.66% | 6.44% | 175.01% | 86.75% | 75.35% |
CRM salesforce.com, inc. | 31.33% | 5.63% | 40.83% | 29.31% | 16.02% | 19.08% |
AVGO Broadcom Inc. | 99.92% | 35.25% | 33.98% | 97.97% | 51.49% | 39.77% |
Monthly Returns
The table below presents the monthly returns of XLK TOP 5, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 7.67% | 11.07% | 3.25% | -5.03% | 7.49% | 12.37% | -1.06% | 0.84% | 4.29% | 1.08% | 4.61% | 69.60% | |
| 2023 | 15.88% | 4.67% | 16.07% | 1.27% | 17.65% | 5.68% | 4.12% | 0.18% | -8.64% | 0.18% | 14.69% | 6.27% | 106.26% |
| 2022 | -9.25% | -3.87% | 5.91% | -16.16% | -2.22% | -9.03% | 13.93% | -9.73% | -12.12% | 8.14% | 9.58% | -9.30% | -33.06% |
| 2021 | 1.51% | -0.30% | -0.64% | 6.85% | 1.92% | 9.64% | 2.01% | 7.34% | -4.15% | 13.44% | 7.88% | 1.14% | 55.95% |
| 2020 | 4.48% | -3.86% | -7.61% | 13.42% | 9.50% | 9.90% | 6.66% | 21.72% | -3.90% | -5.75% | 8.64% | 2.88% | 66.46% |
| 2019 | 6.49% | 6.01% | 7.52% | 5.49% | -14.19% | 11.07% | 2.92% | -0.47% | 1.15% | 8.25% | 6.78% | 4.84% | 53.26% |
| 2018 | 8.98% | 1.03% | -3.37% | -0.10% | 9.65% | -0.98% | 1.15% | 10.45% | 3.26% | -11.68% | -4.99% | -5.80% | 5.25% |
| 2017 | 7.93% | 3.07% | 4.05% | 0.99% | 11.70% | -2.32% | 6.35% | 5.13% | -1.28% | 11.09% | 1.55% | -2.50% | 54.85% |
| 2016 | -8.09% | -0.14% | 11.97% | -5.40% | 12.81% | -2.10% | 9.70% | 3.71% | 1.78% | 2.48% | 5.09% | 5.61% | 41.42% |
| 2015 | -2.74% | 16.46% | -3.62% | 5.53% | 4.78% | -6.59% | 0.19% | -0.98% | 2.00% | 10.52% | 4.90% | 1.10% | 33.74% |
| 2014 | 0.25% | 8.20% | 0.43% | 0.09% | 5.36% | 2.81% | -1.94% | 10.44% | -0.09% | 4.96% | 4.41% | -1.60% | 37.80% |
| 2013 | 0.67% | -0.56% | 3.16% | 0.80% | 6.81% | -4.89% | 4.35% | 6.98% | 4.16% | 4.37% | 3.03% | 5.06% | 38.90% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, XLK TOP 5 is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.04 | 1.26 | 1.88 | 4.89 |
MSFT Microsoft Corporation | 0.94 | 1.30 | 1.18 | 1.21 | 2.77 |
NVDA NVIDIA Corporation | 3.44 | 3.64 | 1.46 | 6.66 | 20.59 |
CRM salesforce.com, inc. | 0.91 | 1.32 | 1.22 | 1.05 | 2.46 |
AVGO Broadcom Inc. | 1.89 | 2.76 | 1.35 | 4.00 | 11.61 |
Dividends
Dividend yield
XLK TOP 5 provided a 0.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.46% | 0.59% | 0.98% | 0.69% | 0.94% | 1.21% | 1.41% | 1.10% | 1.23% | 1.32% | 1.41% | 1.66% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
CRM salesforce.com, inc. | 0.47% | 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. | 0.72% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the XLK TOP 5. 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 XLK TOP 5 was 40.94%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current XLK TOP 5 drawdown is 4.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.94% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -33.3% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -28.2% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -22.97% | Feb 18, 2011 | 128 | Aug 22, 2011 | 120 | Feb 13, 2012 | 248 |
| -21.35% | Dec 7, 2015 | 43 | Feb 8, 2016 | 37 | Apr 1, 2016 | 80 |
Volatility
Volatility Chart
The current XLK TOP 5 volatility is 8.41%, 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.
Diversification
Asset Correlations Table
| AAPL | CRM | AVGO | NVDA | MSFT | |
|---|---|---|---|---|---|
| AAPL | 1.00 | 0.45 | 0.49 | 0.47 | 0.55 |
| CRM | 0.45 | 1.00 | 0.46 | 0.51 | 0.55 |
| AVGO | 0.49 | 0.46 | 1.00 | 0.55 | 0.49 |
| NVDA | 0.47 | 0.51 | 0.55 | 1.00 | 0.54 |
| MSFT | 0.55 | 0.55 | 0.49 | 0.54 | 1.00 |