Temp
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Temp, 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 Mar 10, 1999, corresponding to the inception date of QQQ
Returns By Period
As of Sep 19, 2024, the Temp returned 14.33% Year-To-Date and 18.83% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Temp | 15.79% | -1.25% | 6.13% | 32.25% | 22.27% | 19.08% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 13.21% | -3.16% | 3.67% | 31.09% | 23.19% | 19.96% |
QQQ Invesco QQQ | 18.37% | 0.65% | 8.58% | 33.32% | 21.29% | 18.15% |
Monthly Returns
The table below presents the monthly returns of Temp, 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 | 2.26% | 4.99% | 1.03% | -5.07% | 6.61% | 7.15% | -2.48% | 0.90% | 15.79% | ||||
| 2023 | 9.95% | 0.02% | 10.17% | 0.19% | 8.40% | 6.18% | 3.22% | -1.50% | -5.77% | -1.01% | 11.87% | 4.87% | 55.47% |
| 2022 | -7.79% | -4.68% | 4.00% | -12.31% | -1.13% | -9.09% | 13.00% | -5.67% | -11.25% | 5.82% | 5.94% | -8.60% | -30.16% |
| 2021 | -0.29% | 0.61% | 1.78% | 5.55% | -1.07% | 6.57% | 3.37% | 3.89% | -5.76% | 8.02% | 3.22% | 2.21% | 31.06% |
| 2020 | 3.52% | -6.68% | -7.93% | 14.36% | 6.89% | 6.61% | 6.52% | 11.41% | -5.49% | -4.03% | 11.30% | 5.22% | 46.10% |
| 2019 | 7.97% | 4.93% | 4.35% | 5.93% | -8.45% | 8.27% | 2.92% | -1.72% | 1.25% | 4.14% | 4.72% | 4.10% | 44.33% |
| 2018 | 7.90% | -0.85% | -3.91% | 0.28% | 6.23% | 0.44% | 2.44% | 6.19% | -0.15% | -8.30% | -1.12% | -8.52% | -0.90% |
| 2017 | 4.35% | 4.45% | 2.13% | 2.37% | 3.93% | -2.56% | 4.26% | 2.50% | 0.26% | 5.56% | 1.69% | 0.57% | 33.47% |
| 2016 | -5.31% | -1.10% | 7.86% | -4.11% | 4.63% | -1.83% | 7.13% | 1.11% | 2.16% | -1.11% | 0.30% | 1.70% | 11.04% |
| 2015 | -2.79% | 7.60% | -2.89% | 2.34% | 2.05% | -3.30% | 3.71% | -6.18% | -1.79% | 10.94% | 0.66% | -1.84% | 7.44% |
| 2014 | -2.25% | 4.77% | -1.16% | -0.02% | 4.12% | 2.50% | 1.44% | 4.14% | -0.64% | 2.12% | 4.68% | -2.21% | 18.52% |
| 2013 | 2.29% | 0.56% | 2.80% | 2.14% | 3.19% | -2.65% | 5.03% | -0.71% | 3.70% | 4.99% | 3.32% | 3.23% | 31.39% |
Expense Ratio
Temp has an expense ratio of 0.16%, which is considered low compared to other funds. 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
The current rank of Temp is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.36 | 1.86 | 1.25 | 1.71 | 6.12 |
QQQ Invesco QQQ | 1.76 | 2.35 | 1.31 | 2.27 | 8.35 |
Dividends
Dividend yield
Temp granted a 0.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Temp | 0.51% | 0.69% | 0.92% | 0.54% | 0.74% | 0.95% | 1.26% | 1.10% | 1.40% | 1.39% | 1.58% | 1.36% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 Temp. 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 Temp was 82.34%, occurring on Oct 9, 2002. Recovery took 3486 trading sessions.
The current Temp drawdown is 7.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.34% | Mar 28, 2000 | 636 | Oct 9, 2002 | 3486 | Aug 15, 2016 | 4122 |
| -34.24% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -29.54% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.2% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -15.27% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Temp volatility is 7.05%, 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
| QQQ | XLK | |
|---|---|---|
| QQQ | 1.00 | 0.94 |
| XLK | 0.94 | 1.00 |