Computer Hardware
computer hardware infastructure
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANET Arista Networks, Inc. | Technology | 12.50% |
DELL Dell Technologies Inc. | Technology | 12.50% |
HPQ HP Inc. | Technology | 12% |
IBM International Business Machines Corporation | Technology | 12% |
NTAP NetApp, Inc. | Technology | 12% |
PSTG Pure Storage, Inc. | Technology | 12% |
SMCI Super Micro Computer, Inc. | Technology | 3% |
STX Seagate Technology plc | Technology | 12% |
WDC Western Digital Corporation | Technology | 12% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Computer Hardware , 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 17, 2016, corresponding to the inception date of DELL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Computer Hardware | 50.22% | 1.80% | 18.99% | 81.08% | 29.44% | N/A |
| Portfolio components: | ||||||
DELL Dell Technologies Inc. | 61.45% | 1.53% | -1.73% | 85.93% | 37.35% | N/A |
ANET Arista Networks, Inc. | 70.51% | 5.60% | 56.52% | 128.53% | 45.88% | 34.87% |
WDC Western Digital Corporation | 30.42% | -1.61% | -3.57% | 63.40% | 6.21% | -1.82% |
NTAP NetApp, Inc. | 40.13% | 0.43% | 19.60% | 73.55% | 20.20% | 13.87% |
STX Seagate Technology plc | 21.30% | -6.81% | 19.56% | 52.62% | 16.43% | 10.21% |
PSTG Pure Storage, Inc. | 54.43% | 11.39% | 9.27% | 67.03% | 23.21% | N/A |
IBM International Business Machines Corporation | 32.27% | -4.71% | 28.99% | 53.39% | 15.88% | 7.50% |
SMCI Super Micro Computer, Inc. | 72.80% | 17.02% | -42.80% | 107.59% | 88.81% | 31.51% |
HPQ HP Inc. | 26.26% | 4.66% | 34.05% | 46.56% | 20.30% | 12.12% |
Monthly Returns
The table below presents the monthly returns of Computer Hardware , 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 | 8.36% | 11.58% | 8.91% | -4.13% | 13.34% | 4.97% | -3.37% | -2.42% | 4.61% | 50.22% | |||
| 2023 | 11.31% | -1.11% | 1.88% | -3.48% | 9.77% | 9.67% | 4.20% | 4.02% | -0.93% | -0.95% | 13.08% | 4.33% | 63.52% |
| 2022 | -8.08% | -5.42% | 5.86% | -5.86% | 1.79% | -10.40% | 8.22% | -5.47% | -12.07% | 9.58% | 7.78% | -9.13% | -23.71% |
| 2021 | 1.23% | 6.32% | 6.37% | 6.36% | 0.49% | 0.79% | -1.83% | 4.96% | -3.02% | 4.01% | 10.55% | 8.71% | 54.05% |
| 2020 | 1.22% | -12.26% | -10.31% | 7.12% | 6.57% | 0.46% | 3.98% | -1.02% | -2.09% | -2.64% | 19.65% | 13.56% | 21.77% |
| 2019 | 10.10% | 9.84% | 4.24% | 4.37% | -17.23% | 6.30% | 4.04% | -5.23% | 5.24% | 0.90% | -2.80% | 5.90% | 24.78% |
| 2018 | 12.88% | -0.83% | -0.55% | -1.24% | 3.54% | 3.98% | -1.63% | 6.82% | -2.62% | -15.85% | 2.21% | -12.36% | -8.69% |
| 2017 | 7.53% | 6.83% | 0.77% | 1.27% | 4.25% | -3.33% | -0.58% | 5.59% | 4.73% | 5.32% | 5.54% | -0.39% | 43.80% |
| 2016 | 2.80% | 10.29% | -3.84% | 10.14% | -1.38% | 18.42% |
Expense Ratio
Computer Hardware 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
The current rank of Computer Hardware is 52, 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.
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 | |
|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 1.52 | 2.32 | 1.31 | 1.72 | 4.03 |
ANET Arista Networks, Inc. | 3.14 | 3.70 | 1.51 | 6.43 | 20.05 |
WDC Western Digital Corporation | 2.01 | 2.60 | 1.34 | 1.28 | 6.89 |
NTAP NetApp, Inc. | 2.20 | 3.46 | 1.50 | 3.34 | 13.35 |
STX Seagate Technology plc | 1.74 | 2.33 | 1.29 | 1.45 | 8.44 |
PSTG Pure Storage, Inc. | 1.35 | 1.99 | 1.27 | 2.03 | 5.20 |
IBM International Business Machines Corporation | 2.45 | 3.18 | 1.49 | 3.17 | 7.95 |
SMCI Super Micro Computer, Inc. | 1.06 | 1.98 | 1.27 | 1.53 | 2.98 |
HPQ HP Inc. | 1.65 | 2.57 | 1.32 | 1.52 | 8.09 |
Dividends
Dividend yield
Computer Hardware provided a 1.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Computer Hardware | 1.45% | 1.81% | 2.36% | 1.38% | 2.04% | 2.09% | 2.67% | 1.96% | 2.30% | 2.33% | 1.18% | 0.97% |
| Portfolio components: | ||||||||||||
DELL Dell Technologies Inc. | 1.40% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ANET Arista Networks, 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% |
WDC Western Digital Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 4.00% | 1.36% | 1.25% |
NTAP NetApp, Inc. | 1.68% | 2.27% | 3.33% | 2.13% | 2.90% | 2.83% | 2.01% | 1.41% | 2.10% | 2.60% | 1.52% | 0.73% |
STX Seagate Technology plc | 2.76% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% | 2.12% |
PSTG Pure Storage, 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% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
SMCI Super Micro Computer, 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% |
HPQ HP Inc. | 2.98% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
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 Computer Hardware . 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 Computer Hardware was 40.92%, occurring on Mar 20, 2020. Recovery took 178 trading sessions.
The current Computer Hardware drawdown is 4.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.92% | Aug 30, 2018 | 391 | Mar 20, 2020 | 178 | Dec 2, 2020 | 569 |
| -31.23% | Jan 5, 2022 | 194 | Oct 12, 2022 | 185 | Jul 11, 2023 | 379 |
| -18.15% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -12.09% | Jan 29, 2018 | 9 | Feb 8, 2018 | 18 | Mar 7, 2018 | 27 |
| -10.6% | Sep 7, 2023 | 36 | Oct 26, 2023 | 13 | Nov 14, 2023 | 49 |
Volatility
Volatility Chart
The current Computer Hardware volatility is 5.30%, 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
| SMCI | IBM | ANET | DELL | PSTG | WDC | STX | HPQ | NTAP | |
|---|---|---|---|---|---|---|---|---|---|
| SMCI | 1.00 | 0.31 | 0.39 | 0.37 | 0.42 | 0.39 | 0.38 | 0.40 | 0.39 |
| IBM | 0.31 | 1.00 | 0.31 | 0.40 | 0.34 | 0.42 | 0.43 | 0.50 | 0.48 |
| ANET | 0.39 | 0.31 | 1.00 | 0.45 | 0.55 | 0.44 | 0.45 | 0.43 | 0.49 |
| DELL | 0.37 | 0.40 | 0.45 | 1.00 | 0.49 | 0.50 | 0.48 | 0.57 | 0.54 |
| PSTG | 0.42 | 0.34 | 0.55 | 0.49 | 1.00 | 0.47 | 0.48 | 0.49 | 0.59 |
| WDC | 0.39 | 0.42 | 0.44 | 0.50 | 0.47 | 1.00 | 0.70 | 0.52 | 0.54 |
| STX | 0.38 | 0.43 | 0.45 | 0.48 | 0.48 | 0.70 | 1.00 | 0.55 | 0.59 |
| HPQ | 0.40 | 0.50 | 0.43 | 0.57 | 0.49 | 0.52 | 0.55 | 1.00 | 0.61 |
| NTAP | 0.39 | 0.48 | 0.49 | 0.54 | 0.59 | 0.54 | 0.59 | 0.61 | 1.00 |