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Computer Hardware
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DELL 12.5%ANET 12.5%WDC 12%NTAP 12%STX 12%PSTG 12%IBM 12%HPQ 12%SMCI 3%EquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
18.99%
15.83%
Computer Hardware
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

Returns By Period


Year-To-Date1 month6 months1 year5 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
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20248.36%11.58%8.91%-4.13%13.34%4.97%-3.37%-2.42%4.61%50.22%
202311.31%-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%
20211.23%6.32%6.37%6.36%0.49%0.79%-1.83%4.96%-3.02%4.01%10.55%8.71%54.05%
20201.22%-12.26%-10.31%7.12%6.57%0.46%3.98%-1.02%-2.09%-2.64%19.65%13.56%21.77%
201910.10%9.84%4.24%4.37%-17.23%6.30%4.04%-5.23%5.24%0.90%-2.80%5.90%24.78%
201812.88%-0.83%-0.55%-1.24%3.54%3.98%-1.63%6.82%-2.62%-15.85%2.21%-12.36%-8.69%
20177.53%6.83%0.77%1.27%4.25%-3.33%-0.58%5.59%4.73%5.32%5.54%-0.39%43.80%
20162.80%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.


The portfolio doesn't hold funds that charge fees

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.


The Risk-Adjusted Performance Rank of Computer Hardware is 5252
Combined Rank
The Sharpe Ratio Rank of Computer Hardware is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of Computer Hardware is 4545Sortino Ratio Rank
The Omega Ratio Rank of Computer Hardware is 4040Omega Ratio Rank
The Calmar Ratio Rank of Computer Hardware is 8282Calmar Ratio Rank
The Martin Ratio Rank of Computer Hardware is 3535Martin 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.


Computer Hardware
Sharpe ratio
The chart of Sharpe ratio for Computer Hardware , currently valued at 3.08, compared to the broader market0.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for Computer Hardware , currently valued at 3.91, compared to the broader market-2.000.002.004.006.003.91
Omega ratio
The chart of Omega ratio for Computer Hardware , currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for Computer Hardware , currently valued at 4.55, compared to the broader market0.005.0010.004.55
Martin ratio
The chart of Martin ratio for Computer Hardware , currently valued at 15.26, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DELL
Dell Technologies Inc.
1.522.321.311.724.03
ANET
Arista Networks, Inc.
3.143.701.516.4320.05
WDC
Western Digital Corporation
2.012.601.341.286.89
NTAP
NetApp, Inc.
2.203.461.503.3413.35
STX
Seagate Technology plc
1.742.331.291.458.44
PSTG
Pure Storage, Inc.
1.351.991.272.035.20
IBM
International Business Machines Corporation
2.453.181.493.177.95
SMCI
Super Micro Computer, Inc.
1.061.981.271.532.98
HPQ
HP Inc.
1.652.571.321.528.09

Sharpe Ratio

The current Computer Hardware Sharpe ratio is 3.08. 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 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Computer Hardware 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 Ratio1.001.502.002.503.003.504.004.50MayJuneJulyAugustSeptemberOctober
3.08
3.43
Computer Hardware
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Computer Hardware provided a 1.45% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
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%
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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.30%
-0.54%
Computer Hardware
Benchmark (^GSPC)
Portfolio components

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, 2018391Mar 20, 2020178Dec 2, 2020569
-31.23%Jan 5, 2022194Oct 12, 2022185Jul 11, 2023379
-18.15%Jul 11, 202420Aug 7, 2024
-12.09%Jan 29, 20189Feb 8, 201818Mar 7, 201827
-10.6%Sep 7, 202336Oct 26, 202313Nov 14, 202349

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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.30%
2.71%
Computer Hardware
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.

SMCIIBMANETDELLPSTGWDCSTXHPQNTAP
SMCI1.000.310.390.370.420.390.380.400.39
IBM0.311.000.310.400.340.420.430.500.48
ANET0.390.311.000.450.550.440.450.430.49
DELL0.370.400.451.000.490.500.480.570.54
PSTG0.420.340.550.491.000.470.480.490.59
WDC0.390.420.440.500.471.000.700.520.54
STX0.380.430.450.480.480.701.000.550.59
HPQ0.400.500.430.570.490.520.551.000.61
NTAP0.390.480.490.540.590.540.590.611.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2016