BIG TECH 3

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	19.20%
CDNS Cadence Design Systems, Inc.	Technology	7.80%
FICO Fair Isaac Corporation	Technology	14.60%
FIX Comfort Systems USA, Inc.	Industrials	19.20%
NVDA NVIDIA Corporation	Technology	19.20%
TPL Texas Pacific Land Corporation	Energy	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BIG TECH 3, 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 Every 3 months.

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The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns By Period

As of Apr 2, 2026, the BIG TECH 3 returned 13.10% Year-To-Date and 51.79% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio BIG TECH 3	0.62%	-6.56%	13.10%	11.75%	67.24%	69.23%	53.21%	51.79%
Portfolio components:
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
FIX Comfort Systems USA, Inc.	-0.79%	1.92%	51.93%	70.33%	315.21%	113.82%	80.31%	47.35%
FICO Fair Isaac Corporation	2.61%	-24.74%	-35.54%	-38.94%	-42.34%	16.46%	16.82%	26.39%
TPL Texas Pacific Land Corporation	1.15%	-15.16%	54.85%	38.13%	-3.63%	32.06%	21.56%	40.32%
CDNS Cadence Design Systems, Inc.	-0.52%	-7.29%	-10.83%	-19.73%	5.20%	9.65%	14.52%	28.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2009, BIG TECH 3's average daily return is +0.16%, while the average monthly return is +3.22%. At this rate, your investment would double in approximately 1.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jul 2022 with a return of +19.8%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BIG TECH 3 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +15.6%, while the worst single day was Mar 16, 2020 at -16.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.86%	14.82%	-7.20%	0.28%									13.10%
2025	0.25%	-3.18%	-9.27%	9.34%	9.10%	9.92%	6.28%	-0.47%	7.38%	8.75%	-1.25%	-4.06%	35.15%
2024	6.38%	18.82%	6.34%	-4.02%	10.26%	11.88%	4.16%	3.77%	5.93%	8.38%	17.18%	-8.21%	112.45%
2023	8.08%	7.48%	7.41%	-2.10%	12.50%	7.00%	7.22%	9.47%	-6.71%	0.34%	9.32%	6.63%	88.32%
2022	-9.45%	0.26%	7.86%	-12.90%	7.07%	-8.69%	19.75%	-6.25%	-8.17%	16.17%	16.16%	-7.06%	7.80%
2021	2.26%	12.31%	15.76%	4.14%	0.77%	6.90%	-1.28%	0.95%	-7.51%	13.98%	5.30%	5.61%	74.22%

Benchmark Metrics

BIG TECH 3 has an annualized alpha of 25.32%, beta of 1.30, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.

This portfolio captured 217.54% of S&P 500 Index gains but only 83.89% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 25.32% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 25.32%

Beta: 1.30

R²: 0.66

Upside Capture: 217.54%

Downside Capture: 83.89%

Expense Ratio

BIG TECH 3 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

BIG TECH 3 ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.00	0.88	+1.12
Sortino ratio Return per unit of downside risk	2.74	1.37	+1.37
Omega ratio Gain probability vs. loss probability	1.37	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	4.60	1.39	+3.21
Martin ratio Return relative to average drawdown	19.00	6.43	+12.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
FIX Comfort Systems USA, Inc.	99	5.72	5.22	1.72	24.01	81.57
FICO Fair Isaac Corporation	10	-0.81	-1.03	0.86	-0.76	-1.45
TPL Texas Pacific Land Corporation	36	-0.07	0.24	1.03	-0.02	-0.03
CDNS Cadence Design Systems, Inc.	44	0.13	0.49	1.06	0.27	0.60

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BIG TECH 3 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.00
5-Year: 1.73
10-Year: 1.73
All Time: 1.55

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of BIG TECH 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

BIG TECH 3 provided a 0.29% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.29%	0.33%	0.51%	0.58%	0.97%	0.71%	1.20%	0.93%	0.94%	0.61%	0.55%	0.67%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
FIX Comfort Systems USA, Inc.	0.16%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%
TPL Texas Pacific Land Corporation	0.50%	0.74%	1.37%	0.83%	1.37%	0.88%	2.20%	0.22%	0.55%	0.30%	0.10%	0.22%
CDNS Cadence Design Systems, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the BIG TECH 3. 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 BIG TECH 3 was 43.04%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.

The current BIG TECH 3 drawdown is 9.15%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.04%	Feb 20, 2020	20	Mar 18, 2020	55	Jun 5, 2020	75
-31.97%	Jan 23, 2025	51	Apr 4, 2025	57	Jun 27, 2025	108
-31.2%	Oct 2, 2018	58	Dec 24, 2018	65	Mar 29, 2019	123
-29.43%	Feb 22, 2011	156	Oct 3, 2011	89	Feb 9, 2012	245
-20.94%	Dec 28, 2021	94	May 11, 2022	124	Nov 7, 2022	218

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 5.62, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	TPL	FIX	FICO	AVGO	NVDA	CDNS	Portfolio
Benchmark	1.00	0.31	0.58	0.60	0.61	0.61	0.66	0.76
TPL	0.31	1.00	0.25	0.19	0.19	0.19	0.21	0.53
FIX	0.58	0.25	1.00	0.40	0.38	0.36	0.39	0.66
FICO	0.60	0.19	0.40	1.00	0.40	0.42	0.51	0.61
AVGO	0.61	0.19	0.38	0.40	1.00	0.56	0.53	0.72
NVDA	0.61	0.19	0.36	0.42	0.56	1.00	0.56	0.74
CDNS	0.66	0.21	0.39	0.51	0.53	0.56	1.00	0.66
Portfolio	0.76	0.53	0.66	0.61	0.72	0.74	0.66	1.00

The correlation results are calculated based on daily price changes starting from Aug 7, 2009

BIG TECH 3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table