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Big Tech 8
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Big Tech 8

Last updated Nov 13, 2024

Software / Tech leaders

Asset Allocation

AAPL 12.5%AMZN 12.5%META 12.5%MSFT 12.5%GOOG 12.5%NVDA 12.5%TSLA 12.5%PLTR 12.5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
12.50%
AMZN
Amazon.com, Inc.		Consumer Cyclical
12.50%
GOOG
Alphabet Inc.		Communication Services
12.50%
META
Meta Platforms, Inc.		Communication Services
12.50%
MSFT
Microsoft Corporation		Technology
12.50%
NVDA
NVIDIA Corporation		Technology
12.50%
PLTR
Palantir Technologies Inc.		Technology
12.50%
TSLA
Tesla, Inc.		Consumer Cyclical
12.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Big Tech 8, 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%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
44.56%
14.06%
Big Tech 8
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Big Tech 876.14%13.86%43.09%77.40%N/AN/A
Portfolio components:
AAPL
Apple Inc		17.04%-2.95%18.46%20.21%28.74%24.38%
AMZN
Amazon.com, Inc.		37.50%11.39%12.32%43.29%19.02%29.06%
META
Meta Platforms, Inc.		65.72%-0.95%21.68%74.42%24.97%22.92%
MSFT
Microsoft Corporation		13.11%0.93%0.17%15.11%24.59%25.94%
GOOG
Alphabet Inc.		30.40%10.20%5.69%35.69%22.97%21.13%
NVDA
NVIDIA Corporation		199.51%7.40%56.73%198.72%95.71%77.92%
TSLA
Tesla, Inc.		32.20%49.89%88.80%38.36%70.06%34.37%
PLTR
Palantir Technologies Inc.		248.57%37.90%176.19%200.15%N/AN/A

Monthly Returns

The table below presents the monthly returns of Big Tech 8, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.05%16.95%0.82%-2.36%7.15%10.03%0.37%1.84%8.43%1.30%76.14%
202321.16%5.83%12.50%-0.15%24.00%8.49%8.17%-4.19%-4.07%-3.35%14.56%1.20%115.87%
2022-10.63%-7.52%9.11%-18.32%-5.41%-9.10%15.85%-8.84%-10.17%-3.34%3.45%-12.65%-47.53%
20217.56%-6.55%1.53%8.83%-1.91%10.38%-0.02%8.63%-6.07%13.45%3.12%-2.95%39.27%
2020-1.60%33.13%1.53%32.99%

Expense Ratio

Big Tech 8 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 Big Tech 8 is 73, 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 Big Tech 8 is 7373
Combined Rank
The Sharpe Ratio Rank of Big Tech 8 is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of Big Tech 8 is 6767Sortino Ratio Rank
The Omega Ratio Rank of Big Tech 8 is 6767Omega Ratio Rank
The Calmar Ratio Rank of Big Tech 8 is 8080Calmar Ratio Rank
The Martin Ratio Rank of Big Tech 8 is 6767Martin 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.

Big Tech 8
Sharpe ratio
The chart of Sharpe ratio for Big Tech 8, currently valued at 3.22, compared to the broader market0.002.004.006.003.22
Sortino ratio
The chart of Sortino ratio for Big Tech 8, currently valued at 3.90, compared to the broader market-2.000.002.004.006.003.90
Omega ratio
The chart of Omega ratio for Big Tech 8, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for Big Tech 8, currently valued at 4.67, compared to the broader market0.005.0010.0015.004.67
Martin ratio
The chart of Martin ratio for Big Tech 8, currently valued at 18.17, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.931.471.181.262.96
AMZN
Amazon.com, Inc.		1.692.351.301.937.75
META
Meta Platforms, Inc.		2.183.091.434.2613.22
MSFT
Microsoft Corporation		0.781.121.150.992.42
GOOG
Alphabet Inc.		1.411.941.261.664.24
NVDA
NVIDIA Corporation		4.003.971.517.6524.12
TSLA
Tesla, Inc.		0.871.651.200.812.32
PLTR
Palantir Technologies Inc.		3.254.091.543.4616.95

Sharpe Ratio

The current Big Tech 8 Sharpe ratio is 3.22. 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 2.07 to 2.98, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Big Tech 8 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.22
2.90
Big Tech 8
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Big Tech 8 provided a 0.21% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.21%0.16%0.23%0.15%0.21%0.31%0.49%0.45%0.59%0.68%0.73%0.83%
Portfolio components:
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AMZN
Amazon.com, 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%
META
Meta Platforms, Inc.		0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
GOOG
Alphabet Inc.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
TSLA
Tesla, 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%
PLTR
Palantir Technologies 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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.37%
-0.29%
Big Tech 8
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Big Tech 8. 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 8 was 52.11%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current Big Tech 8 drawdown is 0.37%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.11%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-18.06%Feb 10, 202118Mar 8, 202171Jun 17, 202189
-17.45%Jul 11, 202418Aug 5, 202439Sep 30, 202457
-13.21%Aug 1, 202362Oct 26, 202312Nov 13, 202374
-9.07%Apr 12, 20246Apr 19, 202411May 6, 202417

Volatility

Volatility Chart

The current Big Tech 8 volatility is 8.87%, 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%JuneJulyAugustSeptemberOctoberNovember
8.87%
3.86%
Big Tech 8
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.
TSLAPLTRMETANVDAAAPLGOOGAMZNMSFT
TSLA1.000.500.380.470.500.410.450.43
PLTR0.501.000.440.500.420.400.490.43
META0.380.441.000.570.540.640.620.63
NVDA0.470.500.571.000.550.540.590.64
AAPL0.500.420.540.551.000.620.610.68
GOOG0.410.400.640.540.621.000.670.72
AMZN0.450.490.620.590.610.671.000.70
MSFT0.430.430.630.640.680.720.701.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2020