Asset Allocation
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Find the right asset allocation for DJIM GLOBAL TECHNOLOGY TITAN 50 v2
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in DJIM GLOBAL TECHNOLOGY TITAN 50 v2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio DJIM GLOBAL TECHNOLOGY TITAN 50 v2 | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 12.06% | -0.61% | 12.72% | 0.43% | 10.02% | 5.29% | 3.88% | -2.08% | -6.10% | -0.52% | 12.49% | 4.09% | 62.49% |
| 2022 | -7.36% | -5.42% | 2.19% | -12.98% | -1.57% | -9.43% | 10.11% | -5.72% | -13.04% | 2.88% | 8.94% | -8.38% | -35.61% |
Benchmark Metrics
DJIM GLOBAL TECHNOLOGY TITAN 50 v2 has an annualized alpha of 3.53%, beta of 1.25, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 03, 2022.
- This portfolio captured 151.50% of S&P 500 Index gains and 118.53% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.53% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.53%
- Beta
- 1.25
- R²
- 0.83
- Upside Capture
- 151.50%
- Downside Capture
- 118.53%
Return for Risk
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Dividends
Dividend yield
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 DJIM GLOBAL TECHNOLOGY TITAN 50 v2. 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 DJIM GLOBAL TECHNOLOGY TITAN 50 v2 was 40.32%, occurring on Nov 3, 2022. Recovery took 270 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -40.32%Nov 2022 | 10mo 3d | 1y 17d | 1y 10moJan 2022 - Nov 2023 |
2023 pullback2023 | -2.38%Dec 2023 | 15d | 6d | 21dNov 2023 - Dec 2023 |
2023 pullback2023 | -1.00%Dec 2023 | 0s | 6d | 6dDec 2023 - Dec 2023 |
2023 pullback2023 | -0.35%Dec 2023 | 0s | — | 2y 5moDec 2023 - now |
2023 pullback2023 | -0.11%Dec 2023 | 0s | 1d | 1dDec 2023 - Dec 2023 |
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 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null
Diversification Ratio
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Not enough data to calculate this metric.
DJIM GLOBAL TECHNOLOGY TITAN 50 v2 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2022 | 0.90 |
Find what DJIM GLOBAL TECHNOLOGY TITAN 50 v2 is missing
See which holdings overlap, where DJIM GLOBAL TECHNOLOGY TITAN 50 v2 is concentrated, and which low-correlation assets could fill the gaps.
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