TopTech3

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

TopTech3

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABNB Airbnb, Inc.	Communication Services	9.09%
AMGN Amgen Inc.	Healthcare	9.09%
CMCSA Comcast Corporation	Communication Services	9.09%
HON Honeywell International Inc	Industrials	9.09%
INTC Intel Corporation	Technology	9.09%
ISRG Intuitive Surgical, Inc.	Healthcare	9.09%
LRCX Lam Research Corporation	Technology	9.09%
MU Micron Technology, Inc.	Technology	9.09%
QQQ Invesco QQQ	Large Cap Blend Equities	9.09%
TXN Texas Instruments Incorporated	Technology	9.09%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	9.09%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
TopTech3	4.58%	6.22%	-2.64%	-0.65%	N/A	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	1.48%	4.65%	-1.16%	13.95%	15.43%	12.96%
QQQ Invesco QQQ	2.50%	7.03%	1.85%	16.79%	17.93%	17.87%
TXN Texas Instruments Incorporated	-0.19%	11.97%	-7.25%	-2.77%	10.74%	16.23%
AMGN Amgen Inc.	12.56%	3.48%	5.49%	-2.64%	8.81%	9.40%
ISRG Intuitive Surgical, Inc.	6.00%	4.51%	1.92%	37.59%	23.64%	25.97%
CMCSA Comcast Corporation	-6.92%	-0.38%	-19.31%	-11.36%	-1.07%	3.90%
INTC Intel Corporation	-1.55%	-4.27%	-17.51%	-35.61%	-18.59%	-2.25%
MU Micron Technology, Inc.	16.81%	21.63%	-0.12%	-21.09%	15.47%	14.21%
HON Honeywell International Inc	0.88%	5.86%	-0.90%	13.88%	10.22%	10.13%
LRCX Lam Research Corporation	14.54%	10.68%	5.70%	-10.57%	24.98%	27.61%
ABNB Airbnb, Inc.	-1.36%	3.48%	-5.72%	-10.56%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of TopTech3, 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
2025	2.71%	3.38%	-5.67%	-3.77%	7.63%	0.81%							4.58%
2024	1.82%	2.16%	5.75%	-7.52%	5.77%	4.72%	-2.27%	-4.08%	1.64%	-0.94%	2.70%	-6.40%	2.22%
2023	9.18%	-3.25%	7.45%	1.86%	1.44%	5.60%	5.65%	-2.07%	-2.79%	-4.99%	11.62%	8.41%	43.20%
2022	-7.50%	-2.23%	2.82%	-10.68%	2.12%	-13.78%	10.26%	-5.90%	-11.21%	11.88%	8.21%	-8.06%	-25.01%
2021	2.45%	6.27%	2.70%	1.02%	-0.65%	2.29%	0.07%	0.93%	-3.65%	0.43%	2.13%	4.56%	19.80%
2020												2.08%	2.08%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

TopTech3 has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QQQ

Invesco QQQ

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TopTech3 is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	0.72	1.14	1.17	0.76	2.87
QQQ Invesco QQQ	0.66	1.01	1.14	0.67	2.18
TXN Texas Instruments Incorporated	-0.07	0.18	1.02	-0.08	-0.20
AMGN Amgen Inc.	-0.10	0.20	1.03	0.02	0.04
ISRG Intuitive Surgical, Inc.	1.12	1.84	1.26	1.49	4.57
CMCSA Comcast Corporation	-0.41	-0.12	0.98	-0.16	-0.46
INTC Intel Corporation	-0.57	-0.49	0.94	-0.48	-0.98
MU Micron Technology, Inc.	-0.33	-0.18	0.98	-0.43	-0.70
HON Honeywell International Inc	0.57	1.09	1.15	0.76	2.19
LRCX Lam Research Corporation	-0.20	0.01	1.00	-0.27	-0.43
ABNB Airbnb, Inc.	-0.26	-0.13	0.98	-0.23	-0.68

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.

TopTech3 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: -0.02
All Time: 0.34

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 0.59 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of TopTech3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

TopTech3 provided a 1.44% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.44%	1.53%	1.41%	1.92%	1.32%	1.30%	1.32%	1.56%	1.07%	1.29%	1.22%	1.04%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.28%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
QQQ Invesco QQQ	0.57%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
TXN Texas Instruments Incorporated	2.92%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%	2.32%
AMGN Amgen Inc.	3.21%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%	1.53%
ISRG Intuitive Surgical, 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%
CMCSA Comcast Corporation	3.67%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%	1.16%
INTC Intel Corporation	0.63%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%	2.48%
MU Micron Technology, Inc.	0.47%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HON Honeywell International Inc	1.98%	1.93%	1.99%	1.85%	1.81%	1.71%	1.90%	0.62%	0.00%	0.00%	0.00%	0.00%
LRCX Lam Research Corporation	1.08%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%	0.68%
ABNB Airbnb, 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 TopTech3. 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 TopTech3 was 33.49%, occurring on Sep 30, 2022. Recovery took 300 trading sessions.

The current TopTech3 drawdown is 8.78%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.49%	Jan 4, 2022	187	Sep 30, 2022	300	Dec 11, 2023	487
-24.41%	Jul 11, 2024	187	Apr 8, 2025	—	—	—
-8.6%	Apr 2, 2024	14	Apr 19, 2024	35	Jun 10, 2024	49
-8.14%	Apr 12, 2021	23	May 12, 2021	80	Sep 3, 2021	103
-7.09%	Feb 16, 2021	13	Mar 4, 2021	9	Mar 17, 2021	22

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	AMGN	CMCSA	ABNB	HON	ISRG	MU	INTC	LRCX	TXN	QQQ	VOO	Portfolio
^GSPC	1.00	0.36	0.51	0.55	0.61	0.70	0.62	0.61	0.69	0.72	0.93	1.00	0.87
AMGN	0.36	1.00	0.38	0.07	0.36	0.27	0.15	0.27	0.18	0.28	0.27	0.36	0.36
CMCSA	0.51	0.38	1.00	0.29	0.45	0.38	0.28	0.38	0.32	0.42	0.44	0.51	0.53
ABNB	0.55	0.07	0.29	1.00	0.30	0.42	0.41	0.38	0.43	0.42	0.58	0.55	0.64
HON	0.61	0.36	0.45	0.30	1.00	0.41	0.32	0.42	0.36	0.47	0.47	0.61	0.57
ISRG	0.70	0.27	0.38	0.42	0.41	1.00	0.44	0.43	0.52	0.52	0.70	0.70	0.69
MU	0.62	0.15	0.28	0.41	0.32	0.44	1.00	0.57	0.74	0.63	0.67	0.62	0.78
INTC	0.61	0.27	0.38	0.38	0.42	0.43	0.57	1.00	0.60	0.63	0.62	0.61	0.76
LRCX	0.69	0.18	0.32	0.43	0.36	0.52	0.74	0.60	1.00	0.74	0.75	0.69	0.82
TXN	0.72	0.28	0.42	0.42	0.47	0.52	0.63	0.63	0.74	1.00	0.71	0.71	0.81
QQQ	0.93	0.27	0.44	0.58	0.47	0.70	0.67	0.62	0.75	0.71	1.00	0.93	0.88
VOO	1.00	0.36	0.51	0.55	0.61	0.70	0.62	0.61	0.69	0.71	0.93	1.00	0.87
Portfolio	0.87	0.36	0.53	0.64	0.57	0.69	0.78	0.76	0.82	0.81	0.88	0.87	1.00

The correlation results are calculated based on daily price changes starting from Dec 11, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

TopTech3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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