Tec-ETFs + AI Stocks Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Tec-ETFs + AI Stocks Portfolio

Last updated Feb 5, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	1%
GOOGL Alphabet Inc.	Communication Services	1%
META Meta Platforms, Inc.	Communication Services	1%
MSFT Microsoft Corporation	Technology	1%
NVDA NVIDIA Corporation	Technology	1%
QQQ Invesco QQQ	Large Cap Blend Equities	25%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	15%
TECB iShares U.S. Tech Breakthrough Multisector ETF	Technology Equities	9%
TSLA Tesla, Inc.	Consumer Cyclical	1%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	25%
XLK Technology Select Sector SPDR Fund	Technology Equities	20%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tec-ETFs + AI Stocks Portfolio, 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.

Tec-ETFs + AI Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jan 13, 2020, corresponding to the inception date of TECB

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	2.66%	1.61%	15.23%	22.15%	12.59%	11.41%
Tec-ETFs + AI Stocks Portfolio	0.30%	-1.95%	18.24%	26.51%	21.63%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	2.70%	1.64%	16.03%	23.86%	14.34%	13.41%
QQQ Invesco QQQ	2.59%	1.14%	19.69%	23.14%	18.74%	18.65%
XLK Technology Select Sector SPDR Fund	-0.66%	-2.02%	15.55%	14.73%	19.24%	20.39%
SMH VanEck Vectors Semiconductor ETF	-0.29%	-4.13%	11.53%	24.41%	27.87%	25.99%
TECB iShares U.S. Tech Breakthrough Multisector ETF	4.21%	2.52%	21.31%	20.24%	16.44%	N/A
NVDA NVIDIA Corporation	-11.65%	-17.87%	13.83%	71.17%	80.13%	73.42%
GOOGL Alphabet Inc.	9.02%	7.61%	30.70%	44.16%	23.03%	22.81%
META Meta Platforms, Inc.	20.27%	16.47%	42.77%	53.87%	27.49%	25.32%
TSLA Tesla, Inc.	-2.88%	-4.44%	95.48%	116.62%	51.27%	39.20%
MSFT Microsoft Corporation	-2.17%	-2.59%	3.59%	2.42%	18.69%	27.55%
AAPL Apple Inc	-7.04%	-4.34%	12.59%	24.65%	24.29%	24.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of Tec-ETFs + AI Stocks Portfolio, 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	0.52%												0.30%
2024	2.95%	7.98%	2.86%	-4.57%	8.48%	7.23%	-2.24%	0.70%	2.59%	-0.45%	5.19%	0.04%	34.28%
2023	11.70%	0.59%	8.72%	-1.30%	9.43%	6.98%	3.99%	-1.59%	-5.90%	-2.83%	12.36%	5.66%	56.78%
2022	-8.36%	-4.20%	4.46%	-13.05%	-0.40%	-10.39%	13.37%	-6.14%	-10.90%	4.48%	7.19%	-9.28%	-31.45%
2021	0.94%	1.21%	1.91%	4.85%	-0.44%	5.90%	2.51%	4.09%	-5.08%	9.20%	3.82%	1.33%	33.90%
2020	-1.44%	-6.14%	-9.51%	14.49%	6.43%	5.90%	7.28%	11.18%	-4.71%	-3.14%	13.19%	5.41%	41.91%

Expense Ratio

Tec-ETFs + AI Stocks Portfolio has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TECB

iShares U.S. Tech Breakthrough Multisector ETF

SMH

VanEck Vectors Semiconductor ETF

QQQ

Invesco QQQ

XLK

Technology Select Sector SPDR Fund

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tec-ETFs + AI Stocks Portfolio is 28, indicating average performance compared to other portfolios on our website. Here’s 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.

Tec-ETFs + AI Stocks Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	1.94	2.60	1.35	2.92	12.23
QQQ Invesco QQQ	1.37	1.87	1.25	1.85	6.39
XLK Technology Select Sector SPDR Fund	0.71	1.07	1.14	0.95	3.21
SMH VanEck Vectors Semiconductor ETF	0.81	1.24	1.16	1.18	2.77
TECB iShares U.S. Tech Breakthrough Multisector ETF	1.26	1.75	1.23	1.82	6.41
NVDA NVIDIA Corporation	1.55	2.11	1.27	3.26	9.28
GOOGL Alphabet Inc.	1.69	2.35	1.30	2.11	5.29
META Meta Platforms, Inc.	2.15	3.04	1.41	4.29	12.98
TSLA Tesla, Inc.	1.69	2.49	1.29	1.65	8.31
MSFT Microsoft Corporation	0.14	0.32	1.04	0.19	0.40
AAPL Apple Inc	1.07	1.61	1.20	1.52	4.25

The current Tec-ETFs + AI Stocks Portfolio Sharpe ratio is 1.30. 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 1.26 to 1.97, 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 Tec-ETFs + AI Stocks Portfolio 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.

Tec-ETFs + AI Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Tec-ETFs + AI Stocks Portfolio provided a 0.69% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.69%	0.70%	0.79%	1.08%	0.67%	0.90%	1.14%	1.38%	1.18%	1.29%	1.51%	1.40%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.21%	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	0.54%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
XLK Technology Select Sector SPDR Fund	0.66%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
SMH VanEck Vectors Semiconductor ETF	0.44%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
TECB iShares U.S. Tech Breakthrough Multisector ETF	0.34%	0.35%	0.23%	0.61%	0.35%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
GOOGL Alphabet Inc.	0.29%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.28%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
MSFT Microsoft Corporation	0.75%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
AAPL Apple Inc	0.43%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%

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.

Tec-ETFs + AI Stocks Portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tec-ETFs + AI Stocks Portfolio. 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 Tec-ETFs + AI Stocks Portfolio was 36.00%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Tec-ETFs + AI Stocks Portfolio drawdown is 3.27%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36%	Jan 4, 2022	197	Oct 14, 2022	276	Nov 20, 2023	473
-30.9%	Feb 20, 2020	23	Mar 23, 2020	53	Jun 8, 2020	76
-16.88%	Jul 11, 2024	20	Aug 7, 2024	65	Nov 7, 2024	85
-11.73%	Sep 3, 2020	14	Sep 23, 2020	44	Nov 24, 2020	58
-10.79%	Feb 16, 2021	15	Mar 8, 2021	22	Apr 8, 2021	37

Volatility

Volatility Chart

The current Tec-ETFs + AI Stocks Portfolio volatility is 8.55%, 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.

Tec-ETFs + AI Stocks Portfolio

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.

	TSLA	META	GOOGL	AAPL	NVDA	MSFT	SMH	VOO	TECB	XLK	QQQ
TSLA	1.00	0.37	0.41	0.48	0.46	0.44	0.50	0.52	0.55	0.53	0.61
META	0.37	1.00	0.66	0.55	0.57	0.64	0.60	0.65	0.72	0.67	0.73
GOOGL	0.41	0.66	1.00	0.62	0.57	0.73	0.61	0.72	0.73	0.73	0.77
AAPL	0.48	0.55	0.62	1.00	0.57	0.70	0.62	0.72	0.72	0.81	0.79
NVDA	0.46	0.57	0.57	0.57	1.00	0.66	0.85	0.68	0.79	0.81	0.80
MSFT	0.44	0.64	0.73	0.70	0.66	1.00	0.68	0.76	0.81	0.87	0.85
SMH	0.50	0.60	0.61	0.62	0.85	0.68	1.00	0.79	0.85	0.89	0.87
VOO	0.52	0.65	0.72	0.72	0.68	0.76	0.79	1.00	0.88	0.90	0.91
TECB	0.55	0.72	0.73	0.72	0.79	0.81	0.85	0.88	1.00	0.93	0.96
XLK	0.53	0.67	0.73	0.81	0.81	0.87	0.89	0.90	0.93	1.00	0.97
QQQ	0.61	0.73	0.77	0.79	0.80	0.85	0.87	0.91	0.96	0.97	1.00

The correlation results are calculated based on daily price changes starting from Jan 14, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Tec-ETFs + AI Stocks Portfolio

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

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community