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Tec-ETFs + AI Stocks Portfolio

Last updated Dec 7, 2023

Asset Allocation


VOO 25%QQQ 25%XLK 20%SMH 15%TECB 9%NVDA 1%GOOGL 1%META 1%TSLA 1%MSFT 1%AAPL 1%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities25%
QQQ
Invesco QQQ
Large Cap Blend Equities25%
XLK
Technology Select Sector SPDR Fund
Technology Equities20%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities15%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
Technology Equities9%
NVDA
NVIDIA Corporation
Technology1%
GOOGL
Alphabet Inc.
Communication Services1%
META
Meta Platforms, Inc.
Communication Services1%
TSLA
Tesla, Inc.
Consumer Cyclical1%
MSFT
Microsoft Corporation
Technology1%
AAPL
Apple Inc.
Technology1%

Performance

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 Quarterly


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.17%
5.95%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Tec-ETFs + AI Stocks Portfolio44.04%4.19%9.16%38.53%N/AN/A
VOO
Vanguard S&P 500 ETF
20.35%4.41%7.42%17.36%13.49%11.76%
QQQ
Invesco QQQ
45.24%4.29%10.70%37.62%19.88%17.24%
XLK
Technology Select Sector SPDR Fund
47.90%5.77%12.37%41.69%24.53%19.72%
SMH
VanEck Vectors Semiconductor ETF
55.22%5.04%9.00%48.94%32.53%26.07%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
47.15%7.88%12.20%42.35%N/AN/A
NVDA
NVIDIA Corporation
211.50%-0.53%21.44%184.75%65.73%62.15%
GOOGL
Alphabet Inc.
47.36%-0.18%6.14%34.07%20.02%17.15%
META
Meta Platforms, Inc.
163.79%0.52%20.43%178.17%18.28%20.84%
TSLA
Tesla, Inc.
94.33%9.17%6.59%33.12%58.76%38.66%
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%
AAPL
Apple Inc.
48.85%7.44%8.44%35.33%36.71%27.11%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.07%6.32%3.85%-1.71%-5.66%-2.15%11.88%

Sharpe Ratio

The current Tec-ETFs + AI Stocks Portfolio Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.87

The Sharpe ratio of Tec-ETFs + AI Stocks Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.87
1.00
Tec-ETFs + AI Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Tec-ETFs + AI Stocks Portfolio granted a 0.93% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Tec-ETFs + AI Stocks Portfolio0.93%1.26%0.74%1.00%1.81%1.67%1.39%1.41%1.83%1.57%1.59%2.37%
VOO
Vanguard S&P 500 ETF
1.49%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
QQQ
Invesco QQQ
0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%
XLK
Technology Select Sector SPDR Fund
0.77%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%1.74%
SMH
VanEck Vectors Semiconductor ETF
1.52%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%7.44%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
0.29%0.61%0.35%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
GOOGL
Alphabet 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.
0.00%0.00%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
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%

Expense Ratio

The Tec-ETFs + AI Stocks Portfolio features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.13%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.15
QQQ
Invesco QQQ
1.85
XLK
Technology Select Sector SPDR Fund
1.96
SMH
VanEck Vectors Semiconductor ETF
1.62
TECB
iShares U.S. Tech Breakthrough Multisector ETF
1.95
NVDA
NVIDIA Corporation
3.45
GOOGL
Alphabet Inc.
1.00
META
Meta Platforms, Inc.
3.86
TSLA
Tesla, Inc.
0.54
MSFT
Microsoft Corporation
1.89
AAPL
Apple Inc.
1.46

Asset Correlations Table

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

TSLAMETAGOOGLNVDAAAPLMSFTSMHVOOTECBXLKQQQ
TSLA1.000.410.440.510.510.470.530.530.580.550.63
META0.411.000.700.610.610.650.620.670.740.700.76
GOOGL0.440.701.000.640.680.770.680.760.770.780.82
NVDA0.510.610.641.000.650.700.860.690.820.820.82
AAPL0.510.610.680.651.000.750.690.770.780.870.85
MSFT0.470.650.770.700.751.000.710.780.830.890.87
SMH0.530.620.680.860.690.711.000.800.860.880.87
VOO0.530.670.760.690.770.780.801.000.880.910.91
TECB0.580.740.770.820.780.830.860.881.000.940.96
XLK0.550.700.780.820.870.890.880.910.941.000.97
QQQ0.630.760.820.820.850.870.870.910.960.971.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.47%
-5.15%
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 34.79%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.79%Dec 28, 2021202Oct 14, 2022188Jul 18, 2023390
-30.9%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-11.58%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-11.11%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-9.49%Feb 16, 202115Mar 8, 202119Apr 5, 202134

Volatility Chart

The current Tec-ETFs + AI Stocks Portfolio volatility is 3.96%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
2.92%
Tec-ETFs + AI Stocks Portfolio
Benchmark (^GSPC)
Portfolio components
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