PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Tec-ETFs + AI Stocks Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Tec-ETFs + AI Stocks Portfolio

Last updated Nov 13, 2024

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
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%

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 Quarterly

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.36%
12.74%
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

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%
Tec-ETFs + AI Stocks Portfolio30.65%1.94%13.35%39.67%N/AN/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		26.88%2.17%13.46%35.00%15.93%13.41%
QQQ
Invesco QQQ		25.79%3.10%13.59%34.02%21.42%18.39%
XLK
Technology Select Sector SPDR Fund		23.33%1.00%11.25%30.69%23.47%20.55%
SMH
VanEck Vectors Semiconductor ETF		44.03%-3.61%7.68%57.29%33.67%28.85%
TECB
iShares U.S. Tech Breakthrough Multisector ETF		28.82%4.79%14.59%41.69%N/AN/A
NVDA
NVIDIA Corporation		199.51%7.40%56.73%198.72%95.71%77.92%
GOOGL
Alphabet Inc.		30.34%10.10%5.54%36.26%22.78%20.75%
META
Meta Platforms, Inc.		65.72%-0.95%21.68%74.42%24.97%22.92%
TSLA
Tesla, Inc.		32.20%49.89%88.80%38.36%70.06%34.37%
MSFT
Microsoft Corporation		13.11%0.93%0.17%15.11%24.59%25.94%
AAPL
Apple Inc		17.04%-2.95%18.46%20.21%28.74%24.38%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.87%6.90%2.54%-4.64%7.10%6.50%-1.82%1.06%2.44%-0.98%30.65%
202310.98%0.04%8.79%-0.49%8.07%6.32%3.85%-1.71%-5.66%-2.15%11.87%5.59%53.70%
2022-7.92%-4.16%3.58%-12.26%0.06%-10.08%12.32%-5.86%-11.08%5.31%7.95%-8.01%-29.05%
20210.39%1.91%2.18%4.91%-0.12%5.63%2.64%3.87%-5.36%7.76%3.32%2.12%32.74%
2020-1.44%-6.14%-9.52%14.44%6.37%5.76%7.04%10.31%-4.54%-2.90%12.47%4.97%39.23%

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
Expense ratio chart for TECB: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tec-ETFs + AI Stocks Portfolio is 31, 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 Tec-ETFs + AI Stocks Portfolio is 3131
Combined Rank
The Sharpe Ratio Rank of Tec-ETFs + AI Stocks Portfolio is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of Tec-ETFs + AI Stocks Portfolio is 2626Sortino Ratio Rank
The Omega Ratio Rank of Tec-ETFs + AI Stocks Portfolio is 3131Omega Ratio Rank
The Calmar Ratio Rank of Tec-ETFs + AI Stocks Portfolio is 4242Calmar Ratio Rank
The Martin Ratio Rank of Tec-ETFs + AI Stocks Portfolio is 2424Martin 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
Sharpe ratio
The chart of Sharpe ratio for Tec-ETFs + AI Stocks Portfolio, currently valued at 2.23, compared to the broader market0.002.004.006.002.23
Sortino ratio
The chart of Sortino ratio for Tec-ETFs + AI Stocks Portfolio, currently valued at 2.88, compared to the broader market-2.000.002.004.006.002.88
Omega ratio
The chart of Omega ratio for Tec-ETFs + AI Stocks Portfolio, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.802.001.40
Calmar ratio
The chart of Calmar ratio for Tec-ETFs + AI Stocks Portfolio, currently valued at 2.90, compared to the broader market0.005.0010.0015.002.90
Martin ratio
The chart of Martin ratio for Tec-ETFs + AI Stocks Portfolio, currently valued at 10.52, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.52
^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
VOO
Vanguard S&P 500 ETF		3.064.081.584.4320.25
QQQ
Invesco QQQ		2.112.781.382.699.81
XLK
Technology Select Sector SPDR Fund		1.502.021.271.926.63
SMH
VanEck Vectors Semiconductor ETF		1.782.291.302.466.77
TECB
iShares U.S. Tech Breakthrough Multisector ETF		2.633.381.473.4714.51
NVDA
NVIDIA Corporation		4.003.971.517.6524.12
GOOGL
Alphabet Inc.		1.411.961.261.694.24
META
Meta Platforms, Inc.		2.183.091.434.2613.22
TSLA
Tesla, Inc.		0.871.651.200.812.32
MSFT
Microsoft Corporation		0.781.121.150.992.42
AAPL
Apple Inc		0.931.471.181.262.96

Sharpe Ratio

The current Tec-ETFs + AI Stocks Portfolio Sharpe ratio is 2.23. 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 2.97, 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.23
2.90
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.

TTM20232022202120202019201820172016201520142013
Portfolio0.69%0.79%1.26%0.74%1.00%1.81%1.67%1.39%1.41%1.83%1.57%1.59%
Portfolio components:
VOO
Vanguard S&P 500 ETF		1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ		0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
XLK
Technology Select Sector SPDR Fund		0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SMH
VanEck Vectors Semiconductor ETF		0.41%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
TECB
iShares U.S. Tech Breakthrough Multisector ETF		0.30%0.23%0.61%0.35%0.77%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%
GOOGL
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%
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%
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		0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%

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
-0.52%
-0.29%
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.

The current Tec-ETFs + AI Stocks Portfolio drawdown is 0.52%.

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
-14.62%Jul 11, 202420Aug 7, 202464Nov 6, 202484
-11.58%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-11.11%Jul 19, 202371Oct 26, 202313Nov 14, 202384

Volatility

Volatility Chart

The current Tec-ETFs + AI Stocks Portfolio volatility is 5.47%, 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%JuneJulyAugustSeptemberOctoberNovember
5.47%
3.86%
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.
TSLAMETAGOOGLAAPLNVDAMSFTSMHVOOTECBXLKQQQ
TSLA1.000.380.410.490.470.440.500.520.560.530.61
META0.381.000.660.560.580.650.600.660.720.680.74
GOOGL0.410.661.000.640.580.740.610.720.740.730.78
AAPL0.490.560.641.000.580.700.630.740.730.820.80
NVDA0.470.580.580.581.000.670.850.680.790.810.80
MSFT0.440.650.740.700.671.000.690.770.820.870.86
SMH0.500.600.610.630.850.691.000.790.850.880.87
VOO0.520.660.720.740.680.770.791.000.880.900.91
TECB0.560.720.740.730.790.820.850.881.000.930.96
XLK0.530.680.730.820.810.870.880.900.931.000.97
QQQ0.610.740.780.800.800.860.870.910.960.971.00
The correlation results are calculated based on daily price changes starting from Jan 14, 2020