Tec-ETFs + AI Stocks Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Tec-ETFs + AI Stocks Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	1%
GOOGL Alphabet Inc Class A	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

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Tec-ETFs + AI Stocks Portfolio	-5.37%	10.23%	-6.97%	9.11%	20.03%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	-3.41%	7.59%	-5.06%	9.79%	15.86%	12.42%
QQQ Invesco QQQ	-4.41%	9.37%	-4.80%	11.06%	17.35%	17.24%
XLK Technology Select Sector SPDR Fund	-6.25%	11.95%	-7.94%	6.60%	18.98%	19.17%
SMH VanEck Vectors Semiconductor ETF	-7.75%	13.86%	-13.48%	0.49%	27.69%	24.45%
TECB iShares U.S. Tech Breakthrough Multisector ETF	-3.74%	11.00%	-6.32%	9.59%	14.04%	N/A
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
GOOGL Alphabet Inc Class A	-19.22%	-0.05%	-14.16%	-8.99%	17.00%	19.05%
META Meta Platforms, Inc.	1.28%	8.46%	0.71%	24.87%	22.88%	22.54%
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.86%	33.91%
MSFT Microsoft Corporation	4.30%	15.05%	4.25%	6.59%	19.74%	26.80%
AAPL Apple Inc	-20.63%	4.26%	-12.43%	8.82%	21.04%	21.59%

*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	1.57%	-2.86%	-7.67%	0.82%	3.04%								-5.37%
2024	2.87%	6.90%	2.54%	-4.64%	7.10%	6.50%	-1.82%	1.06%	2.44%	-0.98%	5.00%	-0.37%	29.13%
2023	10.98%	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%	-8.18%	-29.18%
2021	0.39%	1.91%	2.18%	4.91%	-0.12%	5.63%	2.64%	3.87%	-5.36%	7.76%	3.32%	2.03%	32.62%
2020	-0.26%	-6.13%	-9.53%	14.44%	6.37%	5.76%	7.04%	10.31%	-4.54%	-2.90%	12.47%	4.85%	40.75%

Expense Ratio

Tec-ETFs + AI Stocks Portfolio has an expense ratio of 0.17%, 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.

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 23, meaning it’s performing worse than 77% 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	0.52	0.89	1.13	0.57	2.18
QQQ Invesco QQQ	0.45	0.81	1.11	0.51	1.65
XLK Technology Select Sector SPDR Fund	0.23	0.54	1.07	0.28	0.89
SMH VanEck Vectors Semiconductor ETF	0.05	0.35	1.05	0.05	0.11
TECB iShares U.S. Tech Breakthrough Multisector ETF	0.40	0.71	1.10	0.39	1.37
NVDA NVIDIA Corporation	0.53	1.05	1.13	0.78	1.94
GOOGL Alphabet Inc Class A	-0.32	-0.27	0.97	-0.35	-0.77
META Meta Platforms, Inc.	0.70	1.26	1.16	0.79	2.47
TSLA Tesla, Inc.	1.03	1.74	1.21	1.15	2.83
MSFT Microsoft Corporation	0.28	0.63	1.08	0.34	0.75
AAPL Apple Inc	0.25	0.63	1.09	0.28	0.95

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.

Tec-ETFs + AI Stocks Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.36
5-Year: 0.84
All Time: 0.69

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 0.41 to 0.94, 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 Tec-ETFs + AI Stocks Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Tec-ETFs + AI Stocks Portfolio provided a 0.75% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.75%	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	1.34%	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	0.61%	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	0.72%	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	0.48%	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	0.33%	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	0.03%	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 Class A	0.52%	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.	0.34%	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	0.72%	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	0.38%	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.

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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 9.89%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.79%	Dec 28, 2021	202	Oct 14, 2022	188	Jul 18, 2023	390
-30.92%	Feb 20, 2020	23	Mar 23, 2020	53	Jun 8, 2020	76
-23.83%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-14.62%	Jul 11, 2024	20	Aug 7, 2024	64	Nov 6, 2024	84
-11.58%	Sep 3, 2020	14	Sep 23, 2020	44	Nov 24, 2020	58

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 5.10, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	TSLA	META	AAPL	GOOGL	NVDA	MSFT	SMH	VOO	TECB	XLK	QQQ	Portfolio
^GSPC	1.00	0.54	0.66	0.72	0.72	0.69	0.77	0.80	1.00	0.89	0.91	0.92	0.93
TSLA	0.54	1.00	0.39	0.48	0.43	0.46	0.46	0.51	0.54	0.57	0.54	0.62	0.59
META	0.66	0.39	1.00	0.54	0.66	0.59	0.65	0.60	0.66	0.72	0.68	0.74	0.71
AAPL	0.72	0.48	0.54	1.00	0.62	0.56	0.69	0.61	0.72	0.71	0.79	0.78	0.76
GOOGL	0.72	0.43	0.66	0.62	1.00	0.58	0.74	0.62	0.72	0.73	0.73	0.78	0.75
NVDA	0.69	0.46	0.59	0.56	0.58	1.00	0.67	0.85	0.68	0.79	0.81	0.80	0.83
MSFT	0.77	0.46	0.65	0.69	0.74	0.67	1.00	0.69	0.77	0.82	0.87	0.85	0.83
SMH	0.80	0.51	0.60	0.61	0.62	0.85	0.69	1.00	0.80	0.85	0.89	0.87	0.92
VOO	1.00	0.54	0.66	0.72	0.72	0.68	0.77	0.80	1.00	0.88	0.91	0.91	0.93
TECB	0.89	0.57	0.72	0.71	0.73	0.79	0.82	0.85	0.88	1.00	0.94	0.96	0.96
XLK	0.91	0.54	0.68	0.79	0.73	0.81	0.87	0.89	0.91	0.94	1.00	0.97	0.98
QQQ	0.92	0.62	0.74	0.78	0.78	0.80	0.85	0.87	0.91	0.96	0.97	1.00	0.99
Portfolio	0.93	0.59	0.71	0.76	0.75	0.83	0.83	0.92	0.93	0.96	0.98	0.99	1.00

The correlation results are calculated based on daily price changes starting from Jan 13, 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

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community