Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QTUM Defiance Quantum ETF | Technology Equities | 33.33% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 33.33% |
VGT Vanguard Information Technology ETF | Technology Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tech/AI/Quant, 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.
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The earliest data available for this chart is Sep 5, 2018, corresponding to the inception date of QTUM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Tech/AI/Quant | 0.51% | -1.01% | 1.32% | 3.80% | 52.56% | 34.69% | 20.40% | — |
| Portfolio components: | ||||||||
QTUM Defiance Quantum ETF | 0.61% | -1.94% | 0.48% | 1.40% | 47.52% | 34.57% | 18.98% | — |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
VGT Vanguard Information Technology ETF | 0.85% | -1.42% | -5.36% | -5.79% | 29.79% | 23.50% | 15.02% | 21.67% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 6, 2018, Tech/AI/Quant's average daily return is +0.10%, while the average monthly return is +2.06%. At this rate, your investment would double in approximately 2.8 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +17.1%, while the worst month was Jun 2022 at -12.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Tech/AI/Quant closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.3%, while the worst single day was Mar 16, 2020 at -13.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.65% | -0.48% | -5.81% | 2.32% | 1.32% | ||||||||
| 2025 | 0.40% | -3.86% | -7.90% | 0.60% | 12.27% | 11.54% | 2.62% | 1.47% | 10.18% | 9.07% | -4.61% | 1.48% | 35.66% |
| 2024 | 3.06% | 9.27% | 3.71% | -5.47% | 9.16% | 6.16% | -2.69% | 0.11% | 1.13% | -0.82% | 6.77% | 5.55% | 40.89% |
| 2023 | 12.72% | 0.62% | 8.63% | -4.12% | 11.70% | 5.70% | 4.36% | -3.03% | -6.34% | -4.12% | 13.73% | 7.49% | 54.93% |
| 2022 | -9.43% | -2.31% | 1.39% | -12.51% | 2.59% | -12.85% | 13.03% | -7.25% | -12.61% | 4.22% | 12.90% | -8.28% | -30.61% |
| 2021 | 3.35% | 4.25% | 0.96% | 2.38% | 0.40% | 5.50% | 0.95% | 3.38% | -4.38% | 6.93% | 5.81% | 2.19% | 36.11% |
Benchmark Metrics
Tech/AI/Quant has an annualized alpha of 9.96%, beta of 1.30, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since September 06, 2018.
- This portfolio captured 157.60% of S&P 500 Index gains and 105.35% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 9.96% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 9.96%
- Beta
- 1.30
- R²
- 0.80
- Upside Capture
- 157.60%
- Downside Capture
- 105.35%
Expense Ratio
Tech/AI/Quant has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Tech/AI/Quant ranks 82 for risk / return — in the top 82% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 0.88 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.37 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.39 | +2.17 |
Martin ratioReturn relative to average drawdown | 13.01 | 6.43 | +6.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 82 | 1.61 | 2.24 | 1.30 | 3.18 | 11.03 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
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Dividends
Dividend yield
Tech/AI/Quant provided a 0.59% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.59% | 0.57% | 0.55% | 0.68% | 1.18% | 0.54% | 0.64% | 1.08% | 1.13% | 0.80% | 0.71% | 1.14% |
| Portfolio components: | ||||||||||||
QTUM Defiance Quantum ETF | 1.07% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
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 Tech/AI/Quant. 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 Tech/AI/Quant was 39.59%, occurring on Oct 14, 2022. Recovery took 290 trading sessions.
The current Tech/AI/Quant drawdown is 8.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.59% | Dec 28, 2021 | 202 | Oct 14, 2022 | 290 | Dec 11, 2023 | 492 |
| -32.96% | Feb 20, 2020 | 22 | Mar 20, 2020 | 56 | Jun 10, 2020 | 78 |
| -28.09% | Jan 23, 2025 | 53 | Apr 8, 2025 | 43 | Jun 10, 2025 | 96 |
| -23.51% | Sep 25, 2018 | 63 | Dec 24, 2018 | 59 | Mar 21, 2019 | 122 |
| -18.63% | Jul 11, 2024 | 20 | Aug 7, 2024 | 83 | Dec 4, 2024 | 103 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | QTUM | SMH | VGT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.83 | 0.79 | 0.91 | 0.87 |
| QTUM | 0.83 | 1.00 | 0.89 | 0.86 | 0.95 |
| SMH | 0.79 | 0.89 | 1.00 | 0.89 | 0.97 |
| VGT | 0.91 | 0.86 | 0.89 | 1.00 | 0.95 |
| Portfolio | 0.87 | 0.95 | 0.97 | 0.95 | 1.00 |