m-tech minimized
semi+others
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ALGN Align Technology, Inc. | Healthcare | 9% |
AMD Advanced Micro Devices, Inc. | Technology | 9% |
DVN Devon Energy Corporation | Energy | 9% |
GOOG Alphabet Inc. | Communication Services | 9% |
INTC Intel Corporation | Technology | 9% |
META Meta Platforms, Inc. | Communication Services | 10% |
MRO Marathon Oil Corporation | Energy | 9% |
MU Micron Technology, Inc. | Technology | 9% |
NVDA NVIDIA Corporation | Technology | 9% |
QCOM QUALCOMM Incorporated | Technology | 9% |
VLO Valero Energy Corporation | Energy | 9% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in m-tech minimized, 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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Oct 18, 2024, the m-tech minimized returned 17.43% Year-To-Date and 27.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| m-tech minimized | 17.82% | 2.65% | 0.45% | 36.13% | 31.58% | 26.77% |
| Portfolio components: | ||||||
INTC Intel Corporation | -53.94% | 4.58% | -32.93% | -33.50% | -12.87% | -1.02% |
AMD Advanced Micro Devices, Inc. | 7.12% | 1.25% | 6.23% | 55.09% | 38.31% | 50.49% |
NVDA NVIDIA Corporation | 190.26% | 23.89% | 80.76% | 247.34% | 97.34% | 78.62% |
QCOM QUALCOMM Incorporated | 19.88% | 1.18% | 7.70% | 60.62% | 19.97% | 11.68% |
ALGN Align Technology, Inc. | -20.96% | -14.35% | -28.01% | -19.76% | -0.09% | 15.49% |
DVN Devon Energy Corporation | -9.01% | -1.74% | -21.66% | -13.18% | 20.31% | -0.47% |
VLO Valero Energy Corporation | 7.66% | 1.92% | -16.27% | 7.56% | 12.65% | 15.43% |
MRO Marathon Oil Corporation | 11.31% | -4.94% | -3.20% | -5.19% | 18.92% | -1.02% |
MU Micron Technology, Inc. | 28.20% | 20.14% | 0.16% | 62.97% | 20.10% | 13.65% |
GOOG Alphabet Inc. | 17.94% | 0.70% | 5.23% | 21.55% | 21.50% | 20.03% |
META Meta Platforms, Inc. | 62.98% | 2.46% | 19.63% | 86.91% | 25.48% | 21.81% |
Monthly Returns
The table below presents the monthly returns of m-tech minimized, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.84% | 10.57% | 10.22% | -7.37% | 7.20% | 2.06% | -5.24% | -3.82% | 1.21% | 17.82% | |||
| 2023 | 16.16% | 0.60% | 12.18% | -0.98% | 5.26% | 5.29% | 9.61% | -2.48% | -3.02% | -5.91% | 10.37% | 9.72% | 69.94% |
| 2022 | -4.67% | 1.92% | 1.59% | -12.63% | 9.66% | -19.11% | 10.64% | -4.69% | -15.11% | 6.04% | 8.77% | -9.36% | -28.41% |
| 2021 | 1.86% | 14.70% | -0.39% | 5.63% | 2.98% | 7.66% | -1.28% | 4.20% | -1.69% | 6.75% | 9.43% | 2.14% | 64.43% |
| 2020 | -3.61% | -9.31% | -17.29% | 31.09% | 2.25% | 4.06% | 4.96% | 8.14% | -6.11% | 0.29% | 22.91% | 6.32% | 40.88% |
| 2019 | 13.55% | 3.45% | 5.85% | 9.08% | -16.12% | 10.51% | 0.35% | -5.11% | 1.72% | 9.29% | 5.44% | 7.44% | 50.79% |
| 2018 | 11.28% | -5.67% | -3.00% | 3.48% | 16.09% | -1.22% | 4.36% | 6.64% | 2.02% | -19.27% | -4.78% | -9.66% | -4.74% |
| 2017 | -0.61% | 4.15% | 3.96% | -0.37% | 2.62% | -0.78% | 4.90% | 0.45% | 8.09% | 7.31% | 4.17% | -0.08% | 38.87% |
| 2016 | -9.84% | -5.01% | 13.16% | 5.58% | 9.08% | 2.92% | 9.72% | 6.82% | 2.96% | -2.34% | 11.32% | 6.37% | 60.33% |
| 2015 | -5.08% | 9.15% | -4.21% | 1.86% | -0.20% | -5.12% | -2.33% | -6.20% | -1.59% | 14.49% | 2.79% | -3.13% | -1.59% |
| 2014 | 0.12% | 3.88% | 4.45% | -1.70% | 4.61% | -4.64% | -2.59% | 0.73% | -1.05% | 3.43% |
Expense Ratio
m-tech minimized has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of m-tech minimized is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
INTC Intel Corporation | -0.69 | -0.72 | 0.89 | -0.50 | -1.00 |
AMD Advanced Micro Devices, Inc. | 1.12 | 1.71 | 1.22 | 1.29 | 2.70 |
NVDA NVIDIA Corporation | 4.65 | 4.31 | 1.56 | 8.93 | 28.11 |
QCOM QUALCOMM Incorporated | 1.53 | 2.03 | 1.28 | 1.34 | 4.21 |
ALGN Align Technology, Inc. | -0.44 | -0.31 | 0.95 | -0.27 | -0.96 |
DVN Devon Energy Corporation | -0.60 | -0.71 | 0.92 | -0.33 | -1.13 |
VLO Valero Energy Corporation | 0.23 | 0.52 | 1.06 | 0.25 | 0.48 |
MRO Marathon Oil Corporation | -0.29 | -0.25 | 0.97 | -0.19 | -0.70 |
MU Micron Technology, Inc. | 1.32 | 2.00 | 1.24 | 1.42 | 3.28 |
GOOG Alphabet Inc. | 0.71 | 1.06 | 1.15 | 0.88 | 2.29 |
META Meta Platforms, Inc. | 2.33 | 3.24 | 1.45 | 3.44 | 14.27 |
Dividends
Dividend yield
m-tech minimized granted a 1.33% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| m-tech minimized | 1.33% | 1.39% | 1.97% | 1.37% | 1.52% | 1.07% | 1.29% | 0.98% | 1.09% | 1.67% | 1.15% | 1.07% |
| Portfolio components: | ||||||||||||
INTC Intel Corporation | 2.19% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
AMD Advanced Micro Devices, 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% |
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% |
QCOM QUALCOMM Incorporated | 1.93% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
ALGN Align Technology, 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% |
DVN Devon Energy Corporation | 4.99% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
VLO Valero Energy Corporation | 3.09% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
MRO Marathon Oil Corporation | 1.66% | 1.70% | 1.18% | 1.10% | 1.20% | 1.47% | 1.39% | 1.18% | 1.16% | 5.40% | 2.83% | 2.04% |
MU Micron Technology, Inc. | 0.42% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.24% | 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the m-tech minimized. 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 m-tech minimized was 41.84%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.
The current m-tech minimized drawdown is 11.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.84% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -36.01% | Oct 2, 2018 | 58 | Dec 24, 2018 | 244 | Dec 12, 2019 | 302 |
| -33.36% | Dec 28, 2021 | 188 | Sep 26, 2022 | 178 | Jun 12, 2023 | 366 |
| -29.15% | Aug 27, 2014 | 368 | Feb 11, 2016 | 74 | May 27, 2016 | 442 |
| -20.16% | Jul 11, 2024 | 41 | Sep 6, 2024 | — | — | — |
Volatility
Volatility Chart
The current m-tech minimized volatility is 4.44%, 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.
Diversification
Asset Correlations Table
| VLO | MRO | DVN | ALGN | META | AMD | GOOG | INTC | MU | NVDA | QCOM | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VLO | 1.00 | 0.53 | 0.51 | 0.24 | 0.21 | 0.20 | 0.26 | 0.29 | 0.30 | 0.22 | 0.29 |
| MRO | 0.53 | 1.00 | 0.84 | 0.23 | 0.18 | 0.19 | 0.23 | 0.29 | 0.31 | 0.20 | 0.28 |
| DVN | 0.51 | 0.84 | 1.00 | 0.25 | 0.19 | 0.22 | 0.23 | 0.32 | 0.33 | 0.22 | 0.29 |
| ALGN | 0.24 | 0.23 | 0.25 | 1.00 | 0.42 | 0.38 | 0.44 | 0.41 | 0.39 | 0.41 | 0.42 |
| META | 0.21 | 0.18 | 0.19 | 0.42 | 1.00 | 0.41 | 0.65 | 0.43 | 0.41 | 0.50 | 0.43 |
| AMD | 0.20 | 0.19 | 0.22 | 0.38 | 0.41 | 1.00 | 0.42 | 0.47 | 0.51 | 0.64 | 0.50 |
| GOOG | 0.26 | 0.23 | 0.23 | 0.44 | 0.65 | 0.42 | 1.00 | 0.47 | 0.43 | 0.52 | 0.48 |
| INTC | 0.29 | 0.29 | 0.32 | 0.41 | 0.43 | 0.47 | 0.47 | 1.00 | 0.57 | 0.54 | 0.59 |
| MU | 0.30 | 0.31 | 0.33 | 0.39 | 0.41 | 0.51 | 0.43 | 0.57 | 1.00 | 0.59 | 0.57 |
| NVDA | 0.22 | 0.20 | 0.22 | 0.41 | 0.50 | 0.64 | 0.52 | 0.54 | 0.59 | 1.00 | 0.58 |
| QCOM | 0.29 | 0.28 | 0.29 | 0.42 | 0.43 | 0.50 | 0.48 | 0.59 | 0.57 | 0.58 | 1.00 |